Report NEP-ORE-2020-02-03

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:

• Hajivassiliou, Vassilis, 2019. "Switching regressions with imperfect regime classification information: theory and applications," LSE Research Online Documents on Economics 103119, London School of Economics and Political Science, LSE Library.
• Thomas Gomez & Giulia Piccillo, 2019. "Diverse Risk Preferences and Heterogeneous Expectations in an Asset Pricing Model," CESifo Working Paper Series 8003, CESifo.
• Ibrahim, Omar, 2019. "Modelling Risk on the Egyptian Stock Market: Evidence from a Markov-Regime Switching GARCH Process," MPRA Paper 98091, University Library of Munich, Germany.
• Shi, Chengchun & Song, Rui & Chen, Zhao & Li, Runze, 2019. "Linear hypothesis testing for high dimensional generalized linear models," LSE Research Online Documents on Economics 102108, London School of Economics and Political Science, LSE Library.
• Shi, Chengchun & Lu, Wenbin & Song, Rui, 2018. "A massive data framework for M-estimators with cubic-rate," LSE Research Online Documents on Economics 102111, London School of Economics and Political Science, LSE Library.
• Joshua Angrist & Brigham Frandsen, 2019. "Machine Labor," NBER Working Papers 26584, National Bureau of Economic Research, Inc.
• Jaqueson K. Galimberti, 2020. "Information weighting under least squares adaptive learning," Working Papers 2020-04, Auckland University of Technology, Department of Economics.
• Hakobyan, Zaruhi & Koulovatianos, Christos, 2019. "Symmetric Markovian games of commons with potentially sustainable endogenous growth," CFS Working Paper Series 638, Center for Financial Studies (CFS).
• Davide La Vecchia & Alban Moor & O. Scaillet, 2020. "A Higher-Order Correct Fast Moving-Average Bootstrap for Dependent Data," Swiss Finance Institute Research Paper Series 20-01, Swiss Finance Institute.
• Marco Corazza & Giovanni Fasano & Riccardo Gusso & Raffaele Pesenti, 2019. "A comparison among Reinforcement Learning algorithms in financial trading systems," Working Papers 2019:33, Department of Economics, University of Venice "Ca' Foscari".
• Brice Corgnet & Cary Deck & Mark DeSantis & Kyle Hampton & Erik O. Kimbrough, 2020. "Reconsidering Rational Expectations and the Aggregation of Diverse Information in Laboratory Security Markets," Working Papers 20-03, Chapman University, Economic Science Institute.
• Yoonseok Lee & Yulong Wang, 2020. "Inference in Threshold Models," Center for Policy Research Working Papers 223, Center for Policy Research, Maxwell School, Syracuse University.
• Chen, Been-Lon & Hu, Yunfang & Mino, Kazuo, 2019. "Income Taxation Rules and Stability of a Small Open Economy," MPRA Paper 98098, University Library of Munich, Germany.
• Antier, S & Barynova, K & Fryzlewicz, Piotr & Lauchard, C & Marchal-Duval, G, 2020. "Detection of gamma-ray transients with wild binary segmentation," LSE Research Online Documents on Economics 103139, London School of Economics and Political Science, LSE Library.
• Sergio Salgado & Fatih Guvenen & Nicholas Bloom, 2019. "Skewed Business Cycles," NBER Working Papers 26565, National Bureau of Economic Research, Inc.
• Juha Virrankoski, 2019. "A Cluster and a Search Market CanCoexist," Discussion Papers 128, Aboa Centre for Economics.
• Bryan S. Graham, 2019. "Network Data," NBER Working Papers 26577, National Bureau of Economic Research, Inc.
• Yılmaz, Engin, 2018. "Vergi gelirlerinin tahminlenmesine yönelik ekonometrik model [Econometric model for forecasting tax revenues]," MPRA Paper 91192, University Library of Munich, Germany, revised 01 Dec 2018.
• Chen, Yunxiao & Li, Xiaoou & Liu, Jingchen & Ying, Zhiliang, 2018. "Robust measurement via a fused latent and graphical item response theory model," LSE Research Online Documents on Economics 103181, London School of Economics and Political Science, LSE Library.
• George Athanasopoulos & Nikolaos Kourentzes, 2020. "On the Evaluation of Hierarchical Forecasts," Monash Econometrics and Business Statistics Working Papers 2/20, Monash University, Department of Econometrics and Business Statistics.
• Ian Martin & Stefan Nagel, 2019. "Market Efficiency in the Age of Big Data," NBER Working Papers 26586, National Bureau of Economic Research, Inc.
• Claudia Herresthal, 2020. "Hidden Testing and Selective Disclosure of Evidence," CRC TR 224 Discussion Paper Series crctr224_2020_145, University of Bonn and University of Mannheim, Germany.
• Guglielmo Maria Caporale & Menelaos Karanasos & Stavroula Yfanti, 2019. "Macro-Financial Linkages in the High-Frequency Domain: The Effects of Uncertainty on Realized Volatility," CESifo Working Paper Series 8000, CESifo.
• Dassios, Angelos & Li, Luting, 2020. "Explicit asymptotic on first passage times of diffusion processes," LSE Research Online Documents on Economics 103087, London School of Economics and Political Science, LSE Library.
• Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2019. "Forecasting with a Panel Tobit Model," NBER Working Papers 26569, National Bureau of Economic Research, Inc.
• Shi, Chengchun & Fan, Ailin & Song, Rui & Lu, Wenbin, 2018. "High-dimensional A-learning for optimal dynamic treatment regimes," LSE Research Online Documents on Economics 102113, London School of Economics and Political Science, LSE Library.
• Hannu Salonen & Mitri Kitti, 2019. "A Note on Nash Equilibrium andFixed Point Theorems," Discussion Papers 131, Aboa Centre for Economics.
• Wu, Guoyuan & Zhao, Zhouqiao & Wang, Ziran & Barth, Matthew J., 2020. "Development of Eco-Friendly Ramp Control for Connected and Automated Electric Vehicles," Institute of Transportation Studies, Working Paper Series qt63r0f737, Institute of Transportation Studies, UC Davis.
• Gaston Clément Nyassoke Titi & Jules Sadefo-Kamdem & Louis Aimé Fono, 2020. "Fishery Management in a Regime Switching Environment: Utility Based Approach," Working Papers hal-02433395, HAL.
• Nikolov, Plamen & Pasimeni, Paolo, 2019. "Fiscal Stabilization in the United States: Lessons for Monetary Unions," BoF Economics Review 6/2019, Bank of Finland.
• Justin C. Ortagus & Melvin J. Tanner & Isaac McFarlin Jr., 2020. "Can Re-Enrollment Campaigns Help Dropouts Return to College? Evidence from Florida Community Colleges," NBER Working Papers 26649, National Bureau of Economic Research, Inc.
• Panayotis Mertikopoulos & Heinrich H. Nax & Bary S. R. Pradelski, 2019. "Quick or cheap? Breaking points in dynamic markets," ECON - Working Papers 338, Department of Economics - University of Zurich.
• Jaspars, Susanne & Adan, Guhad M. & Majid, Nisar, 2019. "Food and power in Somalia: business as usual? A scoping study on the political economy of food following shifts in food assistance and in governance," LSE Research Online Documents on Economics 103138, London School of Economics and Political Science, LSE Library.
• Martin F. Quaas & Stefan Baumgärtner & Moritz A. Drupp & Jasper N. Meya, 2019. "Intertemporal Utility with Heterogeneous Goods and Constant Elasticity of Substitution," CESifo Working Paper Series 7999, CESifo.
• Alexander Frug, 2019. "On strategic transmission of gradually arriving information," Economics Working Papers 1691, Department of Economics and Business, Universitat Pompeu Fabra.
• Yunus Aksoy & Rubens Morita & Zacharias Psaradakis, 2019. "The Chair of the U.S. Federal Reserve and the Macroeconomic Causality Regimes," BCAM Working Papers 1910, Birkbeck Centre for Applied Macroeconomics.
• Brañas-Garza, Pablo & Kovářík, Jaromír & Lopez-Martin, Maria del Carmen, 2020. "No moral wiggles in e5 and e1,000 dictator games under ambiguity," MPRA Paper 98132, University Library of Munich, Germany.
• Meena, Mohar Singh & Singh, K M, 2019. "A Study on Impact of Training for Efficient Water Management in Agriculture," MPRA Paper 98115, University Library of Munich, Germany, revised 2019.
• Peter B. Dixon & Maureen T. Rimmer, 2020. "Developing a DSGE Consumption Function for a CGE Model," Centre of Policy Studies/IMPACT Centre Working Papers g-296, Victoria University, Centre of Policy Studies/IMPACT Centre.
• Blaufus, Kay & Schöndube, Jens Robert & Wielenberg, Stefan, 2020. "Strategic interactions between tax and statutory auditors and different information regimes: Implications for tax audit efficiency," arqus Discussion Papers in Quantitative Tax Research 249, arqus - Arbeitskreis Quantitative Steuerlehre.
• Naoki Yoshihara & Roberto Veneziani, 2019. "Technical progress, capital accumulation, and distribution," Working Papers 899, Queen Mary University of London, School of Economics and Finance.
• Florian Huber & Michael Pfarrhofer & Philipp Piribauer, 2020. "A multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis," Papers 2001.03935, arXiv.org.
• Robert Holzmann & Jennifer Alonso Garcia & Héloïse Labit Hardy & Andrés Villegas, 2020. "NDC schemes and heterogeneity in longevity: proposals for redesign," ULB Institutional Repository 2013/299992, ULB -- Universite Libre de Bruxelles.
• Javier Rentería Vargas & María Evangelina Salinas Escobar & María Teresa Rentería Rodríguez & Armando Chávez Hernández, 2020. "La estrategia urbanizadora de un espacio rural. El caso de Matatlán, México," Estudios Regionales en Economía, Población y Desarrollo. Cuadernos de Trabajo de la Universidad Autónoma de Ciudad Juárez. 55, Cuerpo Académico 41 de la Universidad Autónoma de Ciudad Juárez, revised 01 Jan 2020.
• Bergantiños, Gustavo & Navarro-Ramos, Adriana, 2020. "Cooperative approach to a location problem with agglomeration economies," MPRA Paper 98121, University Library of Munich, Germany.
• Hanappi, Hardy, 2020. "Perplexing Complexity Human Modelling and Primacy of the Group as Essence of Complexity," MPRA Paper 98129, University Library of Munich, Germany.
• Chuluunbayar, Delgerjargal, 2019. "Output Composition of Monetary Policy Transmission in Mongolia," MPRA Paper 98111, University Library of Munich, Germany.
• Marcelo Álvez & Rodrigo Lluberas & Jorge Ponce, 2019. "The cost of using cash and checks in Uruguay," Documentos de trabajo 2019004, Banco Central del Uruguay.
• Nam Gang Lee & Byoung Hoon Seok, 2019. "A Structural Change in the Trend and Cycle in Korea," Working Papers 2019-26, Economic Research Institute, Bank of Korea.
• Adam Dearing & Jason R. Blevins, 2019. "Efficient and Convergent Sequential Pseudo-Likelihood Estimation of Dynamic Discrete Games," Papers 1912.10488, arXiv.org, revised Apr 2024.
• Bertani, Filippo & Raberto, Marco & Teglio, Andrea, 2020. "The Productivity and Unemployment Effects of the Digital Transformation: an Empirical and Modelling Assessment," MPRA Paper 98233, University Library of Munich, Germany.
• Worapree Maneesoonthorn & Gael M. Martin & Catherine S. Forbes, 2020. "High-Frequency Jump Tests: Which Test Should We Use?," Monash Econometrics and Business Statistics Working Papers 3/20, Monash University, Department of Econometrics and Business Statistics.
• Adrien Auclert & Matthew Rognlie & Ludwig Straub, 2020. "Micro Jumps, Macro Humps: Monetary Policy and Business Cycles in an Estimated HANK Model," NBER Working Papers 26647, National Bureau of Economic Research, Inc.
• Julia Eisenberg & Zbigniew Palmowski, 2020. "Optimal Dividends Paid in a Foreign Currency for a L\'evy Insurance Risk Model," Papers 2001.03733, arXiv.org.
• Lanari, Donatella & Pieroni, Luca & Salmasi, Luca, 2020. "Regularization of Immigrants and Fertility in Italy," MPRA Paper 98241, University Library of Munich, Germany.
• Bronson Argyle & Taylor D. Nadauld & Christopher Palmer, 2020. "Real Effects of Search Frictions in Consumer Credit Markets," NBER Working Papers 26645, National Bureau of Economic Research, Inc.
• Chatterji, Shurojit & Roy, Souvik & Sadhukhan, Soumyarup & Sen, Arunava & Zeng, Huaxia, 2020. "Restricted Probabilistic Fixed Ballot Rules and Hybrid Domains," Economics and Statistics Working Papers 3-2020, Singapore Management University, School of Economics.
• Yildirim, Ramazan & Ilhan, Bilal, 2018. "Fıkhi Filtreleme Metodolojisi - Yeni Bir Fıkhi Yaklaşım [Shari’ah Screening Methodology - New Shari’ah Compliant Approach”]," MPRA Paper 90417, University Library of Munich, Germany.
• Castillo, Geoffrey & Choo, Lawrence & Grimm, Veronika, 2020. "Are groups really more dishonest than individuals?," FAU Discussion Papers in Economics 01/2020, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, revised 2020.
• Andrea Civelli & Cary Deck & Antonella Tutino, 2020. "Rationally Inattentive savers and Monetary Policy Changes: A Laboratory Experiment," Working Papers 20-02, Chapman University, Economic Science Institute.
• Hazel Bateman & Ralph Stevens & Jennifer Alonso Garcia & Eduard Ponds, 2018. "Learning to Value Annuities: The Role of Information and Engagement," ULB Institutional Repository 2013/300030, ULB -- Universite Libre de Bruxelles.
• Thanasis Stengos & Theodore Panagiotidis & Orestis Vravosinos, 2020. "A principal component-guided sparse regression approach for the determination of bitcoin returns," Working Papers 2001, University of Guelph, Department of Economics and Finance.
• André Stenzel & Christoph Wolf & Peter Schmidt, 2020. "Pricing for the Stars Dynamic Pricing in the Presence of Rating Systems," CRC TR 224 Discussion Paper Series crctr224_2020_143, University of Bonn and University of Mannheim, Germany.
• Ofelia Bonesini & Antoine Jacquier & Chloe Lacombe, 2020. "A theoretical analysis of Guyon's toy volatility model," Papers 2001.05248, arXiv.org, revised Nov 2022.
• Fugger, Nicolas & Gillen, Philippe & Riehm, Tobias, 2019. "Procurement design with loss averse bidders," ZEW Discussion Papers 19-060, ZEW - Leibniz Centre for European Economic Research.
• Fabian Eckert & Teresa C. Fort & Peter K. Schott & Natalie J. Yang, 2020. "Imputing Missing Values in the US Census Bureau's County Business Patterns," NBER Working Papers 26632, National Bureau of Economic Research, Inc.
• Duk Gyoo Kim & Wooyoung Lim, 2019. "Multilateral Bargaining over the Division of Losses," CESifo Working Paper Series 8011, CESifo.
• Erik Heilmann & Nikolai Klempp & Heike Wetzel, 2020. "Market design of regional flexibility markets: A classification metric for flexibility products and its application to German prototypical flexibility markets," MAGKS Papers on Economics 202002, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• Gadelrab, Reda & Ekiz, Erdogan, 2019. "An investigation of key success factors for restaurant operations in Saudi Arabia," MPRA Paper 98033, University Library of Munich, Germany.
• David López-Rodríguez & María de los Llanos Matea, 2020. "La intervención pública en el mercado del alquiler de vivienda: una revisión de la experiencia internacional (Updated March 2020)," Occasional Papers 2002, Banco de España, revised Mar 2020.
• Ngasuko, Tri Achya, 2019. "Menggali Potensi Penerimaan Negara Dari Digital Ekonomi [Exploring The Potentials Income From Digital Economy in Indonesia]," MPRA Paper 98265, University Library of Munich, Germany, revised 15 Feb 2019.
• Kangasrääsiö, Suvi, 2019. "Talous kasvaa - vai kasvaako? Kansantalouden tilinpidon revisiot tarkastelussa," BoF Economics Review 5/2019, Bank of Finland.
• Gergely Ganics & Barbara Rossi & Tatevik Sekhposyan, 2020. "From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty from Survey Density Forecasts," Working Papers 1142, Barcelona School of Economics.
• Gifty Malhotra & R. Srivastava & H. C. Taneja, 2019. "Pricing of the Geometric Asian Options Under a Multifactor Stochastic Volatility Model," Papers 1912.10640, arXiv.org.
• Feld, Lars P. & Reuter, Wolf Heinrich & Yeter, Mustafa, 2020. "Öffentliche Investitionen: Die Schuldenbremse ist nicht das Problem," Freiburg Discussion Papers on Constitutional Economics 20/1, Walter Eucken Institut e.V..
• Milan Vyskrabka & Stanislav Tvrz & Martin Zeleznik, 2019. "PreMISE: DSGE Model of the Slovak Economy Integrated in a Monetary Union," Working and Discussion Papers WP 8/2019, Research Department, National Bank of Slovakia.
• Yoonseok Lee & Yulong Wang, 2020. "Nonparametric Sample Splitting," Center for Policy Research Working Papers 222, Center for Policy Research, Maxwell School, Syracuse University.
• Jessen, Robin & König, Johannes, 2020. "Hours risk and wage risk: Repercussions over the life-cycle," Discussion Papers 2020/2, Free University Berlin, School of Business & Economics.
• Alex Laurin, 2019. "TFSAs: Time for a Tune-Up," e-briefs 298, C.D. Howe Institute.
• Aldous, Michael & Roy, Tirthankar, 2018. "Reassessing FERA: examining British firms’ strategic responses to ‘Indianisation’," LSE Research Online Documents on Economics 89975, London School of Economics and Political Science, LSE Library.
• Tran, Dung Viet & Ho, Sy-Hoa, 2019. "Does diversification affect the quality of loan portfolio?Panel Granger-causality evidence from US banks," MPRA Paper 98186, University Library of Munich, Germany.
• Ahlfeldt, Gabriel M. & Maennig, Wolfgang, 2019. "Gewinner und verlierer von stadtentwicklung: ein plädoyer für mehr wohneigentum: Winners and losers of urban development: a plea for more home ownership," LSE Research Online Documents on Economics 103128, London School of Economics and Political Science, LSE Library.
• Diana Lopez Avila, "undated". "Jóvenes en Colombia: un análisis descriptivo sobre sus decisiones de estudio y trabajo," Vniversitas Económica 17798, Universidad Javeriana - Bogotá.