Report NEP-ORE-2021-09-27

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:

• Alfred Duncan, 2021. "Reverse mode differentiation for DSGE models," Studies in Economics 2108, School of Economics, University of Kent.
• Vadim Kufenko & Klaus Prettner, 2021. "Do you know your biases? A Monte Carlo analysis of dynamic panel data estimators," Department of Economics Working Papers wuwp316, Vienna University of Economics and Business, Department of Economics.
• Pihnastyi, Oleh & Sytnikova, Anastasiya, 2021. "Construction of Control Systems of Flow Parameters of the Smart Conveyor using a Neural Network," MPRA Paper 109770, University Library of Munich, Germany, revised 03 Sep 2021.
• Laura Liu & Mikkel Plagborg-M?ller, 2021. "Full-Information Estimation of Heterogeneous Agent Models Using Macro and Micro Data," CAEPR Working Papers 2021-001 Classification- , Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
• Lina M Cortés & Juan F. Rendón & Javier Perote, 2021. "Determining the banking solvency risk in times of COVID-19 through Gram-Charlier expansions," Documentos de Trabajo de Valor Público 19593, Universidad EAFIT.
• Ying Fang & Ming Lin & Shengfang Tang & Zongwu Cai, 2021. "Testing Conditional Independence in Macroeconomic Policy Evaluation for Time Series Data," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202118, University of Kansas, Department of Economics, revised Sep 2021.
• Coskun, Yener & Akinsomi, Omokolade & Gil-Alana, Luis A. & Yaya, OlaOIuwa S., 2021. "Stock Market Responses to COVID-19: Mean Reversion, Dependence and Persistence Behaviours," MPRA Paper 109827, University Library of Munich, Germany.
• Alyssa Carlson, 2021. "Relaxing Conditional Independence in an Endogenous Binary Response Model," Working Papers 2113, Department of Economics, University of Missouri.
• Dirk Bergemann & Tibor Heumann & Stephen Morris & Constantine Sorokin & Eyal Winter, 2021. "Selling Impressions: Efficiency vs. Competition," Cowles Foundation Discussion Papers 2300, Cowles Foundation for Research in Economics, Yale University.
• Isaac K. Ofori, 2021. "Catching the Drivers of Inclusive Growth in Sub-Saharan Africa: An Application of Machine Learning," Research Africa Network Working Papers 21/044, Research Africa Network (RAN).
• Georges Casamatta, 2021. "Optimal income taxation with tax avoidance," Post-Print hal-03089241, HAL.
• Roc Armenter & Michèle Müller-Itten & Zachary Strangebye, 2021. "Geometric Methods for Finite Rational Inattention," Working Papers 21-30, Federal Reserve Bank of Philadelphia.
• Afees A. Salisu & Riza Demirer & Rangan Gupta, 2021. "Financial Turbulence, Systemic Risk and the Predictability of Stock Market Volatility," Working Papers 202162, University of Pretoria, Department of Economics.
• Antoine Djogbenou & Christian Gouri'eroux & Joann Jasiak & Maygol Bandehali, 2021. "Composite Likelihood for Stochastic Migration Model with Unobserved Factor," Papers 2109.09043, arXiv.org, revised Nov 2023.
• Fatouh, Mahmoud & Neamțu, Ioana & van Wijnbergen, Sweder, 2021. "Risk-taking and uncertainty: do contingent convertible (CoCo) bonds increase the risk appetite of banks?," Bank of England working papers 938, Bank of England.
• Kufenko, Vadim & Prettner, Klaus, 2021. "Do you know your biases? A Monte Carlo analysis of dynamic panel data estimators," Department of Economics Working Paper Series 316, WU Vienna University of Economics and Business.
• Schelkle, Waltraud, 2021. "Fiscal integration in an experimental union: how path-breaking was the EU’s response to the COVID-19 pandemic?," LSE Research Online Documents on Economics 111448, London School of Economics and Political Science, LSE Library.
• Laczó, Ferenc, 2021. "Measuring Inflation: Criticism and Solution," MPRA Paper 109810, University Library of Munich, Germany.
• Knut Are Aastveit & Tuva Marie Fastbø & Eleonora Granziera & Kenneth Sæterhagen Paulsen & Kjersti Næss Torstensen, 2020. "Nowcasting Norwegian household consumption with debit card transaction data," Working Paper 2020/17, Norges Bank.
• Rohan Kekre & Moritz Lenel, 2021. "The Flight to Safety and International Risk Sharing," NBER Working Papers 29238, National Bureau of Economic Research, Inc.
• Alessandro Gavazza & Alessandro Lizzeri, 2021. "Frictions in Product Markets," NBER Working Papers 29259, National Bureau of Economic Research, Inc.
• Charles Beach, 2021. "A Useful Empirical Tool Box for Distributional Analysis," Working Paper 1466, Economics Department, Queen's University.
• Thorsten Drautzburg & Jonathan H. Wright, 2021. "Refining Set-Identification in VARs through Independence," Working Papers 21-31, Federal Reserve Bank of Philadelphia.
• Takaaki Abe & Satoshi Nakada, 2021. "Core Stability of the Shapley Value for Cooperative Games," Working Papers 2112, Waseda University, Faculty of Political Science and Economics.
• Amit Gandhi & Aviv Nevo, 2021. "Empirical Models of Demand and Supply in Differentiated Products Industries," NBER Working Papers 29257, National Bureau of Economic Research, Inc.
• Masood, Amjad & Ahmed, Junaid & Martínez-Zarzoso, Inmaculada, 2021. "Gravity of Covid-19," MPRA Paper 109651, University Library of Munich, Germany.
• Susan Athey & Peter J. Bickel & Aiyou Chen & Guido Imbens & Michael Pollmann, 2021. "Semiparametric Estimation of Treatment Effects in Randomized Experiments," NBER Working Papers 29242, National Bureau of Economic Research, Inc.
• Saglam, Ismail, 2021. "Pareto Improvement in Monopoly Regulation Using Pre-Donation," MPRA Paper 109741, University Library of Munich, Germany.
• Maria Sole Pagliari, 2021. "Does one (unconventional) size fit all? Effects of the ECB's unconventional monetary policies on the euro area economies," Working papers 829, Banque de France.
• Joshua Bernstein & Rupal Kamdar, 2021. "Rationally Inattentive Monetary Policy," CAEPR Working Papers 2021-003 Classification-D, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
• Yoichi Arai & Taisuke Otsu & Myung Hwan Seo, 2021. "Regression Discontinuity Design with Potentially Many Covariates," Papers 2109.08351, arXiv.org, revised Feb 2024.
• Takaaki Abe & Satoshi Nakada, 2021. "Potentials and Solutions of Cooperative Games," Working Papers 2114, Waseda University, Faculty of Political Science and Economics.
• Yaya, OlaOluwa S. & Vo, Xuan Vinh & Adekoya, Oluwasegun B., 2021. "Market Efficiency of Asian Stocks: Evidence based on Narayan-Liu-Westerlund GARCH-based Unit root test," MPRA Paper 109828, University Library of Munich, Germany.
• Storcken, Ton, 2021. "Restricted domains with Pareto free pairs," Research Memorandum 012, Maastricht University, Graduate School of Business and Economics (GSBE).
• Domenico Delli Gatti & Severin Reissl & Enrico Turco, 2021. "V for Vaccines and Variants," CESifo Working Paper Series 9291, CESifo.
• Dylan Brewer & Alyssa Carlson, 2021. "Addressing Sample Selection Bias for Machine Learning Methods," Working Papers 2114, Department of Economics, University of Missouri.
• Robert Clark & Ignatius Horstmann & Jean-François Houde, 2021. "Hub and Spoke Cartels: Theory and Evidence from the Grocery Industry," NBER Working Papers 29253, National Bureau of Economic Research, Inc.
• Csóka, Péter & Herings, P. Jean-Jacques, 2021. "Uniqueness of Clearing Payment Matrices in Financial Networks," Research Memorandum 014, Maastricht University, Graduate School of Business and Economics (GSBE).
• Fan Yang & Colin Angus & Ana Duarte & Duncan Gillespie & Mark Sculpher & Simon Walker & Susan Griffin, 2021. "Comparing smoking cessation to screening and brief intervention for alcohol in distributional cost effectiveness analysis to explore the sensitivity of results to socioeconomic inequalities characteri," Working Papers 184cherp, Centre for Health Economics, University of York.
• Ortega, Álvaro, 2021. "A structural analysis of the merit-order effect in the Spanish day-ahead power market," UC3M Working papers. Economics 33298, Universidad Carlos III de Madrid. Departamento de Economía.
• Karst Guers, 2020. "Accessibility and Transport Appraisal: Approaches and Limitations," International Transport Forum Discussion Papers 2020/22, OECD Publishing.
• Julien Combe & Vladyslav Nora & Olivier Tercieux, 2021. "Dynamic assignment without money: Optimality of spot mechanisms," Working Papers 2021-11, Center for Research in Economics and Statistics.
• Nicola Maaser & Thomas Stratmann, 2021. "Costly Voting in Weighted Committees: The case of moral costs," Economics Working Papers 2021-11, Department of Economics and Business Economics, Aarhus University.
• Jeremy I. Bulow & Paul D. Klemperer, 2021. "Misdiagnosing Bank Capital Problems," NBER Working Papers 29223, National Bureau of Economic Research, Inc.
• Bertrand Achou & Hippolyte d'Albis & Eleni Iliopulo, 2021. "House prices and rents: a reappraisal," Cahiers de recherche / Working Papers 6, Institut sur la retraite et l'épargne / Retirement and Savings Institute.
• Adediran, Idris & Salisu, Afees & Ogbonna, Ahamuefula E, 2020. "To “ECO” or not to “ECO”? Evidence for the single currency agenda of ECOWAS," MPRA Paper 109680, University Library of Munich, Germany.
• Maryam Movahedifar & Hossein Hassani & Masoud Yarmohammadi & Mahdi Kalantari & Rangan Gupta, 2021. "A robust approach for outlier imputation: Singular Spectrum Decomposition," Working Papers 202164, University of Pretoria, Department of Economics.
• Laura Leal & Haaris Mateen & Makoto Nirei & José A. Scheinkman, 2021. "Repricing Avalanches in the Billion-Prices Data," NBER Working Papers 29236, National Bureau of Economic Research, Inc.
• Bursztyn, Leonardo & Callen, Mike & Ferman, Bruno & Gulzar, Saad & Hasanain, Ali & Yuchtman, Noam, 2020. "Political identity: experimental evidence on anti-Americanism in Pakistan," LSE Research Online Documents on Economics 101465, London School of Economics and Political Science, LSE Library.
• Christiane Baumeister, 2021. "Measuring Market Expectations," CESifo Working Paper Series 9305, CESifo.