Report NEP-ORE-2019-08-12

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:

• Yukitoshi Matsushita & Taisuke Otsu, 2019. "Jackknife, small bandwidth and high-dimensional asymptotics," STICERD - Econometrics Paper Series 605, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
• Nicola Comincioli & Sergio Vergalli & Paolo M. Panteghini, 2019. "Business Tax Policy under Default Risk," Working Papers 2019.11, Fondazione Eni Enrico Mattei.
• Magni, Carlo Alberto & Malagoli, Stefano & Marchioni, Andrea & Mastroleo, Giovanni, 2019. "Rating firms and sensitivity analysis," MPRA Paper 95265, University Library of Munich, Germany.
• Yuki SHIGETA, 2019. "Gain/Loss Asymmetric Stochastic Differential Utility," Discussion papers e-19-004, Graduate School of Economics , Kyoto University.
• Jianjun Miao & Dongling Su, 2019. "Asset Market Equilibrium under Rational Inattention," Boston University - Department of Economics - Working Papers Series WP2019-09, Boston University - Department of Economics.
• Li, Yong & Wang, Nianling & Yu, Jun, 2019. "Improved Marginal Likelihood Estimation via Power Posteriors and Importance Sampling," Economics and Statistics Working Papers 16-2019, Singapore Management University, School of Economics.
• Eckhard Hein, 2019. "Harrodian instability in Kaleckian models and Steindlian solutions," FMM Working Paper 46-2019, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
• Xuehai Zhang, 2019. "Value at Risk and Expected Shortfall under General Semi-parametric GARCH models," Working Papers CIE 123, Paderborn University, CIE Center for International Economics.
• Elena Carletti & Roberto Marquez & Silvio Petriconi, 2018. "The redistributive effects of bank capital regulation," BAFFI CAREFIN Working Papers 18102, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
• Alessio Volpicella, 2019. "SVARs Identification through Bounds on the Forecast Error Variance," Working Papers 890, Queen Mary University of London, School of Economics and Finance.
• Michael W. McCracken, 2019. "Diverging Tests of Equal Predictive Ability," Working Papers 2019-018, Federal Reserve Bank of St. Louis, revised 09 Mar 2020.
• Partha Pratim Dube, 2018. "A Progressive Optimal Time to Attain a Targeted Profit Function Under Unitary Transformation," Bulgarian Economic Papers bep-2018-11, Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria // Center for Economic Theories and Policies at Sofia University St Kliment Ohridski, revised Nov 2018.
• Carlo Capuano & Iacopo Grassi & Riccardo Martina, 2019. "Patent Protection and Threat of Litigation in Oligopoly," CSEF Working Papers 537, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
• Bingyan Han & Hoi Ying Wong, 2019. "Time-inconsistency with rough volatility," Papers 1907.11378, arXiv.org, revised Dec 2021.
• Nakao, Keisuke, 2019. "Modeling Deterrence by Denial and by Punishment," MPRA Paper 95100, University Library of Munich, Germany.
• David Kunst, 2019. "Deskilling among Manufacturing Production Workers," Tinbergen Institute Discussion Papers 19-050/VI, Tinbergen Institute, revised 30 Dec 2020.
• James Albrecht & Xiaoming Cai & Pieter A. Gautier & Susan Vroman, 2019. "Multiple Applications, Competing Mechanisms, and Market Power," Tinbergen Institute Discussion Papers 19-054/VI, Tinbergen Institute.
• Lemus Torres, Ana Belén, 2019. "The Non-Neutrality of the Arm's Length Principle with Imperfect Competition," UC3M Working papers. Economics 28640, Universidad Carlos III de Madrid. Departamento de Economía.
• Calès, Ludovic & Chalkis, Apostolos & Emiris, Ioannis Z., 2019. "On the cross-sectional distribution of portfolio returns," Working Papers 2019-11, Joint Research Centre, European Commission.
• Hakimov, Rustamdjan & Heller, Christian-Philipp & Kübler, Dorothea & Kurino, Morimitsu, 2019. "How to Avoid Black Markets for Appointments with Online Booking Systems," Rationality and Competition Discussion Paper Series 179, CRC TRR 190 Rationality and Competition.
• Leonzio Rizzo & Riccardo Secomandi, 2019. "Effetti finanziari delle richieste di autonomia regionale: prime simulazioni," Working Papers 2019058, University of Ferrara, Department of Economics.
• Ray C. Fair, 2019. "Variable Mismeasurement in a Class of DSGE Models: Comment," Cowles Foundation Discussion Papers 2166R, Cowles Foundation for Research in Economics, Yale University, revised Jul 2019.
• Mario Scharfbillig & Marco Weissler, 2019. "Heterogeneous displacement effects of migrant labor supply - quasi-experimental evidence from Germany," Working Papers 1910, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz.