Report NEP-ORE-2021-02-15

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.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-ORE

The following items were announced in this report:

• Aknouche, Abdelhakim & Dimitrakopoulos, Stefanos, 2020. "On an integer-valued stochastic intensity model for time series of counts," MPRA Paper 105406, University Library of Munich, Germany.
• Umberto Triacca & Olivier Damette & Alessandro Giovannelli, 2020. "A Test of Sufficient Condition for Infinite-step Granger Noncausality in Infinite Order Vector Autoregressive Process," CEIS Research Paper 496, Tor Vergata University, CEIS, revised 18 Jun 2020.
• Kazuyuki Sasakura, 2019. "Calculating a Giffen Good," Working Papers 1908, Waseda University, Faculty of Political Science and Economics.
• Mesias Alfeus & Christina Sklibosios Nikitopoulos, 2020. "Forecasting Commodity Markets Volatility: HAR or Rough?," Research Paper Series 415, Quantitative Finance Research Centre, University of Technology, Sydney.
• Francesco De Sinopoli & Leo Ferraris & Claudia Meroni, 2020. "Poisson Search," CEIS Research Paper 499, Tor Vergata University, CEIS, revised 22 Jun 2020.
• Jorgen Vitting Andersen & Andrzej Nowak, 2020. "Symmetry and financial Markets," Documents de travail du Centre d'Economie de la Sorbonne 20030, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Zhang, Shaojun, 2020. "Dissecting Currency Momentum," Working Paper Series 2020-15, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Masashige Hamano, 2019. "International Risk Sharing with Heterogeneous Firms," Working Papers 1907, Waseda University, Faculty of Political Science and Economics.
• Franz Dietrich, 2020. "Fully Bayesian Aggregation," Documents de travail du Centre d'Economie de la Sorbonne 20014r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Jan 2021.
• Daniel Felix Ahelegbey, 2020. "A Statistical Measure of Global Equity Market Risk," DEM Working Papers Series 194, University of Pavia, Department of Economics and Management.
• Dmitry Arkhangelsky & Guido W. Imbens, 2021. "Double-Robust Identification for Causal Panel Data Models," NBER Working Papers 28364, National Bureau of Economic Research, Inc.
• Lorenzo Caliendo & Robert C. Feenstra & John Romalis & Alan M. Taylor, 2021. "A Second-best Argument for Low Optimal Tariffs," NBER Working Papers 28380, National Bureau of Economic Research, Inc.
• Alexander, L. Brown & Taisuke Imai & Ferdinand M. Vieider & Colin Camerer, 2021. "Meta-Analysis of Empirical Estimates of Loss-Aversion," CESifo Working Paper Series 8848, CESifo.
• Christina Sklibosios Nikitopoulos & Alice Thomas & Jianxin Wang, 2020. "The Economic Impact of Volatility Persistence on Energy Markets," Research Paper Series 417, Quantitative Finance Research Centre, University of Technology, Sydney.
• Rupayan Pal & Dipti Ranjan Pati, 2021. "Peace over war: Conflict, contest and cooperation in water sharing," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2021-003, Indira Gandhi Institute of Development Research, Mumbai, India.
• Fabio Antoniou & Panos Hatzipanayotou & Nikos Tsakiris, 2021. "Strategic Export Motives and Linking Emission Markets," CESifo Working Paper Series 8847, CESifo.
• Olkhov, Victor, 2020. "Classical Option Pricing and Some Steps Further," MPRA Paper 105431, University Library of Munich, Germany, revised 28 Dec 2020.
• Mueller, Andreas I. & Spinnewijn, Johannes & Topa, Giorgio, 2021. "Job seekers’ perceptions and employment prospects: heterogeneity, duration dependence, and bias," LSE Research Online Documents on Economics 108447, London School of Economics and Political Science, LSE Library.
• Benini, Giacomo & Brandt, Adam & Dotti, Valerio & El-Houjeiri, Hassan, 2020. "The Marginal Oil Field," MPRA Paper 105312, University Library of Munich, Germany.
• Kevin Burrage & Pamela Burrage & Shev MacNamara, 2021. "The Reflectionless Properties of Toeplitz Waves and Hankel Waves: An Analysis via Bessel Functions," Research Paper Series 423, Quantitative Finance Research Centre, University of Technology, Sydney.
• Tommaso Proietti, 2020. "Peaks, Gaps, and Time Reversibility of Economic Time Series," CEIS Research Paper 492, Tor Vergata University, CEIS, revised 17 Jun 2020.
• Alberto Bucci & Lorenzo Carbonari & Pedro Mazeda Gil & Giovanni Trovato, 2020. "Economic Growth and Innovation Complexity: An Empirical Estimation of a Hidden Markov Model," CEIS Research Paper 483, Tor Vergata University, CEIS, revised 12 Nov 2021.
• Fernández, Flavia M, 2021. "Cuadro de Mando Integral en la enseñanza de grado. Una propuesta integradora [Balanced Scorecard in degree teaching. An integrated view]," MPRA Paper 105568, University Library of Munich, Germany.
• Tobias Broer & Per Krusell & Erik Öberg, 2021. "Fiscal Multipliers: A Heterogenous-Agent Perspective," NBER Working Papers 28366, National Bureau of Economic Research, Inc.
• Taro Shinoda & Yukihiko Funaki, 2019. "Unstructured Bargaining Experiment on Three-person Cooperative Games," Working Papers 1915, Waseda University, Faculty of Political Science and Economics.
• Vittorio Larocca & Luca Panaccione, 2020. "Suboptimality of probability matching - A formal proof, a graphical analysis and an impulse balance interpretation," CEIS Research Paper 490, Tor Vergata University, CEIS, revised 03 Jun 2020.
• Manning, Alan & Mazeine, Graham, 2020. "Subjective job insecurity and the rise of the precariat: evidence from the UK, Germany and the United States," LSE Research Online Documents on Economics 108485, London School of Economics and Political Science, LSE Library.
• Alan Manning & Graham Mazeine, 2020. "Subjective job insecurity and the rise of the precariat: evidence from the UK, Germany and the United States," CEP Discussion Papers dp1712, Centre for Economic Performance, LSE.
• Hassan Afrouzi & Choongryul Yang, 2021. "Dynamic Rational Inattention and the Phillips Curve," CESifo Working Paper Series 8840, CESifo.
• Jaegi Jeon & Kyunghyun Park & Jeonggyu Huh, 2021. "Extensive networks would eliminate the demand for pricing formulas," Papers 2101.09064, arXiv.org.
• Douglas W. Diamond & Yunzhi Hu & Raghuram G. Rajan, 2021. "Liquidity, Pledgeability, and the Nature of Lending," NBER Working Papers 28377, National Bureau of Economic Research, Inc.
• Mark Kiermayer, 2021. "Modeling surrender risk in life insurance: theoretical and experimental insight," Papers 2101.11590, arXiv.org, revised Aug 2021.
• Anja Brumme & Wolfgang Buchholz & Dirk Rübbelke, 2021. "The Purity of Impure Public Goods," CESifo Working Paper Series 8852, CESifo.
• Kotlikoff, Phoebe & Rahman, Ahmed S. & Smith, Katherine, 2021. "Minding the Gap: Academic Outcomes from Pre-college Programs," IZA Discussion Papers 14075, Institute of Labor Economics (IZA).
• Ho, Manh-Toan, 2021. "How to tell an economic story," OSF Preprints 9rwe4, Center for Open Science.
• Tatiana Didier & Sebastian Herrador & Magali Pinat, 2019. "Network Determinants of Cross-Border Merger and Acquisition Decisions," IMF Working Papers 2019/264, International Monetary Fund.