Report NEP-CWA-2021-06-21

This is the archive for NEP-CWA, a report on new working papers in the area of Central and Western Asia. Avinash Vats issued this report. It is usually issued weekly.

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Other reports in NEP-CWA

The following items were announced in this report:

• Alan de Bromhead & Alan Fernihough & Markus Lampe & Kevin Hjortshøj O’Rourke, 2021. "Four great Asian trade collapses," Oxford Economic and Social History Working Papers _190, University of Oxford, Department of Economics.
• Ozili, Peterson Kitakogelu, 2021. "Economic policy uncertainty in banking: a literature review," MPRA Paper 108017, University Library of Munich, Germany.
• Daniel Hopp, 2021. "Economic Nowcasting with Long Short-Term Memory Artificial Neural Networks (LSTM)," Papers 2106.08901, arXiv.org.
• Ali Hirsa & Joerg Osterrieder & Branka Hadji-Misheva & Jan-Alexander Posth, 2021. "Deep reinforcement learning on a multi-asset environment for trading," Papers 2106.08437, arXiv.org.
• Gandal, Neil & Halaburda, Hanna & Haeringer, Guillaume & Gans, Joshua, 2020. "The Microeconomics of Cryptocurrencies," CEPR Discussion Papers 14972, C.E.P.R. Discussion Papers.
• Martina Cioni & Giovanni Federico & Michelangelo Vasta, 2021. "The State of the Art of Economic History: The Uneasy Relation with Economics," Working Papers 20210067, New York University Abu Dhabi, Department of Social Science, revised Jun 2021.
• Shabir A A Saleem & Peter N Smith & Abdullah Yalaman, 2021. "Analysis of systematic risk around firm-specific news in an emerging market using high frequency data," CAMA Working Papers 2021-35, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• M.A. Anderson & M.H. Davies & J.E. Signoret & S.L.S. Smith, 2021. "Indian buyers in global markets: Quality, prices, and productivity," CAMA Working Papers 2021-42, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• George-Marios Angeletos & Chen Lian, 2021. "Determinacy without the Taylor Principle," NBER Working Papers 28881, National Bureau of Economic Research, Inc.
• Luisa Corrado & Stefano Grassi & Aldo Paolillo, 2021. "Modelling and Estimating Large Macroeconomic Shocks During the Pandemic," National Institute of Economic and Social Research (NIESR) Discussion Papers 530, National Institute of Economic and Social Research.
• Daniel Fehrle, 2021. "Hedging Against Inflation: Housing vs. Equity," Discussion Paper Series 342, Universitaet Augsburg, Institute for Economics.
• Humaira Kamal Pasha, 2021. "Education Attainment and Economic Growth of Asian Developing Countries," Working Papers hal-03230025, HAL.
• Soliwoda, Michał & Wieliczko, Barbara & Kulawik, Jacek, 2020. "Circular Economy vs. Sustainability of Agribusiness," Problems of Agricultural Economics / Zagadnienia Ekonomiki Rolnej 311214, Institute of Agricultural and Food Economics - National Research Institute (IAFE-NRI).
• Claudio E. Raddatz K., 2021. "Does the Diversity and Solvency of Authorized Participants Matter for Bond ETF Arbitrage? Evidence from the Dash for Cash Episode," Working Papers wp519, University of Chile, Department of Economics.
• Denny IRAWAN & OKIMOTO Tatsuyoshi, 2021. "Conditional Capital Surplus and Shortfall across Resource Firms," Discussion papers 21031, Research Institute of Economy, Trade and Industry (RIETI).
• Grossmann, Volker & Larin, Benjamin & Steger, Thomas M., 2021. "Das House Kapital," FSES Working Papers 523, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
• Matteo Barigozzi & Angelo Cuzzola & Marco Grazzi & Daniele Moschella, 2021. "Factoring in the micro: a transaction-level dynamic factor approach to the decomposition of export volatility," LEM Papers Series 2021/22, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
• Giovanni Caggiano & Efrem Castelnuovo, 2021. "Global Uncertainty," "Marco Fanno" Working Papers 0269, Dipartimento di Scienze Economiche "Marco Fanno".
• Eric Monnet & Francois R. Velde, 2020. "Money, Banking, and Old-School Historical Economics," Working Paper Series WP-2020-28, Federal Reserve Bank of Chicago.
• Todorova, Tamara, 2021. "Market Power and the Incentive to Innovate: A Return to Schumpeter and Arrow," MPRA Paper 108121, University Library of Munich, Germany.
• Mukherjee, Sacchidananda & Badola, Shivani, 2021. "Public Finance Management in India in the time of COVID-19 Pandemic," Working Papers 21/337, National Institute of Public Finance and Policy.
• Leopoldo Catania & Alessandra Luati & Pierluigi Vallarino, 2021. "Economic vulnerability is state dependent," CREATES Research Papers 2021-09, Department of Economics and Business Economics, Aarhus University.
• Bacchetta, Philippe & Tièche, Simon & van Wincoop, Eric, 2020. "International Portfolio Choice with Frictions: Evidence from Mutual Funds," CEPR Discussion Papers 14898, C.E.P.R. Discussion Papers.
• Bertrand Achou & Hippolyte d'Albis & Eleni Iliopulos, 2021. "Real Estate and Rental Markets during Covid Times," Working Papers halshs-03231807, HAL.
• Julien Hok & Sergei Kucherenko, 2021. "Pricing and Risk Analysis in Hyperbolic Local Volatility Model with Quasi Monte Carlo," Papers 2106.08421, arXiv.org.
• Klump, Rainer & Jurkat, Anne & Schneider, Florian, 2021. "Tracking the rise of robots: A survey of the IFR database and its applications," MPRA Paper 107909, University Library of Munich, Germany.
• ARA Tomohiro, 2021. "Competition, Productivity and Trade, Reconsidered," Discussion papers 21032, Research Institute of Economy, Trade and Industry (RIETI).
• Malgorzata Rutkowska & Adam Sulich, 2021. "The Green Management Towards a Green Industrial Revolution," Papers 2106.00464, arXiv.org.
• Sandri, Damiano & Bergant, Katharina & Grigoli, Francesco & Hansen, Niels-Jakob, 2020. "Dampening Global Financial Shocks: Can Macroprudential Regulation Help (More than Capital Controls)?," CEPR Discussion Papers 14948, C.E.P.R. Discussion Papers.
• Junran Wu & Ke Xu & Xueyuan Chen & Shangzhe Li & Jichang Zhao, 2021. "Price graphs: Utilizing the structural information of financial time series for stock prediction," Papers 2106.02522, arXiv.org, revised Nov 2021.
• Eckhard Janeba & Karl Schulz, 2021. "Nonlinear Taxation and International Mobility in General Equilibrium," CESifo Working Paper Series 9132, CESifo.
• Timmermann, Allan & Pettenuzzo, Davide & Sabbatucci, Riccardo, 2020. "Dividend Suspensions and Cash Flow Risk during the Covid-19 Pandemic," CEPR Discussion Papers 14921, C.E.P.R. Discussion Papers.
• James D. Hamilton, 2021. "Supply, Demand, and Specialized Production," NBER Working Papers 28888, National Bureau of Economic Research, Inc.
• Assous, Michaël, 2021. "Review of “Irving Fisher” by Robert W. Dimand," OSF Preprints m5fbw, Center for Open Science.
• Logan T. Lewis & Ryan Monarch & Michael Sposi & Jing Zhang, 2020. "Structural Change and Global Trade," Working Paper Series WP-2020-25, Federal Reserve Bank of Chicago.
• Juan M. Londono & Sai Ma & Beth Anne Wilson, 2021. "The Global Transmission of Real Economic Uncertainty," International Finance Discussion Papers 1317, Board of Governors of the Federal Reserve System (U.S.).
• Timothy Watson & Juha Tervala, 2021. "Hysteresis and full employment in a small open economy," CAMA Working Papers 2021-46, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• De Koning, Kees, 2021. "The U.S. Great Recession Experience. The Reasons why Losses in Jobs and in Home Equity Savings reinforced each other," MPRA Paper 108239, University Library of Munich, Germany.
• Stephen Broadberry & Elena Korchmina, 2021. "Russian Economic Growth during the Eighteenth Century," Oxford Economic and Social History Working Papers _192, University of Oxford, Department of Economics.
• Acharya, Viral & Bhadury, Soumya & Surti, Jay, 2020. "Financial Vulnerability and Risks to Growth in Emerging Markets," CEPR Discussion Papers 14962, C.E.P.R. Discussion Papers.
• Benest, Serge, 2021. "The Politics of Funding: The Rockfeller Foundation and French Economics, 1945-1955," OSF Preprints 3gmf5, Center for Open Science.
• Miguel D. Ramirez, 2021. "Ricardo's and Marx's Conception of Absolute and Relative Value: A Critical Overview," Working Papers 2101, Trinity College, Department of Economics.
• Pierre-Philippe Combes & Laurent Gobillon & Yanos Zylberberg, 2021. "Urban economics in a historical perspective: Recovering data with machine learning," Working Papers halshs-03231786, HAL.
• Alvaro Arroyo & Bruno Scalzo & Ljubisa Stankovic & Danilo P. Mandic, 2021. "Dynamic Portfolio Cuts: A Spectral Approach to Graph-Theoretic Diversification," Papers 2106.03417, arXiv.org.
• Neil R. Ericsson, 2021. "Dynamic Econometrics in Action: A Biography of David F. Hendry," International Finance Discussion Papers 1311, Board of Governors of the Federal Reserve System (U.S.).
• KIM YoungGak & INUI Tomohiko, 2021. "The Impact of AI and Robot Technology on Firm Productivity and Employment (Japanese)," Discussion Papers (Japanese) 21009, Research Institute of Economy, Trade and Industry (RIETI).
• Koijen, Ralph & Richmond, Robert & Yogo, Motohiro, 2020. "Which Investors Matter for Equity Valuations and Expected Returns?," CEPR Discussion Papers 14890, C.E.P.R. Discussion Papers.
• Carey W. King, 2021. "Interdependence of Growth, Structure, Size and Resource Consumption During an Economic Growth Cycle," Papers 2106.02512, arXiv.org.
• Mengus, Eric & Andrade, Philippe & Gautier, Erwan, 2020. "What Matters in Households' Inflation Expectations?," CEPR Discussion Papers 14905, C.E.P.R. Discussion Papers.
• Koya Ishikawa & Kazuhide Nakata, 2021. "Online Trading Models with Deep Reinforcement Learning in the Forex Market Considering Transaction Costs," Papers 2106.03035, arXiv.org, revised Dec 2021.
• Ozge Akinci & Gianluca Benigno & Marco Del Negro & Albert Queraltó, 2021. "The Financial (In)Stability Real Interest Rate, R*," International Finance Discussion Papers 1308, Board of Governors of the Federal Reserve System (U.S.).
• Eichenbaum, Martin & Rebelo, Sérgio & Trabandt, Mathias, 2022. "Epidemics in the Neoclassical and New-Keynesian Models," CEPR Discussion Papers 14903, C.E.P.R. Discussion Papers.
• Bruno P. C. Levy & Hedibert F. Lopes, 2021. "Trend-Following Strategies via Dynamic Momentum Learning," Papers 2106.08420, arXiv.org, revised Nov 2021.
• Isaac K. Ofori & Simplice A. Asongu, 2021. "Foreign Direct Investment, Governance and Inclusive Growth in Sub-Saharan Africa," Working Papers 21/038, European Xtramile Centre of African Studies (EXCAS).
• A. Ford Ramsey & Barry Goodwin & Mildred Haley, 2021. "Labor Dynamics and Supply Chain Disruption in Food Manufacturing," NBER Working Papers 28896, National Bureau of Economic Research, Inc.
• Kelly, Morgan & Mokyr, Joel & Ó Gráda, Cormac, 2020. "The Mechanics of the Industrial Revolution," CEPR Discussion Papers 14884, C.E.P.R. Discussion Papers.
• Javed, Farrukh & Mazur, Stepan & Thorsén, Erik, 2021. "Tangency portfolio weights under a skew-normal model in small and large dimensions," Working Papers 2021:13, Örebro University, School of Business.
• Jaydip Sen & Sidra Mehtab & Abhishek Dutta, 2021. "Volatility Modeling of Stocks from Selected Sectors of the Indian Economy Using GARCH," Papers 2105.13898, arXiv.org.
• Daniel A. Dias & Carlos Robalo Marques, 2021. "From Micro to Macro: A Note on the Analysis of Aggregate Productivity Dynamics Using Firm-Level Data," International Finance Discussion Papers 1314, Board of Governors of the Federal Reserve System (U.S.).
• Juan M. Londono & Nancy R. Xu, 2021. "The Global Determinants of International Equity Risk Premiums," International Finance Discussion Papers 1318, Board of Governors of the Federal Reserve System (U.S.).
• Asmus, Gerda & Eichenauer, Vera & Fuchs, Andreas & Parks, Bradley, 2021. "Does India use development finance to compete with China? A subnational analysis," Kiel Working Papers 2189, Kiel Institute for the World Economy (IfW Kiel).
• Clive L. Spash, 2021. "Social Ecological Economics," SRE-Disc sre-disc-2021_06, Institute for Multilevel Governance and Development, Department of Socioeconomics, Vienna University of Economics and Business.
• Schneider, Eric, 2020. "Collider Bias in Economic History Research," CEPR Discussion Papers 14940, C.E.P.R. Discussion Papers.
• Ugbomhe, O. Ugbomhe & P, E. Okpamen & Adomokhai, S. Simon, 2021. "Effects of Demographic Factors on Impulse Buying Behaviour of Consumers in Auchi, Edo State, Nigeria," OSF Preprints xcrz2, Center for Open Science.