Report NEP-ORE-2021-05-17

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:

• Dong, C. & Li, S., 2021. "Specification Lasso and an Application in Financial Markets," Cambridge Working Papers in Economics 2139, Faculty of Economics, University of Cambridge.
• Forni, Mario & Gambetti, Luca & Sala, Luca, 2021. "Macroeconomic Uncertainty and Vector Autoregressions," CEPR Discussion Papers 15692, C.E.P.R. Discussion Papers.
• Hauber, Philipp & Schumacher, Christian, 2021. "Precision-based sampling with missing observations: A factor model application," Discussion Papers 11/2021, Deutsche Bundesbank.
• Chernov, Mikhail & Dahlquist, Magnus & Lochstoer, Lars, 2020. "Pricing Currency Risks," CEPR Discussion Papers 15571, C.E.P.R. Discussion Papers.
• Javier Alejo & Antonio Galvao & Gabriel Montes-Rojas, 2021. "A first-stage representation for instrumental variables quantile," Working Papers 46, Red Nacional de Investigadores en Economía (RedNIE).
• Amodio, Francesco & Martinez-Carrasco, Miguel, 2020. "Workplace Incentives and Organizational Learning," CEPR Discussion Papers 15498, C.E.P.R. Discussion Papers.
• Renee van Eyden & Rangan Gupta & Christophe Andre & Xin Sheng, 2021. "The Effect of Macroeconomic Uncertainty on Housing Returns and Volatility: Evidence from US State-Level Data," GRU Working Paper Series GRU_2021_008, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
• Woodford, Michael & Azeredo da Silveira, Rava & Sung, Yeji, 2020. "Optimally Imprecise Memory and Biased Forecasts," CEPR Discussion Papers 15459, C.E.P.R. Discussion Papers.
• Guastadisegni, Lucia & Cagnone, Silvia & Moustaki, Irini & Vasdekis, Vassilis, 2022. "Use of the Lagrange multiplier test for assessing measurement invariance under model misspecification," LSE Research Online Documents on Economics 110358, London School of Economics and Political Science, LSE Library.
• Forni, Mario & Gambetti, Luca & Lippi, Marco & Sala, Luca, 2020. "Common Component Structural VARs," CEPR Discussion Papers 15529, C.E.P.R. Discussion Papers.
• Konrad, Kai A. & Morath, Florian, 2020. "The Volunteer’s Dilemma in Finite Populations," CEPR Discussion Papers 15536, C.E.P.R. Discussion Papers.
• Kilian, Lutz & Inoue, Atsushi, 2020. "The Role of the Prior in Estimating VAR Models with Sign Restrictions," CEPR Discussion Papers 15545, C.E.P.R. Discussion Papers.
• Bodnar, Olha & Bodnar, Taras, 2021. "Objective Bayesian meta-analysis based on generalized multivariate random effects model," Working Papers 2021:5, Örebro University, School of Business.
• Schmitz, Patrick W., 2020. "Contracting under Adverse Selection: Certifiable vs. Uncertifiable Information," CEPR Discussion Papers 15514, C.E.P.R. Discussion Papers.
• Juthathip Jongwanich & Archanun Kohpaiboon & Ayako Obashi, 2020. "Technological Advancement, Import Penetration, and Labour Markets: Evidence from Thai Manufacturing," Working Papers DP-2020-09, Economic Research Institute for ASEAN and East Asia (ERIA).
• Henrique Guerreiro & Jo~ao Guerra, 2021. "Least squares Monte Carlo methods in stochastic Volterra rough volatility models," Papers 2105.04511, arXiv.org.
• Pablo Arribillaga & Jordi Massó & Alejandro Neme, 2021. "All sequential allotment rules are obviously strategy-proof," Working Papers 49, Red Nacional de Investigadores en Economía (RedNIE).
• Frédéric Marty, 2021. "Évolution des politiques de concurrence en droit de l'UE : de la Wettbewerbsordnung ordolibérale à la More Economic Approach néolibérale ?," GREDEG Working Papers 2021-22, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
• Paul J.J. Welfens, 2021. "Nationale und globale Impfstoffbeschaffung in einer Pandemie-Situation: Rationale Patent-Ersatzoption (Vorabfassung)," EIIW Discussion paper disbei295, Universitätsbibliothek Wuppertal, University Library.
• Emilio Blanco & Laura D’Amato & Fiorella Dogliolo & Lorena Garegnani, 2020. "Nowcasting Macroeconomic Aggregates in Argentina: Comparing the predictive ability of different models," Asociación Argentina de Economía Política: Working Papers 4335, Asociación Argentina de Economía Política.
• Yevgeny Tsodikovich & Xavier Venel & Anna Zseleva, 2021. "Repeated Games with Switching Costs: Stationary vs History-Independent Strategies," AMSE Working Papers 2129, Aix-Marseille School of Economics, France.
• Rybacki, Jakub & Gniazdowski, Michał, 2021. "Macroeconomic Forecasting in Poland: Lessons From the COVID-19 Outbreak," MPRA Paper 107682, University Library of Munich, Germany.
• Bodnar, Olha & Eriksson, Viktor, 2021. "Bayesian model selection: Application to adjustment of fundamental physical constants," Working Papers 2021:7, Örebro University, School of Business.
• Zhishun Wang & Wei Lu & Kaixin Zhang & Tianhao Li & Zixi Zhao, 2021. "A parallel-network continuous quantitative trading model with GARCH and PPO," Papers 2105.03625, arXiv.org, revised May 2021.
• Florian Bourgey & Stefano De Marco, 2021. "Multilevel Monte Carlo simulation for VIX options in the rough Bergomi model," Papers 2105.05356, arXiv.org, revised Jun 2022.
• Agustín Bonifacio & Nadia Guiñazú & Noelia Juarez & Pablo Neme & Jorge Oviedo, 2021. "The lattice of worker-quasi-stable matchings," Working Papers 64, Red Nacional de Investigadores en Economía (RedNIE).
• Tymon Sloczynski, 2021. "When Should We (Not) Interpret Linear IV Estimands as LATE?," CESifo Working Paper Series 9064, CESifo.
• Schmitz, Patrick W. & Nieken, Petra, 2020. "Contracting under Asymmetric Information and Externalities: An Experimental Study," CEPR Discussion Papers 15492, C.E.P.R. Discussion Papers.
• Juan Argentino Vega & Sonia Griselda Araujo Furlan & Cintia Vanesa Zavi, 2020. "Formulación de propuestas sobre el régimen de coparticipación federal de impuestos orientadas a una futura legislación," Asociación Argentina de Economía Política: Working Papers 4425, Asociación Argentina de Economía Política.
• Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2021. "Weighted-average least squares (WALS): Confidence and prediction intervals," EIEF Working Papers Series 2108, Einaudi Institute for Economics and Finance (EIEF), revised May 2021.
• Minford, Patrick & Meenagh, David & Wickens, Michael R., 2021. "Estimating macro models and the potentially misleading nature of Bayesian estimation," CEPR Discussion Papers 15684, C.E.P.R. Discussion Papers.
• Saccal, Alessandro, 2019. "The mercantile dilemma: formalisations and historical conclusions," MPRA Paper 107639, University Library of Munich, Germany.
• Bobkova, Nina & Bardhi, Arjada, 2021. "Local Evidence and Diversity in Minipublics," CEPR Discussion Papers 15704, C.E.P.R. Discussion Papers.
• Reisinger, Markus & Berg, Tobias & Streitz, Daniel, 2020. "Spillover Effects in Empirical Corporate Finance," CEPR Discussion Papers 15549, C.E.P.R. Discussion Papers.
• Dilger, Alexander, 2021. "Kapitalwert bei Null- und Negativzinsen," Discussion Papers of the Institute for Organisational Economics 4/2021, University of Münster, Institute for Organisational Economics.
• Timothy Grieder & Mikael Khan & Juan Ortega & Callie Symmers, 2021. "Évaluation préliminaire de l’impact de la COVID-19 sur la santé financière des entreprises canadiennes," Staff Analytical Notes 2021-8fr, Bank of Canada.
• Niklas Amberg & Thomas Jansson & Mathias Klein & Anna Rogantini Picco, 2021. "Five Facts about the Distributional Income Effects of Monetary Policy," CESifo Working Paper Series 9062, CESifo.
• Masaaki Fukasawa & Jim Gatheral, 2021. "A rough SABR formula," Papers 2105.05359, arXiv.org.
• Monacelli, Tommas & Jamilov, Rustam, 2020. "Bewley Banks," CEPR Discussion Papers 15428, C.E.P.R. Discussion Papers.
• Minford, Patrick & Ou, Zhirong & Zhu, Zheyi, 2020. "Is there consumer risk-pooling in the open economy? The evidence reconsidered," CEPR Discussion Papers 15550, C.E.P.R. Discussion Papers.
• Willman, Paul & Bryson, Alex & Forth, John, 2020. "UK unions, collective action and the cost disease," LSE Research Online Documents on Economics 100874, London School of Economics and Political Science, LSE Library.
• Kuvshinov, Dmitry & Zimmermann, Kaspar, 2020. "The Expected Return on Risky Assets: International Long-run Evidence," CEPR Discussion Papers 15610, C.E.P.R. Discussion Papers.