Report NEP-ORE-2019-05-20
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.Subscribe to this report: email, RSS, or Mastodon.
Other reports in NEP-ORE
The following items were announced in this report:
- Jerry A. Hausman & Haoyang Liu & Ye Luo & Christopher Palmer, 2019. "Errors in the Dependent Variable of Quantile Regression Models," NBER Working Papers 25819, National Bureau of Economic Research, Inc.
- Hauber, Philipp & Schumacher, Christian & Zhang, Jiachun, 2019. "A flexible state-space model with lagged states and lagged dependent variables: Simulation smoothing," Discussion Papers 15/2019, Deutsche Bundesbank.
- Naimoli, Antonio & Storti, Giuseppe, 2019. "Heterogeneous component multiplicative error models for forecasting trading volumes," MPRA Paper 93802, University Library of Munich, Germany.
- Silvia Faggian & Fausto Gozzo & Peter M. Kort, 2019. "Optimal investment with vintage capital: equilibrium distributions," Working Papers 2019: 12, Department of Economics, University of Venice "Ca' Foscari".
- Perron, Pierre & Yamamoto, Yohei & 山本, 庸平 & Zhou, Jing, 2019. "Testing Jointly for Structural Changes in the Error Variance and Coefficients of a Linear Regression Model," Discussion paper series HIAS-E-85, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
- Bernardo J. Zubillaga & Andr'e L. M. Vilela & Chao Wang & Kenric P. Nelson & H. Eugene Stanley, 2019. "A Three-state Opinion Formation Model for Financial Markets," Papers 1905.04370, arXiv.org.
- Adrian Nicolae Capatana, 2017. "Risk assessment of a stock portfolio using value-at-risk," Scientific Papers 0004, Institute of Financial Studies.
- Norde, Henk & Voorneveld, Mark, 2019. "Feasible best-response correspondences and quadratic scoring rules," SSE Working Paper Series in Economics 2019:2, Stockholm School of Economics.
- Subiza, Begoña & Peris, Josep E., 2019. "Sharing the Cost of Maximum Quality Optimal Spanning Trees," QM&ET Working Papers 19-2, University of Alicante, D. Quantitative Methods and Economic Theory.
- Dergunov, Ilya & Meinerding, Christoph & Schlag, Christian, 2019. "Extreme inflation and time-varying consumption growth," Discussion Papers 16/2019, Deutsche Bundesbank.
- Masaaki Fukasawa & Tetsuya Takabatake & Rebecca Westphal, 2019. "Is Volatility Rough ?," Papers 1905.04852, arXiv.org, revised May 2019.
- Jiti Gao & Guangming Pan & Yanrong Yang & Bo Zhang, 2019. "An Integrated Panel Data Approach to Modelling Economic Growth," Monash Econometrics and Business Statistics Working Papers 9/19, Monash University, Department of Econometrics and Business Statistics.
- Menoncin, Francesco & Vergalli, Sergio, 2019. "Optimal Stopping Time, Consumption, Labour, and Portfolio Decision for a Pension Scheme," ETA: Economic Theory and Applications 288459, Fondazione Eni Enrico Mattei (FEEM).
- Wiborg, Vegard Sjurseike & Brekke, Kjell Arne & Nyborg, Karine, 2019. "Collaboration, Alphabetical Order and Gender Discrimination. Evidence from the Lab," Memorandum 4/2019, Oslo University, Department of Economics.
- Bellemare, Charles & Sebald, A. & Suetens, Sigrid, 2019. "Guilt Aversion in Economics and Psychology," Discussion Paper 2019-017, Tilburg University, Center for Economic Research.
- Søren Kjærgaard & Yunus Emre Ergemen & Malene Kallestrup-Lamb & Jim Oeppen & Rune Lindahl-Jacobsen, 2019. "Forecasting Causes of Death using Compositional Data Analysis: the Case of Cancer Deaths," CREATES Research Papers 2019-07, Department of Economics and Business Economics, Aarhus University.
- Lisa Bruttel, 2019. "Is There a Loyalty-Enhancing Effect of Retroactive Price-Reduction Schemes?," CEPA Discussion Papers 05, Center for Economic Policy Analysis.
- Dąbrowski, Marek A. & Wróblewska, Justyna, 2019. "Insulating property of the flexible exchange rate regime: A case of Central and Eastern European countries," MPRA Paper 93813, University Library of Munich, Germany.
- Syazwani, Anis, 2019. "Tobin’s Q and Its Determinants: A Study of Market Valuation in MISC Berhad," MPRA Paper 93776, University Library of Munich, Germany.
- Jeanne Hagenbach & Frédéric Koessler, 2019. "Partial Language Competence," Sciences Po publications 2019-08, Sciences Po.
- Jeanne Hagenbach & Frédéric Koessler, 2019. "Partial Language Competence," Sciences Po Economics Discussion Papers 2019-08, Sciences Po Departement of Economics.
- Perron, Pierre & Yamamoto, Yohei & 山本, 庸平, 2019. "Pitfalls of Two Step Testing for Changes in the Error Variance and Coefficients of a Linear Regression Model," Discussion Papers 2019-01, Graduate School of Economics, Hitotsubashi University.
- Stefano Baccarin, 2019. "Static use of options in dynamic portfolio optimization under transaction costs and solvency constraints," Working papers 063, Department of Economics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino.
- Pierre Dehez & Victor Ginsburgh, 2019. "Approval voting and Shapley ranking," Working Papers of BETA 2019-17, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Eduardo Abi Jaber & Omar El Euch, 2019. "Markovian structure of the Volterra Heston model," Post-Print hal-01716696, HAL.
- Ulrich Faigle & Michel Grabisch, 2017. "Game Theoretic Interaction and Decision: A Quantum Analysis," Post-Print halshs-01659148, HAL.
- Guillaume Chevillon & Alain Hecq & Sébastien Laurent, 2018. "Generating univariate fractional integration within a large VAR(1)," Post-Print hal-01980783, HAL.
- Ademmer, Martin & Boysen-Hogrefe, Jens, 2019. "The impact of forecast errors on fiscal planning and debt accumulation," Kiel Working Papers 2123, Kiel Institute for the World Economy (IfW Kiel).
- Chantal Kegels & Dirk Verwerft, 2018. "Working Paper 09-18 - Economic impact of professional services reform in Belgium - A DSGE simulation," Working Papers 1809, Federal Planning Bureau, Belgium.
- Mikhail Drugov & Dmitry Ryvkin, 2019. "The shape of luck and competition in tournaments," Working Papers w0251, New Economic School (NES).
- Guilherme Bandeira & Jordi Caballe & Eugenia Vella, 2019. "Fiscal Austerity and Migration: A Missing Link," Working Papers 2019009, The University of Sheffield, Department of Economics.
- de Meza, David & Reito, Francesco, 2019. "Too Little Lending: A Problem of Symmetric Information," MPRA Paper 93700, University Library of Munich, Germany.
- Yusuf Emre Akgunduz & Salih Fendoglu, 2019. "Exports, Imported Inputs, and Domestic Supply Networks," Working Papers 1908, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Chami, Maximilian & Kaminyoge, Gabriel, 2019. "Closed House of Wonders museum: Implications to the tourism of Zanzibar Stone Town, UNESCO World Heritage Site," MPRA Paper 93887, University Library of Munich, Germany.
- Rosendahl, Knut Einar, 2019. "EU ETS and the new green paradox," Working Paper Series 2-2019, Norwegian University of Life Sciences, School of Economics and Business.
- Marcelo Neri & Marcos Hecksher & Pedro Silva, 2018. "New imputation procedures in the measurement of inequality, growth, and poverty in Brazil," WIDER Working Paper Series 128, World Institute for Development Economic Research (UNU-WIDER).
- Ha-Huy, Thai & Nguyen, Thi Tuyet Mai, 2019. "Saving and dissaving under Ramsey - Rawls criterion," MPRA Paper 93710, University Library of Munich, Germany.
- Jessica Pac & Ann P. Bartel & Christopher Ruhm & Jane Waldfogel, 2019. "Paid Family Leave and Breastfeeding: Evidence from California," Working Papers 2019-031, Human Capital and Economic Opportunity Working Group.
- Chen, Daniel & Hopfensitz, Astrid & van Leeuwen, Boris & van de Ven, Jeroen, 2019. "The Strategic Display of Emotions," Discussion Paper 2019-014, Tilburg University, Center for Economic Research.
- François Maublanc & Sébastien Rouillon, 2019. "Contests with an uncertain number of prizes," Cahiers du GREThA (2007-2019) 2019-07, Groupe de Recherche en Economie Théorique et Appliquée (GREThA).
- Viola Ackfeld & Werner Güth, 2019. "Personal Information Disclosure under Competition for Benefits: Is Sharing Caring?," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2019_04, Max Planck Institute for Research on Collective Goods.
- Nobuyuki Hanaki & Emily Tanimura & Nicolaas J Vriend, 2019. "The Principle of Minimum Differentiation Revisited: Return of the Median Voter," Post-Print hal-01714582, HAL.
- Ghidoni, Riccardo & Suetens, Sigrid, 2019. "Empirical Evidence on Repeated Sequential Games," Discussion Paper 2019-016, Tilburg University, Center for Economic Research.
- Ioana Deniaud & François Marmier & Jean-Louis Michalak, 2019. "Méthodologie et outil de définition de la stratégie de transition 4.0 pour la chaine logistique," Working Papers of BETA 2019-14, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Holden , Stein T. & Tilahun , Mesfin, 2019. "The Devil is in the Details: Risk Preferences, Choice List Design, and Measurement Error," CLTS Working Papers 3/19, Norwegian University of Life Sciences, Centre for Land Tenure Studies, revised 16 Oct 2019.
- Gannon, Kim & Zhang, Hanzhe, 2019. "An Evolutionary Justification for Overconfidence," Working Papers 2019-4, Michigan State University, Department of Economics.
- Dell'Era, Michele, 2019. "Talking to Influence and the Consulting Paradox," MPRA Paper 93803, University Library of Munich, Germany.
- Daniel Lacker & Mykhaylo Shkolnikov & Jiacheng Zhang, 2019. "Inverting the Markovian projection, with an application to local stochastic volatility models," Papers 1905.06213, arXiv.org.
- Ferman, Bruno, 2019. "Inference in Differences-in-Differences: How Much Should We Trust in Independent Clusters?," MPRA Paper 93746, University Library of Munich, Germany.
- Akyeampong, Emmanuel, 2017. "African Socialism; or the Search for an Indigenous Model of Economic Development," African Economic History Working Paper 36/2017, African Economic History Network.
- Lassila, Jukka & Valkonen, Tarmo, 2019. "Pension Funds and Risk-sharing in the Finnish Earnings-related Pension System," ETLA Reports 90, The Research Institute of the Finnish Economy.
- Joseph Staudt & Yifang Wei & Lisa Singh & Shawn D. Klimek & J. Bradford Jensen & Andrew L. Baer, 2019. "Automating Response Evaluation for Franchising Questions on the 2017 Economic Census," NBER Working Papers 25818, National Bureau of Economic Research, Inc.
- Abramova, Inna & Core, John & Sutherland, Andrew, 2019. "Institutional Investor Attention and Firm Disclosure," MPRA Paper 93665, University Library of Munich, Germany.
- Fischer, Christoph, 2019. "Equilibrium real exchange rate estimates across time and space," Discussion Papers 14/2019, Deutsche Bundesbank.
- Stefan Steinerberger & Aleh Tsyvinski, 2019. "Tax Mechanisms and Gradient Flows," NBER Working Papers 25821, National Bureau of Economic Research, Inc.
- Korniotis, George & Bhambhwani, Siddharth & Delikouras, Stefanos, 2019. "Blockchain Characteristics and the Cross-Section of Cryptocurrency Returns," CEPR Discussion Papers 13724, C.E.P.R. Discussion Papers.
- Jessie Sun, 2019. "A Stock Selection Method Based on Earning Yield Forecast Using Sequence Prediction Models," Papers 1905.04842, arXiv.org.
- Fernando Fernandes Neto & Claudio Garcia, Rodrigo de Losso da Silveira Bueno, Pedro Delano Cavalcanti, Alemayehu Solomon Admas, 2019. "Deep Haar Scattering Networks in Unidimensional Pattern Recognition Problems," Working Papers, Department of Economics 2019_16, University of São Paulo (FEA-USP).
- Isaure Delaporte, 2019. "Ethnic Identity and the Employment Outcomes of Immigrants: Evidence from France," Studies in Economics 1904, School of Economics, University of Kent.
- Guay C. Lim & Robert Dixon & Jan C. van Ours, 2019. "Beyond Okun's Law: Output Growth and Labor Market Flows," Melbourne Institute Working Paper Series wp2019nxx, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Michal Bencik, 2019. "Construction of a survey-based measure of output Gap," Working and Discussion Papers WP 3/2019, Research Department, National Bank of Slovakia.
- Fix, Blair, 2019. "How the rich are different: Hierarchical power as the basis of income and class," Working Papers on Capital as Power 2019/02, Capital As Power - Toward a New Cosmology of Capitalism.
- Martin Hellwig, 2019. "Target-Falle oder Empörungsfalle? – Zur deutschen Diskussion um die Europäische Währungsunion," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2019_05, Max Planck Institute for Research on Collective Goods.
- Eugene Braslavskiy & Firmin Doko Tchatoka & Virginie Masson, 2019. "The importance of Punishment Substitutability in Criminometric Studies," School of Economics and Public Policy Working Papers 2019-02, University of Adelaide, School of Economics and Public Policy.
- Ran Abramitzky & Leah Platt Boustan & Katherine Eriksson & James J. Feigenbaum & Santiago Pérez, 2019. "Automated Linking of Historical Data," NBER Working Papers 25825, National Bureau of Economic Research, Inc.
- Cappelen, Alexander W. & Mollerstrom, Johanna & Reme, Bjørn-Atle & Tungodden, Bertil, 2019. "A Meritocratic Origin of Egalitarian Behavior," Discussion Paper Series in Economics 9/2019, Norwegian School of Economics, Department of Economics.
- Pietro Tebaldi & Alexander Torgovitsky & Hanbin Yang, 2019. "Nonparametric Estimates of Demand in the California Health Insurance Exchange," NBER Working Papers 25827, National Bureau of Economic Research, Inc.
- Lisa Bruttel & Lisa Juri Nithammer & Florian Stolley, 2019. "”Thanks in Advance”: The Negative Effect of a Polite Phrase on Compliance with a Request," CEPA Discussion Papers 07, Center for Economic Policy Analysis.
- Cukierman, Alex, 2019. "Implications of the permanent-transitory confusion for New-Keynesian modeling, inflation forecasts and the post-crisis era," CEPR Discussion Papers 13727, C.E.P.R. Discussion Papers.
- George J. Borjas, 2019. "Immigration and Economic Growth," NBER Working Papers 25836, National Bureau of Economic Research, Inc.
- Vásquez Cordano, Arturo Leonardo, 2018. "El Mercado del Litio y la Revolución de las Energías Renovables," Documentos de Trabajo 002, Escuela de Postgrado GERENS.
- Bergh, Andreas & Bjørnskov, Christian, 2019. "Does Economic Freedom Boost Growth for Everyone?," Working Paper Series 1276, Research Institute of Industrial Economics.
- Yongchen Zhao, 2019. "Updates to Household Inflation Expectations: Signal or Noise?," Working Papers 2019-01, Towson University, Department of Economics, revised May 2019.
- Fortuna Casoria & Alice Ciccone, 2019. "Do upfront investments increase cooperation? A laboratory experiment," Working Papers 1918, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.