Report NEP-ORE-2020-02-17

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:

• Yasuaki Wasa & Ken-Ichi Akao & Kenko Uchida, 2020. "Optimal Dynamic Incentive Contracts between a Principal and Multiple Agents in Controlled Markov Processes: A Constructive Approach," RIEEM Discussion Paper Series 2001, Research Institute for Environmental Economics and Management, Waseda University.
• Ruijun Bu & Kaddour Hadri & Dennis Kristensen, 2018. "Diffusion Copulas: Identification and Estimation," Working Papers 20184, University of Liverpool, Department of Economics.
• Maurizio Daniele & Winfried Pohlmeier & Aygul Zagidullina, 2020. "Sparse Approximate Factor Estimation for High-Dimensional Covariance Matrices," Working Paper series 20-03, Rimini Centre for Economic Analysis.
• George Monokroussos & Yongchen Zhao, 2020. "Nowcasting in Real Time Using Popularity Priors," Working Papers 2020-01, Towson University, Department of Economics, revised Feb 2020.
• Ruijun Bu & Fredj Jawadi & Yuyi Li, 2018. "A Multi-Factor Transformed Diffusion Model with Applications to VIX and VIX Futures," Working Papers 20183, University of Liverpool, Department of Economics.
• Georgios Gioldasis & Antonio Musolesi & Michel Simioni, 2020. "Model uncertainty, nonlinearities and out-of-sample comparison: evidence from international technology diffusion," SEEDS Working Papers 0120, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised Jan 2020.
• Myrto Kalouptsidi & Yuichi Kitamura & Lucas Lima & Eduardo Souza-Rodrigues, 2020. "Partial Identification and Inference for Dynamic Models and Counterfactuals," Working Papers tecipa-655, University of Toronto, Department of Economics.
• Constantin Bürgi & Tara M. Sinclair, 2020. "What Does Forecaster Disagreement Tell Us about the State of the Economy?," Working Papers 2020-001, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
• Olga Gorelkina, 2018. "Collusion via Information Sharing and Optimal Auctions," Working Papers 20182, University of Liverpool, Department of Economics.
• Kollmann, Robert, 2020. "Rational Bubbles in Non-Linear Business Cycle Models: Closed and Open Economies," MPRA Paper 98412, University Library of Munich, Germany.
• Blazejowski, Marcin & Kwiatkowski, Jacek, 2020. "Bayesian Model Averaging for Autoregressive Distributed Lag (BMA_ADL) in gretl," MPRA Paper 98387, University Library of Munich, Germany.
• Piccoli, Luca & Tiezzi, Silvia, 2020. "Rational Addiction and Time Consistency: An Empirical Test," IZA Discussion Papers 12906, Institute of Labor Economics (IZA).
• Tanaka, Yasuhito, 2020. "非自発的失業の存在について：世代重複完全競争モデルを用いて [On the existence of involuntary unemployment: Overlapping generations perfect competition model]," MPRA Paper 98407, University Library of Munich, Germany.
• Dirk Bergemann & Philipp Strack, 2019. "Progressive Participation," Cowles Foundation Discussion Papers 2189R, Cowles Foundation for Research in Economics, Yale University, revised Jan 2020.
• Kang, Liying & Khmelnitskaya, Anna & Shan, Erfang & Talman, A.J.J. & Zhang, Guang, 2020. "The Average Tree value for Hypergraph Games," Discussion Paper 2020-005, Tilburg University, Center for Economic Research.
• René Böheim & Philipp Stöllinger, 2020. "Decomposition of the Gender Wage Gap using the LASSO Estimator," Economics working papers 2020-03, Department of Economics, Johannes Kepler University Linz, Austria.
• Max Cytrynbaum, 2020. "Blocked Clusterwise Regression," Papers 2001.11130, arXiv.org.
• Armstrong, Mark & Vickers, John, 2020. "Patterns of Price Competition and the Structure of Consumer Choice," MPRA Paper 98346, University Library of Munich, Germany.
• Asseyer, Andreas, 2020. "Collusion and delegation under information control," Discussion Papers 2020/3, Free University Berlin, School of Business & Economics.
• Thomas Deschatre & Joseph Mikael, 2020. "Deep combinatorial optimisation for optimal stopping time problems : application to swing options pricing," Papers 2001.11247, arXiv.org, revised Jan 2021.
• Tanaka, Yasuhito, 2020. "Divisibility and indivisibility of labor supply, and involuntary unemployment: A perfect competition model," MPRA Paper 98405, University Library of Munich, Germany.
• Ekaterina Prytkova & Simone Vannuccini, 2020. "On the Basis of Brain: Neural-Network-Inspired Change in General Purpose Chips," SPRU Working Paper Series 2020-01, SPRU - Science Policy Research Unit, University of Sussex Business School.
• Christoph Engel & Alexandra Fedorets & Olga Gorelkina, 2018. "How Do Households Allocate Risk?," Working Papers 20186, University of Liverpool, Department of Economics.
• Congressional Budget Office, 2020. "Automatic Stabilizers in the Federal Budget: 2020 to 2030," Reports 56095, Congressional Budget Office.
• Seidel, André, 2019. "A global map of amenities: Public goods, ethnic divisions and decentralization," Working Papers in Economics 5/19, University of Bergen, Department of Economics.
• Tanaka, Yasuhito, 2020. "Divisibility and indivisibility of labor supply, and involuntary unemployment: A monopolistic competition model with homothetic preferences," MPRA Paper 98406, University Library of Munich, Germany.
• Pacheco, Gail & Plum, Alexander T. & Sloane, Peter J., 2020. "Not Much Bounce in the Springboard: On the Mobility of Low Pay Workers," IZA Discussion Papers 12896, Institute of Labor Economics (IZA).
• Sarah Brown & Mark N. Harris & Christopher Spencer & Karl Taylor, 2020. "Financial Expectations and Household Consumption: Does Middle Inflation Matter?," Working Papers 2020002, The University of Sheffield, Department of Economics.
• Mohitosh Kejriwal & Xuewen Yu, 2019. "Generalized Forecasr Averaging in Autoregressions with a Near Unit Root," Purdue University Economics Working Papers 1318, Purdue University, Department of Economics.
• Justin Dzuche & Christian Deffo Tassak & Jules Sadefo-Kamdem & Louis Aimé Fono, 2019. "On the first moments and semi-moments of fuzzy variables based on a new measure and application for portfolio selection with fuzzy returns," Working Papers hal-02433463, HAL.
• Michael Cai & Marco Del Negro & Marc Giannoni & Abhi Gupta & Pearl Li, 2018. "Forecasts of the Lost Recovery," Liberty Street Economics 20180509, Federal Reserve Bank of New York.
• Mohitosh Kejriwal & Haiqing Zhao, 2019. "Revisiting the Democracy-Growth Nexus:New Evidence from a Dynamic Common Correlated Effects Approach," Purdue University Economics Working Papers 1317, Purdue University, Department of Economics.
• Alex Dickson & Ian A. MacKenzie, 2020. "Permit markets with political and market distortions," Discussion Papers Series 615, School of Economics, University of Queensland, Australia.
• Timothy N. Cason & Sau-Him Paul Lau & Vai-Lam Mui, 2019. "Prior Interaction, Identity and Coorperation in the Inter-Group Prisoner's Dilemma," Purdue University Economics Working Papers 1320, Purdue University, Department of Economics.
• Jaison R. Abel & Richard Deitz, 2015. "The Class of 2015 Might Have a Little Better Luck Finding a Good Job," Liberty Street Economics 20150515, Federal Reserve Bank of New York.
• Adam Copeland & Linsey Molloy & Anya Tarascina, 2019. "What Can We Learn from the Timing of Interbank Payments?," Liberty Street Economics 20190225, Federal Reserve Bank of New York.
• Jochen Güntner & Johannes Henßler, 2020. "Exogenous oil supply shocks in OPEC and non-OPEC countries," Economics working papers 2020-02, Department of Economics, Johannes Kepler University Linz, Austria.
• Tomas Cernenko & Oliver Rafaj & Daniel Dujava, 2019. "Pools or Schools or Both? Diversification and Specialisation in Public Services," Department of Economic Policy Working Paper Series 020, Department of Economic Policy, Faculty of National Economy, University of Economics in Bratislava.
• Elena Lucchese, 2020. "It could be worse...it could be raining: Ambulance response time and health outcomes," Working Papers 429, University of Milano-Bicocca, Department of Economics, revised Feb 2020.
• Joachim Heinzel & Simon Hoof, 2020. "Oligopolistic Upstream Competition with Differentiated Inputs," Working Papers CIE 129, Paderborn University, CIE Center for International Economics.
• Michael Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2019. "Online Estimation of DSGE Models," Liberty Street Economics 20190821, Federal Reserve Bank of New York.
• Alexis Derviz, 2019. "Coexistence of Physical and Crypto Assets in a Stochastic Endogenous Growth Model," Working Papers 2019/7, Czech National Bank.
• Chiaki Hara, 2020. "A Ranking over "More Risk Averse Than" Relations and its Application to the Smooth Ambiguity Model," KIER Working Papers 1019, Kyoto University, Institute of Economic Research.
• Janet Currie & Henrik Kleven & Esmée Zwiers, 2020. "Technology and Big Data Are Changing Economics: Mining Text to Track Methods," NBER Working Papers 26715, National Bureau of Economic Research, Inc.
• Marco Rogna, 2020. "The Burning Coalition Bargaining Model," BEMPS - Bozen Economics & Management Paper Series BEMPS69, Faculty of Economics and Management at the Free University of Bozen.
• Jorge Blazquez & Marzio Galeotti & Baltasar Manzano & Axel Pierru & Shreekar Pradhan, 2019. "K-DSGE: A Dynamic Stochastic General Equilibrium Model for Saudi Arabia," Methodology Papers ks--2019-mp06, King Abdullah Petroleum Studies and Research Center.
• Yilmaz Kilicaslan & Yesim Ucdogruk Gurel & Gokhan Onder & Zeynep Karal Onder, 2019. "Why Do Turkish Firms Go Abroad to Invest?," EconWorld Working Papers 19001, WERI-World Economic Research Institute, revised Nov 2019.
• Calogero Guccio & Marco Martorana & Isidoro Mazza & Giacomo Pignataro & Ilde Rizzo, 2020. "An analysis of the efficiency of Italian museums using a generalised conditional efficiency model," ACEI Working Paper Series AWP-06-2020, Association for Cultural Economics International, revised Feb 2020.
• Enrico Biffis & Fausto Gozzi & Cecilia Prosdocimi, 2020. "Optimal portfolio choice with path dependent labor income: the infinite horizon case," Papers 2002.00201, arXiv.org.
• Maëlle Tripon & Dorothée Boccanfuso & Marie-Eve Yergeau, 2020. "Agriculture urbaine, pratiques agricoles et impacts environnementaux et de santé publique," Cahiers de recherche 20-02, Departement d'économique de l'École de gestion à l'Université de Sherbrooke.
• Paule Olivia Akotto & Dorothée Boccanfuso & Marie-Eve Yergeau, 2020. "Agriculture urbaine et péri-urbaine, pauvreté, sécurité alimentaire et environnement dans les pays en développement : une revue exploratoire des méthodologies et des impacts," Cahiers de recherche 20-03, Departement d'économique de l'École de gestion à l'Université de Sherbrooke.
• Giovanni Paolo Crespi & Davide Radi & Matteo Rocca, 2020. "Insights on the Theory of Robust Games," Papers 2002.00225, arXiv.org.
• Martin Holm & Pascal Paul & Andreas Tischbirek, 2020. "The Transmission of Monetary Policy under the Microscope," Working Paper Series 2020-03, Federal Reserve Bank of San Francisco.
• Lubik, Thomas A. & Matthes, Christian & Mertens, Elmar, 2020. "Indeterminacy and imperfect information," Discussion Papers 01/2020, Deutsche Bundesbank.
• Feld, Lars P. & Reuter, Wolf Heinrich & Yeter, Mustafa, 2020. "Öffentliche Investitionen: Die Schuldenbremse ist nicht das Problem," Working Papers 01/2020, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung.
• Bhan, Aditya & Kabiraj, Tarun, 2018. "External Sponsorship and Counter-Terrorism," MPRA Paper 98361, University Library of Munich, Germany, revised 31 Dec 2019.
• Pinshi, Christian, 2020. "Rethinking error correction model in macroeconometric analysis : A relevant review," MPRA Paper 98202, University Library of Munich, Germany.
• Dominika Ehrenbergerova & Simona Malovana, 2019. "Introducing Macro-Financial Variables into a Semi-Structural Model," Working Papers 2019/6, Czech National Bank.
• Simplice A. Asongu & Oludele E. Folarin & Nicholas Biekpe, 2019. "The Stability of Demand for Money in the Proposed Southern African Monetary Union," Research Africa Network Working Papers 19/025, Research Africa Network (RAN).
• Nyassoke Titi Gaston Clément & Jules Sadefo-Kamdem & Louis Aimé Fono, 2019. "Dynamic Optimal Hedge Ratio Design when Price and Production are stochastic with Jump," Working Papers hal-02417401, HAL.
• Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Inequality and the Economic Participation of Women in Sub-Saharan Africa: An Empirical Investigation," Research Africa Network Working Papers 19/027, Research Africa Network (RAN).