Report NEP-ORE-2021-10-18

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:

• Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2021. "Tests for random coefficient variation in vector autoregressive models," Econometrics Working Papers Archive 2021_18, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
• Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2021. "Tests for random coefficient variation in vector autoregressive models," Working Paper series 21-21, Rimini Centre for Economic Analysis.
• David Lagziel & Ehud Lehrer, 2021. "Dynamic Screening," Working Papers 2101, Ben-Gurion University of the Negev, Department of Economics.
• Alyssa Carlson & Riju Joshi, 2021. "Sample Selection in Linear Panel Data Models with Heterogeneous Coefficients," Working Papers 2115, Department of Economics, University of Missouri.
• Martin Iseringhausen, 2021. "A time-varying skewness model for Growth-at-Risk," Working Papers 49, European Stability Mechanism.
• Matsushita, Yukitoshi & Otsu, Taisuke, 2020. "Jackknife empirical likelihood: small bandwidth, sparse network and high-dimension asymptotic," LSE Research Online Documents on Economics 106488, London School of Economics and Political Science, LSE Library.
• Martin M. Andreasen & Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2021. "Why Does Risk Matter More in Recessions than in Expansions?," CESifo Working Paper Series 9328, CESifo.
• Pihnastyi, Oleh & Ivanovska, Olha, 2021. "The problem of stabilizing the productivity of the technological equipment of the production line," MPRA Paper 110084, University Library of Munich, Germany, revised 25 Sep 2021.
• Haroon Mumtaz & Konstantinos Theodoridis, 2021. "Fiscal policy shocks and stock prices in the United States," Working Papers 48, European Stability Mechanism.
• Vîntu, Denis, 2021. "Fiscal Reform in the Republic of Moldova. Stochastic Dynamic General Equilibrium (SDGE) simulation," MPRA Paper 110113, University Library of Munich, Germany, revised 03 May 2021.
• Shakeeb Khan & Xiaoying Lan & Elie Tamer & Qingsong Yao, 2021. "Estimating High Dimensional Monotone Index Models by Iterative Convex Optimization1," Papers 2110.04388, arXiv.org, revised Feb 2023.
• Ori Haimanko, 2021. "Equilibrium Existence in Two-player Contests Without Absolute Continuity of Information," Working Papers 2106, Ben-Gurion University of the Negev, Department of Economics.
• Zambrano, Juan Carlos & Astaiza-Gómez, José Gabriel & García, Juan David, 2021. "Un Modelo Principal-Agente Dinámico de Reducción de Perdidas de Energía Electrica en Tiempo Continuo [A Dynamic Principal-Agent Model of Electric Power Loss Reduction in Continuous Time]," MPRA Paper 110143, University Library of Munich, Germany.
• Céline Huber & Luc Doyen & Sylvie Ferrari, 2021. "Profitability and conservation goals reconciled through biodiversity offsets," Bordeaux Economics Working Papers 2021-19, Bordeaux School of Economics (BSE).
• Ben Deaner, 2021. "Many Proxy Controls," Papers 2110.03973, arXiv.org.
• Aner Sela, 2021. "Effort Allocations in Elimination Tournaments," Working Papers 2103, Ben-Gurion University of the Negev, Department of Economics.
• Inacio Bo & Jorgen Kratz & Makoto Shimoji, 2021. "Generalized Cumulative Offer Processes," Discussion Papers 21/07, Department of Economics, University of York.
• Casilda Lasso de la Vega & Oscar Volij & Federico Weinschelbaum, 2021. "Can more police induce more crime?," Working Papers 2107, Ben-Gurion University of the Negev, Department of Economics.
• Andreasen, Martin M. & Caggiano, Giovanni & Castelnuovo, Efrem & Pellegrino, Giovanni, 2021. "Why does risk matter more in recessions than in expansions?," Research Discussion Papers 13/2021, Bank of Finland.
• Mitra, Aruni, 2021. "The Productivity Puzzle and the Decline of Unions," MPRA Paper 110102, University Library of Munich, Germany.
• Korobilis, Dimitris & Landau, Bettina & Musso, Alberto & Phella, Anthoulla, 2021. "The time-varying evolution of inflation risks," Working Paper Series 2600, European Central Bank.
• Ertugrul, H. Murat & Güngör, B. Oray & Soytas, Ugur, 2020. "The Effect of Covid-19 Outbreak on Turkish Diesel Consumption Volatility Dynamics," MPRA Paper 110166, University Library of Munich, Germany, revised 2020.
• Danielsson, Jon & Macrae, Robert & Uthemann, Andreas, 2022. "Artificial intelligence and systemic risk," LSE Research Online Documents on Economics 111601, London School of Economics and Political Science, LSE Library.
• Burkart, Mike & Lee, Samuel, 2022. "Activism and takeovers," LSE Research Online Documents on Economics 111564, London School of Economics and Political Science, LSE Library.
• Laurence JACQUET & Etienne LEHMANN, 2021. "How to Tax Different Incomes?," THEMA Working Papers 2021-19, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
• Johannes Maier & Dominik S. Fischer, 2021. "Decomposing the Disposition Effect," CESifo Working Paper Series 9334, CESifo.
• Molintas, Dominique Trual, 2021. "Black Scholes Model," MPRA Paper 110124, University Library of Munich, Germany.
• Congressional Budget Office, 2021. "Illustrative Options for National Defense Under a Smaller Defense Budget," Reports 57128, Congressional Budget Office.
• Saeed Zaman, 2021. "A Unified Framework to Estimate Macroeconomic Stars," Working Papers 21-23R2, Federal Reserve Bank of Cleveland, revised 31 May 2024.
• Bańbura, Marta & Leiva-Leon, Danilo & Menz, Jan-Oliver, 2021. "Do inflation expectations improve model-based inflation forecasts?," Working Paper Series 2604, European Central Bank.
• Jiafeng Chen & Xiaohong Chen & Elie Tamer, 2021. "Efficient Estimation in NPIV Models: A Comparison of Various Neural Networks-Based Estimators," Papers 2110.06763, arXiv.org, revised Oct 2022.
• Konstantin Styrin & Alexander Tishin, 2021. "Preventive monetary and macroprudential policy response to anticipated shocks to financial stability," Bank of Russia Working Paper Series wps80, Bank of Russia.
• Schneid, Konrad & Di Bernardo, Sascha & Kuchen, Herbert & Thöne, Sebastian, 2021. "Data-Flow Analysis of BPMN-based Process-Driven Applications: Detecting anomalies across model and code," ERCIS Working Papers 38, University of Münster, European Research Center for Information Systems (ERCIS).
• Myles Sjogren & Timothy DeLise, 2021. "General Compound Hawkes Processes for Mid-Price Prediction," Papers 2110.07075, arXiv.org.
• Yu, Kihwan & Kim, Sanghyo, 2021. "Identifying the Impact of Emergency Disaster Relief Fund in Agri-Food Industry during the COVID-19 Pandemic in Korea: A Synthetic Control and Stochastic Equilibrium Displacement Method Approach," 2021 Annual Meeting, August 1-3, Austin, Texas 313986, Agricultural and Applied Economics Association.
• Holden, Stein T. & Tilahun, Mesfin, 2021. "Shocks and Stability of Risk Preferences," CLTS Working Papers 5/21, Norwegian University of Life Sciences, Centre for Land Tenure Studies.
• Jaroslav Baran & Jan Voříšek, 2020. "Volatility indices and implied uncertainty measures of European government bond futures," Working Papers 43, European Stability Mechanism.
• Miroslav Plasil, 2021. "Designing Macro-Financial Scenarios: The New CNB Framework and Satellite Models for Property Prices and Credit," Research and Policy Notes 2021/01, Czech National Bank.
• Xiaojun Song & Haoyu Wei, 2021. "Nonparametric Tests of Conditional Independence for Time Series," Papers 2110.04847, arXiv.org.
• Laszlo Goerke & Marco de Pinto, 2021. "Cost Uncertainty in an Oligopoly with Endogenous Entry," IAAEU Discussion Papers 202105, Institute of Labour Law and Industrial Relations in the European Union (IAAEU).
• Ozili, Peterson K, 2021. "Central bank digital currency in Nigeria: opportunities and risks," MPRA Paper 110152, University Library of Munich, Germany.
• Elena Deryugina & Alexey Ponomarenko & Andrey Sinyakov, 2021. "Exploring the conjunction between the structures of deposit and credit markets in the digital economy under information asymmetry," Bank of Russia Working Paper Series wps78, Bank of Russia.
• Daragh Clancy & Carmine Gabriele & Diana Zigraiova, 2020. "Sovereign bond market spillovers from crisis-time developments in Greece," Working Papers 45, European Stability Mechanism.
• Yizhaq Minchuk & Aner Sela, 2021. "Subsidy and Taxation in All-Pay Auctions under Incomplete," Working Papers 2104, Ben-Gurion University of the Negev, Department of Economics.