Report NEP-ORE-2022-04-04

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:

• Giuseppe De Luca & Jan Magnus & Franco Peracchi, 2022. "Asymptotic properties of the weighted average least squares (WALS) estimator," Tinbergen Institute Discussion Papers 22-022/III, Tinbergen Institute.
• Congressional Budget Office, 2022. "A Markov-Switching Model of the Unemployment Rate: Working Paper 2022-05," Working Papers 57582, Congressional Budget Office.
• Hafner, C. M., 2022. "Dynamic Autoregressive Liquidity (DArLiQ)," Janeway Institute Working Papers 2206, Faculty of Economics, University of Cambridge.
• Matsushita, Yukitoshi & Otsu, Taisuke & Takahata, Keisuke, 2023. "Estimating density ratio of marginals to joint: applications to causal inference," LSE Research Online Documents on Economics 113313, London School of Economics and Political Science, LSE Library.
• Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino, 2022. "Forecasting US Inflation Using Bayesian Nonparametric Models," Working Papers 22-05, Federal Reserve Bank of Cleveland.
• Christian Gourieroux & Joann Jasiak, 2022. "Long Run Risk in Stationary Structural Vector Autoregressive Models," Papers 2202.09473, arXiv.org.
• Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022. "Optimal Forecast under Structural Breaks," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202207, University of Kansas, Department of Economics.
• Andrea Antico & Giulio Bottazzi & Daniele Giachini, 2022. "On the evolutionary stability of the sentiment investor," LEM Papers Series 2022/09, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
• Daniel Levy & Hashem Dezhbakhsh, 2022. "Interpolation and Shock Persistence of Prewar U.S. Macroeconomic Time Series: A Reconsideration," Working Papers 2022-02, Bar-Ilan University, Department of Economics.
• Perepolkin, Dmytro & Goodrich, Benjamin & Sahlin, Ullrika, 2021. "Hybrid elicitation and indirect Bayesian inference with quantile-parametrized likelihood," OSF Preprints paby6, Center for Open Science.
• Takashi Ui, 2022. "Optimal and Robust Disclosure of Public Information," Working Papers on Central Bank Communication 039, University of Tokyo, Graduate School of Economics.
• Tsuyoshi Adachi & Yuki Ishibashi, 2022. "Stability and strategy-proofness for matching with interval constraints," Working Papers 2124, Waseda University, Faculty of Political Science and Economics.
• Alexander Lipton & Artur Sepp, 2022. "Toward an efficient hybrid method for pricing barrier options on assets with stochastic volatility," Papers 2202.07849, arXiv.org.
• Maria Montero & Alex Possajennikov, 2022. ""Greedy" Demand Adjustment in Cooperative Games," Discussion Papers 2022-05, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham.
• Abhimanyu Gupta & Javier Hidalgo, 2022. "Nonparametric prediction with spatial data," STICERD - Econometrics Paper Series 621, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
• Christian Ewerhart, 2022. "A game-theoretic implication of the Riemann hypothesis," ECON - Working Papers 410, Department of Economics - University of Zurich, revised May 2023.
• Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon, 2022. "Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates," Working Papers 22-06, Federal Reserve Bank of Cleveland.
• Damir Filipović & Markus Pelger & Ye Ye, 2022. "Stripping the Discount Curve - a Robust Machine Learning Approach," Swiss Finance Institute Research Paper Series 22-24, Swiss Finance Institute.
• Mitsunobu MIYAKE, 2022. "An evolutionary explanation for why the prior beliefs can be assumed to coincide with the correct ones in the simple Bayesian hypothesis testings," TERG Discussion Papers 462, Graduate School of Economics and Management, Tohoku University.
• David T. Frazier & Gael M. Martin & Ruben Loaiza-Maya, 2022. "Variational Bayes in State Space Models: Inferential and Predictive Accuracy," Monash Econometrics and Business Statistics Working Papers 1/22, Monash University, Department of Econometrics and Business Statistics.
• Pyddoke, Roger, 2022. "Samhällsekonomisk analys av investeringar i digital infrastruktur : fallet nya biljettsystem för kollektivtrafik," Working Papers 2022:1, Swedish National Road & Transport Research Institute (VTI).
• Yu-Ting Chiang, 2022. "Attention and Fluctuations in Macroeconomic Uncertainty," Working Papers 2022-004, Federal Reserve Bank of St. Louis, revised 09 Nov 2023.
• Taras Bodnar & Nestor Parolya & Erik Thors'en, 2022. "Two is better than one: Regularized shrinkage of large minimum variance portfolio," Papers 2202.06666, arXiv.org.
• Pierre Cayet & Arash Farnoosh, 2022. "A robust structural electric system model with significant share of intermittent renewables under auto-correlated residual demand," EconomiX Working Papers 2022-6, University of Paris Nanterre, EconomiX.
• John Duffy & Seung Han Yoo, 2022. "On the Origin of Polarization," Discussion Paper Series 2202, Institute of Economic Research, Korea University.
• Minkah, Richard & de Wet, Tertius & Ghosh, Abhik, 2022. "Robust Extreme Quantile Estimation for Pareto-Type tails through an Exponential Regression Model," AfricArxiv hf7vk, Center for Open Science.
• Radek Šauer, 2022. "ifo DSGE Model 2.0," ifo Working Paper Series 366, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
• Morita, Hiroshi, 2022. "Forecasting GDP growth using stock returns in Japan: A factor-augmented MIDAS approach," Discussion paper series HIAS-E-118, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
• De Castro, Angelo, 2022. "The Ebb of Fiat and the Flow of Cryptocurrency," OSF Preprints trpwc, Center for Open Science.
• Livdan, Dmitry & Nezlobin, Alexander, 2022. "Incentivizing irreversible investment," LSE Research Online Documents on Economics 110531, London School of Economics and Political Science, LSE Library.
• Pierre-Richard Agénor & Timothy Jackson & Luiz Awazu Pereira da Silva, 2022. "Cross-border regulatory spillovers and macroprudential policy coordination," BIS Working Papers 1007, Bank for International Settlements.
• Shi, Chengchun & Wang, Xiaoyu & Luo, Shikai & Zhu, Hongtu & Ye, Jieping & Song, Rui, 2022. "Dynamic causal effects evaluation in A/B testing with a reinforcement learning framework," LSE Research Online Documents on Economics 113310, London School of Economics and Political Science, LSE Library.
• Luca Henkel, 2022. "Experimental Evidence on the Relationship between Perceived Ambiguity and Likelihood Insensitivity," ECONtribute Discussion Papers Series 151, University of Bonn and University of Cologne, Germany.
• Peskes, Markus & Gutsche, Paul, 2022. "Strategisches Controlling 4.0: Erfolgsfaktoren für eine digitale Transformation von Controllinginstrumenten und -steuerungssystemen," EconStor Research Reports 251116, ZBW - Leibniz Information Centre for Economics.
• Javier Hidalgo & Heejun Lee & Heejun Lee & Jungyoon Lee & Myung Hwan Seo, 2021. "Minimax Risk in Estimating Kink Threshold and Testing," STICERD - Econometrics Paper Series 622, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
• Köppl-Turyna, Monika & Kantorowicz, Jarosław, 2022. "Electoral systems and female representation in politics: Evidence from a regression discontinuity," Research Papers 18, EcoAustria – Institute for Economic Research.
• Menyhert, Balint, 2021. "Absolute poverty measurement with minimum food needs: A new inverse method for advanced economies," JRC Working Papers in Economics and Finance 2021-04, Joint Research Centre, European Commission.
• Serda Selin Ozturk & Riza Demirer & Rangan Gupta, 2022. "Climate Uncertainty and Carbon Emissions Prices: The Relative Roles of Transition and Physical Climate Risks," Working Papers 202215, University of Pretoria, Department of Economics.
• Flavio M. Menezes & John Quiggin, 2022. "Market power amplifies the price effects of demand shocks," Discussion Papers Series 653, School of Economics, University of Queensland, Australia.
• Gery Andr'es D'iaz Rubio & Simone Giannerini & Greta Goracci, 2022. "A multivariate extension of the Misspecification-Resistant Information Criterion," Papers 2202.09225, arXiv.org.
• 本田, 敏雄 & Honda, Toshio, 2022. "高次元Cox回帰モデルの統計的推測について, Statistical inferences on high-dimensional Cox regression models," Discussion Papers 2022-01, Graduate School of Economics, Hitotsubashi University.
• Whelsy BOUNGOU & Alhonita YATIE, 2022. "The impact of the Ukraine-Russia war on world stock market returns," Bordeaux Economics Working Papers 2022-06, Bordeaux School of Economics (BSE).
• Aras, Atilla, 2020. "Solution to the Equity Premium Puzzle Using the Sufficiency Factor of the Model," OSF Preprints b9afj, Center for Open Science.
• Hagen, Tobias & Hamann, Jonas & Saki, Siavash, 2022. "Discretization of urban areas using POI-based tesselation," Working Paper Series 23, Frankfurt University of Applied Sciences, Faculty of Business and Law.
• Ojea-Ferreiro, Javier & Reboredo, Juan C. & Ugolini, Andrea, 2022. "The impact of climate transition risks on financial stability. A systemic risk approach," JRC Working Papers in Economics and Finance 2022-01, Joint Research Centre, European Commission.
• Knobloch, Ralf, 2022. "Ein Portfolio von inhomogenen Markov-Ketten mit Abhängigkeitsstruktur," Forschung am ivwKöln 2/2022, Technische Hochschule Köln – University of Applied Sciences, Institute for Insurance Studies.
• Soumendu Sarkar, 2022. "Strategyproof and Budget Balanced Mechanisms for Assembly," Working papers 320, Centre for Development Economics, Delhi School of Economics.
• Liu, Diyi & Guin, Angshuman, 2022. "Evaluating the Sustainability Impacts of Intelligent Carpooling Systems for SOV Commuters in the Atlanta Region," Institute of Transportation Studies, Working Paper Series qt9c749361, Institute of Transportation Studies, UC Davis.
• Rasmus Noss, Bang & Trellevik, Lars-Kristian Lunde, 2022. "Transition to Marine Mining?," Discussion Papers 2022/9, Norwegian School of Economics, Department of Business and Management Science.
• Ryan Thompson & Catherine S. Forbes & Steven N. MacEachern & Mario Peruggia, 2022. "Familial Inference," Monash Econometrics and Business Statistics Working Papers 2/22, Monash University, Department of Econometrics and Business Statistics.
• Eckert, C. & J. Hohberger (Jan) & Franses, Ph.H.B.F., 2022. "Gaussian Copula Regression in the Presence of Thresholds," Econometric Institute Research Papers 2022-02, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Csoka, Peter & Herings, P.J.J., 2022. "Centralized Clearing Mechanisms in Financial Networks : A Programming Approach," Discussion Paper 2022-008, Tilburg University, Center for Economic Research.
• Asegaf, M Maulana & Arfianti, Unix Izyah & Hamdani, Andra Rikhza, 2022. "Implementasi Metode K-Means Clustering Dalam Pengelompokan Penyebaran Covid-19 Di Surabaya," OSF Preprints 2gwrb, Center for Open Science.
• Xiaoliang Li, 2022. "Cournot duopoly games with isoelastic demands and diseconomies of scale," Papers 2203.09972, arXiv.org.
• Yasuo Hirose & Hirokuni Iiboshi & Mototsugu Shintani & Kozo Ueda, 2022. "Estimating a Behavioral New Keynesian Model with the Zero Lower Bound," CARF F-Series CARF-F-535, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
• Hager, Anselm & Valasek, Justin, 2022. "The Impact of Exposure to Refugees on Prosocial Behavior," Discussion Paper Series in Economics 4/2022, Norwegian School of Economics, Department of Economics.
• Dammann, Felix & Ferrari, Giorgio, 2022. "Optimal Execution with Multiplicative Price Impact and Incomplete Information on the Return," Center for Mathematical Economics Working Papers 663, Center for Mathematical Economics, Bielefeld University.
• Kai Hao Yang & Alexander K. Zentefis, 2022. "Gerrymandering and the Limits of Representative Democracy," Cowles Foundation Discussion Papers 2328, Cowles Foundation for Research in Economics, Yale University.
• Massimo Baldini & Andrea Barigazzi & Giovanni Gallo, 2022. "Il Reddito di Cittadinanza nei comuni della Città metropolitana di Bologna," Center for the Analysis of Public Policies (CAPP) 0178, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
• Bartol, Blanka & Červek, Jernej & Fanjeau, Benoît & Šolar, Lenča Humerca & Job, Hubert & Klee, Andreas & Laner, Peter & Lintzmeyer, Florian & Meyer, Constantin & Novljan, Živa & Omizzolo, Andre & Pedr, 2022. "Safeguarding open spaces in the Alpine region," Positionspapier aus der ARL 133, ARL – Akademie für Raumentwicklung in der Leibniz-Gemeinschaft.