Report NEP-ORE-2020-11-09

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:

• Bo Zhang & Bao H. Nguyen, 2020. "Real-time forecasting of the Australian macroeconomy using flexible Bayesian VARs," CAMA Working Papers 2020-91, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Bryan S. Graham, 2020. "Sparse Network Asymptotics for Logistic Regression under Possible Misspecification," NBER Working Papers 27962, National Bureau of Economic Research, Inc.
• Shixuan Wang & Rangan Gupta & Yue-Jun Zhang, 2020. "Bear, Bull, Sidewalk, and Crash: The Evolution of the US Stock Market Using Over a Century of Daily Data," Working Papers 202097, University of Pretoria, Department of Economics.
• Zongwu Cai & Xiyuan Liu, 2020. "A Functional-Coefficient VAR Model for Dynamic Quantiles with Constructing Financial Network," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202017, University of Kansas, Department of Economics, revised Oct 2020.
• S. Borağan Aruoba & Pablo Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2020. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," NBER Working Papers 27991, National Bureau of Economic Research, Inc.
• Jonathan Heathcote & Kjetil Storesletten & Giovanni L. Violante, 2020. "How Should Tax Progressivity Respond to Rising Income Inequality?," NBER Working Papers 28006, National Bureau of Economic Research, Inc.
• Xin Huang & Duan Li & Daniel Zhuoyu Long, 2020. "Scenario-decomposition Solution Framework for Nonseparable Stochastic Control Problems," Papers 2010.08985, arXiv.org.
• Tu, Yundong & Yao, Qiwei & Zhang, Rongmao, 2020. "Error-correction factor models for high-dimensional cointegrated time series," LSE Research Online Documents on Economics 106994, London School of Economics and Political Science, LSE Library.
• Elie Bouri & Rangan Gupta & Anandamayee Majumdar & Sowmya Subramaniam, 2020. "Time-Varying Risk Aversion and Forecastability of the US Term Structure of Interest Rates," Working Papers 202098, University of Pretoria, Department of Economics.
• Gianluca Benigno & Andrew T. Foerster & Christopher Otrok & Alessandro Rebucci, 2020. "Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime-Switching Approach," Staff Reports 944, Federal Reserve Bank of New York.
• Joshua C.C. Chan & Rodney W. Strachan, 2020. "Bayesian state space models in macroeconometrics," CAMA Working Papers 2020-90, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Svatopluk Kapounek & Zuzana Kucerova & Evzen Kocenda, 2020. "Selective Attention in Exchange Rate Forecasting," Working Papers IES 2020/42, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Oct 2020.
• Gregor Boehl, 2020. "Monetary Policy and Speculative Asset Markets," CRC TR 224 Discussion Paper Series crctr224_2020_224, University of Bonn and University of Mannheim, Germany.
• Ariel Burstein & Vasco M. Carvalho & Basile Grassi, 2020. "Bottom-up Markup Fluctuations," NBER Working Papers 27958, National Bureau of Economic Research, Inc.
• Bédia François AKA & Gongbé Blaise MAKAYE & Koffi Christian N’DA & Yéfongnigui Arthur Constant OUATTARA & Nadjaman OUATTARA, 2020. "Impacts des dépenses publiques sur les inégalités en Côte d’Ivoire : le cas des secteurs sociaux," Working Paper 1e6ebc5a-0364-4047-80d6-c, Agence française de développement.
• Todd Henry & Peter C.B. Phillips, 2020. "Forecasting Economic Activity Using the Yield Curve: Quasi-Real-Time Applications for New Zealand, Australia and the US," Cowles Foundation Discussion Papers 2259, Cowles Foundation for Research in Economics, Yale University.
• Szabolcs Deak & Paul Levine & Afrasiab Mirza & Joseph Pearlman, 2020. "Is Price Level Targeting a Robust Monetary Rule?," Discussion Papers 20-27, Department of Economics, University of Birmingham.
• Bhattacharya, Rudrani & Kapoor, Mrigankshi, 2020. "Forecasting Consumer Price Index Inflation in India: Vector Error Correction Mechanism Vs. Dynamic Factor Model Approach for Non-Stationary Time Series," Working Papers 20/323, National Institute of Public Finance and Policy.
• Dmitry Matveev & Julien McDonald-Guimond & Rodrigo Sekkel, 2020. "Le taux neutre au Canada : mise à jour de 2020," Staff Analytical Notes 2020-24fr, Bank of Canada.
• Peter Martey ADDO & Dominik BAUMANN & Juliet McMURREN & Stefaan G. VERHULST & Andrew YOUNG & Andrew J. ZAHURANEC, 2020. "Emerging Uses of Technology for Development: A New Intelligence Paradigm," Working Paper 7bb48f92-bd96-40ac-9784-a, Agence française de développement.
• Saccal, Alessandro, 2020. "A note on minimality in Dynare," MPRA Paper 103656, University Library of Munich, Germany.
• Kristoffersson, Ida & Daly, Andrew & Algers, Staffan & Svalgård-Jarcem, Stehn, 2020. "Representing travel cost variation in large-scale models of long-distance passenger transport," Papers 2020:6, Research Programme in Transport Economics.
• Ho, Thong & Nie, Zihan & Alpizar, Francisco & Carlsson, Fredrik & Khanh Nam, Pham, 2020. "Celebrity Endorsement in Promoting Pro-Environmental Behavior," Working Papers in Economics 795, University of Gothenburg, Department of Economics.
• Amirapu, Amrit & Asadullah, M Niaz & Wahhaj, Zaki, 2020. "Social Barriers to Female Migration: Theory and Evidence from Bangladesh," GLO Discussion Paper Series 692, Global Labor Organization (GLO).
• Alexandra Brausmann & Elise Grieg, 2020. "Resource Discoveries and the Political Survival of Dictators," CER-ETH Economics working paper series 20/345, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
• Dmitry Matveev & Julien McDonald-Guimond & Rodrigo Sekkel, 2020. "The neutral rate in Canada: 2020 update," Staff Analytical Notes 2020-24, Bank of Canada.
• Bryan S. Graham, 2020. "Sparse network asymptotics for logistic regression," Papers 2010.04703, arXiv.org.
• Felix Samy Soliman, 2020. "Intrafirm Leakage," CESifo Working Paper Series 8619, CESifo.
• Polezhaeva Natalia & Apevalova Elena & Radygin Alexandr, 2020. "The standards and practices of corporate governance: relevant current trends," Published Papers ppaper-2020-1055, Gaidar Institute for Economic Policy, revised 2020.
• Bin Chen & Kenwin Maung, 2020. "Time-varying Forecast Combination for High-Dimensional Data," Papers 2010.10435, arXiv.org.
• Kang, Natasha & Marmer, Vadim, 2020. "Modeling Long Cycles," Economics working papers vadim_marmer-2020-3, Vancouver School of Economics, revised 26 Oct 2020.
• Etienne GÉRARD, 2020. "L’expansion de l’enseignement supérieur privé et le creusement des inégalités sociales," Working Paper c4fe396d-a68c-4cce-9d18-1, Agence française de développement.
• Anya Samek & Justin R. Sydnor, 2020. "Impact of Consequence Information on Insurance Choice," NBER Working Papers 28003, National Bureau of Economic Research, Inc.
• Benjamin M. Hébert, 2020. "Externalities as Arbitrage," NBER Working Papers 27953, National Bureau of Economic Research, Inc.
• Nathan Canen & Kyungchul Song, 2020. "A Decomposition Approach to Counterfactual Analysis in Game-Theoretic Models," Papers 2010.08868, arXiv.org, revised Jul 2024.
• Philippe Kabore & Nicholas Rivers, 2020. "Manufacturing Output and Extreme Temperature: Evidence from Canada," Working Papers 2006E, University of Ottawa, Department of Economics.
• Thierry Kirat & Frédéric Marty, 2020. "L'originalisme des juges fédéraux américains ou l'établissement de fondements constitutionnels au libéralisme économique depuis les années 1970," GREDEG Working Papers 2020-43, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, revised Mar 2021.