Report NEP-ORE-2019-07-15

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:

• Fabrizio Cipollini & Giampiero M. Gallo & Edoardo Otranto, 2019. "Realized Volatility Forecasting: Robustness to Measurement Errors," Econometrics Working Papers Archive 2019_04, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
• Barigozzi, Matteo & Brownlees, Christian T., 2018. "Nets: network estimation for time series," LSE Research Online Documents on Economics 90493, London School of Economics and Political Science, LSE Library.
• Francis X. Diebold & Glenn D. Rudebusch, 2019. "On the Evolution of U.S. Temperature Dynamics," PIER Working Paper Archive 19-012, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Fabrizio Cipollini & Giampiero M. Gallo & Alessandro Palandri, 2019. "Realized variance modeling: decoupling forecasting from estimation," Econometrics Working Papers Archive 2019_05, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
• Lockwood, Ben, 2019. "Malas Notches," The Warwick Economics Research Paper Series (TWERPS) 1206, University of Warwick, Department of Economics.
• Mouhua Liao, 2019. "A Multi-Stage Market Game that Implements any Walrasian Allocation in any Pure-Exchange Environment," Working Papers 2019-07-03, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
• Lechner, Michael & Okasa, Gabriel, 2019. "Random Forest Estimation of the Ordered Choice Model," Economics Working Paper Series 1908, University of St. Gallen, School of Economics and Political Science.
• Catherine Doz & Peter Fuleky, 2019. "Dynamic Factor Models," Working Papers 2019-4, University of Hawaii Economic Research Organization, University of Hawaii at Manoa.
• Matthew Backus & Sida Peng, 2019. "On Testing Continuity and the Detection of Failures," NBER Working Papers 26016, National Bureau of Economic Research, Inc.
• Mauro Caselli & Andrea Fracasso & Silvio Traverso, 2019. "Globalization, robotization and electoral outcomes: Evidence from spatial regressions for Italy," DEM Working Papers 2019/5, Department of Economics and Management.
• Schmitt, Noemi & Westerhoff, Frank H., 2019. "Trend followers, contrarians and fundamentalists: Explaining the dynamics of financial markets," BERG Working Paper Series 151, Bamberg University, Bamberg Economic Research Group.
• Fred Espen Benth & Silvia Lavagnini, 2019. "Correlators of Polynomial Processes," Papers 1906.11320, arXiv.org, revised Apr 2021.
• Brañas-Garza, Pablo & Galizzi, Matteo M. & Nieboer, Jeroen, 2018. "Experimental and self-reported measures of risk taking and digit ratio (2D:4D): evidence from a large, systematic study," LSE Research Online Documents on Economics 80747, London School of Economics and Political Science, LSE Library.
• Paul, Saumik, 2019. "Labor Income Share Dynamics with Variable Elasticity of Substitution," IZA Discussion Papers 12418, Institute of Labor Economics (IZA).
• Wolfgang Kerber & Daniel Moeller, 2019. "Access to Data in Connected Cars and the Recent Reform of the Motor Vehicle Type Approval Regulation," MAGKS Papers on Economics 201915, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• Luca Fantacci & Lucio Gobbi & Stefano Lucarelli, 2019. "Teaching International Monetary Economics. Two different views," DEM Working Papers 2019/7, Department of Economics and Management.
• Bisceglia, Michele & Cellini, Roberto & Grilli, Luca, 2019. "On the optimality of the yardstick regulation in the presence of dynamic interaction," MPRA Paper 94946, University Library of Munich, Germany.
• Aepli, Manuel, 2019. "Technological change and occupation mobility: A task-based approach to horizontal mismatch," GLO Discussion Paper Series 361, Global Labor Organization (GLO).
• Lourenço S. Paz & James E. West, 2019. "Should We Trust Clustered Standard Errors? A Comparison with Randomization-Based Methods," NBER Working Papers 25926, National Bureau of Economic Research, Inc.
• Wenxin Du & Benjamin M. Hébert & Amy Wang Huber, 2019. "Are Intermediary Constraints Priced?," NBER Working Papers 26009, National Bureau of Economic Research, Inc.
• Dietz, Simon & Venmans, Frank, 2019. "Cumulative carbon emissions and economic policy: in search of general principles," LSE Research Online Documents on Economics 100733, London School of Economics and Political Science, LSE Library.
• Galina Besstremyannaya & Sergei Golovan, 2019. "Physician’s altruism in incentive contracts: Medicare’s quality race," CINCH Working Paper Series 1903, Universitaet Duisburg-Essen, Competent in Competition and Health.
• Marco Bee & Julien Hambuckers & Luca Trapin, 2019. "An improved approach for estimating large losses in insurance analytics and operational risk using the g-and-h distribution," DEM Working Papers 2019/11, Department of Economics and Management.
• L. Franzoni, 2019. "Legal Change in the Face of Risk Averse Subjects: A Generalization of the Theory," Working Papers wp1132, Dipartimento Scienze Economiche, Universita' di Bologna.
• Christopher M. Gunn & Alok Johri & Marc-André Letendre, 2019. "Charge-offs, Defaults and U.S. Business Cycles," Carleton Economic Papers 19-04, Carleton University, Department of Economics.
• John H. Boyd & Hendrik Hakenes & Amanda Heitz, 2018. "Creditor Rights, Information Sharing, and Borrower Behavior: Theory and Evidence," CRC TR 224 Discussion Paper Series crctr224_2018_046, University of Bonn and University of Mannheim, Germany.
• Francesco Paolo Conteduca & Ekaterina Kazakova, 2018. "Serving Abroad: Export, M&A, and Greenfield Investment," CRC TR 224 Discussion Paper Series crctr224_2018_008, University of Bonn and University of Mannheim, Germany.
• Fredrik Wulfsberg, 2018. "Har vi klart å spareoljeinntektene?," Working Papers 201801, Oslo Metropolitan University, Oslo Business School.
• Patacchini, Eleonora & Rainone, Edoardo, 2019. "Treatment Effects with Heterogeneous Externalities," CEPR Discussion Papers 13781, C.E.P.R. Discussion Papers.
• Joseba Martinez & Thomas Philippon & Markus Sihvonen, 2019. "Does a Currency Union Need a Capital Market Union? Risk Sharing via Banks and Markets," NBER Working Papers 26026, National Bureau of Economic Research, Inc.
• Mohammed Shahid Abdulla & L Ramprasath, 2019. "ANOVA with two timescale stochastic approximation for estimating Variance of Conditional Expectation," Working papers 337, Indian Institute of Management Kozhikode.
• Kehrig, Matthias & Vincent, Nicolas, 2019. "Good Dispersion, Bad Dispersion," CEPR Discussion Papers 13772, C.E.P.R. Discussion Papers.
• Wenhang Bao & Xiao-yang Liu, 2019. "Multi-Agent Deep Reinforcement Learning for Liquidation Strategy Analysis," Papers 1906.11046, arXiv.org.
• Koonal Shah;Juan Manuel Ramos-Goñi;Nancy Devlin;Oliver Rivero-Arias, 2019. "Valuing EQ-5D-Y Health States Using a Discrete Choice Experiment: Do Adult and Adolescent Preferences Differ?," Research Paper 002184, Office of Health Economics.
• Bernhardt, Dan & Liu, Tingjun & Sogo, Takeharu, 2019. "Costly auction entry, royalty payments, and the optimality of asymmetric designs," The Warwick Economics Research Paper Series (TWERPS) 1200, University of Warwick, Department of Economics.
• Roberto Steiner & Tomás Ramírez, 2019. "Análisis de experiencias de modelos asociativos como mecanismo para el desarrollo empresarial en la ruralidad," Informes de Investigación 17325, Fedesarrollo.
• Michael J. Pries & Richard Rogerson, 2019. "Declining Worker Turnover: the Role of Short Duration Employment Spells," NBER Working Papers 26019, National Bureau of Economic Research, Inc.
• Robert A. Moffitt & Matthew V. Zahn, 2019. "The Marginal Labor Supply Disincentives of Welfare: Evidence from Administrative Barriers to Participation," NBER Working Papers 26028, National Bureau of Economic Research, Inc.
• Amarjit Kundu & Shovan Chowdhury, 2019. "Ordering properties of the largest order statistics from Kumaraswamy-G models under random shocks," Working papers 297, Indian Institute of Management Kozhikode.
• Emanuele Borgonovo & Stefano Caselli & Alessandra Cillo & Donato Masciandaro & Giovanno Rabitti, 2018. "Cryptocurrencies, central bank digital cash, traditional money: does privacy matter?," BAFFI CAREFIN Working Papers 1895, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
• Martynova, Natalya & Ratnovski, Lev & Vlahu, Razvan E., 2019. "Bank profitability, leverage constraints, and risk-taking," Discussion Papers 21/2019, Deutsche Bundesbank.
• Пигнастый, Олег & Koжевников, Георгий, 2019. "Дискретно-Событийная Модель Расчета Продолжительного Производственного Цикла Изготовления Партии Деталей [Discrete-Eventing Model Of Calculation Of The Duration Of The Production Cycle Of Manufactu," MPRA Paper 94898, University Library of Munich, Germany, revised 02 Jul 2019.
• Luciano Andreozzi, 2019. "On Being Inequality Averse: Measurement and Behavioral Characterization," DEM Working Papers 2019/10, Department of Economics and Management.
• Danilo Leiva-Leon & Lorenzo Ductor, 2019. "Fluctuations in Global Macro Volatility," Working Papers 1925, Banco de España.
• Chao Wang & Richard Gerlach, 2019. "Semi-parametric Realized Nonlinear Conditional Autoregressive Expectile and Expected Shortfall," Papers 1906.09961, arXiv.org.
• Item repec:efp:wpaper:2017-1 is not listed on IDEAS anymore

• Moshe A. Barach & Joseph M. Golden & John J. Horton, 2019. "Steering in Online Markets: The Role of Platform Incentives and Credibility," NBER Working Papers 25917, National Bureau of Economic Research, Inc.
• Mariolis, Theodore & Konstantakis, Konstantinos N. & Michaelides, Panayotis G. & Tsionas, Efthymios G., 2019. "A non-linear Keynesian Goodwin-type endogenous model of the cycle: Bayesian evidence for the USA," LSE Research Online Documents on Economics 100229, London School of Economics and Political Science, LSE Library.
• Ernest Dautovic, 2019. "Has Regulatory Capital Made Banks Safer? Skin in the Game vs Moral Hazard," Cahiers de Recherches Economiques du Département d'économie 19.03, Université de Lausanne, Faculté des HEC, Département d’économie.
• Doellgast, Virginia & Marsden, David, 2019. "Institutions as constraints and resources: explaining cross-national divergence in performance management," LSE Research Online Documents on Economics 89978, London School of Economics and Political Science, LSE Library.
• Tim Xiao, 2019. "Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment," Working Papers hal-02165501, HAL.
• Johann, Thomas & Scharnowski, Stefan & Theissen, Erik & Westheide, Christian & Zimmermann, Lukas, 2019. "Liquidity in the German stock market," CFR Working Papers 19-02, University of Cologne, Centre for Financial Research (CFR).
• Yannai A. Gonczarowski & Scott Duke Kominers & Ran I. Shorrer, 2019. "To Infinity and Beyond: A General Framework for Scaling Economic Theories," Papers 1906.10333, arXiv.org, revised Apr 2023.
• Tsubasa Ichikawa & Menaka @Arudchelvan & Kazuki Onji, 2019. "Bunching of Small Businesses at the Value-AddedTax Threshold in Japan: Lessons for the 2019 Tax Hike," Discussion Papers in Economics and Business 19-10, Osaka University, Graduate School of Economics.
• Yuta Yamauchi & Yasuhiro Omori, 2018. "Multivariate Stochastic Volatility Model with Realized Volatilities and Pairwise Realized Correlations," CIRJE F-Series CIRJE-F-1095, CIRJE, Faculty of Economics, University of Tokyo.
• Nick Whiteley, 2019. "Dynamic time series clustering via volatility change-points," Papers 1906.10372, arXiv.org.
• Robert C. Johnson & Andreas Moxnes, 2019. "GVCs and Trade Elasticities with Multistage Production," NBER Working Papers 26018, National Bureau of Economic Research, Inc.
• Brill, Maximilian & Nautz, Dieter & Sieckmann, Lea, 2019. "Divisia monetary aggregates for a heterogeneous euro area," Discussion Papers 2019/9, Free University Berlin, School of Business & Economics.
• Mamiko Takeuchi, 2019. "Earnings gaps among higher-educated workers withinmain cities insemi-industrializedandnewly industrialized Asian countries," Discussion Papers in Economics and Business 19-06-Rev., Osaka University, Graduate School of Economics, revised Jul 2019.