Report NEP-ORE-2021-01-11

This is the archive for NEP-ORE, a report on new working papers in the area of Operations Research. Walter Frisch issued this report. It is usually issued weekly.

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Other reports in NEP-ORE

The following items were announced in this report:

• Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2021. "Efficient Combined Estimation under Structural Breaks," Working Papers 202101, University of California at Riverside, Department of Economics.
• Mirco Rubin & Dario Ruzzi, 2020. "Equity tail risk in the treasury bond market," Temi di discussione (Economic working papers) 1311, Bank of Italy, Economic Research and International Relations Area.
• Bauwens, Luc & Otranto, Edoardo, 2020. "Modelling Realized Covariance Matrices: a Class of Hadamard Exponential Models," LIDAM Discussion Papers CORE 2020034, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Shaoxin Hong & Zhengyi Zhang & Zongwu Cai, 2021. "Testing Heteroskedasticity for Predictive Regressions With Nonstationary Regressors," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202101, University of Kansas, Department of Economics, revised Jan 2021.
• Aman Ullah & Tao Wang & Weixin Yao, 2020. "Modal Regression for Fixed Effects Panel Data," Working Papers 202102, University of California at Riverside, Department of Economics, revised Nov 2020.
• Monica Billio & Roberto Casarin & Michele Costola & Matteo Iacopini, 2021. "COVID-19 spreading in financial networks: A semiparametric matrix regression model," Working Papers 2021:05, Department of Economics, University of Venice "Ca' Foscari".
• Shaw, Charles, 2020. "Regimes, Non-Linearities, and Price Discontinuities in Indian Energy Stocks," MPRA Paper 104798, University Library of Munich, Germany.
• Andersson, Jonas & Olden, Andreas & Rusina, Aija, 2020. "Fraud detection by a multinomial model: Separating honesty from unobserved fraud," Discussion Papers 2020/15, Norwegian School of Economics, Department of Business and Management Science.
• Kaustav Das & Nicolas Klein, 2020. "Do Stronger Patents Lead to Faster Innovation? The Effect of Duplicative Search," Discussion Papers in Economics 20/03, Division of Economics, School of Business, University of Leicester.
• PINSHI, Christian P., 2020. "Préserver l’Économie à l’Ere de la COVID-19 : Une Pensée Optimale à la Fujita [Safeguarding the Economy in the Age of COVID-19: A Fujita-style Optimal Thinking]," MPRA Paper 105107, University Library of Munich, Germany, revised Jul 2020.
• Hafner, Christian & Wang, Linqi, 2020. "Dynamic portfolio selection with sector-specific regularization," LIDAM Discussion Papers ISBA 2020032, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Lombardi, Stefano & van den Berg, Gerard J. & Vikström, Johan, 2020. "Empirical Monte Carlo evidence on estimation of Timing-of-Events models," Working Paper Series 2020:26, IFAU - Institute for Evaluation of Labour Market and Education Policy, revised 05 Jan 2021.
• Walter Distaso & Antonio Mele & Grigory Vilkov, 2020. "Cross-Section Without Factors: Correlation Risk, Strings and Asset Prices," Swiss Finance Institute Research Paper Series 20-119, Swiss Finance Institute.
• Richard S.J. Tol, 2021. "General circulation models," Video Library 2102, Department of Economics, University of Sussex Business School.
• Young Shin Aaron Kim & Kum-Hwan Roh & Raphaël Douady, 2020. "Tempered Stable Processes with Time Varying Exponential Tails," Working Papers hal-03018495, HAL.
• Gossner, Olivier & Steiner, Jakub & Stewart, Colin, 2021. "Attention please!," LSE Research Online Documents on Economics 107907, London School of Economics and Political Science, LSE Library.
• Juodis, Arturas & Sarafidis, Vasilis, 2020. "Online Supplement to An Incidental Parameters Free Inference Approach for Panels with Common Shocks," MPRA Paper 104908, University Library of Munich, Germany.
• H. R., Ganesha & Aithal, Sreeramana, 2020. "Artificial Intelligence-Based Consumer Communication by Brick-and-Mortar Retailers in India Leading to Syllogistic Fallacy and Trap – Insights from an Experiment," MPRA Paper 104794, University Library of Munich, Germany.
• Alexis Louaas & Pierre Picard, 2020. "A Pandemic Business Interruption Insurance," CESifo Working Paper Series 8758, CESifo.
• Xin Sheng & Rangan Gupta & Afees A. Salisu & Elie Bouri, 2021. "OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning," Working Papers 202101, University of Pretoria, Department of Economics.
• Ernest Liu & Aleh Tsyvinski, 2020. "Dynamical Structure and Spectral Properties of Input-Output Networks," NBER Working Papers 28178, National Bureau of Economic Research, Inc.
• Richard S.J. Tol, 2020. "Ozone hole and acid rain," Video Library 2098, Department of Economics, University of Sussex Business School.
• Aoyama, Tomohito, 2020. "Response time and revealed information structure," Discussion paper series HIAS-E-101, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
• Olivier Dessaint & Thierry Foucault & Laurent Frésard, 2020. "Does Big Data Improve Financial Forecasting? The Horizon Effect," Swiss Finance Institute Research Paper Series 20-106, Swiss Finance Institute.
• Kyvik Nordås, Hildegunn & Klügl, Franziska, 2020. "Drivers of automation and consequences for jobs in engineering services: an agent-based modelling approach," Working Papers 2020:16, Örebro University, School of Business.
• Turan G. Bali & Amit Goyal & Dashan Huang & Fuwei Jiang & Quan Wen, 2020. "The Cross-Sectional Pricing of Corporate Bonds Using Big Data and Machine Learning," Swiss Finance Institute Research Paper Series 20-110, Swiss Finance Institute.
• Armerin, Fredrik & Song, Han-Suck, 2020. "A framework for modelling cash flow lags," Working Paper Series 20/17, Royal Institute of Technology, Department of Real Estate and Construction Management & Banking and Finance.
• Harmenberg, Karl, 2020. "A Simple Theory of Pareto Earnings," Working Papers 21-2020, Copenhagen Business School, Department of Economics.
• Luca Benati, 2020. "Money Velocity and the Natural Rate of Interest," Diskussionsschriften dp2022, Universitaet Bern, Departement Volkswirtschaft.
• Duncan MacDonald & Christopher Prinz & Herwig Immervoll, 2020. "Can disability benefits promote (re)employment?: Considerations for effective disability benefit design," OECD Social, Employment and Migration Working Papers 253, OECD Publishing.
• Christelle Baunez & Mickael Degoulet & Stéphane Luchini & Matteo L. Pintus, 2020. "The Acceleration Index as a Test-Controlled Reproduction Number: Application to COVID-19 in France," AMSE Working Papers 2045, Aix-Marseille School of Economics, France.
• Richard S.J. Tol, 2021. "The greenhouse effect," Video Library 2101, Department of Economics, University of Sussex Business School.
• Murhula, Pacifique, 2020. "Tendance de l'inflation sous-jacente en RDC: une modélisation à partir de l'approche VAR structurelle [Trend of Core inflation in DRCongo: a model based on the Structural VAR approach]," MPRA Paper 105005, University Library of Munich, Germany, revised 08 Jan 2021.
• Herings, Jean-Jacques & Mauleon, Ana & Vannetelbosch, Vincent, 2020. "Do Stable Outcomes Survive in Marriage Problems with Myopic and Farsighted Players?," LIDAM Discussion Papers CORE 2020033, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Puhl, Pirmin & Lundborg, Martin, 2019. "Breitbandzugang über Satellit in Deutschland – Stand der Marktentwicklung und Entwicklungsperspektiven," WIK Discussion Papers 444, WIK Wissenschaftliches Institut für Infrastruktur und Kommunikationsdienste GmbH.
• Dimitris Christelis & Dimitris Georgarakos & Tullio Jappelli, 2020. "Financial Risk-taking and Differential Bargaining Power within Households," Working Papers 2020_32, Business School - Economics, University of Glasgow.
• Alfani, Guido, 2020. "Epidemics, inequality and poverty in preindustrial and early industrial times," CAGE Online Working Paper Series 520, Competitive Advantage in the Global Economy (CAGE).