Report NEP-ORE-2021-02-01

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:

• Zea Bermudez, Patrícia de & Rue, Havard, 2021. "Integrated nested Laplace approximations for threshold stochastic volatility models," DES - Working Papers. Statistics and Econometrics. WS 31804, Universidad Carlos III de Madrid. Departamento de Estadística.
• Pacifico, Antonio, 2020. "Bayesian Fuzzy Clustering with Robust Weighted Distance for Multiple ARIMA and Multivariate Time-Series," MPRA Paper 104379, University Library of Munich, Germany.
• Natalya Zelenyuk & Valentin Zelenyuk, 2021. "Bank Performance Analysis," CEPA Working Papers Series WP022021, School of Economics, University of Queensland, Australia.
• Marc Hallin, 2021. "Measure Transportation and Statistical Decision Theory," Working Papers ECARES 2021-04, ULB -- Universite Libre de Bruxelles.
• Tzougas, George & Jeong, Himchan, 2021. "An expectation-maximization algorithm for the exponential-generalized inverse Gaussian regression model with varying dispersion and shape for modelling the aggregate claim amount," LSE Research Online Documents on Economics 108210, London School of Economics and Political Science, LSE Library.
• Tullio Buccellato & Riccardo Busin & Roberto Casarin & Giancarlo Corò, 2020. "Endogeneity in Interlocks and Performance Analysis: A Firm Size Perspective," Working Papers 2020:25, Department of Economics, University of Venice "Ca' Foscari".
• Jess Benhabib & Xuewen Liu & Pengfei Wang, 2020. "Self-Fulfilling Risk Panics: An Expected Utility Framework," NBER Working Papers 28284, National Bureau of Economic Research, Inc.
• Gabriel Montes Rojas, 2019. "Subgraph Network Random Effects Error Components Models: Specification and Testing," Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET) 2019-44, Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET).
• Boeckelmann Lukas & Stalla-Bourdillon Arthur, 2021. "Structural Estimation of Time-Varying Spillovers: An Application to International Credit Risk Transmission," Working papers 798, Banque de France.
• Mikhail Chernov & Magnus Dahlquist & Lars A. Lochstoer, 2020. "Pricing Currency Risks," NBER Working Papers 28260, National Bureau of Economic Research, Inc.
• André, Marine-Charlotte & Traficante, Guido, 2020. "Forward Guidance in Small Open Economy," MPRA Paper 104600, University Library of Munich, Germany.
• Andreeva, Andriyana & Asenov, Oleg, 2020. "Digital control over the working process technological and legal aspects," MPRA Paper 105080, University Library of Munich, Germany.
• Tulio Cravo & Christopher J. O'Leary & Ana Cristina Sierra & Leandro Justino Veloso, 2020. "Heterogeneous impacts on layoffs of changes in Brazilian unemployment insurance eligibility rules," Upjohn Working Papers 20-318, W.E. Upjohn Institute for Employment Research.
• Thomas St rdal Gundersen & Even Soltvedt Hvinden, 2021. "OPEC's crude game: Strategic Competition and Regime-switching in Global Oil Markets," Working Papers No 01/2021, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
• Bachman, RÜdiger & Bai, Jinhui & Lee, Minjoon & Zhang, Fudong, 2020. "The Welfare and Distributional Effects of Fiscal Volatility: A Quantitative Evaluation," Working Papers 2020-2, School of Economic Sciences, Washington State University.
• Isao Shoji & Masahiro Nozawa, 2020. "A geometric analysis of nonlinear dynamics and its application to financial time series," Papers 2012.11825, arXiv.org.
• Ho, Mun & Britz, Wolfgang & Delzeit, Ruth & Leblanc, Florian & Roson, Roberto & Schuenemann, Franziska & Weitzel, Matthias, 2020. "Modelling Consumption and Constructing Long-Term Baselines in Final Demand," Open Access Publications from Kiel Institute for the World Economy 228656, Kiel Institute for the World Economy (IfW Kiel).
• R. Lamotte & A. de Palma & N. Geroliminis, 2020. "Impacts of Metering-Based Dynamic Priority Schemes," THEMA Working Papers 2020-14, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
• Alice Albonico & Guido Ascari & Qazi Haque, 2020. "The (ir)relevance of rule-of-thumb consumers for US business cycle fluctuations," CAMA Working Papers 2020-102, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Nicola Comincioli & Paolo Panteghini & Sergio Vergalli, 2020. "Debt Shifting and Transfer Pricing in a Volatile World," CESifo Working Paper Series 8807, CESifo.
• Costas Meghir & Ahmed Mushfiq Mobarak & Ahmed Corina Mommaerts & Ahmed Melanie Morten, 2019. "Migration and Informal Insurance," Cowles Foundation Discussion Papers 2185R2 Publication Status, Cowles Foundation for Research in Economics, Yale University, revised Jan 2021.
• Arnold Cédrick SOH VOUTSA, 2020. "Approval Voting & Majority Judgment in Weighted Representative Democracy," THEMA Working Papers 2020-15, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
• Arnold Cédrick SOH VOUTSA, 2020. "Deegan-Packel & Johnston spatial power indices and characterizations," THEMA Working Papers 2020-16, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
• Chuluunbayar, Delgerjargal, 2020. "Asymmetric transmission and effects of resource shocks: Case of Mongolia," MPRA Paper 104641, University Library of Munich, Germany.
• Jidong Zhou, 2021. "Mixed Bundling in Oligopoly Markets," Cowles Foundation Discussion Papers 2270, Cowles Foundation for Research in Economics, Yale University.
• Andres, Christian & Bazhutov, Dmitry & Cumming, Douglas & Köchling, Gerrit & Limbach, Peter, 2024. "Does Speculative News Hurt Productivity? Evidence from Takeover Rumors," CFR Working Papers 21-02, University of Cologne, Centre for Financial Research (CFR), revised 2024.
• Nicola Comincioli & Paolo M. Panteghini & Sergio Vergalli, 2020. "Debt and Transfer Pricing: Implications on Business Tax Policy," Working Papers 2020.16, Fondazione Eni Enrico Mattei.
• Hadar Avivi & Patrick M. Kline & Evan Rose & Christopher R. Walters, 2021. "Adaptive Correspondence Experiments," NBER Working Papers 28319, National Bureau of Economic Research, Inc.
• Marlene Amstad & Leonardo Gambacorta & Chao He & Dora Xia, 2021. "Trade sentiment and the stock market: new evidence based on big data textual analysis of Chinese media," BIS Working Papers 917, Bank for International Settlements.
• Sebastian Rohe & Jannika Mattes, 2021. "What about the regional level? Regional configurations of Technological Innovation Systems," PEGIS geo-disc-2021_01, Institute for Economic Geography and GIScience, Department of Socioeconomics, Vienna University of Economics and Business.