Report NEP-ORE-2020-08-10

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:

• Tae-Hwy Lee & Millie Yi Mao & Aman Ullah, 2020. "Maximum Entropy Analysis of Consumption-based Capital Asset Pricing Model and Volatility," Working Papers 202015, University of California at Riverside, Department of Economics.
• Bertsche, Dominik & Braun, Robin, 2020. "Identification of structural vector autoregressions by stochastic volatility," Bank of England working papers 869, Bank of England.
• Lukasz Balbus & Pawel Dziewulski & Kevin Reffett & Lukasz Wozny, 2020. "Markov distributional equilibrium dynamics in games with complementarities and no aggregate risk," KAE Working Papers 2020-052, Warsaw School of Economics, Collegium of Economic Analysis.
• Awijen, Haithem & Ben Zaied, Younes & Nguyen, Duc Khuong & Sensoy, Ahmet, 2020. "Endogenous Financial Uncertainty and Macroeconomic Volatility: Evidence from the United States," MPRA Paper 101276, University Library of Munich, Germany, revised Jun 2020.
• Sithole, Rumbidzai Praise & Eita, Joel Hinaunye, 2020. "A test of integration between the South African and selected African stock markets," MPRA Paper 101301, University Library of Munich, Germany.
• Reh, Laura & Krüger, Fabian & Liesenfeld, Roman, 2020. "Predicting the global minimum variance portfolio," Working Paper Series in Economics 141, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
• Bertille Antoine & Xiaolin Sun, 2020. "Partially Linear Models with Endogeneity: a conditional moment based approach," Discussion Papers dp20-06, Department of Economics, Simon Fraser University.
• Hervé Andres & Pierre-Edouard Arrouy & Paul Bonnefoy & Alexandre Boumezoued & Sophian Mehalla, 2020. "Fast calibration of the LIBOR Market Model with Stochastic Volatility based on analytical gradient," Working Papers hal-02875623, HAL.
• William D. Larson & Tara M. Sinclair, 2020. "Nowcasting unemployment insurance claims in the time of COVID-19," CAMA Working Papers 2020-63, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Michela Borghesi, 2020. "Metodi statistici per il confronto di serie storiche con applicazioni finanziarie," Working Papers 2020049, University of Ferrara, Department of Economics.
• Zongwu Cai & Meng Shi & Yue Zhao & Wuqing Wu, 2020. "Testing Financial Hierarchy Based on A PDQ-CRE Model," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202011, University of Kansas, Department of Economics, revised Jul 2020.
• Anderson, Simon & de Palma, André, 2019. "Decoupling the CES distribution circle with quality and beyond: equilibrium distributions and the CES-Logit nexus," CEPR Discussion Papers 14168, C.E.P.R. Discussion Papers.
• M. Shahe Emran & Francisco Ferreira & Yajing Jiang & Yan Sun, 2020. "Occupational Dualism and Intergenerational Educational Mobility in the Rural Economy: Evidence from China and India," Working Papers 555, ECINEQ, Society for the Study of Economic Inequality.
• Ankush Agarwal & Christian-Oliver Ewald & Yongjie Wang, 2020. "Sharing of longevity basis risk in pension schemes with income-drawdown guarantees," Working Papers 2020_18, Business School - Economics, University of Glasgow.
• Jin Yeub Kim, 2020. "A Noncooperative Foundation of the Neutral Bargaining Solution," Working papers 2020rwp-175, Yonsei University, Yonsei Economics Research Institute.
• Denni Tommasi & Lina Zhang, 2020. "Bounding Program Benefits When Participation is Misreported," Monash Econometrics and Business Statistics Working Papers 24/20, Monash University, Department of Econometrics and Business Statistics.
• Cem Cakmaklı & Yasin Simsek, 2020. "Bridging the COVID-19 Data and the Epidemiological Model using Time Varying Parameter SIRD Model," Working Paper series 20-23, Rimini Centre for Economic Analysis, revised Feb 2021.
• Dirk Bergemann & Philipp Strack, 2019. "Progressive Participation," Cowles Foundation Discussion Papers 2189R2, Cowles Foundation for Research in Economics, Yale University, revised Jul 2020.
• Pierre-Olivier Weill, 2020. "The search theory of OTC markets," NBER Working Papers 27354, National Bureau of Economic Research, Inc.
• Dominique Guégan, 2020. "A Note on the Interpretability of Machine Learning Algorithms," Working Papers 2020:20, Department of Economics, University of Venice "Ca' Foscari".
• Amodio, Francesco & Martinez-Carrasco, Miguel, 2019. "Inputs, Incentives, and Self-selection At the Workplace," CEPR Discussion Papers 14213, C.E.P.R. Discussion Papers.
• Irene Botosaru & Chris Muris & Krishna Pendakur, 2020. "Intertemporal Collective Household Models: Identification in Short Panels with Unobserved Heterogeneity in Resource Shares," Department of Economics Working Papers 2020-09, McMaster University.
• Floriana Cerniglia; Riccarda Longaretti; Alberto Zanardi, 2020. "The Emergence of Asymmetric Decentralization: Centrifugal and Centripetal Forces," CRANEC - Working Papers del Centro di Ricerche in Analisi economica e sviluppo economico internazionale crn2001, Università Cattolica del Sacro Cuore, Centro di Ricerche in Analisi economica e sviluppo economico internazionale (CRANEC).
• Cédric Clastres & Olivier Rebenaque & Patrick Jochem, 2020. "Provision of Demand Response from the prosumers in multiple markets," Working Papers 2008, Chaire Economie du climat.
• Antrà s, Pol, 2019. "Conceptual Aspects of Global Value Chains," CEPR Discussion Papers 14191, C.E.P.R. Discussion Papers.
• Edwin Fourrier-Nicolai & Michel Lubrano, 2020. "Bayesian Inference for Distributional Changes: The Effect of Western TV on Wage Inequality and Female Participation in Former East Germany," AMSE Working Papers 2027, Aix-Marseille School of Economics, France.
• Roman Inderst & Martin Obradovits, 2020. "Competitive Strategies when Consumers are Relative Thinkers: Implications for Pricing, Promotions, and Product Choice," Working Papers 2020-25, Faculty of Economics and Statistics, Universität Innsbruck.
• Rossi, Stefano & Weber, Michael & Michaely, Roni, 2019. "Signaling Safety," CEPR Discussion Papers 14174, C.E.P.R. Discussion Papers.
• Daniele Bianchi & Massimo Guidolin & Manuela Pedio, 2020. "Dissecting Time-Varying Risk Exposures in Cryptocurrency Markets," BAFFI CAREFIN Working Papers 20143, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
• Andreeva, Andriyana & Alexandrov, Andrey, 2020. "Понятието „Търговска Тайна“ И Задължението За Опазването Ѝ От Работниците И Служителите [The trade secret concept in the context of the obligations of employees and workers]," MPRA Paper 101067, University Library of Munich, Germany.
• Ge, S. & Li, S. & Linton, O., 2020. "A Dynamic Network of Arbitrage Characteristics," Cambridge Working Papers in Economics 2060, Faculty of Economics, University of Cambridge.
• Armstrong, Mark & Zhou, Jidong, 2019. "Consumer information and the limits to competition," CEPR Discussion Papers 14162, C.E.P.R. Discussion Papers.
• Helpman, Elhanan & Grossman, Gene, 2019. "Electoral Competition with Fake News," CEPR Discussion Papers 14210, C.E.P.R. Discussion Papers.
• Martín Gonzalez-Eiras & Dirk Niepelt, 2020. "Tractable Epidemiological Models for Economic Analysis," CESifo Working Paper Series 8342, CESifo.
• Cumpston, Anne & Khezr, Peyman, 2020. "Multi-Unit Auctions: A Survey of Theoretical Literature," MPRA Paper 101336, University Library of Munich, Germany.
• Hyeongwoo Kim & Wen Shi, 2020. "Forecasting Financial Vulnerability in the US: A Factor Model Approach," Auburn Economics Working Paper Series auwp2020-04, Department of Economics, Auburn University.
• Marc Baudry & Anouk Faure & Simon Quemin, 2020. "Emissions Trading with Transaction Costs," Working Papers 2007, Chaire Economie du climat.
• Farmer, Roger, 2019. "The importance of beliefs in shaping macroeconomic outcomes," CEPR Discussion Papers 14185, C.E.P.R. Discussion Papers.
• Anouk Faure & Marc Baudry & Simon Quemin, 2020. "Emissions Trading with Transaction Costs," EconomiX Working Papers 2020-19, University of Paris Nanterre, EconomiX.
• Charemza, Wojciech, 2020. "Central banks' voting contest," MPRA Paper 101205, University Library of Munich, Germany.
• Christopher J. Amante & Jacob Dice & David Rodziewicz & Eugene Wahl, 2020. "Housing Market Value Impairment from Future Sea-level Rise Inundation," Research Working Paper RWP 20-05, Federal Reserve Bank of Kansas City.
• Nwonka, Clive James, 2020. "Race and ethnicity in the UK film industry: an analysis of the BFI diversity standards," LSE Research Online Documents on Economics 105675, London School of Economics and Political Science, LSE Library.
• Shreedhar, Ganga & Mourato, Susana, 2020. "Linking human destruction of nature to COVID-19 increases support for wildlife conservation policies," LSE Research Online Documents on Economics 105297, London School of Economics and Political Science, LSE Library.
• Viv B Hall & Peter Thomson, 2020. "Does Hamilton’s OLS regression provide a “better alternative†to the Hodrick-Prescott filter? A New Zealand business cycle perspective," CAMA Working Papers 2020-71, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Paula Rodríguez–Torrico & Sonia San–Martín & Rebeca San José Cabezudo, 2020. "Consumer behavior using multiple channels: a review," DOCFRADIS Working Papers 2002, Catedra Fundación Ramón Areces de Distribución Comercial, revised Jul 2020.
• Banzhaf, H. Spencer, 2019. "Difference-in-Difference Hedonics," MPRA Paper 101194, University Library of Munich, Germany.
• László Á. Kóczy, 2020. "Core-stability over networks with widespread externalities," IEHAS Discussion Papers 2026, Institute of Economics, Centre for Economic and Regional Studies.
• Alessandro Chiozza & Luca Mattei & Benedetta Torchia, 2020. "Lavoro e identità: otto anni di storia professionale di giovani donne e giovani uomini," Working Papers 0054, ASTRIL - Associazione Studi e Ricerche Interdisciplinari sul Lavoro.
• Xavier Estupinan & Mohit Sharma & Sargam Gupta & Bharti Birla, 2020. "Impact of COVID-19 pandemic on labour supply and gross value added in India," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2020-022, Indira Gandhi Institute of Development Research, Mumbai, India.
• Taylor, Alan M. & Davis, Josh, 2019. "The Leverage Factor: Credit Cycles and Asset Returns," CEPR Discussion Papers 14115, C.E.P.R. Discussion Papers.
• Michela Borghesi & Michela Brunori, 2020. "Specializzazione economica: concetto e misure," Working Papers 2020059, University of Ferrara, Department of Economics.
• Martinez, Joseba & Sihvonen, Markus, 2019. "Does a Currency Union Need a Capital Market Union? Risk Sharing via Banks and Markets," CEPR Discussion Papers 14220, C.E.P.R. Discussion Papers.
• Grytten, Ola Honningdal & Lindmark, Magnus & Minde, Kjell Bjørn, 2020. "Energy Intensity and the Environmental Kuznets Curve," Discussion Paper Series in Economics 11/2020, Norwegian School of Economics, Department of Economics.
• Khazaee, Saeed & Hayerikhiyavi, Mohammadali & Montaser Kouhsari, Shahram, 2020. "A direct-based method for real-time transient stability assessment of power systems," MPRA Paper 101705, University Library of Munich, Germany, revised 12 Jan 2020.
• Silvia Blasi & Benedetta Crisafulli & Silvia Rita Sedita, 2020. "Selling the circularity: Investigating the impact of circularity promotion on the performance of Italian manufacturing companies," "Marco Fanno" Working Papers 0259, Dipartimento di Scienze Economiche "Marco Fanno".
• Emiko Fukuda & Shuhei Sato & Junyi Shen & Ken-Ichi Shimomura & Takehiko Yamato, 2020. "Walrasian Dynamics with Endowment Changes: The Gale Example in a Laboratory Market Experiment," Discussion Paper Series DP2020-20, Research Institute for Economics & Business Administration, Kobe University, revised Apr 2021.
• Anne-Christine Barthel & Eric Hoffmann & Tarun Sabarwal, 2020. "Characterizing Robust Solutions to Monotone Games," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202012, University of Kansas, Department of Economics.
• Tatsuyoshi Saijo, 2020. "Global Stability of Voluntary Contribution Mechanism with Heterogeneous Preferences," Working Papers SDES-2020-6, Kochi University of Technology, School of Economics and Management, revised Jul 2020.
• Fausta Pellizzari, 2020. "Responsabilità comune e differenziata nel riscaldamento globale," CRANEC - Working Papers del Centro di Ricerche in Analisi economica e sviluppo economico internazionale crn2003, Università Cattolica del Sacro Cuore, Centro di Ricerche in Analisi economica e sviluppo economico internazionale (CRANEC).
• José Luis Espert, 2020. "Política comercial y salarios reales: una aproximación empírica al caso argentino durante el período 2005 - 2011," CEMA Working Papers: Serie Documentos de Trabajo. 735, Universidad del CEMA.
• Meghir, Costas & Friedrich, Benjamin & Laun, Lisa & Pistaferri, Luigi, 2019. "Earnings Dynamics and Firm-Level Shocks," CEPR Discussion Papers 14240, C.E.P.R. Discussion Papers.
• Jin Yeub Kim, 2020. "Efficient and Neutral Mechanisms in Almost Ex Ante Bargaining Problems," Working papers 2020rwp-174, Yonsei University, Yonsei Economics Research Institute.
• T. Flavin & M.Dongey & L. Sheenan, 2020. "Banks and Sovereigns: Did adversity bring them closer?," Economics Department Working Paper Series n307-20.pdf, Department of Economics, National University of Ireland - Maynooth.
• Jorge Lemus & Emil Temnyalov, 2019. "Diversification and Information in Contests," Working Paper Series 2019/12, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
• Bärd Harstad & Francesco Lancia & Alessia Russo, 2020. "Policies and Instruments for Self-Enforcing Treaties," CSEF Working Papers 572, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
• Bäumle, Philipp & Bizer, Kilian & Proeger, Till, 2020. "Kooperationsstrukturen für die Regionalentwicklung - Erfahrungen aus Südniedersachsen," ifh Working Papers 26/2020, Volkswirtschaftliches Institut für Mittelstand und Handwerk an der Universität Göttingen (ifh).
• Fratini, Saverio M., 2020. "Incomes from Capital in Alternative Economic Theories," Centro Sraffa Working Papers CSWP42, Centro di Ricerche e Documentazione "Piero Sraffa".
• Alisher Tolepbergen, 2019. "The Importance of Terms of Trade Shocks: Kazakhstan," NAC Analytica Working Paper 4, NAC Analytica, Nazarbayev University, revised Jul 2020.
• Matsuyama, Kiminori & Latzer, Helene, 2019. "Reconsidering the Market Size Effect in Innovation and Growth," CEPR Discussion Papers 14250, C.E.P.R. Discussion Papers.
• Umba, Gilles Bertrand, 2020. "Choc externes et activité économique en RD Congo : une analyse en équilibre général dynamique et stochastique (DSGE)," Dynare Working Papers 63, CEPREMAP.
• Sandra Gschnaller, 2020. "The Albedo Loss from the Melting of the Greenland Ice Sheet and the Social Cost of Carbon," ifo Working Paper Series 332, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
• Caccioli, Fabio & Ferrara, Gerardo & Ramadiah, Amanah, 2020. "Modelling fire sale contagion across banks and non-banks," Bank of England working papers 878, Bank of England, revised 18 Feb 2021.
• de Groot, Oliver & Mazelis, Falk, 2020. "Mitigating the forward guidance puzzle: inattention, credibility, finite planning horizons and learning," Working Paper Series 2426, European Central Bank.
• Gharyeni, Abdellatif, 2019. "Gestion des ressources humaines et nouvelles expériences de l’économie sociale : Cas de la France et du Québec [Human Resources Management and New Experiences in the Social Economy: The Case of Fra," MPRA Paper 101379, University Library of Munich, Germany, revised 2020.
• Krzywdzinski, Martin, 2020. "Automatisierung, Digitalisierung und Wandel der Beschäftigungsstrukturen in der Automobilindustrie: Eine kurze Geschichte vom Anfang der 1990er bis 2018," Discussion Papers, Research Group Globalization, Work, and Production SP III 2020-302, WZB Berlin Social Science Center.
• Andreeva, Andriyana & Yolova, Galina, 2020. "Трудовоправните Принципи – Еволюция И Трансформация В Ерата На Дигитализация И Използването На Изкуствен Интелект [The labour-law principles – evolution and transformation in the era of digitalizat," MPRA Paper 100887, University Library of Munich, Germany.
• Alessandro Sontuoso & Christina Bicchieri & Alexander Funcke & Einav Hart, 2020. "Strategic Problems with Risky Prospects," Working Papers 20-23, Chapman University, Economic Science Institute.
• Michal Franta & Ivan Sutoris, 2020. "Dynamics of Czech Inflation: The Role of the Trend and the Cycle," Working Papers 2020/1, Czech National Bank.
• Andreeva, Andriyana, 2020. "По Някои Въпроси На Гъвкавите Форми На Заетост И Потребността От Прозрачни И Предвидими Условия На Труд За Работниците И Служителите [On some questions of the flexible employment forms and the nece," MPRA Paper 101044, University Library of Munich, Germany.
• Dimitrova, Darina & Mateeva, Zhivka, 2020. "Административен Контрол И Административнонаказателна Отговорност За Защита На Потребителите [Role of the administrative control and the administrative-penal liability for the consumer protection]," MPRA Paper 100882, University Library of Munich, Germany.
• László Czaller & Rikard Eriksson & Balázs Lengyel, 2020. "Automation risk along individual careers: static and dynamic upgrades in cities," CERS-IE WORKING PAPERS 2028, Institute of Economics, Centre for Economic and Regional Studies.
• Bjørnskov, Christian & Voigt, Stefan, 2020. "This Time is Different? - On the Use of Emergency Measures During the Corona Pandemic," ILE Working Paper Series 36, University of Hamburg, Institute of Law and Economics.
• Claire MacPherson & Olivier Sterck, 2019. "Humanitarian vs. Development Aid for Refugees: Evidence from a Regression Discontinuity Design," CSAE Working Paper Series 2019-15, Centre for the Study of African Economies, University of Oxford.
• Robert Aue, 2020. "Spatial Effects of Price Regulations and Competition. A Dynamic Approach to the German Retail Pharmacy Market," CRC TR 224 Discussion Paper Series crctr224_2020_195, University of Bonn and University of Mannheim, Germany.
• Christoffel, Kai & Mazelis, Falk & Montes-Galdón, Carlos & Müller, Tobias, 2020. "Disciplining expectations and the forward guidance puzzle," Working Paper Series 2424, European Central Bank.
• Benoit Kafando, 2020. "Estimation des effets de l’éducation sur le revenu agricole : cas des ménages agricoles du milieu rural de l’Inde," Cahiers de recherche 20-06, Departement d'économique de l'École de gestion à l'Université de Sherbrooke.
• Hamim, Md. Tanvir, 2020. "R&D Investments and Idiosyncratic Volatility," MPRA Paper 101330, University Library of Munich, Germany.
• Satoru Fujishige & Zaifu Yang, 2020. "A Universal Dynamic Auction for Unimodular Demand Types: An Efficient Auction Design for Various Kinds of Indivisible Commodities," Discussion Papers 20/08, Department of Economics, University of York.
• Soomro, Yasir & Al-Sehli, Ahmed Nafe, 2020. "Determinants of Customer Churn: An Empirical Study Of Cellular Subscribers From Saudi Arabia," MPRA Paper 101398, University Library of Munich, Germany.
• Carlos Esteban Posada Posada, 2020. "Crecimiento y ciclos de la economía colombiana (2005 – 2019)," Documentos de Trabajo de Valor Público 18255, Universidad EAFIT.
• Kubler, Felix & Malhotra, Raghav & Polemarchakis, Herakles, 2020. "Identification of preferences, demand and equilibrium with finite data," CRETA Online Discussion Paper Series 60, Centre for Research in Economic Theory and its Applications CRETA.
• Eun Young Oh & Shuonan Zhang, 2020. "Informal economy and central bank digital currency," Working Papers in Economics & Finance 2020-11, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group, revised 23 Jun 2022.
• Bart Golsteyn & Cécile Magnée, 2020. "Does Sibling Gender Affect Personality Traits?," Working Papers 2020-053, Human Capital and Economic Opportunity Working Group.
• Mariarosaria Comunale, 2020. "The persistently high rate of suicide in Lithuania: an updated view," Bank of Lithuania Discussion Paper Series 21, Bank of Lithuania.
• Gaitán Ortiz, Liza Minely, 2020. "El agua, un anhelo permanente. La minería y sus efectos territoriales sobre el agua en la comunidad afrodescendiente de Patilla, La Guajira, Colombia," Avances de Investigación 0039, Grupo de Análisis para el Desarrollo (GRADE).
• Galvao, Ana Beatriz & Mitchell, James, 2020. "Real-Time Perceptions of Historical GDP Data Uncertainty," EMF Research Papers 35, Economic Modelling and Forecasting Group.