Report NEP-ORE-2019-11-11

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:

• Andrea Bucci & Giulio Palomba & Eduardo Rossi, 2019. "Does macroeconomics help in predicting stock markets volatility comovements? A nonlinear approach," Working Papers 440, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
• Huber, Florian & Koop, Gary & Onorante, Luca, 2019. "Inducing sparsity and shrinkage in time-varying parameter models," Working Paper Series 2325, European Central Bank.
• Dakyung Seong & Jin Seo Cho & Timo Teräsvirta, 2019. "Comprehensive Testing of Linearity against the Smooth Transition Autoregressive Model," CREATES Research Papers 2019-17, Department of Economics and Business Economics, Aarhus University.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2019. "Assessing International Commonality in Macroeconomic Uncertainty and Its Effects," Working Papers 18-03R, Federal Reserve Bank of Cleveland.
• Sanghyun Hong & W. Robert Reed, 2019. "Towards an Experimental Framework for Assessing Meta-Analysis Methods, with a Focus on Andrews-Kasy Estimators," Working Papers in Economics 19/13, University of Canterbury, Department of Economics and Finance.
• Grey Gordon, 2019. "Efficient Computation with Taste Shocks," Working Paper 19-15, Federal Reserve Bank of Richmond.
• Changli He & Jian Kang & Timo Teräsvirta & Shuhua Zhang, 2019. "Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model," CREATES Research Papers 2019-19, Department of Economics and Business Economics, Aarhus University.
• Changli He & Jian Kang & Timo Teräsvirta & Shuhua Zhang, 2019. "Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model," CREATES Research Papers 2019-18, Department of Economics and Business Economics, Aarhus University.
• Luis Dias & Rudolf Vetschera, 2019. "Outside options and confidence in Zeuthen-Hicks bargaining," CeBER Working Papers 2019-05, Centre for Business and Economics Research (CeBER), University of Coimbra.
• Lee E. Ohanian & Paulina Restrepo-Echavarria & Diana Van Patten & Mark L. J. Wright, 2019. "Bretton Woods and the Reconstruction of Europe," Working Papers 2019-30, Federal Reserve Bank of St. Louis.
• Han Hong & Huiyu Li & Jessie Li, 2019. "BLP Estimation Using Laplace Transformation and Overlapping Simulation Draws," Working Paper Series 2019-24, Federal Reserve Bank of San Francisco.
• Atsushi Inoue & Lutz Kilian, 2019. "The Uniform Validity of Impulse Response Inference in Autoregressions," Working Papers 1908, Federal Reserve Bank of Dallas.
• Oliver de Groot & Ceyhun Bora Durdu & Enrique G. Mendoza, 2019. "Approximately Right?: Global v. Local Methods for Open-Economy Models with Incomplete Markets," NBER Working Papers 26426, National Bureau of Economic Research, Inc.
• Agata Lozinskaia & Anastasiia Saltykova, 2019. "Fundamental Factors Affecting The Moex Russia Index: Structural Break Detection In A Long-Term Time Series," HSE Working papers WP BRP 77/FE/2019, National Research University Higher School of Economics.
• Forgó, Ferenc, 2019. "Necessary conditions on the existence of pure Nash equilibrium in concave games and Cournot oligopoly games," Corvinus Economics Working Papers (CEWP) 2019/08, Corvinus University of Budapest.
• Nikitina, Lyudmila & Shcherbakova, Darya & Flagina, Tuana, 2019. "Анализ Методик Оценки Эффективности Управления Для Внедрения В Систему Стратегического Планирования На Предприятиях Легкой Промышленности [Analysis of Methods of Estimation of Efficiency of Managem," MPRA Paper 96772, University Library of Munich, Germany.
• Ulrike Malmendier & Leslie Sheng Shen, 2019. "Scarred Consumption," International Finance Discussion Papers 1259, Board of Governors of the Federal Reserve System (U.S.).
• Michael W. McCracken & Joseph McGillicuddy & Michael T. Owyang, 2019. "Binary Conditional Forecasts," Working Papers 2019-029, Federal Reserve Bank of St. Louis, revised Apr 2021.
• Benjamin Enke & Frederik Schwerter & Florian Zimmermann, 2019. "Associative Memory and Belief Formation," CESifo Working Paper Series 7916, CESifo.
• Congressional Budget Office, 2019. "CBO’s Economic Forecasting Record: 2019 Update," Reports 55505, Congressional Budget Office.
• Satyajit Chatterjee & Burcu Eyigungor, 2019. "Policy Inertia, Election Uncertainty and Incumbency Disadvantage of Political Parties," Working Papers 19-40, Federal Reserve Bank of Philadelphia.
• Carolina Castagnetti & Luisa Rosti & Marina Toepfer, 2019. "Assessing Changes in Wage Gaps: A New Approach," DEM Working Papers Series 170, University of Pavia, Department of Economics and Management.
• Jeffrey P. Cohen & Cletus C. Coughlin & Daniel Soques, 2019. "House Price Growth Interdependencies and Comovement," Working Papers 2019-028, Federal Reserve Bank of St. Louis, revised 11 Jan 2021.
• Javier Bianchi & Pablo Ottonello & Ignacio Presno, 2019. "Fiscal Stimulus under Sovereign Risk," Working Papers 762, Federal Reserve Bank of Minneapolis.
• Javier Bianchi & Pablo Ottonello & Ignacio Presno, 2019. "Fiscal Stimulus Under Sovereign Risk," International Finance Discussion Papers 1257, Board of Governors of the Federal Reserve System (U.S.).
• Nyoni, Thabani, 2019. "Maternal deaths in Zimbabwe: Is it a crime to be a woman in Zimbabwe?," MPRA Paper 96789, University Library of Munich, Germany.
• Hao Bo & Sebastian Galiani, 2019. "Assessing External Validity," NBER Working Papers 26422, National Bureau of Economic Research, Inc.
• Harashima, Taiji, 2019. "The Correlation between Time Preference and Incomes Is Spurious: They Are Bridged by Fluid Intelligence," MPRA Paper 96756, University Library of Munich, Germany.
• Zhengxing Zou & Rene van den Brink & Youngsub Chun & Yukihiko Funaki, 2019. "Axiomatizations of the proportional division value," Tinbergen Institute Discussion Papers 19-072/II, Tinbergen Institute.
• Degiannakis, Stavros & Filis, George & Arora, Vipin, 2018. "Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence," MPRA Paper 96270, University Library of Munich, Germany.
• Marco Cipriani & Ana Fostel & Daniel Houser, 2019. "Endogenous Leverage and Default in the Laboratory," Staff Reports 900, Federal Reserve Bank of New York.
• Friedrich, Thomas, 2019. "How peaceful is the harmony of source and sink?," MPRA Paper 96764, University Library of Munich, Germany.
• Merino Troncoso, Carlos, 2019. "Optimal dynamic antitrust fines," MPRA Paper 96781, University Library of Munich, Germany.
• Gordon Y. Liao, 2019. "Credit Migration and Covered Interest Rate Parity," International Finance Discussion Papers 1255, Board of Governors of the Federal Reserve System (U.S.).
• Item repec:wrk:wrkemf:29 is not listed on IDEAS anymore

• Roberto Bonilla & Francis Kiraly, 2019. "Male Investment in Schooling with Frictional Labour and Marriage Markets," CESifo Working Paper Series 7901, CESifo.
• M. Hashem Pesaran & Ron P. Smith, 2019. "The Role of Factor Strength and Pricing Errors for Estimation and Inference in Asset Pricing Models," CESifo Working Paper Series 7919, CESifo.
• Polemis, Michael, 2019. "A note on the estimation of competition-productivity nexus: A panel quantile approach," MPRA Paper 96808, University Library of Munich, Germany.
• Manuel Macera & Albert Marcet & Juan Pablo Nicolini, 2019. "On the Risk of Leaving the Euro," Working Papers 760, Federal Reserve Bank of Minneapolis.
• Valerie Grossman & Enrique Martínez García & Yongzhi Sun & Luis Torres, 2019. "Drilling Down: The Impact of Oil Price Shocks on Housing Prices," Globalization Institute Working Papers 369, Federal Reserve Bank of Dallas.
• Arianna Degan & Ming Li & Huan Xie, 2019. "Persuasion Bias in Science: An Experiment on Strategic Sample Selection," CIRANO Working Papers 2019s-24, CIRANO.
• Thomas A. Lubik & Christian Matthes & Elmar Mertens, 2019. "Indeterminacy and Imperfect Information," Working Paper 19-17, Federal Reserve Bank of Richmond.
• Bozani, Vasiliki & Drydakis, Nick & Sidiropoulou, Katerina & Harvey, Benjamin & Paraskevopoulou, Anna, 2019. "Workplace Positive Actions, Trans People’s Self-Esteem and Human Resources’ Evaluations," GLO Discussion Paper Series 417, Global Labor Organization (GLO).
• Subhash C. Ray & Shilpa Sethia, 2019. "Nonparametric Measurement of Potential Gains from Mergers: An Additive Decomposition and Application to Indian Bank Mergers," Working papers 2019-17, University of Connecticut, Department of Economics.
• Knieps, Günter, 2019. "Internet of Things and the network economics of operator platforms," 30th European Regional ITS Conference, Helsinki 2019 205191, International Telecommunications Society (ITS).
• Victor Chernozhukov & Jerry A. Hausman & Whitney K. Newey, 2019. "Demand Analysis with Many Prices," NBER Working Papers 26424, National Bureau of Economic Research, Inc.
• Orazio Attanasio & Elena Pastorino, 2019. "Nonlinear Pricing in Village Economies," Opportunity and Inclusive Growth Institute Working Papers 23, Federal Reserve Bank of Minneapolis.
• Anmol Bhandari & Jaroslav Borovicka & Paul Ho, 2019. "Survey Data and Subjective Beliefs in Business Cycle Models," Working Paper 19-14, Federal Reserve Bank of Richmond.
• Andrea Craig, 2019. "Commute Mode and Residential Location Choice," Working Papers 1904, University of Windsor, Department of Economics.
• Marialena Athanasopoulou & Andrea Consiglio & Aitor Erce & Angel Gavilan & Edmund Moshammer & Stavros A. Zenios, 2019. "Risk Management for Sovereign Debt Financing with Sustainability Conditions," Globalization Institute Working Papers 367, Federal Reserve Bank of Dallas.
• David BENATIA & Etienne BILLETTE de VILLEMEUR, 2019. "Strategic Reneging in Sequential Imperfect Markets," Working Papers 2019-19, Center for Research in Economics and Statistics.
• Alan Bain & Matthieu Mariapragassam & Christoph Reisinger, 2019. "Calibration of Local-Stochastic and Path-Dependent Volatility Models to Vanilla and No-Touch Options," Papers 1911.00877, arXiv.org.
• Aslihan Akdeniz & Matthijs van Veelen, 2019. "The cancellation effect at the group level," Tinbergen Institute Discussion Papers 19-073/I, Tinbergen Institute.
• Lutz Kilian, 2019. "Facts and Fiction in Oil Market Modeling," CESifo Working Paper Series 7902, CESifo.
• Davor Kunovac & Karlo Kotarac, 2019. "Residential Property Prices in Croatia," Surveys 37, The Croatian National Bank, Croatia.
• Nwaobi, Godwin, 2019. "University Postgraduate Research Programmes: Digitization(ICT),Innovations and Applications," MPRA Paper 96730, University Library of Munich, Germany.
• Natascha Hainbach & Christoph Halbmeier & Timo Schmid & Carsten Schröder, 2019. "A Practical Guide for the Computation of Domain-Level Estimates with the Socio-Economic Panel (and Other Household Surveys)," SOEPpapers on Multidisciplinary Panel Data Research 1055, DIW Berlin, The German Socio-Economic Panel (SOEP).
• Alex & Clara Inés Pardo, 2019. "Indicadores de ciencia y tecnología 2018," Serie de Documentos en Economía y Violencia 17584, Centro de Investigaciones en Violencia, Instituciones y Desarrollo Económico (VIDE).
• Alexander Cotte Poveda & Clara Inés Pardo, 2019. "Indicadores de ciencia y tecnología 2018," Serie de Documentos en Economía y Violencia 17585, Centro de Investigaciones en Violencia, Instituciones y Desarrollo Económico (VIDE).
• Lutz Kilian, 2019. "Facts and Fiction in Oil Market Modeling," Working Papers 1907, Federal Reserve Bank of Dallas, revised 21 Dec 2020.
• Groß, Jonas & Herz, Bernhard & Schiller, Jonathan, 2019. "Libra - Concept and Policy Implications," EconStor Preprints 205241, ZBW - Leibniz Information Centre for Economics.
• Chiara Fumagalli & Massimo Motta, 2019. "Tying in evolving industries, when future entry cannot be deterred," BAFFI CAREFIN Working Papers 19123, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
• Yinghui Chen & Lunan Jiang, 2019. "Liquidity Risk and Corporate Bond Yield Spread: Evidence from China," CFDS Discussion Paper Series 2019/9, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China.
• Alexander Cotte Poveda & Jorge Andrade Parra, 2019. "Departamento Administrativo de Ciencia, Tecnología e Innovación," Serie de Documentos en Economía y Violencia 17589, Centro de Investigaciones en Violencia, Instituciones y Desarrollo Económico (VIDE).
• Alexander Cotte Poveda & Jorge Andrade Parra, 2019. "Departamento Administrativo de Ciencia, Tecnología e Innovación," Serie de Documentos en Economía y Violencia 17588, Centro de Investigaciones en Violencia, Instituciones y Desarrollo Económico (VIDE).
• Pena, N & Saavedra, S, 2019. "Radiografía de la pobreza en Colombia," Documentos de Trabajo 17553, Universidad del Rosario.
• Schöb, Ronnie, 2019. "Eine neue solidarische Grundsicherung," Discussion Papers 2019/15, Free University Berlin, School of Business & Economics.
• Jan Pablo Burgard & Simon Schmaus, 2019. "Sensitivity Analysis for Dynamic Microsimulation Models," Research Papers in Economics 2019-15, University of Trier, Department of Economics.
• Juan Pablo Navarrete Ruiz, 2019. "Desde la definición hasta las políticas: análisis comparado sobre aspectos generales de la pobreza," Revista Intercambio 17575, Universidad Nacional de Colombia Sede Medellín.
• Alexander Cotte Poveda & Clara Inés Pardo, 2019. "Economía naranja," Serie de Documentos en Economía y Violencia 17590, Centro de Investigaciones en Violencia, Instituciones y Desarrollo Económico (VIDE).
• Tania Babina & Wenting Ma & Christian Moser & Paige P. Ouimet & Rebecca Zarutskie, 2019. "Pay, Employment, and Dynamics of Young Firms," Opportunity and Inclusive Growth Institute Working Papers 21, Federal Reserve Bank of Minneapolis.
• Arantxa Jarque & Edward Simpson Prescott, 2019. "Banker Compensation, Relative Performance, and Bank Risk," Working Papers 19-20, Federal Reserve Bank of Cleveland.
• Mikhail Dmitriev & Jonathan Hoddenbagh, 2019. "Optimal Monetary Policy in Small Open Economies: Producer Currency Pricing," Working Papers wp2019_10_01, Department of Economics, Florida State University.
• Fabian Eckert & Sharat Ganapati & Conor Walsh, 2019. "Skilled Tradable Services: The Transformation of U.S. High-Skill Labor Markets," Opportunity and Inclusive Growth Institute Working Papers 25, Federal Reserve Bank of Minneapolis.
• Mads Bruun Ingstrup & Max-Peter Menzel, 2019. "The emergence of relatedness between industries: The example of offshore oil and gas and offshore wind energy in Esbjerg, Denmark," Papers in Evolutionary Economic Geography (PEEG) 1929, Utrecht University, Department of Human Geography and Spatial Planning, Group Economic Geography, revised Oct 2019.
• Xiaoqing Zhou, 2019. "Refining the Workhorse Oil Market Model," Working Papers 1910, Federal Reserve Bank of Dallas.
• Alexander Cotte Poveda & Jorge Andrade Parra, 2019. "Inversión en actividades de ciencia, tecnología e innovación 2018," Serie de Documentos en Economía y Violencia 17586, Centro de Investigaciones en Violencia, Instituciones y Desarrollo Económico (VIDE).
• Dionissi Aliprantis & Daniel R. Carroll & Eric Young, 2019. "The Dynamics of the Racial Wealth Gap," Working Papers 19-18R, Federal Reserve Bank of Cleveland, revised 29 Nov 2022.
• Urs Trinkner & Martin Lutzenberger, 2019. "Weiterentwicklung der institutionellen Ausgestaltung im Bahnmarkt," Working Papers 0065, Swiss Economics.
• Ai, Hengjie & Li, Jun E. & Li, Kai & Schlag, Christian, 2019. "The collateralizability premium," SAFE Working Paper Series 264, Leibniz Institute for Financial Research SAFE.
• Itzhak Ben-David & Francesco A. Franzoni & Rabih Moussawi, 2019. "An Improved Method to Predict Assignment of Stocks into Russell Indexes," Swiss Finance Institute Research Paper Series 19-56, Swiss Finance Institute.
• Cristina Arellano & Xavier Mateos-Planas & José-Víctor Ríos-Rull, 2019. "Partial Default," Staff Report 589, Federal Reserve Bank of Minneapolis.
• Erwin Ooghe, 2019. "Markets, Queues, and Taxes," CESifo Working Paper Series 7910, CESifo.
• Dionissi Aliprantis & Daniel R. Carroll & Eric Young, 2019. "What Explains Neighborhood Sorting by Income and Race?," Working Papers 18-08R, Federal Reserve Bank of Cleveland.
• V. Filipe Martins-da-Rocha & Toan Phan & Yiannis Vailakis, 2019. "Debt Limits and Credit Bubbles in General Equilibrium," Working Paper 19-19, Federal Reserve Bank of Richmond.
• Lawrence Herman, 2019. "Keeping Score: Investor-State Dispute Awards between the US and Canada," e-briefs 296, C.D. Howe Institute.