Report NEP-ORE-2019-05-20

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:

• Jerry A. Hausman & Haoyang Liu & Ye Luo & Christopher Palmer, 2019. "Errors in the Dependent Variable of Quantile Regression Models," NBER Working Papers 25819, National Bureau of Economic Research, Inc.
• Hauber, Philipp & Schumacher, Christian & Zhang, Jiachun, 2019. "A flexible state-space model with lagged states and lagged dependent variables: Simulation smoothing," Discussion Papers 15/2019, Deutsche Bundesbank.
• Naimoli, Antonio & Storti, Giuseppe, 2019. "Heterogeneous component multiplicative error models for forecasting trading volumes," MPRA Paper 93802, University Library of Munich, Germany.
• Silvia Faggian & Fausto Gozzo & Peter M. Kort, 2019. "Optimal investment with vintage capital: equilibrium distributions," Working Papers 2019: 12, Department of Economics, University of Venice "Ca' Foscari".
• Perron, Pierre & Yamamoto, Yohei & 山本, 庸平 & Zhou, Jing, 2019. "Testing Jointly for Structural Changes in the Error Variance and Coefficients of a Linear Regression Model," Discussion paper series HIAS-E-85, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
• Bernardo J. Zubillaga & Andr'e L. M. Vilela & Chao Wang & Kenric P. Nelson & H. Eugene Stanley, 2019. "A Three-state Opinion Formation Model for Financial Markets," Papers 1905.04370, arXiv.org.
• Adrian Nicolae Capatana, 2017. "Risk assessment of a stock portfolio using value-at-risk," Scientific Papers 0004, Institute of Financial Studies.
• Norde, Henk & Voorneveld, Mark, 2019. "Feasible best-response correspondences and quadratic scoring rules," SSE Working Paper Series in Economics 2019:2, Stockholm School of Economics.
• Subiza, Begoña & Peris, Josep E., 2019. "Sharing the Cost of Maximum Quality Optimal Spanning Trees," QM&ET Working Papers 19-2, University of Alicante, D. Quantitative Methods and Economic Theory.
• Dergunov, Ilya & Meinerding, Christoph & Schlag, Christian, 2019. "Extreme inflation and time-varying consumption growth," Discussion Papers 16/2019, Deutsche Bundesbank.
• Masaaki Fukasawa & Tetsuya Takabatake & Rebecca Westphal, 2019. "Is Volatility Rough ?," Papers 1905.04852, arXiv.org, revised May 2019.
• Jiti Gao & Guangming Pan & Yanrong Yang & Bo Zhang, 2019. "An Integrated Panel Data Approach to Modelling Economic Growth," Monash Econometrics and Business Statistics Working Papers 9/19, Monash University, Department of Econometrics and Business Statistics.
• Menoncin, Francesco & Vergalli, Sergio, 2019. "Optimal Stopping Time, Consumption, Labour, and Portfolio Decision for a Pension Scheme," ETA: Economic Theory and Applications 288459, Fondazione Eni Enrico Mattei (FEEM).
• Wiborg, Vegard Sjurseike & Brekke, Kjell Arne & Nyborg, Karine, 2019. "Collaboration, Alphabetical Order and Gender Discrimination. Evidence from the Lab," Memorandum 4/2019, Oslo University, Department of Economics.
• Bellemare, Charles & Sebald, A. & Suetens, Sigrid, 2019. "Guilt Aversion in Economics and Psychology," Discussion Paper 2019-017, Tilburg University, Center for Economic Research.
• Søren Kjærgaard & Yunus Emre Ergemen & Malene Kallestrup-Lamb & Jim Oeppen & Rune Lindahl-Jacobsen, 2019. "Forecasting Causes of Death using Compositional Data Analysis: the Case of Cancer Deaths," CREATES Research Papers 2019-07, Department of Economics and Business Economics, Aarhus University.
• Lisa Bruttel, 2019. "Is There a Loyalty-Enhancing Effect of Retroactive Price-Reduction Schemes?," CEPA Discussion Papers 05, Center for Economic Policy Analysis.
• Dąbrowski, Marek A. & Wróblewska, Justyna, 2019. "Insulating property of the flexible exchange rate regime: A case of Central and Eastern European countries," MPRA Paper 93813, University Library of Munich, Germany.
• Syazwani, Anis, 2019. "Tobin’s Q and Its Determinants: A Study of Market Valuation in MISC Berhad," MPRA Paper 93776, University Library of Munich, Germany.
• Jeanne Hagenbach & Frédéric Koessler, 2019. "Partial Language Competence," SciencePo Working papers Main halshs-01988076, HAL.
• Item repec:spo:wpecon:info:hdl:2441/3b2230a4419v9ojcpu27tsdrtb is not listed on IDEAS anymore

• Perron, Pierre & Yamamoto, Yohei & 山本, 庸平, 2019. "Pitfalls of Two Step Testing for Changes in the Error Variance and Coefficients of a Linear Regression Model," Discussion Papers 2019-01, Graduate School of Economics, Hitotsubashi University.
• Stefano Baccarin, 2019. "Static use of options in dynamic portfolio optimization under transaction costs and solvency constraints," Working papers 063, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino.
• Pierre Dehez & Victor Ginsburgh, 2019. "Approval voting and Shapley ranking," Working Papers of BETA 2019-17, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
• Eduardo Abi Jaber & Omar El Euch, 2019. "Markovian structure of the Volterra Heston model," Post-Print hal-01716696, HAL.
• Ulrich Faigle & Michel Grabisch, 2017. "Game Theoretic Interaction and Decision: A Quantum Analysis," Post-Print halshs-01659148, HAL.
• Guillaume Chevillon & Alain Hecq & Sébastien Laurent, 2018. "Generating univariate fractional integration within a large VAR(1)," Post-Print hal-01980783, HAL.
• Ademmer, Martin & Boysen-Hogrefe, Jens, 2019. "The impact of forecast errors on fiscal planning and debt accumulation," Kiel Working Papers 2123, Kiel Institute for the World Economy (IfW Kiel).
• Chantal Kegels & Dirk Verwerft, 2018. "Working Paper 09-18 - Economic impact of professional services reform in Belgium - A DSGE simulation," Working Papers 1809, Federal Planning Bureau, Belgium.
• Mikhail Drugov & Dmitry Ryvkin, 2019. "The shape of luck and competition in tournaments," Working Papers w0251, New Economic School (NES).
• Guilherme Bandeira & Jordi Caballe & Eugenia Vella, 2019. "Fiscal Austerity and Migration: A Missing Link," Working Papers 2019009, The University of Sheffield, Department of Economics.
• de Meza, David & Reito, Francesco, 2019. "Too Little Lending: A Problem of Symmetric Information," MPRA Paper 93700, University Library of Munich, Germany.
• Yusuf Emre Akgunduz & Salih Fendoglu, 2019. "Exports, Imported Inputs, and Domestic Supply Networks," Working Papers 1908, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Chami, Maximilian & Kaminyoge, Gabriel, 2019. "Closed House of Wonders museum: Implications to the tourism of Zanzibar Stone Town, UNESCO World Heritage Site," MPRA Paper 93887, University Library of Munich, Germany.
• Rosendahl, Knut Einar, 2019. "EU ETS and the new green paradox," Working Paper Series 2-2019, Norwegian University of Life Sciences, School of Economics and Business.
• Marcelo Neri & Marcos Hecksher & Pedro Silva, 2018. "New imputation procedures in the measurement of inequality, growth, and poverty in Brazil," WIDER Working Paper Series 128, World Institute for Development Economic Research (UNU-WIDER).
• Ha-Huy, Thai & Nguyen, Thi Tuyet Mai, 2019. "Saving and dissaving under Ramsey - Rawls criterion," MPRA Paper 93710, University Library of Munich, Germany.
• Jessica Pac & Ann P. Bartel & Christopher Ruhm & Jane Waldfogel, 2019. "Paid Family Leave and Breastfeeding: Evidence from California," Working Papers 2019-031, Human Capital and Economic Opportunity Working Group.
• Chen, Daniel & Hopfensitz, Astrid & van Leeuwen, Boris & van de Ven, Jeroen, 2019. "The Strategic Display of Emotions," Discussion Paper 2019-014, Tilburg University, Center for Economic Research.
• François Maublanc & Sébastien Rouillon, 2019. "Contests with an uncertain number of prizes," Cahiers du GREThA (2007-2019) 2019-07, Groupe de Recherche en Economie Théorique et Appliquée (GREThA).
• Viola Ackfeld & Werner Güth, 2019. "Personal Information Disclosure under Competition for Benefits: Is Sharing Caring?," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2019_04, Max Planck Institute for Research on Collective Goods.
• Nobuyuki Hanaki & Emily Tanimura & Nicolaas J Vriend, 2019. "The Principle of Minimum Differentiation Revisited: Return of the Median Voter," Post-Print hal-01714582, HAL.
• Ghidoni, Riccardo & Suetens, Sigrid, 2019. "Empirical Evidence on Repeated Sequential Games," Discussion Paper 2019-016, Tilburg University, Center for Economic Research.
• Ioana Deniaud & François Marmier & Jean-Louis Michalak, 2019. "Méthodologie et outil de définition de la stratégie de transition 4.0 pour la chaine logistique," Working Papers of BETA 2019-14, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
• Holden , Stein T. & Tilahun , Mesfin, 2019. "The Devil is in the Details: Risk Preferences, Choice List Design, and Measurement Error," CLTS Working Papers 3/19, Norwegian University of Life Sciences, Centre for Land Tenure Studies, revised 16 Oct 2019.
• Gannon, Kim & Zhang, Hanzhe, 2019. "An Evolutionary Justification for Overconfidence," Working Papers 2019-4, Michigan State University, Department of Economics.
• Dell'Era, Michele, 2019. "Talking to Influence and the Consulting Paradox," MPRA Paper 93803, University Library of Munich, Germany.
• Daniel Lacker & Mykhaylo Shkolnikov & Jiacheng Zhang, 2019. "Inverting the Markovian projection, with an application to local stochastic volatility models," Papers 1905.06213, arXiv.org.
• Ferman, Bruno, 2019. "Inference in Differences-in-Differences: How Much Should We Trust in Independent Clusters?," MPRA Paper 93746, University Library of Munich, Germany.
• Akyeampong, Emmanuel, 2017. "African Socialism; or the Search for an Indigenous Model of Economic Development," African Economic History Working Paper 36/2017, African Economic History Network.
• Lassila, Jukka & Valkonen, Tarmo, 2019. "Pension Funds and Risk-sharing in the Finnish Earnings-related Pension System," ETLA Reports 90, The Research Institute of the Finnish Economy.
• Joseph Staudt & Yifang Wei & Lisa Singh & Shawn D. Klimek & J. Bradford Jensen & Andrew L. Baer, 2019. "Automating Response Evaluation for Franchising Questions on the 2017 Economic Census," NBER Working Papers 25818, National Bureau of Economic Research, Inc.
• Abramova, Inna & Core, John & Sutherland, Andrew, 2019. "Institutional Investor Attention and Firm Disclosure," MPRA Paper 93665, University Library of Munich, Germany.
• Fischer, Christoph, 2019. "Equilibrium real exchange rate estimates across time and space," Discussion Papers 14/2019, Deutsche Bundesbank.
• Stefan Steinerberger & Aleh Tsyvinski, 2019. "Tax Mechanisms and Gradient Flows," NBER Working Papers 25821, National Bureau of Economic Research, Inc.
• Korniotis, George & Bhambhwani, Siddharth & Delikouras, Stefanos, 2019. "Blockchain Characteristics and the Cross-Section of Cryptocurrency Returns," CEPR Discussion Papers 13724, C.E.P.R. Discussion Papers.
• Jessie Sun, 2019. "A Stock Selection Method Based on Earning Yield Forecast Using Sequence Prediction Models," Papers 1905.04842, arXiv.org.
• Fernando Fernandes Neto & Claudio Garcia, Rodrigo de Losso da Silveira Bueno, Pedro Delano Cavalcanti, Alemayehu Solomon Admas, 2019. "Deep Haar Scattering Networks in Unidimensional Pattern Recognition Problems," Working Papers, Department of Economics 2019_16, University of São Paulo (FEA-USP).
• Isaure Delaporte, 2019. "Ethnic Identity and the Employment Outcomes of Immigrants: Evidence from France," Studies in Economics 1904, School of Economics, University of Kent.
• Guay C. Lim & Robert Dixon & Jan C. van Ours, 2019. "Beyond Okun's Law: Output Growth and Labor Market Flows," Melbourne Institute Working Paper Series wp2019nxx, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
• Michal Bencik, 2019. "Construction of a survey-based measure of output Gap," Working and Discussion Papers WP 3/2019, Research Department, National Bank of Slovakia.
• Fix, Blair, 2019. "How the rich are different: Hierarchical power as the basis of income and class," Working Papers on Capital as Power 2019/02, Capital As Power - Toward a New Cosmology of Capitalism.
• Martin Hellwig, 2019. "Target-Falle oder Empörungsfalle? – Zur deutschen Diskussion um die Europäische Währungsunion," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2019_05, Max Planck Institute for Research on Collective Goods.
• Eugene Braslavskiy & Firmin Doko Tchatoka & Virginie Masson, 2019. "The importance of Punishment Substitutability in Criminometric Studies," School of Economics and Public Policy Working Papers 2019-02, University of Adelaide, School of Economics and Public Policy.
• Ran Abramitzky & Leah Platt Boustan & Katherine Eriksson & James J. Feigenbaum & Santiago Pérez, 2019. "Automated Linking of Historical Data," NBER Working Papers 25825, National Bureau of Economic Research, Inc.
• Cappelen, Alexander W. & Mollerstrom, Johanna & Reme, Bjørn-Atle & Tungodden, Bertil, 2019. "A Meritocratic Origin of Egalitarian Behavior," Discussion Paper Series in Economics 9/2019, Norwegian School of Economics, Department of Economics.
• Pietro Tebaldi & Alexander Torgovitsky & Hanbin Yang, 2019. "Nonparametric Estimates of Demand in the California Health Insurance Exchange," NBER Working Papers 25827, National Bureau of Economic Research, Inc.
• Lisa Bruttel & Lisa Juri Nithammer & Florian Stolley, 2019. "”Thanks in Advance”: The Negative Effect of a Polite Phrase on Compliance with a Request," CEPA Discussion Papers 07, Center for Economic Policy Analysis.
• Cukierman, Alex, 2019. "Implications of the permanent-transitory confusion for New-Keynesian modeling, inflation forecasts and the post-crisis era," CEPR Discussion Papers 13727, C.E.P.R. Discussion Papers.
• George J. Borjas, 2019. "Immigration and Economic Growth," NBER Working Papers 25836, National Bureau of Economic Research, Inc.
• Vásquez Cordano, Arturo Leonardo, 2018. "El Mercado del Litio y la Revolución de las Energías Renovables," Documentos de Trabajo 002, Escuela de Postgrado GERENS.
• Bergh, Andreas & Bjørnskov, Christian, 2019. "Does Economic Freedom Boost Growth for Everyone?," Working Paper Series 1276, Research Institute of Industrial Economics.
• Yongchen Zhao, 2019. "Updates to Household Inflation Expectations: Signal or Noise?," Working Papers 2019-01, Towson University, Department of Economics, revised May 2019.
• Fortuna Casoria & Alice Ciccone, 2019. "Do upfront investments increase cooperation? A laboratory experiment," Working Papers 1918, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.