Report NEP-ORE-2021-06-21

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:

• Javed, Farrukh & Mazur, Stepan & Thorsén, Erik, 2021. "Tangency portfolio weights under a skew-normal model in small and large dimensions," Working Papers 2021:13, Örebro University, School of Business.
• Jenkins, Stephen P. & Rios-Avila, Fernando, 2021. "Measurement error in earnings data: replication of Meijer, Rohwedder, and Wansbeek’s mixture model approach to combining survey and register data," LSE Research Online Documents on Economics 108951, London School of Economics and Political Science, LSE Library.
• Kenneth W. Clements & Marc Jim M. Mariano & George Verikios, 2021. "Expenditure Patterns, Heterogeneity And Long-Term Structural Change," Economics Discussion / Working Papers 21-10, The University of Western Australia, Department of Economics.
• Luisa Corrado & Stefano Grassi & Aldo Paolillo, 2021. "Modelling and Estimating Large Macroeconomic Shocks During the Pandemic," National Institute of Economic and Social Research (NIESR) Discussion Papers 530, National Institute of Economic and Social Research.
• Luisa Corrado & Stefano Grassi & Aldo Paolillo, 2021. "Modelling and Estimating Large Macroeconomic Shocks During the Pandemic," CREATES Research Papers 2021-08, Department of Economics and Business Economics, Aarhus University.
• Ruijun Bu & Rodrigo Hizmeri & Marwan Izzeldin & Anthony Murphy & Mike G. Tsionas, 2021. "The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility," Working Papers 202109, University of Liverpool, Department of Economics.
• Liang Jiang & Peter C. B. Phillips & Yubo Tao & Yichong Zhang, 2021. "Regression-Adjusted Estimation of Quantile Treatment Effects under Covariate-Adaptive Randomizations," Papers 2105.14752, arXiv.org, revised Sep 2022.
• Alessandro Casini & Pierre Perron, 2021. "Change-Point Analysis of Time Series with Evolutionary Spectra," Papers 2106.02031, arXiv.org, revised Aug 2024.
• Hinterlang, Natascha & Hollmayr, Josef, 2021. "Classification of monetary and fiscal dominance regimes using machine learning techniques," IMFS Working Paper Series 160, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
• Luca Eduardo Fierro & Alessandro Caiani & Alberto Russo, 2021. "Automation, job polarisation, and structural change," Working Papers 2021/09, Economics Department, Universitat Jaume I, Castellón (Spain).
• Barbora Malinska, 2021. "Forecasting Sovereign Bond Realized Volatility Using Time-Varying Coefficients Model," Working Papers IES 2021/19, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jun 2021.
• Sentana, Enrique & Amengual, Dante & Tian, Zhanyuan, 2020. "Gaussian rank correlation and regression," CEPR Discussion Papers 14914, C.E.P.R. Discussion Papers.
• Eli Ben-Michael & Avi Feller & Jesse Rothstein, 2021. "The Augmented Synthetic Control Method," NBER Working Papers 28885, National Bureau of Economic Research, Inc.
• Galí, Jordi, 2020. "Uncovered Interest Parity, Forward Guidance and the Exchange Rate," CEPR Discussion Papers 14889, C.E.P.R. Discussion Papers.
• Maria Gabriella Graziano & Claudia Meo & Nicholas C. Yannelis, 2021. "Core and Stable Sets of Exchange Economies with Externalities," CSEF Working Papers 617, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
• Neil R. Ericsson, 2021. "Dynamic Econometrics in Action: A Biography of David F. Hendry," International Finance Discussion Papers 1311, Board of Governors of the Federal Reserve System (U.S.).
• Erdinc Akyildirim & Ahmet Goncu & Alper Hekimoglu & Duc Khuong Nguyen & Ahmet Sensoy, 2021. "Statistical Arbitrage: Factor Investing Approach," Working Papers 2021-003, Department of Research, Ipag Business School.
• James M. Nason & Gregor W. Smith, 2021. "UK inflation forecasts since the thirteenth century," CAMA Working Papers 2021-32, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Pliszka, Kamil, 2021. "System-wide and banks' internal stress tests: Regulatory requirements and literature review," Discussion Papers 19/2021, Deutsche Bundesbank.
• Auclert, Adrien & Rognlie, Matthew, 2020. "MPCs, MPEs and Multipliers: A Trilemma for New Keynesian Models," CEPR Discussion Papers 14977, C.E.P.R. Discussion Papers.
• Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2021. "Fast and Robust Online Inference with Stochastic Gradient Descent via Random Scaling," Papers 2106.03156, arXiv.org, revised Oct 2021.
• Angle, John, 2021. "Generalizing the Inequality Process’ Gamma Model of Particle Wealth Statistics," MPRA Paper 107847, University Library of Munich, Germany, revised 04 Feb 2021.
• Ali Moghaddasi Kelishomi & Roberto Nisticò, 2021. "Employment Effects of Economic Sanctions," CSEF Working Papers 615, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
• Zingales, Luigi & Barrios, John & Benmelech, Efraim & Hochberg, Yael & Sapienza, Paola, 2020. "Civic Capital and Social Distancing during the Covid-19 Pandemic," CEPR Discussion Papers 14900, C.E.P.R. Discussion Papers.
• Helpman, Elhanan & Niswonger, Benjamin, 2020. "Dynamics of Markups, Concentration and Product Span," CEPR Discussion Papers 14881, C.E.P.R. Discussion Papers.
• Nicolo Maffei-Faccioli & Eugenia Vella, 2021. "Does Immigration Grow the Pie? Asymmetric Evidence from Germany," DEOS Working Papers 2105, Athens University of Economics and Business.
• Acharya, Viral & Bhadury, Soumya & Surti, Jay, 2020. "Financial Vulnerability and Risks to Growth in Emerging Markets," CEPR Discussion Papers 14962, C.E.P.R. Discussion Papers.
• Laurent Ferrara & Luca Metelli & Filippo Natoli & Daniele Siena, 2021. "Questioning the puzzle: fiscal policy, real exchange rate and inflation," CAMA Working Papers 2021-38, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Andreï Kostyrka & Dmitry Igorevich Malakhov,, 2021. "The good, the bad, and the asymmetric: Evidence from a new conditional density model," DEM Discussion Paper Series 21-09, Department of Economics at the University of Luxembourg.
• Milda Norkute & Guowei Cui & Vasilis Sarafidis & Takashi Yamagata, 2021. "Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects," Bank of Lithuania Working Paper Series 90, Bank of Lithuania.
• Alma Cohen & Moshe Hazan & David Weiss, 2021. "Politics and Gender in the Executive Suite," NBER Working Papers 28893, National Bureau of Economic Research, Inc.
• Eli Ben-Michael & Avi Feller & Jesse Rothstein, 2021. "Synthetic Controls with Staggered Adoption," NBER Working Papers 28886, National Bureau of Economic Research, Inc.
• Ioannis Panageas & Thorben Trobst & Vijay V. Vazirani, 2021. "Time-Efficient Algorithms for Nash-Bargaining-Based Matching Market Models," Papers 2106.02024, arXiv.org, revised Nov 2024.
• Das, Narasingha & Bera, Pinki, 2020. "Modelling cost function approach under panel data framework to estimate total factor productivity growth for the Indian manufacturing industries," MPRA Paper 108044, University Library of Munich, Germany.
• Dennis C. Hutschenreiter & Tommaso Santini & Eugenia Vella, 2021. "Automation and Sectoral Reallocation," DEOS Working Papers 2106, Athens University of Economics and Business.
• Yun Jung Kim & Jing Zhang, 2020. "The Relationship between Debt and Output," Working Paper Series WP-2020-30, Federal Reserve Bank of Chicago.
• Nahrstedt, Jan, 2021. "US economic sanctions on Cuba: An analysis of the reasons for their maintenance," IPE Working Papers 162/2021, Berlin School of Economics and Law, Institute for International Political Economy (IPE).
• Becker, Marco & Bröcker, Jan-Oliver, 2021. "Business Model Canvas - Overview of the main advantages and disadvantages," EconStor Preprints 234963, ZBW - Leibniz Information Centre for Economics.
• Enrique G. Mendoza & Eugenio Rojas & Linda L. Tesar & Jing Zhang, 2021. "A Macroeconomic Model of Healthcare Saturation, Inequality and the Output-Pandemia Tradeoff," Working Paper Series WP-2021-02, Federal Reserve Bank of Chicago.
• Acharya, Viral & Crosignani, Matteo & Eisert, Tim & Eufinger, Christian, 2020. "Zombie Credit and (Dis-)Inflation: Evidence from Europe," CEPR Discussion Papers 14960, C.E.P.R. Discussion Papers.
• Daron Acemoglu & Asuman Ozdaglar & James Siderius, 2021. "A Model of Online Misinformation," NBER Working Papers 28884, National Bureau of Economic Research, Inc.
• Ming Min & Ruimeng Hu, 2021. "Signatured Deep Fictitious Play for Mean Field Games with Common Noise," Papers 2106.03272, arXiv.org.
• Duc Khuong Nguyen & Dinh-Tri Vo, 2021. "Enterprise Risk Management and Solvency: The Case of the Listed EU Insurers," Working Papers 2021-010, Department of Research, Ipag Business School.
• Björklund, Anders & Waldenström, Daniel, 2021. "Facts and Myths in the Popular Debate about Inequality in Sweden," Working Paper Series 1392, Research Institute of Industrial Economics.
• Karbowski, Adam, 2021. "Twórcy i innowacje w myśli J.A. Schumpetera [Creators and innovation in Schumpeterian thought]," MPRA Paper 108327, University Library of Munich, Germany.
• Buckley, P. & Roussillon, B. & Teyssier, S., 2021. "Gain and loss framing to encourage effort provision: An experiment," Working Papers 2021-02, Grenoble Applied Economics Laboratory (GAEL).
• Christl, Michael & De Poli, Silvia & Kucsera, Dénes & Lorenz, Hanno, 2021. "COVID-19 and (gender) inequality in income: The impact of discretionary policy measures in Austria," Working Papers 22, Agenda Austria.
• Diermeier, Matthias & Niehues, Judith & Schüler, Ruth M., 2021. "Sorgen und Demokratiezufriedenheit - das Ruhrgebiet als Sonderfall," IW-Reports 19/2021, Institut der deutschen Wirtschaft (IW) / German Economic Institute.
• Persson, Ulf & Olofsson, Sara & Althin, Rikard, 2021. "Värdet av vaccin – Vilken hälsoekonomisk evidens är relevant och vilken efterfrågas av olika intressenter?," IHE Report / IHE Rapport 2021:2, IHE - The Swedish Institute for Health Economics.
• Olivier Guéant & Iuliia Manziuk, 2020. "Optimal control on graphs: existence, uniqueness, and long-term behavior," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03252606, HAL.
• Jakub Sokolowski & Jan Frankowski & Joanna Mazurkiewicz, 2021. "How to reduce the social costs of coal mine closures?," IBS Policy Papers 02/2021, Instytut Badan Strukturalnych.
• Daniel Kvíčala & Halina Starzyczná, 2021. "Loajalita zákazníků v e-commerce," Working Papers 0070, Silesian University, School of Business Administration.
• Riboni, Alessandro & Ruge-Murcia, Francisco J., 2020. "The Power of the Federal Reserve Chair," CEPR Discussion Papers 14878, C.E.P.R. Discussion Papers.
• Chan Mono Oum & Gazi M. Hassan & Mark J. Holmes, 2021. "Direct Monetary Costs and Its Determinants in Migration Decisions: Case of Cross-Border Labour Migration from Cambodia to Thailand," Working Papers in Economics 21/06, University of Waikato.
• Karadi, Peter & Nakov, Anton, 2020. "Effectiveness and Addictiveness of Quantitative Easing," CEPR Discussion Papers 14951, C.E.P.R. Discussion Papers.
• Cécile Aubert & Emmanuelle Augeraud-Véron, 2021. "The relative power of individual distancing efforts and public policies to curb the COVID-19 epidemics," Post-Print hal-03239997, HAL.
• Shigeru Fujita & Ippei Fujiwara, 2021. "Aging and the Real Interest Rate in Japan: A Labor Market Channel," Working Papers 21-23, Federal Reserve Bank of Philadelphia.
• Angélica Calle Sarmiento, 2019. "Análisis dinámico del desempleo en Bolivia mediante la Encuesta Continua de Empleo (ECE)," Serie de Documentos de Trabajo 09/2019, Banco Central de Bolivia.
• Andreas Lange & Claudia Schwirplies, 2021. "Bargaining With Charitable Promises: True Preferences and Strategic Behavior," CESifo Working Paper Series 9129, CESifo.
• William Nganga Irungu & Julien Chevallier & Simon Wagura Ndiritu, 2020. "Regime Changes and Fiscal Sustainability in Kenya with Comparative Nonlinear Granger Causalities Across East-African Countries," Working Papers 2020-011, Department of Research, Ipag Business School.
• Morelli, Massimo & Gamalerio, Matteo & Negri, Margherita, 2020. "Immigration, Occupational Choice and Electoral Rules Theory and Evidence on Dual Ballot Openness," CEPR Discussion Papers 14896, C.E.P.R. Discussion Papers.
• Leopoldo Catania & Alessandra Luati & Pierluigi Vallarino, 2021. "Economic vulnerability is state dependent," CREATES Research Papers 2021-09, Department of Economics and Business Economics, Aarhus University.
• Francine D. Blau & Lawrence Kahn & Nikolai Boboshko & Matthew Comey, 2021. "Th Impact of Selection into the Labor Force on the Gender Wage Gap," CESifo Working Paper Series 9103, CESifo.
• Alejandro García & Josef Schroth, 2021. "Can regulating bank capital help prevent and mitigate financial downturns?," Staff Analytical Notes 2021-12, Bank of Canada.
• Zimmermann, Klaus F. & Baum, Christopher F & Lööf, Hans & Stephan, Andreas, 2020. "Occupational Sorting and Wage Gaps of Refugees," CEPR Discussion Papers 14917, C.E.P.R. Discussion Papers.
• Becker, Marco & Bröcker, Jan-Oliver, 2021. "Business Model Canvas - Wesentliche Vor- und Nachteile im Überblick," EconStor Preprints 234962, ZBW - Leibniz Information Centre for Economics.
• Kohnert, Dirk, 2021. "L'impact socio-économique du Brexit sur CANZUK et l'Anglosphère lors de la pandémie COVID-19 : Le cas du Canada, de l'Australie et de la Nouvelle-Zélande [The socio-economic impact of Brexit on CAN," MPRA Paper 108043, University Library of Munich, Germany.
• Jacques Bughin & Sybille Berjoan & Francis Hinterman & Yuhui Xiong, 2021. "Is this Time Different? Corporate Resilience in the Age of Covid-19," Working Papers TIMES² 2021-046, ULB -- Universite Libre de Bruxelles.
• Giannitsarou, Chryssi & Kissler, Stephen & Toxvaerd, Flavio, 2020. "Waning Immunity and the Second Wave: Some Projections for SARS-CoV-2," CEPR Discussion Papers 14852, C.E.P.R. Discussion Papers.
• Chao Wang & Richard Gerlach, 2021. "A Bayesian realized threshold measurement GARCH framework for financial tail risk forecasting," Papers 2106.00288, arXiv.org, revised Oct 2022.
• Francesca Vinci & Omar Licandro, 2021. "Switching-Track after the Great Recession," CESifo Working Paper Series 9107, CESifo.
• Eichenbaum, Martin & Rebelo, Sérgio & Trabandt, Mathias, 2022. "Epidemics in the Neoclassical and New-Keynesian Models," CEPR Discussion Papers 14903, C.E.P.R. Discussion Papers.
• Howard, Greg, 2021. "A check for rational inattention," MPRA Paper 108243, University Library of Munich, Germany.
• Lukas Gonon, 2021. "Random feature neural networks learn Black-Scholes type PDEs without curse of dimensionality," Papers 2106.08900, arXiv.org.
• Leonardo Melosi & Matthias Rottner, 2020. "Pandemic Recessions and Contact Tracing," Working Paper Series WP-2020-31, Federal Reserve Bank of Chicago.
• Dimitris Bertsimas & Agni Orfanoudaki, 2021. "Algorithmic Insurance," Papers 2106.00839, arXiv.org, revised Dec 2022.
• Scott A. Carson, 2021. "Nineteenth Century Body Mass, Height, and Weight: Inequality across Quantiles," CESifo Working Paper Series 9135, CESifo.
• Bertrand, Marianne & Burgess, Robin & Chawla, Arunish & Xu, Guo, 2020. "The glittering prizes: career incentives and bureaucrat performance," LSE Research Online Documents on Economics 100808, London School of Economics and Political Science, LSE Library.
• Isobel Seabrook & Fabio Caccioli & Tomaso Aste, 2021. "An Information Filtering approach to stress testing: an application to FTSE markets," Papers 2106.08778, arXiv.org.
• Hanna L. Adam & Mario Larch & David Stadelmann, 2021. "Subnational Income Growth and International Border Effects," CESifo Working Paper Series 9100, CESifo.
• Min Feng & Driss Bourazzouq, 2021. "Effects of Technostress in the Role Stress Context on Proximity Managers' Performance," Post-Print hal-03233176, HAL.
• Petrova, Bilyana & Ranaldi, Marco, 2021. "Determinants of Income Composition Inequality," SocArXiv vyrz7, Center for Open Science.
• Jorge Guijarro-Ordonez & Markus Pelger & Greg Zanotti, 2021. "Deep Learning Statistical Arbitrage," Papers 2106.04028, arXiv.org, revised Oct 2022.
• Alisa Minina & Jonas Holmqvist, 2021. "Liquid, Solid and In-Between: Service Relationships in Global Mobility," Working Papers 2021-005, Department of Research, Ipag Business School.
• Andreas Siemoneit, 2021. "Justice as a Social Bargain and Optimization Problem," Papers 2106.00830, arXiv.org.
• FUKAO Kyoji & MAKINO Tatsuji, 2021. "Sources of Labor Productivity Growth in the Service Sector: An Industry-Level Empirical Analysis Using the JIP Database, 1955-2015 (Japanese)," Discussion Papers (Japanese) 21018, Research Institute of Economy, Trade and Industry (RIETI).