Report NEP-ORE-2021-07-26

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:

• Li, Wei & Paraschiv, Florentina & Sermpinis, Georgios, 2021. "A data-driven explainable case-based reasoning approach for financial risk detection," IRTG 1792 Discussion Papers 2021-010, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
• Chabi-Yo, Fousseni & Huggenberger, Markus & Weigert, Florian, 2021. "Multivariate crash risk," CFR Working Papers 21-07, University of Cologne, Centre for Financial Research (CFR).
• Leonid Kogan & Indrajit Mitra, 2021. "Near-Rational Equilibria in Heterogeneous-Agent Models: A Verification Method," FRB Atlanta Working Paper 2021-16, Federal Reserve Bank of Atlanta.
• Joshua Bernstein & Michael D. Plante & Alexander W. Richter & Nathaniel A. Throckmorton, 2021. "Countercyclical Fluctuations in Uncertainty are Endogenous," Working Papers 2109, Federal Reserve Bank of Dallas.
• Myrto Kalouptsidi & Yuichi Kitamura & Lucas Lima & Eduardo Souza-Rodrigues, 2020. "Partial Identi?cation and Inference for Dynamic Models and Counterfactuals," CeMMAP working papers CWP6/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Daisuke Kurisu & Taisuke Otsu, 2021. "On linearization of nonparametric deconvolution estimators for repeated measurements model," STICERD - Econometrics Paper Series 615, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
• Wellenreuther, Claudia & Wolf, André & Zander, Nils, 2021. "Cost structure of bio-based plastics: A Monte-Carlo-analysis for PLA," HWWI Research Papers 197, Hamburg Institute of International Economics (HWWI).
• James Hebden & Fabian Winkler, 2021. "Impulse-Based Computation of Policy Counterfactuals," Finance and Economics Discussion Series 2021-042, Board of Governors of the Federal Reserve System (U.S.).
• Shosei Sakaguchi, 2020. "Partial Identification and Inference in Duration Models with Endogenous Censoring," CeMMAP working papers CWP8/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Albert Jan Hummel, 2021. "Unemployment and Tax Design," CESifo Working Paper Series 9177, CESifo.
• Masahiko Shibamoto & Shoka Hayaki & Yoshitaka Ogisu, 2021. "COVID-19 Infection Spread and Human Mobility," Discussion Paper Series DP2021-16, Research Institute for Economics & Business Administration, Kobe University, revised Feb 2022.
• Nicklas Werge, 2021. "Predicting Risk-adjusted Returns using an Asset Independent Regime-switching Model," Papers 2107.05535, arXiv.org.
• Christian Meier & Lingfei Li & Gongqiu Zhang, 2021. "Simulation of Multidimensional Diffusions with Sticky Boundaries via Markov Chain Approximation," Papers 2107.04260, arXiv.org.
• Sushant Acharya & Jess Benhabib & Zhen Huo, 2021. "The Anatomy of Sentiment-Driven Fluctuations," Staff Working Papers 21-33, Bank of Canada.
• Luke A. Boosey & Christopher Brown, 2021. "Contests with Network Externalities: Theory & Evidence," Working Papers wp2021_07_02, Department of Economics, Florida State University.
• Claudia Keser & Maximilian Späth, 2021. "Charitable Giving: Framing and the Role of Information," CIRANO Working Papers 2021s-23, CIRANO.
• Shosei Sakaguchi, 2021. "Partial Identification and Inference in Duration Models with Endogenous Censoring," Papers 2107.00928, arXiv.org.
• Kalaitzi, Athanasia & Chamberlain, Trevor William, 2021. "Export diversification in the Gulf: the Kuwait experience," LSE Research Online Documents on Economics 110860, London School of Economics and Political Science, LSE Library.
• Mehmet Ayaz & Lea Fricke & Clemens Fuest & Dominik Sachs, 2021. "Who Should Bear the Burden of Covid-19 Related Fiscal Pressure? An Optimal Income Taxation Perspective," ifo Working Paper Series 358, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
• Burda, Michael C., 2021. "Valuing cryptocurrencies: Three easy pieces," IRTG 1792 Discussion Papers 2021-011, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
• Tongseok Lim, 2021. "Hodge theoretic reward allocation for generalized cooperative games on graphs," Papers 2107.10510, arXiv.org, revised Jan 2022.
• Afridi, Farzana & Dhillon, Amrita & Chaudhuri, Arka Roy & Saattvic,, 2021. "Measuring Performance: Ranking State Success over Two Decades in India," IZA Discussion Papers 14522, Institute of Labor Economics (IZA).
• M. Scott Taylor, 2021. "Trade, Competitive Exclusion, and the Slow-Motion Extinction of the Southern Resident Killer Whales," NBER Working Papers 29014, National Bureau of Economic Research, Inc.
• Fischer, Andreas & Fluchs, Sarah, 2021. "Investitionen in den Klimaschutz: Die Kosten des Wartens," IW-Kurzberichte 46/2021, Institut der deutschen Wirtschaft (IW) / German Economic Institute.
• Herings, P. Jean-Jacques & Mauleon, Ana & Vannetelbosch, Vincent, 2021. "Horizon-K Farsightedness in Criminal Networks," Research Memorandum 008, Maastricht University, Graduate School of Business and Economics (GSBE).
• Giacomo Bormetti & Fulvio Corsi, 2021. "A Lucas Critique Compliant SVAR model with Observation-driven Time-varying Parameters," Papers 2107.05263, arXiv.org, revised Feb 2022.
• Minford, Patrick & Ou, Zhirong & Wickens, Michael & Zhu, Zheyi, 2021. "The eurozone: what is to be done?," Cardiff Economics Working Papers E2021/11, Cardiff University, Cardiff Business School, Economics Section.
• Thomas Jorgensen, 2020. "Sensitivity to Calibrated Parameters," CeMMAP working papers CWP16/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Anantha Divakaruni & Peter Zimmerman, 2021. "Uncovering Retail Trading in Bitcoin: The Impact of COVID-19 Stimulus Checks," Working Papers 21-13, Federal Reserve Bank of Cleveland.
• Albrecht, James & Cai, Xiaoming & Gautier, Pieter A. & Vroman, Susan, 2021. "On the Foundations of Competitive Search Equilibrium with and without Market Makers," IZA Discussion Papers 14524, Institute of Labor Economics (IZA).
• Cole, Stephen J. & Milani, Fabio, 2021. "Heterogeneity in Individual Expectations, Sentiment, and Constant-Gain Learning," Working Papers and Research 2021-05, Marquette University, Center for Global and Economic Studies and Department of Economics.
• Kyle Colangelo & Ying-Ying Lee, 2019. "Double debiased machine learning nonparametric inference with continuous treatments," CeMMAP working papers CWP72/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Davide Bazzana & Francesco Menoncin & Sergio Vergalli, 2021. "The day after tomorrow: mitigation and adaptation policies to deal with uncertainty," Working Papers 2021.22, Fondazione Eni Enrico Mattei.
• Bryan S. Graham, 2019. "Network Data," CeMMAP working papers CWP71/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Stojkoski, Viktor & Toshevska-Trpchevska, Katerina & Makrevska Disoska, Elena & Tevdovski, Dragan, 2021. "Identifying complementary relationships between different types of innovation: Evidence from Community Innovation Survey 2012," MPRA Paper 108753, University Library of Munich, Germany.
• Fateh BELAID & Christophe RAULT, 2021. "Energy Expenditure in Egypt: Empirical Evidence Based on a Quantile Regression Approach," LEO Working Papers / DR LEO 2893, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
• Fabian Kindermann & Veronika Püschel, 2021. "Progressive Pensions as an Incentive for Labor Force Participation," Working Papers 2021-038, Human Capital and Economic Opportunity Working Group.
• Manuel Amador & Christopher Phelan, 2021. "Reputation and Partial Default," NBER Working Papers 28997, National Bureau of Economic Research, Inc.
• James Heckman, 2020. "Randomization and Social Policy Evaluation Revisited," CeMMAP working papers CWP7/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Mark A. Aguiar & Manuel Amador & Cristina Arellano, 2021. "Micro Risks and (Robust) Pareto Improving Policies," NBER Working Papers 28996, National Bureau of Economic Research, Inc.
• Franz Dietrich & Brian Jabarian, 2020. "Decision Under Normative Uncertainty," Documents de travail du Centre d'Economie de la Sorbonne 20015rr, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Jun 2021.
• Alfandari, Laurent & Hassanzadeh, Alborz & Ljubic, Ivana, 2020. "An Exact Method for Assortment Optimization under the Nested Logit Model," ESSEC Working Papers WP2001, ESSEC Research Center, ESSEC Business School, revised 2020.
• Ardizzi Guerino & Alessandro Gambini & Andrea Nobili & Emanuele Pimpini & Giorgia Rocco, 2021. "L'impatto della pandemia sull'uso degli strumenti di pagamento in Italia," Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems) 8, Bank of Italy, Directorate General for Markets and Payment System.
• Benjamin Patrick Evans & Mikhail Prokopenko, 2021. "Bounded rationality for relaxing best response and mutual consistency: The Quantal Hierarchy model of decision-making," Papers 2106.15844, arXiv.org, revised Mar 2023.
• Nicolas Caramp & Dejanir H. Silva, 2021. "Monetary Policy and Wealth Effects: The Role of Risk and Heterogeneity," Working Papers 341, University of California, Davis, Department of Economics.
• Makarov, Dmitry, 2020. "Optimal portfolio under ambiguous ambiguity," MPRA Paper 108837, University Library of Munich, Germany, revised Dec 2020.
• Jhon James Mora & Diana Herrera & Juan Fernando Álvarez, 2021. "Los Efectos del Covid-19 Sobre la Duración del Desempleo Juvenil en Cali (Colombia)," Icesi Economics Working Papers 19404, Universidad Icesi.
• Koffi, Siméon, 2021. "Analyse de la politique budgétaire en Côte d’ivoire à partir d’une estimation Bayésienne d’un modèle d'Equilibre Général Dynamique Stochastique (DSGE)," Dynare Working Papers 69, CEPREMAP.
• Maria Elvira Arboleda Castro, 2021. "Breve introducción a los conceptos de oferta, demanda y mercado," Icesi Economics Lecture Notes 19407, Universidad Icesi.
• Ivan Guo & Gregoire Loeper & Jan Obloj & Shiyi Wang, 2021. "Optimal transport for model calibration," Papers 2107.01978, arXiv.org.
• Gluschenko, Konstantin, 2021. "Regional inequality in Russia: Anatomy of convergence," MPRA Paper 108756, University Library of Munich, Germany.
• Laurent Bouton & Aniol Llorente-Saguer & Antonin Macé & Dimitrios Xefteris, 2021. "Voting Rights, Agenda Control and Information Aggregation," NBER Working Papers 29005, National Bureau of Economic Research, Inc.
• Tanweer Akram, 2021. "Multifactor Keynesian Models of the Long-Term Interest Rate," Economics Working Paper Archive wp_991, Levy Economics Institute.
• Fitriah, Nuraida, 2021. "Ekonomi Sosialis dan Kapitalisme," OSF Preprints d8ycs, Center for Open Science.
• Zdzislaw Burda & Andrzej Jarosz, 2021. "Cleaning large-dimensional covariance matrices for correlated samples," Papers 2107.01352, arXiv.org, revised Feb 2022.
• Bester, Helmut, 2021. "Fairness and competition in a bilateral matching market," Discussion Papers 2021/11, Free University Berlin, School of Business & Economics.
• Albanese, Andrea & Fallucchi, Francesco & Verheyden, Bertrand, 2021. "Can a Supranational Medicines Agency Restore Trust After Vaccine Suspensions? The Case of Vaxzevria," IZA Discussion Papers 14553, Institute of Labor Economics (IZA).
• Francesca Micocci & Armando Rungi, 2021. "Predicting Exporters with Machine Learning," Working Papers 03/2021, IMT School for Advanced Studies Lucca, revised Jul 2021.
• Matteo Aquilina & Eric Budish & Peter O'Neill, 2021. "Quantifying the High-Frequency Trading "Arms Race"," NBER Working Papers 29011, National Bureau of Economic Research, Inc.
• Wing Fung Chong & Haoen Cui & Yuxuan Li, 2021. "Pseudo-Model-Free Hedging for Variable Annuities via Deep Reinforcement Learning," Papers 2107.03340, arXiv.org, revised Oct 2022.
• Peter Carr & Roger Lee & Matthew Lorig, 2021. "Robust Replication of Volatility and Hybrid Derivatives on Jump Diffusions," Papers 2107.00554, arXiv.org.
• Doruk Cetemen & Can Urgun & Leeat Yariv, 2021. "Collective Progress: Dynamics of Exit Waves," Papers 2107.00406, arXiv.org.