Report NEP-ORE-2021-07-12

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:

• Jamie L. Cross & Chenghan Hou & Gary Koop, 2021. "Macroeconomic Forecasting with Large Stochastic Volatility in Mean VARs," Working Papers No 04/2021, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
• Soeren Johansen & Anders Rygh Swensen, 2021. "Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models," Discussion Papers 21-07, University of Copenhagen. Department of Economics.
• Søren Johansen & Anders Ryghn Swensen, 2021. "Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models," CREATES Research Papers 2021-10, Department of Economics and Business Economics, Aarhus University.
• Alejandro Vicondoa & Andrea Gazzani, 2020. "Bridge Proxy-SVAR: Estimating the Macroeconomic Effects of Shocks Identified at High-Frequency," Documentos de Trabajo 533, Instituto de Economia. Pontificia Universidad Católica de Chile..
• Szymon Lis & Marcin Chlebus, 2021. "Comparison of the accuracy in VaR forecasting for commodities using different methods of combining forecasts," Working Papers 2021-11, Faculty of Economic Sciences, University of Warsaw.
• Alexander Chudik & M. Hashem Pesaran & Ron P. Smith, 2021. "Pooled Bewley Estimator of Long-Run Relationships in Dynamic Heterogenous Panels," Globalization Institute Working Papers 409, Federal Reserve Bank of Dallas, revised 08 Nov 2023.
• Armstrong, Mark & Zhou, Jidong, 2021. "Consumer Information and the Limits to Competition," MPRA Paper 108395, University Library of Munich, Germany.
• Armstrong, Mark & Vickers, John, 2021. "Patterns of Competitive Interaction," MPRA Paper 108398, University Library of Munich, Germany.
• Lu, Wenna & Copeland, Laurence & Xu, Yongdeng, 2021. "The Pricing of Unexpected Volatility in the Currency Market," Cardiff Economics Working Papers E2021/16, Cardiff University, Cardiff Business School, Economics Section.
• Riccardo Lucchetti & Luca Pedini & Claudia Pigini, 2021. "Bayesian Model Averaging For Propensity Score Matching In Tax Rebate," Working Papers 457, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
• Centorrino, Samuele & Perez Urdiales, Maria, 2021. "Maximum Likelihood Estimation of Stochastic Frontier Models with Endogeneity," 95th Annual Conference, March 29-30, 2021, Warwick, UK (Hybrid) 312072, Agricultural Economics Society - AES.
• Claudia Herresthal, 2021. "Hidden Testing and Selective Disclosure of Evidence," CRC TR 224 Discussion Paper Series crctr224_2020_145v2, University of Bonn and University of Mannheim, Germany.
• Afees A. Salisu & Christian Pierdzioch & Rangan Gupta, 2021. "Oil Tail Risks and the Forecastability of the Realized Variance of Oil-Price: Evidence from Over 150 Years of Data," Working Papers 202146, University of Pretoria, Department of Economics.
• Melisso Boschi & Stefano d'Addona & Aditya Goenka, 2021. "Testing external habits in an asset pricing model," Discussion Papers 21-11, Department of Economics, University of Birmingham.
• Poulos, Jason & Albanese, Andrea & Mercatanti, Andrea & Li, Fan, 2021. "Retrospective Causal Inference via Matrix Completion, with an Evaluation of the Effect of European Integration on Cross-Border Employment," IZA Discussion Papers 14472, Institute of Labor Economics (IZA).
• Paidipaty, Poornima & Ramos Pinto, Pedro, 2021. "Revisiting the “Great Levelling”: the limits of Piketty’s Capital and Ideology for understanding the rise of late 20th century inequality," LSE Research Online Documents on Economics 110941, London School of Economics and Political Science, LSE Library.
• Marek Pycia & M. Bumin Yenmez, 2021. "Matching with externalities," ECON - Working Papers 392, Department of Economics - University of Zurich.
• Centorrino, Samuele & Perez Urdiales, Mari­a & Bravo-Ureta, Boris & Wall, Alan, 2021. "Binary Endogenous Treatment in Stochastic Frontier Models with an Application to Soil Conservation in El Salvador," 95th Annual Conference, March 29-30, 2021, Warwick, UK (Hybrid) 312058, Agricultural Economics Society - AES.
• Leonardo Gasparini & Irene Brambilla & Guillermo Falcone & Carlo Lombardo & Andrés César, 2021. "The Risk of Automation in Latin America," CEDLAS, Working Papers 0281, CEDLAS, Universidad Nacional de La Plata.
• Francesca Lilla, 2021. "Volatility Bursts: A discrete-time option model with multiple volatility components," Temi di discussione (Economic working papers) 1336, Bank of Italy, Economic Research and International Relations Area.
• Daniel Becker & Alois Kneip & Valentin Patilea, 2021. "Semiparametric inference for partially linear regressions with Box-Cox transformation," Papers 2106.10723, arXiv.org.
• Olivier Guéant & Iuliia Manziuk, 2020. "Optimal control on graphs: existence, uniqueness, and long-term behavior," Post-Print hal-03252606, HAL.
• Jinyong Hahn & Ruoyao Shi, 2021. "Breusch and Pagan’s (1980) Test Revisited," Working Papers 202110, University of California at Riverside, Department of Economics.
• Christopher L. Culp & Mihir Gandhi & Yoshio Nozawa & Pietro Veronesi, 2021. "Option-Implied Spreads and Option Risk Premia," NBER Working Papers 28941, National Bureau of Economic Research, Inc.
• Malick Fall & Waël Louhichi & Jean-Laurent Viviani, 2021. "Forecasting the intra-day effective bid ask spread by combining density forecasts," Post-Print hal-03257268, HAL.
• Chongwoo Choe & Noriaki Matsushima & Mark J. Tremblay, 2020. "Behavior-Based Personalized Pricing: When Firms Can Share Customer Information," ISER Discussion Paper 1083r, Institute of Social and Economic Research, Osaka University, revised Jul 2021.
• Hickel, Jason, 2021. "The anti-colonial politics of degrowth," LSE Research Online Documents on Economics 110918, London School of Economics and Political Science, LSE Library.
• Claudia Herresthal, 2020. "Hidden Testing and Selective Disclosure of Evidence," CRC TR 224 Discussion Paper Series crctr224_2020_145v1, University of Bonn and University of Mannheim, Germany.
• Chen, Gang & Dong, Xue & Minford, Patrick & Qiu,Guanhua & Xu, Yongdeng & Xu, Zequn, 2021. "Computable General Equilibrium Models of Trade in the Modern Trade Policy Debate," Cardiff Economics Working Papers E2021/14, Cardiff University, Cardiff Business School, Economics Section.
• Fiaschi, Davide & Tealdi, Cristina, 2021. "Young People between Education and the Labour Market during the COVID-19 Pandemic in Italy," IZA Discussion Papers 14479, Institute of Labor Economics (IZA).
• Bent Jesper Christensen & Mads Markvart Kjær & Bezirgen Veliyev, 2021. "The incremental information in the yield curve about future interest rate risk," CREATES Research Papers 2021-11, Department of Economics and Business Economics, Aarhus University.
• Ofori, Isaac Kwesi, 2021. "Catching The Drivers of Inclusive Growth in Sub-Saharan Africa: An Application of Machine Learning," EconStor Preprints 235482, ZBW - Leibniz Information Centre for Economics.
• Isaac K. Ofori, 2021. "Catching the Drivers of Inclusive Growth in Sub-Saharan Africa: An Application of Machine Learning," Working Papers of the African Governance and Development Institute. 21/044, African Governance and Development Institute..
• Vrinda Dhingra & Amita Sharma & Shiv K. Gupta, 2021. "Sectoral portfolio optimization by judicious selection of financial ratios via PCA," Papers 2106.11484, arXiv.org, revised Jan 2023.
• Juan Camilo Pardo, 2021. "¿Exuberancia de los precios de la vivienda en Colombia?," Documentos CEDE 19319, Universidad de los Andes, Facultad de Economía, CEDE.
• Valeriya Azarova & Mathias Mier, 2021. "Unraveling the Black Box of Power Market Models," ifo Working Paper Series 357, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
• Ludwig Straub & Robert Ulbricht, 2020. "Endogenous Uncertainty and Credit Crunches," Boston College Working Papers in Economics 1036, Boston College Department of Economics, revised 13 Jan 2023.
• Hassan Rashid & Miguel D. Ramirez, 2021. "Investigating the Causality Between Remittances, Infant Mortality Rates, and Economic Growth in India: A Cointegration and Vector Error Correction Model Analysis," Working Papers 2102, Trinity College, Department of Economics.
• Roberto Roson & Camille Van der Vorst, 2021. "The COVID crumbling of tourism in Andalusia: an assessment of economic and environmental consequences," Working Papers 2021: 18, Department of Economics, University of Venice "Ca' Foscari".
• Xu Zhang, 2021. "A New Measure of Monetary Policy Shocks," Staff Working Papers 21-29, Bank of Canada.
• Guimaraes, Bernardo & Jardanovski, Gabriel, 2021. "Who matters in dynamic coordination problems?," Textos para discussão 543, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
• Li, Y-N. & Chen, J. & Linton, O., 2021. "Estimation of Common Factors for Microstructure Noise and Efficient Price in a High-frequency Dual Factor Model," Cambridge Working Papers in Economics 2150, Faculty of Economics, University of Cambridge.
• Santiago Tobón Zapata & Maria Antonia Escobar Bernal & Martin Vanegas Arias, 2021. "Criminal capital persistence: Evidence from 90,000 inmates’ releases," Documentos de Trabajo de Valor Público 19297, Universidad EAFIT.
• Thomas MELONIO & Laetitia TREMEL, 2021. "Climat, biodiversité, inégalités… comment remettre les ODD sur les rails," Working Paper 8a7b6391-abb3-4031-b937-9, Agence française de développement.
• Oksana Loginova, 2021. "Branded Websites, Marketplace Selling and Price Competition," Working Papers 2106, Department of Economics, University of Missouri.
• Philipp Otto & Wolfgang Schmid, 2021. "Generalized Spatial and Spatiotemporal ARCH Models," Papers 2106.10477, arXiv.org.
• Masato Takahashi & Takuji Kondo & Ko Munakata & Tomohiro Okubo & Yuto Iwasaki, 2021. "Revision of the Consumption Activity Index to Capture Recent Changes in Consumption Patterns," Bank of Japan Research Papers 21-07-07, Bank of Japan.
• Szekeres, Szabolcs, 2021. "Should CBA use descriptive or prescriptive discount rates? It should use both!," MPRA Paper 108397, University Library of Munich, Germany.
• Lutz Kilian & Nikos Nomikos & Xiaoqing Zhou, 2021. "Container Trade and the U.S. Recovery," Working Papers 2108, Federal Reserve Bank of Dallas.
• X. Henry Wang & Jingang Zhao, 2021. "Horizontal Mergers under Bertrand Competition," Working Papers 2108, Department of Economics, University of Missouri.
• Richard A. Brecher & Zhihao Yu, 2021. "Trade-Induced Reduction In Unemployment Of A High-Wage Economy: A Minimum-Wage Model With Country-Specific Technology," Carleton Economic Papers 21-04, Carleton University, Department of Economics.
• Qing Xu, 2021. "East Asia and East Africa: Different Ways to Digitalize Payments," GREDEG Working Papers 2021-26, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
• Ondrej Schneider, 2021. "Labor Migration in the European Union: The case of Central and Eastern Europe," Working Papers IES 2021/23, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jul 2021.
• Nizar Allouch & A. Meca & K. Polotskaya, 2021. "The Bonacich Shapley centrality," Studies in Economics 2106, School of Economics, University of Kent.
• Luigi Siciliani & James Gaughan & Nils Gutacker & Hugh Gravelle & Martin Chalkley, 2021. "Paying for health gains," Working Papers 183cherp, Centre for Health Economics, University of York.
• Sergio Almeida & Mauro Rodrigues, 2021. "Of two minds: An experiment on how time scarcity shapes risk-taking behavior," Working Papers, Department of Economics 2021_18, University of São Paulo (FEA-USP).
• Francesco Carbonero & Jeremy Davies & Ekkehard Ernst & Sayantan Ghosal & Leaza McSorley, 2021. "Anxiety, Expectations Stabilization and Intertemporal Markets: Theory, Evidence and Policy," Working Papers 2021_12, Business School - Economics, University of Glasgow.
• Ulrich Berger & Hannelore De Silva, 2021. "Evolution of deterrence with costly reputation information," Department of Economics Working Papers wuwp313, Vienna University of Economics and Business, Department of Economics.
• Vasily V. Gusev, 2021. "Set-weighted games and their application to the cover problem," HSE Working papers WP BRP 247/EC/2021, National Research University Higher School of Economics.
• Antonio Mele, 2021. "A Theory of Debt Accumulation and Deficit Cycles," Swiss Finance Institute Research Paper Series 21-38, Swiss Finance Institute.
• Mark Aguiar & Manuel Amador & Cristina Arellano, 2021. "Micro Risks and Pareto Improving Policies with Low Interest Rates," Staff Report 625, Federal Reserve Bank of Minneapolis.
• Larbi Alaoui & Antonio Penta, 2021. "Cost-benefit analysis in reasoning: The value-of-information case with forward-looking agent," Economics Working Papers 1785, Department of Economics and Business, Universitat Pompeu Fabra.
• Dall’erba, Sandy & Chagas, André & Ridley, William & Xu, Yilan & Yuan, Lilin, 2021. "Instrumental Variable Network Difference-in-Differences (IV-NDID) Estimator: Model and Application," TD NEREUS 5-2021, Núcleo de Economia Regional e Urbana da Universidade de São Paulo (NEREUS).
• James Albrecht & Xiaoming Cai & Pieter A. Gautier & Susan Vroman, 2021. "On the Foundations of Competitive Search Equilibrium with and without Market Makers," CESifo Working Paper Series 9167, CESifo.
• Kazutoshi Kan & Masashi Une, 2021. "Recent Trends on Research and Development of Quantum Computers and Standardization of Post-Quantum Cryptography," IMES Discussion Paper Series 21-E-05, Institute for Monetary and Economic Studies, Bank of Japan.
• Mauleon, Ana & Sempere-Monerris, Jose J. & Vannetelbosch, Vincent, 2021. "Limited Farsightedness in R&D Network Formation," LIDAM Discussion Papers CORE 2021006, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Dilger, Alexander, 2021. "Die Up-or-out-Regel," Discussion Papers of the Institute for Organisational Economics 6/2021, University of Münster, Institute for Organisational Economics.
• Karamfil Todorov, 2021. "Passive funds affect prices: evidence from the most ETF-dominated asset classes," BIS Working Papers 952, Bank for International Settlements.
• Knut Are Aastveit & Jamie Cross & Herman K. Djik, 2021. "Quantifying time-varying forecast uncertainty and risk for the real price of oil," Working Papers No 03/2021, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.