Report NEP-ORE-2022-01-03

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:

• Raouf Boucekkine & Giorgio Fabbri & Salvatore Federico & Fausto Gozzi, 2021. "A Dynamic Theory Of Spatial Externalities," LIDAM Discussion Papers IRES 2021028, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
• Michael Mayer & Steven C. Bourassa & Martin Hoesli & Donato Scognamiglio, 2021. "Structured Additive Regression and Tree Boosting," Swiss Finance Institute Research Paper Series 21-83, Swiss Finance Institute.
• Gael M. Martin & David T. Frazier & Christian P. Robert, 2021. "Approximating Bayes in the 21st Century," Monash Econometrics and Business Statistics Working Papers 24/21, Monash University, Department of Econometrics and Business Statistics.
• Higgins, Ayden & Jochmans, Koen, 2021. "Identification Of Mixtures Of Dynamic Discrete Choices," TSE Working Papers 21-1272, Toulouse School of Economics (TSE), revised Jan 2023.
• Blanka Horvath & Josef Teichmann & Zan Zuric, 2021. "Deep Hedging under Rough Volatility," Swiss Finance Institute Research Paper Series 21-88, Swiss Finance Institute.
• Yayi Yan & Jiti Gao & Bin Peng, 2021. "Asymptotics for Time-Varying Vector MA(∞) Processes," Monash Econometrics and Business Statistics Working Papers 22/21, Monash University, Department of Econometrics and Business Statistics.
• Lutz Kilian, 2021. "Comment on Giacomini, Kitagawa and Read's 'Narrative Restrictions and Proxies'," Working Papers 2117, Federal Reserve Bank of Dallas.
• Subhasish M. Chowdhury & Sang-Hyun Kim, 2021. "The Central Influencer Theorem: Spatial Voting Contests with Endogenous Coalition Formation," Working papers 2021rwp-193, Yonsei University, Yonsei Economics Research Institute.
• Christophe HURLIN & Christophe PERIGNON & Sébastien SAURIN, 2021. "The Fairness of Credit Scoring Models," LEO Working Papers / DR LEO 2912, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
• Ferdinand M. Vieider, 2021. "Noisy coding of time and reward discounting," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 21/1036, Ghent University, Faculty of Economics and Business Administration.
• Peter Reinhard Hansen & Zhuo Huang & Chen Tong & Tianyi Wang, 2021. "Realized GARCH, CBOE VIX, and the Volatility Risk Premium," Papers 2112.05302, arXiv.org.
• Farmer, J. Doyne & Kolic, Blas & Sabuco, Juan, 2021. "Estimating initial conditions for dynamical systems with incomplete information," INET Oxford Working Papers 2021-20, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
• Bin Peng & Liangjun Su & Joakim Westerlund & Yanrong Yang, 2021. "Interactive Effects Panel Data Models with General Factors and Regressors," Monash Econometrics and Business Statistics Working Papers 23/21, Monash University, Department of Econometrics and Business Statistics.
• Pierpaolo Battigalli & Nicolò Generoso, 2021. "Information Flows and Memory in Games," Working Papers 678, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
• Filip Abraham & Yannick Bormans & Jozef Konings & Werner Roeger, 2021. "Price-cost Margins and Fixed Costs," Working Papers of Department of Economics, Leuven 685401, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
• Robert Clark & Ig Horstmann & Jean-Francois Houde, 2021. "Hub-and-spoke cartels: Theory and evidence from the grocery industry," Working Paper 1473, Economics Department, Queen's University.
• Christoph Görtz & Mallory Yeromonahos, 2021. "Asymmetries in Risk Premia, Macroeconomic Uncertainty and Business Cycles," Working Paper series 21-25, Rimini Centre for Economic Analysis.
• Hans Manner & Gabriel Rodriguez & Florian St ckler, 2021. "A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets," Graz Economics Papers 2021-14, University of Graz, Department of Economics.
• Anna Gloria Billé & Alessio Tomelleri & Francesco Ravazzolo, 2021. "Forecasting Regional GDPs: a Comparison with Spatial Dynamic Panel Data Models," FBK-IRVAPP Working Papers 2021-02, Research Institute for the Evaluation of Public Policies (IRVAPP), Bruno Kessler Foundation.
• Bin Wei, 2021. "Ambiguity, Long-Run Risks, and Asset Prices," FRB Atlanta Working Paper 2021-21, Federal Reserve Bank of Atlanta.
• Juan Antolin-Diaz & Ivan Petrella & Juan F. Rubio-Ramirez, 2021. "Dividend Momentum and Stock Return Predictability: A Bayesian Approach," FRB Atlanta Working Paper 2021-25, Federal Reserve Bank of Atlanta.
• Pierri, Damian Rene, 2021. "Accuracy in recursive minimal state space methods," UC3M Working papers. Economics 33753, Universidad Carlos III de Madrid. Departamento de Economía.
• Salman Huseynov, 2021. "Long and short memory in dynamic term structure models," CREATES Research Papers 2021-15, Department of Economics and Business Economics, Aarhus University.
• Hartmut Egger & Elke Jahn & Stefan Kornitzky, 2021. "How Does the Position in Business Group Hierarchies Affect Workers’ Wages?," Working Papers 213, Bavarian Graduate Program in Economics (BGPE).
• Eiji Goto & Jan P.A.M. Jacobs & Tara M. Sinclair & Simon van Norden, 2021. "Employment Reconciliation and Nowcasting," Working Papers 2021-007, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
• Marcela De Castro-Valderrama & Santiago Forero-Alvarado & Nicolás Moreno-Arias & Sara Naranjo-Saldarriaga, 2021. "Unraveling the Exogenous Forces Behind Analysts’ Macroeconomic Forecasts," Borradores de Economia 1184, Banco de la Republica de Colombia.
• Jochmans, Koen & Weidner, Martin, 2021. "Inference On A Distribution From Noisy Draws," TSE Working Papers 21-1275, Toulouse School of Economics (TSE).
• Michail Anthropelos & Paul Schneider, 2021. "Optimal Investment and Equilibrium Pricing under Ambiguity," Swiss Finance Institute Research Paper Series 21-78, Swiss Finance Institute.
• Suah, Jing Lian, 2021. "Cash, and "Drops": Boosting vaccine registrations," MPRA Paper 110912, University Library of Munich, Germany.
• Yulei Luo & Jun Nie & Xiaowen Wang & Eric Young, 2021. "Production and Inventory Dynamics under Ambiguity Aversion," Research Working Paper RWP 21-05, Federal Reserve Bank of Kansas City.
• Indrajit Mitra & Taeuk Seo & Yu Xu, 2021. "High Discounts and Low Fundamental Surplus: An Equivalence Result for Unemployment Fluctuations," FRB Atlanta Working Paper 2021-22, Federal Reserve Bank of Atlanta.
• Christophe Dutang & Quentin Guibert, 2021. "An explicit split point procedure in model-based trees allowing for a quick fitting of GLM trees and GLM forests," Post-Print hal-03448250, HAL.
• Margarita Rubio, 2021. "Macroprudential policies and Brexit: A welfare analysis," Discussion Papers 2021/04, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
• Boulfani, Fériel & Gendre, Xavier & Ruiz-Gazen, Anne & Salvignol, Martina, 2021. "A statistical approach for sizing an aircraft electrical generator using extreme value theory," TSE Working Papers 21-1274, Toulouse School of Economics (TSE).
• Maximilien Germain & Huyên Pham & Xavier Warin, 2021. "Neural networks-based algorithms for stochastic control and PDEs in finance ," Post-Print hal-03115503, HAL.
• Pangallo, Marco & Heinrich, Torsten & Jang, Yoojin & Scott, Alex & Tarbush, Bassel & Wiese, Samuel & Mungo, Luca, 2021. "Best-Response Dynamics, Playing Sequences, And Convergence To Equilibrium In Random Games," INET Oxford Working Papers 2021-23, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
• Zongmin Liu, 2021. "Double Fuzzy Probabilistic Interval Linguistic Term Set and a Dynamic Fuzzy Decision Making Model based on Markov Process with tts Application in Multiple Criteria Group Decision Making," Papers 2111.15255, arXiv.org.
• Domenico Ferraro & Giuseppe Fiori, 2021. "Non-Linear Employment Effects of Tax Policy," International Finance Discussion Papers 1333, Board of Governors of the Federal Reserve System (U.S.).
• Shigeto Kitano & Yang Zhou, 2021. "Effects of China's Capital Controls on Individual Asset Categories," Discussion Paper Series DP2021-25, Research Institute for Economics & Business Administration, Kobe University, revised May 2022.
• Georgios Piliouras & Ryann Sim & Stratis Skoulakis, 2021. "Beyond Time-Average Convergence: Near-Optimal Uncoupled Online Learning via Clairvoyant Multiplicative Weights Update," Papers 2111.14737, arXiv.org, revised Jun 2022.
• Christina Bohk-Ewald & Enrique Acosta & Timothy Riffe & Christian Dudel & Mikko Myrskylä, 2021. "Magnitude, global variation, and temporal development of the COVID-19 infection fatality burden," MPIDR Working Papers WP-2021-024, Max Planck Institute for Demographic Research, Rostock, Germany.
• Daniel Aparicio-Pérez & Maria Teresa Balaguer-Coll & Emili Tortosa-Ausina, 2021. "Politics against Economics: The Case of Spanish Regional Financing," Working Papers 2021/15, Economics Department, Universitat Jaume I, Castellón (Spain).
• Chen Tong & Peter Reinhard Hansen & Zhuo Huang, 2021. "Option Pricing with State-dependent Pricing Kernel," Papers 2112.05308, arXiv.org, revised Apr 2022.
• Jeanne, Olivier, 2021. "Currency Wars, Trade Wars and Global Demand," Economics Working Paper Archive 66667, The Johns Hopkins University,Department of Economics.
• Jonathan J Adams, 2020. "Moderating Macroeconomic Bubbles Under Dispersed Information," Working Papers 001005, University of Florida, Department of Economics.
• Samuel Brien, 2021. "Wealth Inequality, Uninsurable Entrepreneurial Risk and Firms Markup," Working Paper 1476, Economics Department, Queen's University.
• Martin Hillebrand & Marko Mravlak & Peter Schwendner, 2021. "Investor demand in syndicated bond issuances: stylised facts," Working Papers 50, European Stability Mechanism, revised 23 Dec 2021.
• Bastien Baldacci & Philippe Bergault, 2021. "Optimal incentives in a limit order book: a SPDE control approach," Papers 2112.00375, arXiv.org, revised Oct 2022.
• Jochmans, Koen & Verardi, Vincenzo, 2021. "Instrumental-Variable Estimation Of Exponential Regression Models With Two-Way Fixed Effects With An Application To Gravity Equations," TSE Working Papers 21-1271, Toulouse School of Economics (TSE).