Report NEP-ORE-2022-05-02

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:

• Aknouche, Abdelhakim & Scotto, Manuel, 2022. "A multiplicative thinning-based integer-valued GARCH model," MPRA Paper 112475, University Library of Munich, Germany.
• Junior A. Ojeda Cunya & Gabriel Rodríguez, 2022. "Time-Varying Effects of External Shocks on Macroeconomic Fluctuations in Peru: An Empirical Application using TVP-VAR- SV Models," Documentos de Trabajo / Working Papers 2022-507, Departamento de Economía - Pontificia Universidad Católica del Perú.
• Alexander Chudik & M. Hashem Pesaran & Ron P. Smith, 2022. "Revisiting the Great Ratios Hypothesis," CESifo Working Paper Series 9625, CESifo.
• Glötzl, Erhard, 2022. "General Constrained Dynamic (GCD) models with intertemporal utility functions," MPRA Paper 112387, University Library of Munich, Germany.
• Shi, Chengchun & Li, Lexin, 2022. "Testing mediation effects using logic of Boolean matrices," LSE Research Online Documents on Economics 108881, London School of Economics and Political Science, LSE Library.
• A. Abdulhakeem, Kilishi, 2022. "Modeling with Time Series: Issues and Common Errors," Working Papers 24, Department of Economics, University of Ilorin.
• Naimoli, Antonio, 2022. "The information content of sentiment indices for forecasting Value at Risk and Expected Shortfall in equity markets," MPRA Paper 112588, University Library of Munich, Germany.
• Jagoda Kaszowska-Mojsa & Przemyslaw Wlodarczyk, 2020. "To freeze or not to freeze? Epidemic prevention and control in the DSGE model with agent-based epidemic component," Lodz Economics Working Papers 3/2020, University of Lodz, Faculty of Economics and Sociology.
• Glötzl, Erhard, 2022. "Macroeconomic General Constrained Dynamic models (GCD models)," MPRA Paper 112385, University Library of Munich, Germany.
• Jochmans, Koen & Higgins, Ayden, 2022. "Bootstrap inference for fixed-effect models," TSE Working Papers 22-1328, Toulouse School of Economics (TSE), revised Dec 2023.
• Mtero, Charles Tapedza & Runganga, Raynold, 2021. "Inflation and Stock Market Returns in Zimbabwe: Comparison Among the GARCH, EGARCH and TGARCH Models," MPRA Paper 112408, University Library of Munich, Germany, revised 15 Mar 2022.
• Godwin, Alexander, 2022. "Estimating illiquid asset class alpha and beta using secondary transaction prices," MPRA Paper 112510, University Library of Munich, Germany.
• Godwin, Alexander, 2022. "Hedge fund alpha and beta corrected for stale pricing," MPRA Paper 112509, University Library of Munich, Germany.
• Tongseok Lim, 2022. "Cooperative networks and Hodge-Shapley value," Papers 2203.06860, arXiv.org, revised Aug 2024.
• Darren Shannon & Grigorios Fountas, 2022. "Amending the Heston Stochastic Volatility Model to Forecast Local Motor Vehicle Crash Rates: A Case Study of Washington, D.C," Papers 2203.01729, arXiv.org.
• Congressional Budget Office, 2022. "Quantifying the Uncertainty of Long-Term Economic Projections: Working Paper 2022-07," Working Papers 57711, Congressional Budget Office.
• Kengo NUTAHARA, 2022. "A benefit of monetary policy response to inequality," CIGS Working Paper Series 22-006E, The Canon Institute for Global Studies.
• Lotfi Boudabsa & Damir Filipović, 2022. "Ensemble learning for portfolio valuation and risk management," Swiss Finance Institute Research Paper Series 22-30, Swiss Finance Institute.
• Goodhart, C. A. E. & Lastra, R. M., 2020. "Equity finance: matching liability to power," LSE Research Online Documents on Economics 103754, London School of Economics and Political Science, LSE Library.
• Zhiguo He & Zhaogang Song, 2022. "Agency MBS as Safe Assets," NBER Working Papers 29899, National Bureau of Economic Research, Inc.
• Shota Ichihashi & Byung-Cheol Kim, 2022. "Addictive Platforms," Staff Working Papers 22-16, Bank of Canada.
• Kuikeu, Oscar, 2022. "Les coûts de l’inflation [Inflation costs]," MPRA Paper 112624, University Library of Munich, Germany.
• Shah, Anand, 2022. "Valuation of Loyalty Tokens," MPRA Paper 111986, University Library of Munich, Germany.
• Pötscher, Benedikt M. & Preinerstorfer, David, 2022. "A Modern Gauss-Markov Theorem? Really?," MPRA Paper 112607, University Library of Munich, Germany.
• Céline Azémar & Rodolphe Desbordes & Paolo Melindi-Ghidi & Jean-Philippe Nicolaï, 2022. "Winners and Losers of the COVID-19 Pandemic: An Excess Profits Tax Proposal," EconomiX Working Papers 2022-8, University of Paris Nanterre, EconomiX.
• Altomonte, Carlo & Ottaviano, Gianmarco & Rungi, Armando & Sonno, Tommaso, 2021. "Business groups as knowledge-based hierarchies of firms," LSE Research Online Documents on Economics 113855, London School of Economics and Political Science, LSE Library.
• Martin Magris & Mostafa Shabani & Alexandros Iosifidis, 2022. "Bayesian Bilinear Neural Network for Predicting the Mid-price Dynamics in Limit-Order Book Markets," Papers 2203.03613, arXiv.org, revised Jan 2023.
• Gustavo Bittencourt & Nicolás Reig & Cecilia Rodriguez, 2020. "Efectos de la inversión extranjera directa sobre la inversión en América Latina 1970-2017," Documentos de Trabajo (working papers) 0320, Department of Economics - dECON.
• Bronsoler, Ari & Doyle, Joseph & Van Reenen, John, 2021. "The impact of healthcare IT on clinical quality, productivity and workers," LSE Research Online Documents on Economics 113859, London School of Economics and Political Science, LSE Library.
• Maria Barrero, Jose & Bloom, Nicholas & Davis, Steven J., 2021. "Why working from home will stick," LSE Research Online Documents on Economics 113912, London School of Economics and Political Science, LSE Library.
• Porras, María Sylvina & Martín-Román, Ángel L., 2022. "The heterogeneity of Okun’s law: A metaregression analysis," MPRA Paper 112442, University Library of Munich, Germany.
• Franklin Allen & Xian Gu & Julapa Jagtiani, 2022. "Fintech, Cryptocurrencies, and CBDC: Financial Structural Transformation in China”," Working Papers 22-12, Federal Reserve Bank of Philadelphia.
• Kurniawati, 2021. "Antecedents of Organizational Change and Its' Consequence towards Organizational Performance," GATR Journals gjbssr604, Global Academy of Training and Research (GATR) Enterprise.
• Ranaldi, Marco, 2022. "Global distributions of capital and labor incomes: capitalization of the global middle class," LSE Research Online Documents on Economics 113899, London School of Economics and Political Science, LSE Library.
• Weichenrieder, Alfons J., 2022. "Russia today: The Russian invasion of Ukraine and Russia's public finances," SAFE Policy Letters 96, Leibniz Institute for Financial Research SAFE.
• Leromain, Elsa & Vannoorenberghe, Gonzague, 2021. "Voting under threat: evidence from the 2020 French local elections," LSE Research Online Documents on Economics 113916, London School of Economics and Political Science, LSE Library.
• Ozan Candogan & Nicole Immorlica & Bar Light & Jerry Anunrojwong, 2022. "Social Learning under Platform Influence: Consensus and Persistent Disagreement," Papers 2202.12453, arXiv.org, revised Oct 2023.
• Serrona, Kevin Roy B. & Yu, Jeongsoo & Camarin, Mary Jean A., 2022. "Addressing Marine Litter Through Sustainable Tourism: The Case of the Siargao Islands in the Southern Philippines," ADBI Working Papers 1302, Asian Development Bank Institute.
• David Canning & Marie Christelle Mabeu & Roland Pongou, 2022. "Colonial Origins and Fertility: Can the Market Overcome History?," Working Papers 2201E Classification-I12,, University of Ottawa, Department of Economics.
• Vos, Cora & Rösemann, Claus & Haenel, Hans-Dieter & Dämmgen, Ulrich & Döring, Ulrike & Wulf, Sebastian & Eurich-Menden, Brigitte & Freibauer, Annette & Döhler, Helmut & Schreiner, Carsten & Osterburg,, 2022. "Calculations of gaseous and particulate emissions from German agriculture 1990 - 2020: Report on methods and data (RMD) Submission 2022 [Berechnung von gas- und partikelförmigen Emissionen aus der ," Thünen Reports 91, Johann Heinrich von Thünen Institute, Federal Research Institute for Rural Areas, Forestry and Fisheries.
• Pinto, Ricardo & Henriques, Sofia & Brockway, Paul & Heun, Matthew & Sousa, Tânia, 2022. "The rise and stall of world electricity efficiency:1900-2017, results and implication for the renewables transitions," MPRA Paper 112487, University Library of Munich, Germany.
• Moens, Eline & Verhofstadt, Elsy & Van Ootegem, Luc & Baert, Stijn, 2022. "Disentangling the Attractiveness of Telework to Employees: A Factorial Survey Experiment," IZA Discussion Papers 15190, Institute of Labor Economics (IZA).
• Shiiba, Nagisa & Maekawa, Miko & Vegh, Tibor & Virdin, John, 2022. "Tracking International Aid Projects for Ocean Conservation and Climate Action," ADBI Working Papers 1308, Asian Development Bank Institute.
• Gruber, Jonathan & Lordan, Grace & Pilling, Stephen & Propper, Carol & Saunders, Rob, 2022. "The Impact of Mental Health Support for the Chronically Ill on Hospital Utilisation: Evidence from the UK," IZA Discussion Papers 15181, Institute of Labor Economics (IZA).
• Chmielewska, Barbara, 2022. "Degree and Scope of The Fulfillment of Needs as Indicators of Living Standard and Life Quality," Problems of Agricultural Economics / Zagadnienia Ekonomiki Rolnej 320313, Institute of Agricultural and Food Economics - National Research Institute (IAFE-NRI).
• Nadzirah Mohd Said, 2021. "Intention Towards Using Loan in Income Generating Activities: A Conceptual Study Among Poor and Low-Income Households," GATR Journals jfbr190, Global Academy of Training and Research (GATR) Enterprise.
• Andrea Bassanini & Giulia Bovini & Eve Caroli & Jorge Casanova Ferrando & Federico Cingano & Paolo Falco & Florentino Felgueroso & Marcel Jansen & Pedro S. Martins & António Melo & Michael Oberfichtne, 2022. "Labour Market Concentration, Wages and Job Security in Europe," Working Papers 2022-04, FEDEA.
• Benjamin Avanzi & Mark Lavender & Greg Taylor & Bernard Wong, 2022. "Detection and treatment of outliers for multivariate robust loss reserving," Papers 2203.03874, arXiv.org, revised Jun 2023.
• Wolfgang Frimmel & Bernhard Schmidpeter & Rene Wiesinger & Rudolf Winter-Ebmer, 2022. "Mandatory Wage Posting, Bargaining and the Gender Wage Gap," Economics working papers 2022-02, Department of Economics, Johannes Kepler University Linz, Austria.
• Ahmad, Ehtisham, 2021. "Multilevel financing of sustainable infrastructure in China— policy options for inclusive, resilient and green growth," LSE Research Online Documents on Economics 114565, London School of Economics and Political Science, LSE Library.
• Alan S Duncan, 2022. "Behind the Line: Poverty and disadvantage in Australia 2022," Bankwest Curtin Economics Centre Report series FS09, Bankwest Curtin Economics Centre (BCEC), Curtin Business School.
• Claude Diebolt & Karine Pellier, 2022. "Patents in the Long Run : Theory, History and Statistics," Working Papers hal-02929514, HAL.
• SULIS Patrizia & VANDECASTEELE Ine & HALMOS Andrea & NI EARCAIN Noirin & MAISTRALI Antigoni & AURAMBOUT Jean-Philippe & LAVALLE Carlo, 2022. "Cities fit for the digital age," JRC Research Reports JRC128724, Joint Research Centre.
• Shanglyu Deng, 2022. "Speculation in Procurement Auctions," Papers 2203.03044, arXiv.org, revised May 2022.
• Mohamed K Haq, 2021. "Historical Evolution of Sustainable Community Economic Development in Business and Economics," GATR Journals jber210, Global Academy of Training and Research (GATR) Enterprise.
• Lars Hornuf & Daniel Vrankar, 2022. "Hourly Wages in Crowdworking: A Meta-Analysis," CESifo Working Paper Series 9540, CESifo.
• Rebecca Stuart, 2022. "160 Years of Aggregate Supply and Demand in Switzerland," IRENE Working Papers 22-01, IRENE Institute of Economic Research.
• Giménez-Nadal, José Ignacio & Molina, José Alberto & Velilla, Jorge, 2022. "Intermediate activities while commuting," GLO Discussion Paper Series 1080, Global Labor Organization (GLO).
• Maria Teresa Medeiros Garcia & Ana Jin Ye, 2022. "Risk-taking by banks: Evidence from European Union countries," Working Papers REM 2022/0225, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
• Riccardo Righi & Camila Pineda Leon & Melisande Cardona & Josep Soler Garrido & Michail Papazoglou & Sofia Samoili & Miguel Vazquez-Prada Baillet, 2022. "AI Watch Index 2021," JRC Research Reports JRC128744, Joint Research Centre.
• Hyong-Chol O & Tae-Song Choe, 2022. "General properties of the Solutions to Moving Boundary Problems for Black-Sholes Equations," Papers 2203.05726, arXiv.org.
• Azhgaliyeva, Dina & Kapsalyamova, Zhanna, 2021. "Policy Support in Promoting Green Bonds in Asia," ADBI Working Papers 1275, Asian Development Bank Institute.
• Ben Conigrave & Philip Hemmings, 2022. "Making Norway’s housing more affordable and sustainable," OECD Economics Department Working Papers 1711, OECD Publishing.
• Ravi Kashyap, 2022. "Are Instrumental Variables Really That Instrumental? Endogeneity Resolution in Regression Models for Comparative Studies," Papers 2203.14255, arXiv.org.
• Lena Dräger & Klaus Gründler & Niklas Potrafke, 2022. "Political Shocks and Inflation Expectations: Evidence from the 2022 Russian Invasion of Ukraine," CESifo Working Paper Series 9649, CESifo.
• Bernardo Alves Furtado & Gustavo Onofre Andre~ao, 2022. "Machine Learning Simulates Agent-Based Model Towards Policy," Papers 2203.02576, arXiv.org, revised Nov 2022.
• Bunce, John A & McElreath, Richard, 2022. "Ethnicity and cultural dynamics," SocArXiv jr7u5, Center for Open Science.
• Boarnet, Marlon G. & Flores Moctezuma, David & Gross, James, 2022. "New Open-Source Analyses of Transit Job Access and Transit Ridership," Institute of Transportation Studies, Working Paper Series qt7t5876bw, Institute of Transportation Studies, UC Davis.
• Li, Xinmeng & Wang, Kailai & Chen, Zhenhua, 2021. "Regional Economic Impacts of Trans-Caspian Infrastructure Improvement: Implications for the Post-COVID-19 Era," ADBI Working Papers 1274, Asian Development Bank Institute.
• Resce, Giuliano & Vaquero-Pineiro, Cristina, 2022. "Predicting Agri-food Quality across Space: A Machine Learning Model for the Acknowledgment of Geographical Indications," Economics & Statistics Discussion Papers esdp22082, University of Molise, Department of Economics.
• Oskar Chmiel & Piotr KaŸmierkiewicz & Karalina Sauka & Agnieszka Kulesa, 2021. "The Migration of Belarusians to Poland and The European Union: The Situation after August 2020," Belarus Insights 0004, CASE-Center for Social and Economic Research.
• Sudo Yi & Deok-Sun Lee, 2022. "Structure of international trade hypergraphs," Papers 2203.05762, arXiv.org, revised Oct 2022.
• Mufhumudzi Muthivhi & Terence L. van Zyl, 2022. "Fusion of Sentiment and Asset Price Predictions for Portfolio Optimization," Papers 2203.05673, arXiv.org.
• Zoe Hitzig & Benjamin Niswonger, 2022. "Optimal Defaults, Limited Enforcement and the Regulation of Contracts," Papers 2203.01233, arXiv.org, revised May 2022.
• Kintzinger, Paulina & Horky, Florian, 2022. "Dynamics and Developments of Chinese M&A Transactions in the wake of the BRI: A comparison of Germany and CEEC," MPRA Paper 112630, University Library of Munich, Germany.
• Pietro Biroli & Titus J. Galama & Stephanie von Hinke & Hans van Kippersluis & Cornelius A. Rietveld & Kevin Thom, 2022. "The Economics and Econometrics of Gene-Environment Interplay," Papers 2203.00729, arXiv.org.
• Bulman, George & Fairlie, Robert W., 2022. "The Impact of COVID-19 on Community College Enrollment and Student Success: Evidence from California Administrative Data," IZA Discussion Papers 15196, Institute of Labor Economics (IZA).
• Guillard, Charlotte & Martin, Ralf & Thomas, Catherine & Verhoeven, Dennis, 2021. "Efficient industrial policy for innovation: standing on the shoulders of hidden giants," LSE Research Online Documents on Economics 113832, London School of Economics and Political Science, LSE Library.
• Ridi, Niccolò & Fikfak, Veronika, 2022. "Sanctioning to change state behaviour," ILE Working Paper Series 59, University of Hamburg, Institute of Law and Economics.
• Hipp, Lena & Schlüter, Charlotte & Molina, Stefania, 2022. "The role of employers in reducing the implementation gap in leave policies," Discussion Papers, Junior Research Group Work and Care SP I 2022-502, WZB Berlin Social Science Center.
• Silano, Filippo, 2022. "Revolving doors in government debt management," ILE Working Paper Series 61, University of Hamburg, Institute of Law and Economics.
• Federico Echenique & Joseph Root & Fedor Sandomirskiy, 2022. "Efficiency in Random Resource Allocation and Social Choice," Papers 2203.06353, arXiv.org, revised Aug 2022.
• Ha, Jongrim & Kose, Ayhan M. & Ohnsorge, Franziska, 2022. "From Low to High Inflation: Implications for Emerging Market and Developing Economies," MPRA Paper 112596, University Library of Munich, Germany.
• Gözlügöl, Alperen A. & Ringe, Wolf-Georg, 2022. "Private companies: The missing link on the path to net zero," SAFE Working Paper Series 342, Leibniz Institute for Financial Research SAFE.
• Rodríguez Torres, Omar, 2022. "The productive role of social policy," MERIT Working Papers 2022-010, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
• Emanuel A. Azcona & Byoung-Woo Kim & Nicole L. Vike & Sumra Bari & Shamal Lalvani & Leandros Stefanopoulos & Sean Woodward & Martin Block & Aggelos K. Katsaggelos & Hans C. Breiter, 2022. "Discrete, recurrent, and scalable patterns in human judgement underlie affective picture ratings," Papers 2203.06448, arXiv.org.
• Fabian Braesemann & Max Schuler, 2022. "Data Science vs Putin: How much does each of us pay for Putin's war?," Papers 2203.02756, arXiv.org.
• Coad, Alexander & Amaral-Garcia, Sofia & Bauer, Peter & Domnick, Clemens & Harasztosi, Péter & Pál, Rozália & Teruel, Mercedes, 2022. "Investment expectations by vulnerable European firms: A difference-in-difference approach," EIB Working Papers 2022/04, European Investment Bank (EIB).
• Tayfun Sonmez & M. Bumin Yenmez, 2022. "Constitutional Implementation of Affirmative Action Policies in India," Papers 2203.01483, arXiv.org, revised Mar 2024.
• Lukas Wellner & Axel Dreher & Andreas Fuchs & Bradley C. Parks & Austin M. Strange, 2022. "Can Aid Buy Foreign Public Support? Evidence from Chinese Development Finance," CESifo Working Paper Series 9646, CESifo.
• Isaiah Hull & Anna Grodecka-Messi, 2022. "Measuring the Impact of Taxes and Public Services on Property Values: A Double Machine Learning Approach," Papers 2203.14751, arXiv.org.
• Keyon Vafa & Emil Palikot & Tianyu Du & Ayush Kanodia & Susan Athey & David M. Blei, 2022. "CAREER: A Foundation Model for Labor Sequence Data," Papers 2202.08370, arXiv.org, revised Feb 2024.
• Eiji Yamamura & Youki Koska & Yoshiro Tsutsui & Fumio Ohtake, 2022. "Effect of the COVID-19 vaccine on preventive behaviors: Evidence from Japan," Papers 2203.07660, arXiv.org.
• Dadasaheb G. Godase & P. R. Sheshagiri Rao & Anil Gore, 2022. "Favorit: farmers volatility risk treatment," Papers 2203.12395, arXiv.org, revised Mar 2022.
• Daniel L. Bennett & Christopher J. Boudreaux & Boris N. Nikolaev, 2022. "Populist Discourse and Entrepreneurship: The Role of Political Ideology and Institutions," Papers 2203.04101, arXiv.org.
• Tamas David-Barrett, 2022. "Clustering Drives Cooperation on Reputation Networks, All Else Fixed," Papers 2203.00372, arXiv.org.
• Pedro Cadahia & Antonio A. Golpe & Juan M. Mart'in 'Alvarez & E. Asensio, 2022. "Measuring anomalies in cigarette sales by using official data from Spanish provinces: Are there only the anomalies detected by the Empty Pack Surveys (EPS) used by Transnational Tobacco Companies (TTC," Papers 2203.06640, arXiv.org.