Report NEP-ORE-2021-02-22

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:

• Qiao, Xinghao & Qian, Cheng & James, Gareth M. & Guo, Shaojun, 2020. "Doubly functional graphical models in high dimensions," LSE Research Online Documents on Economics 103120, London School of Economics and Political Science, LSE Library.
• Pennoni, Fulvia & Bartolucci, Francesco & Forte, Gianfranco & Ametrano, Ferdinando, 2020. "Exploring the dependencies among main cryptocurrency log-returns: A hidden Markov model," MPRA Paper 106150, University Library of Munich, Germany.
• Hidalgo, Javier & Lee, Jungyoon & Seo, Myung Hwan, 2019. "Robust inference for threshold regression models," LSE Research Online Documents on Economics 100333, London School of Economics and Political Science, LSE Library.
• Mario Forni & Luca Gambetti & Luca Sala, 2020. "Macroeconomic Uncertainty and Vector Autoregressions," Center for Economic Research (RECent) 148, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
• Qu, Yan & Dassios, Angelos & Zhao, Hongbiao, 2021. "Random variate generation for exponential and gamma tilted stable distributions," LSE Research Online Documents on Economics 108593, London School of Economics and Political Science, LSE Library.
• Orea, Luis & Álvarez, Inmaculada C. & Wall, Alan, 2021. "Estimating the propagation of the COVID-19 virus with a stochastic frontier approximation of epidemiological models: a panel data econometric model with an application to Spain," Efficiency Series Papers 2021/01, University of Oviedo, Department of Economics, Oviedo Efficiency Group (OEG).
• Riza Demirer & Rangan Gupta & He Li & Yu You, 2021. "Financial Vulnerability and Volatility in Emerging Stock Markets: Evidence from GARCH-MIDAS Models," Working Papers 202112, University of Pretoria, Department of Economics.
• Daniel C. Schneider & Mikko Myrskylä & Alyson A. van Raalte, 2021. "Flexible transition timing in discrete-time multistate life tables using Markov chains with rewards," MPIDR Working Papers WP-2021-002, Max Planck Institute for Demographic Research, Rostock, Germany.
• Alan M. M. Leal & Stefan D'Amato & Igor V. M. Viveiros, 2021. "Short and long-run relations between capital netflows and the differential of american and brazilian interest rates," Textos para Discussão Cedeplar-UFMG 629, Cedeplar, Universidade Federal de Minas Gerais.
• Sevvandi Kandanaarachchi & Rob J Hyndman, 2021. "Leave-one-out Kernel Density Estimates for Outlier Detection," Monash Econometrics and Business Statistics Working Papers 2/21, Monash University, Department of Econometrics and Business Statistics.
• Foster, John, 2021. "In search of a suitable heuristic for evolutionary economics: from generalized Darwinism to economic self-organisation," MPRA Paper 106146, University Library of Munich, Germany.
• Mehmet Balcilar & David Gabauer & Rangan Gupta & Christian Pierdzioch, 2021. "Uncertainty and Forecastability of Regional Output Growth in the United Kingdom: Evidence from Machine Learning," Working Papers 202111, University of Pretoria, Department of Economics.
• Giuseppe Buccheri & Stefano Grassi & Giorgio Vocalelli, 2021. "Estimating Risk in Illiquid Markets: a Model of Market Friction with Stochastic Volatility," CEIS Research Paper 506, Tor Vergata University, CEIS, revised 08 Nov 2021.
• Jean-Paul L'Huillier & Sanjay R. Singh & Donghoon Yoo, 2021. "Incorporating Diagnostic Expectations into the New Keynesian Framework," Working Papers 339, University of California, Davis, Department of Economics.
• Bradley Shapiro & Günter J. Hitsch & Anna Tuchman, 2020. "Generalizable and Robust TV Advertising Effects," Working Papers 2020-111, Becker Friedman Institute for Research In Economics.
• Kuhn, Peter J. & Yu, Lizi, 2021. "Kinks as Goals: Accelerating Commissions and the Performance of Sales Teams," IZA Discussion Papers 14115, Institute of Labor Economics (IZA).
• Alberto Arcagni & Laura Cavalli & Marco Fattore, 2021. "Partial Order Algorithms for the Assessment of Italian Cities Sustainability," Working Papers 2021.01, Fondazione Eni Enrico Mattei.
• András Simonovits, 2021. "Introducing flexible retirement : a dynamic model," CERS-IE WORKING PAPERS 2109, Institute of Economics, Centre for Economic and Regional Studies.
• Raphael Auer & Cyril Monnet & Hyun Song Shin, 2021. "Permissioned Distributed Ledgers and the Governance of Money," Diskussionsschriften dp2101, Universitaet Bern, Departement Volkswirtschaft.
• Juan D. Moreno-Ternero & Min-Hung Tsay & Chun-Hsien Yeh, 2021. "Strategic justifications of the TAL-family of rules for bankruptcy problems," Working Papers 21.02, Universidad Pablo de Olavide, Department of Economics.
• Bettina Klaus, 2021. "Characterizing the top trading cycles rule for housing markets with lexicographic preferences when externalities are limited," Cahiers de Recherches Economiques du Département d'économie 21.04, Université de Lausanne, Faculté des HEC, Département d’économie.
• Seung Han Yoo, 2020. "Membership Mechanism," Discussion Paper Series 2011, Institute of Economic Research, Korea University.
• Julia Kielmann & Hans Manner & Aleksey Min, 2021. "Stock Market Returns and Oil Price Shocks: A CoVaR Analysis based on Dynamic Vine Copula Models," Graz Economics Papers 2021-01, University of Graz, Department of Economics.
• Yaya, OlaOluwa S & Ajose, Toyin S & Ogbonna, Ahamuefua E, 2020. "Long-range dependence and Trends in Nigerian Popular Music Artists’ Famosity-“Davido”, “Burna Boy”, “Tiwa Savage” and “Wizkid”: Evidence from Google Trends," MPRA Paper 104445, University Library of Munich, Germany.
• Henri Keränen & Sakari Lähdemäki, 2020. "Identification of fiscal SVARs in small open economies using trading partner forecast errors as instruments," Working Papers 330, Työn ja talouden tutkimus LABORE, The Labour Institute for Economic Research LABORE.
• Belot, Michèle & Kircher, Philipp & Muller, Paul, 2021. "Eliciting Time Preferences When Income and Consumption Vary: Theory, Validation & Application to Job Search," IZA Discussion Papers 14091, Institute of Labor Economics (IZA).
• Margalejo Hernández, Cristina, 2021. "Commuting y autoempleo en Luxemburgo [Commuting and self-employment in Luxemburgo]," MPRA Paper 106183, University Library of Munich, Germany.
• Yoon J. Jo & Sarah Zubairy, 2021. "State dependent government spending multipliers: Downward nominal wage rigidity and sources of business cycle fluctuations," Working Papers 20210127-001, Texas A&M University, Department of Economics.
• Tapan Mitra & Santanu Roy, 2021. "Regeneration under Uncertainty," Departmental Working Papers 2101, Southern Methodist University, Department of Economics.
• Vasil Marchev & Angel Marchev Jr, 2021. "Methods for Simulating Multi-dimensional Data for Financial Services Recommendation," Bulgarian Economic Papers bep-2021-02, 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 Feb 2021.
• Blaser, Rico & Fryzlewicz, Piotr, 2021. "Regularizing axis-aligned ensembles via data rotations that favor simpler learners," LSE Research Online Documents on Economics 107935, London School of Economics and Political Science, LSE Library.
• {O}yvind Hoveid, 2021. "Constructing valid instrumental variables in generalized linear causal models from directed acyclic graphs," Papers 2102.08056, arXiv.org.
• Joel Bank & Hamish Fitchett & Adam Gorajek & Benjamin A. Malin & Andrew Staib, 2021. "Online Appendix: Star Wars at Central Banks," Staff Report 621, Federal Reserve Bank of Minneapolis.
• Thomas J. Miceli, 2021. "Should Offenders’ Gains Be Counted? On Efficient Crimes and Unjust Laws," Working papers 2021-02, University of Connecticut, Department of Economics.
• Martín Almuzara & Gabriele Fiorentini & Enrique Sentana, 2021. "Aggregate output measurements: a common trend approach," Working Paper series 21-02, Rimini Centre for Economic Analysis.
• Lenka Nechvatalova, 2021. "Multi-Horizon Equity Returns Predictability via Machine Learning," Working Papers IES 2021/02, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Feb 2021.
• Young Shin Kim, 2021. "Sample path generation of the stochastic volatility CGMY process and its application to path-dependent option pricing," Papers 2101.11001, arXiv.org.
• Harold L. Cole & Daniel Neuhann & Guillermo Ordoñez, 2021. "Asymmetric Information and Sovereign Debt: Theory Meets Mexican Data," NBER Working Papers 28459, National Bureau of Economic Research, Inc.
• Nguyen, Cuong, 2019. "Simulation of the Costs and Benefits of Delayed Retirement: Evidence from Vietnam," MPRA Paper 106180, University Library of Munich, Germany.
• Moro, Andrea & Van der Linden, Martin, 2021. "Exclusion of Extreme Jurors and Minority Representation: The Effect of Jury Selection Procedures," MPRA Paper 106087, University Library of Munich, Germany.
• Adrian, Tobias & Borowiecki, Karol Jan & Tepper, Alexander, 2021. "A Leverage-Based Measure of Financial Stability," Discussion Papers on Economics 3/2021, University of Southern Denmark, Department of Economics.
• Martín Almuzara & Gabriele Fiorentini & Enrique Sentana, 2021. "Aggregate Output Measurements: a Common Trend Approach," Econometrics Working Papers Archive 2021_03, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
• Keyvan Eslami & Tom Phelan, 2021. "Applications of Markov Chain Approximation Methods to Optimal Control Problems in Economics," Working Papers 21-04R, Federal Reserve Bank of Cleveland, revised 17 May 2022.
• Mario Forni & Luca Gambetti & marco Lippi & Luca Sala, 2020. "Common Components Structural VARs," Center for Economic Research (RECent) 147, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
• Bernd Hayo & Stefan Voigt, 2021. "Judicial Independence: Why Does De Facto Diverge from De Jure?," MAGKS Papers on Economics 202105, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• Fajar, Muhammad & Winarti, Yuyun Guna, 2020. "Modeling of Big Chili Supply Response Using Bayesian Method," MPRA Paper 106098, University Library of Munich, Germany, revised 21 Dec 2020.
• Cummins, J. David & Dionne, Georges & Gagné, Robert & Nouira, Abdelhakim, 2021. "The costs and benefits of reinsurance," Working Papers 08-1, HEC Montreal, Canada Research Chair in Risk Management.
• Schwaab, Bernd & Zhang, Xin & Lucas, André, 2021. "Modeling extreme events: time-varying extreme tail shape," Working Paper Series 2524, European Central Bank.
• Davide Debortoli & Mario Forni & Luca Gambetti & Luca Sala, 2020. "Asymmetric Effects of Monetary Policy Easing and Tightening," Center for Economic Research (RECent) 146, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
• Kondor, Peter & Vayanos, Dimitri, 2019. "Liquidity risk and the dynamics of arbitrage capital," LSE Research Online Documents on Economics 87520, London School of Economics and Political Science, LSE Library.
• René Colín Martínez & Hugo Amador Herrera Torres, 2021. "Análisis del gasto corriente en los municipios rurales de Michoacán, México, 2001-2015," Estudios Regionales en Economía, Población y Desarrollo. Cuadernos de Trabajo de la Universidad Autónoma de Ciudad Juárez. 61, Cuerpo Académico 41 de la Universidad Autónoma de Ciudad Juárez, revised 11 Feb 2021.
• Fan Cheng & Rob J Hyndman & Anastasios Panagiotelis, 2021. "Manifold Learning with Approximate Nearest Neighbors," Monash Econometrics and Business Statistics Working Papers 3/21, Monash University, Department of Econometrics and Business Statistics.
• Nguyen-Huu, Thanh Tam & Pham, Ngoc-Sang, 2021. "Escaping the middle income trap and getting economic growth: How does FDI can help the host country?," MPRA Paper 106151, University Library of Munich, Germany.
• Xu, Lili & Lee, Sang-Ho, 2021. "Port integration and competition under public and private ownership," MPRA Paper 106127, University Library of Munich, Germany.
• David J. Harding & Lisa Sanbonmatsu & Greg J. Duncan & Lisa A. Gennetian & Lawrence F. Katz & Ronald C. Kessler & Jeffrey R. Kling & Matthew Sciandra & Jens Ludwig, 2021. "Evaluating Contradictory Experimental and Non-Experimental Estimates of Neighborhood Effects on Economic Outcomes for Adults," NBER Working Papers 28454, National Bureau of Economic Research, Inc.
• Aladetoyinbo, Muyiwa, 2019. "Brexit, EU and UEFA," MPRA Paper 106099, University Library of Munich, Germany.
• Bryson, Alex & Buraimo, Babatunde & Farnell, Alex & Simmons, Rob, 2021. "Special Ones? The Effect of Head Coaches on Football Team Performance," IZA Discussion Papers 14104, Institute of Labor Economics (IZA).
• Emmanuel Erem, "undated". "Investigating De Facto And De Jure Exchange Rate Regimes," Review of Socio - Economic Perspectives 202049, Reviewsep.
• Guglielmo Barone & Guido de Blasio & Elena Gentili, 2020. "Politically connected cities: Italy 1951-1991," Working Papers wp1158, Dipartimento Scienze Economiche, Universita' di Bologna.
• Millimet, Daniel L. & Parmeter, Christopher F., 2021. "COVID-19 Severity: A New Approach to Quantifying Global Cases and Deaths," IZA Discussion Papers 14116, Institute of Labor Economics (IZA).
• Park , Cyn-Young & Tian , Shu & Zhao , Bo, 2020. "Global Bitcoin Markets and Local Regulations," ADB Economics Working Paper Series 605, Asian Development Bank.
• Vaccari, Federico, 2021. "Competition in Signaling," MPRA Paper 106071, University Library of Munich, Germany.
• Patankar, Archana, 2019. "Impacts of Natural Disasters on Households and Small Businesses in India," ADB Economics Working Paper Series 603, Asian Development Bank.
• Jean-Luc Gaffard, 2021. "La transition écologique : incertitude, irréversibilité et modèle institutionnel," GREDEG Working Papers 2021-04, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, revised Feb 2021.
• Item repec:cte:whrepe:31891 is not listed on IDEAS anymore

• Christoph E. Boehm & Andrei A. Levchenko & Nitya Pandalai-Nayar, 2020. "The Long and Short (Run) of Trade Elasticities," Working Papers 680, Research Seminar in International Economics, University of Michigan.
• Kirill Dragun & Kris Boudt & Orimar Sauri & Steven Vanduffel, 2021. "Beta-Adjusted Covariance Estimation," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 21/1010, Ghent University, Faculty of Economics and Business Administration.
• Christine Blandhol & Magne Mogstad & Peter Nilsson & Ola L. Vestad, 2020. "Do Employees Benefit from Worker Representation on Corporate Boards?," Working Papers 2020-183, Becker Friedman Institute for Research In Economics.
• Rahi Abouk & Keshar M. Ghimire & Johanna Catherine Maclean & David Powell, 2021. "Does Marijuana Legalization Affect Work Capacity? Evidence from Workers’ Compensation Benefits," NBER Working Papers 28471, National Bureau of Economic Research, Inc.
• Harvey, David I & Leybourne, Stephen J & Taylor, AM Robert, 2021. "Simple Tests for Stock Return Predictability with Good Size and Power Properties," Essex Finance Centre Working Papers 29814, University of Essex, Essex Business School.
• Jamil Sayeed, 2020. "Identifying Key Macroeconomic Shocks to Canadian GDP," EERI Research Paper Series EERI RP 2020/11, Economics and Econometrics Research Institute (EERI), Brussels.
• Max Fuchs & Jochen Michaelis, 2021. "When Does the Introduction of a New Currency Improve Welfare?," MAGKS Papers on Economics 202106, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• Kono, Tatsuhito & Yoshida, Jun, 2020. "Travel Cost Method Considering Trip-day Counts as Integers," MPRA Paper 106188, University Library of Munich, Germany, revised 18 Feb 2021.
• Tomaso Duso & Mattia Nardotto & Jo Seldeslachts, 2021. "A Retrospective Study of State Aid Control in the German Broadband Market," Discussion Papers of DIW Berlin 1931, DIW Berlin, German Institute for Economic Research.
• Berton, Fabio & Dughera, Stefano & Ricci, Andrea, 2021. "Are Unions Detrimental to Innovation? Theory and Evidence," IZA Discussion Papers 14102, Institute of Labor Economics (IZA).
• Mechler , Reinhard & Hochrainer-Stigler, Stefan, 2019. "Generating Multiple Resilience Dividends from Managing Unnatural Disasters in Asia Opportunities for Measurement and Policy," ADB Economics Working Paper Series 601, Asian Development Bank.
• Miquel-Àngel Garcia-López & Ilias Pasidis & Elisabet Viladecans-Marsal, 2020. "Congestion in highways when tolls and railroads matter: evidence from European cities," Working Papers 2020/11, Institut d'Economia de Barcelona (IEB).
• Nicholas Moehle & Stephen Boyd, 2021. "A Certainty Equivalent Merton Problem," Papers 2101.10510, arXiv.org.
• Eduardo Abi Jaber & Enzo Miller & Huyên Pham, 2021. "Markowitz portfolio selection for multivariate affine and quadratic Volterra models," Post-Print hal-02877569, HAL.
• Vladimir Novak & Andrei Matveenko & Silvio Ravaioli, 2021. "The Status Quo and Belief Polarization of Inattentive Agents: Theory and Experiment," Working Papers 674, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
• Gürtzgen, Nicole & Lochner, Benjamin & Pohlan, Laura & van den Berg, Gerard J., 2021. "Does Online Search Improve the Match Quality of New Hires?," IAB-Discussion Paper 202102, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
• Ken-ichi Hashimoto & Ryonghun Im & Takuma Kunieda & Akihisa Shibata, 2021. "Financial Destabilization," Discussion Paper Series 225, School of Economics, Kwansei Gakuin University.
• Yuhki Hosoya, 2021. "On the Basis of the Hamilton-Jacobi-Bellman Equation in Economic Dynamics," Papers 2102.07431, arXiv.org, revised Feb 2023.
• Fernando E. Alvarez & Francesco Lippi, 2021. "The Analytic Theory of a Monetary Shock," NBER Working Papers 28464, National Bureau of Economic Research, Inc.
• Elisha Mavodyo, 2020. "A Revival of Budget Deficit and Economic Growth," EERI Research Paper Series EERI RP 2020/04, Economics and Econometrics Research Institute (EERI), Brussels.
• A. Christian Silva & Fernando F. Ferreira, 2021. "Surrogate Monte Carlo," Papers 2102.08186, arXiv.org.
• Pirrone, Angelo & Gobet, Fernand, 2021. "Is attentional discounting in value-based decision making magnitude sensitive?," LSE Research Online Documents on Economics 108608, London School of Economics and Political Science, LSE Library.
• Heyman, Fredrik & Norbäck, Pehr-Johan & Persson, Lars, 2021. "Automation, Work and Productivity: The Role of Firm Heterogeneity," Working Paper Series 1382, Research Institute of Industrial Economics, revised 09 Mar 2023.
• Rui Fan & Ji Hyung Lee & Youngki Shin, 2021. "Predictive Quantile Regression with Mixed Roots and Increasing Dimensions: The ALQR Approach," Papers 2101.11568, arXiv.org, revised Dec 2022.
• Ling Li & Perry Singleton, 2021. "The Effect of Industrial Robots on Workplace Safety," Center for Policy Research Working Papers 239, Center for Policy Research, Maxwell School, Syracuse University.
• Le Van, Cuong & Pham, Ngoc-Sang, 2021. "Why Does Productivity Matter?," MPRA Paper 106042, University Library of Munich, Germany.