Report NEP-CWA-2021-06-21

This is the archive for NEP-CWA, a report on new working papers in the area of Central and Western Asia. Nurdilek Dalziel issued this report. It is usually issued weekly.

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Other reports in NEP-CWA

The following items were announced in this report:

• Alan de Bromhead & Alan Fernihough & Markus Lampe & Kevin Hjortshøj O’Rourke, 2021, "Four great Asian trade collapses," Oxford Economic and Social History Working Papers, University of Oxford, Department of Economics, number _190, Apr.
• Ozili, Peterson Kitakogelu, 2021, "Economic policy uncertainty in banking: a literature review," MPRA Paper, University Library of Munich, Germany, number 108017.
• Daniel Hopp, 2021, "Economic Nowcasting with Long Short-Term Memory Artificial Neural Networks (LSTM)," Papers, arXiv.org, number 2106.08901, Jun.
• Ali Hirsa & Joerg Osterrieder & Branka Hadji-Misheva & Jan-Alexander Posth, 2021, "Deep reinforcement learning on a multi-asset environment for trading," Papers, arXiv.org, number 2106.08437, Jun.
• Gandal, Neil & Halaburda, Hanna & Haeringer, Guillaume & Gans, Joshua, 2020, "The Microeconomics of Cryptocurrencies," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14972, Jul.
• Martina Cioni & Giovanni Federico & Michelangelo Vasta, 2021, "The State of the Art of Economic History: The Uneasy Relation with Economics," Working Papers, New York University Abu Dhabi, Department of Social Science, number 20210067, Jun, revised Jun 2021.
• Shabir A A Saleem & Peter N Smith & Abdullah Yalaman, 2021, "Analysis of systematic risk around firm-specific news in an emerging market using high frequency data," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-35, Mar.
• M.A. Anderson & M.H. Davies & J.E. Signoret & S.L.S. Smith, 2021, "Indian buyers in global markets: Quality, prices, and productivity," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-42, Apr.
• George-Marios Angeletos & Chen Lian, 2021, "Determinacy without the Taylor Principle," NBER Working Papers, National Bureau of Economic Research, Inc, number 28881, Jun.
• 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, National Institute of Economic and Social Research, number 530, Jun.
• Daniel Fehrle, 2021, "Hedging Against Inflation: Housing vs. Equity," Discussion Paper Series, Universitaet Augsburg, Institute for Economics, number 342, Jun.
• Humaira Kamal Pasha, 2021, "Education Attainment and Economic Growth of Asian Developing Countries," Working Papers, HAL, number hal-03230025, Mar.
• Soliwoda, Michał & Wieliczko, Barbara & Kulawik, Jacek, 2020, "Circular Economy vs. Sustainability of Agribusiness," Problems of Agricultural Economics / Zagadnienia Ekonomiki Rolnej, Institute of Agricultural and Food Economics - National Research Institute (IAFE-NRI), number 311214, DOI: 10.22004/ag.econ.311214.
• Claudio E. Raddatz K., 2021, "Does the Diversity and Solvency of Authorized Participants Matter for Bond ETF Arbitrage? Evidence from the Dash for Cash Episode," Working Papers, University of Chile, Department of Economics, number wp519, Jun.
• Denny IRAWAN & Tatsuyoshi OKIMOTO, 2021, "Conditional Capital Surplus and Shortfall across Resource Firms," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 21031, Apr.
• Grossmann, Volker & Larin, Benjamin & Steger, Thomas M., 2021, "Das House Kapital," FSES Working Papers, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland, number 523, Jun.
• Matteo Barigozzi & Angelo Cuzzola & Marco Grazzi & Daniele Moschella, 2021, "Factoring in the micro: a transaction-level dynamic factor approach to the decomposition of export volatility," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2021/22, Jun.
• Giovanni Caggiano & Efrem Castelnuovo, 2021, "Global Uncertainty," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0269, Feb.
• Eric Monnet & Francois R. Velde, 2020, "Money, Banking, and Old-School Historical Economics," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2020-28, Nov, DOI: 10.21033/wp-2020-28.
• Todorova, Tamara, 2021, "Market Power and the Incentive to Innovate: A Return to Schumpeter and Arrow," MPRA Paper, University Library of Munich, Germany, number 108121.
• Mukherjee, Sacchidananda & Badola, Shivani, 2021, "Public Finance Management in India in the time of COVID-19 Pandemic," Working Papers, National Institute of Public Finance and Policy, number 21/337, May.
• Leopoldo Catania & Alessandra Luati & Pierluigi Vallarino, 2021, "Economic vulnerability is state dependent," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2021-09, Jun.
• Bacchetta, Philippe & Tièche, Simon & van Wincoop, Eric, 2020, "International Portfolio Choice with Frictions: Evidence from Mutual Funds," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14898, Jun.
• Bertrand Achou & Hippolyte d'Albis & Eleni Iliopulos, 2021, "Real Estate and Rental Markets during Covid Times," Working Papers, HAL, number halshs-03231807, May.
• Julien Hok & Sergei Kucherenko, 2021, "Pricing and Risk Analysis in Hyperbolic Local Volatility Model with Quasi Monte Carlo," Papers, arXiv.org, number 2106.08421, Jun.
• Klump, Rainer & Jurkat, Anne & Schneider, Florian, 2021, "Tracking the rise of robots: A survey of the IFR database and its applications," MPRA Paper, University Library of Munich, Germany, number 107909.
• Tomohiro ARA, 2021, "Optimal Tariffs in the Melitz Model: A sufficient statistics approach for trade policy," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 21032, Apr.
• Malgorzata Rutkowska & Adam Sulich, 2021, "The Green Management Towards a Green Industrial Revolution," Papers, arXiv.org, number 2106.00464, May.
• Sandri, Damiano & Bergant, Katharina & Grigoli, Francesco & Hansen, Niels-Jakob, 2020, "Dampening Global Financial Shocks: Can Macroprudential Regulation Help (More than Capital Controls)?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14948, Jun.
• Junran Wu & Ke Xu & Xueyuan Chen & Shangzhe Li & Jichang Zhao, 2021, "Price graphs: Utilizing the structural information of financial time series for stock prediction," Papers, arXiv.org, number 2106.02522, Jun, revised Nov 2021.
• Eckhard Janeba & Karl Schulz, 2021, "Nonlinear Taxation and International Mobility in General Equilibrium," CESifo Working Paper Series, CESifo, number 9132.
• Timmermann, Allan & Pettenuzzo, Davide & Sabbatucci, Riccardo, 2020, "Dividend Suspensions and Cash Flow Risk during the Covid-19 Pandemic," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14921, Jun.
• James D. Hamilton, 2021, "Supply, Demand, and Specialized Production," NBER Working Papers, National Bureau of Economic Research, Inc, number 28888, Jun.
• Assous, Michaël, 2021, "Review of “Irving Fisher” by Robert W. Dimand," OSF Preprints, Center for Open Science, number m5fbw, May, DOI: 10.31219/osf.io/m5fbw.
• Logan T. Lewis & Ryan Monarch & Michael Sposi & Jing Zhang, 2020, "Structural Change and Global Trade," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2020-25, Nov, DOI: 10.21033/wp-2020-25.
• Juan M. Londono & Sai Ma & Beth Anne Wilson, 2021, "The Global Transmission of Real Economic Uncertainty," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1317, Apr, DOI: 10.17016/IFDP.2021.1317.
• Timothy Watson & Juha Tervala, 2021, "Hysteresis and full employment in a small open economy," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-46, Jun.
• De Koning, Kees, 2021, "The U.S. Great Recession Experience. The Reasons why Losses in Jobs and in Home Equity Savings reinforced each other," MPRA Paper, University Library of Munich, Germany, number 108239, Jun.
• Stephen Broadberry & Elena Korchmina, 2021, "Russian Economic Growth during the Eighteenth Century," Oxford Economic and Social History Working Papers, University of Oxford, Department of Economics, number _192, May.
• Acharya, Viral & Bhadury, Soumya & Surti, Jay, 2020, "Financial Vulnerability and Risks to Growth in Emerging Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14962, Jun.
• Benest, Serge, 2021, "The Politics of Funding: The Rockfeller Foundation and French Economics, 1945-1955," OSF Preprints, Center for Open Science, number 3gmf5, May, DOI: 10.31219/osf.io/3gmf5.
• Miguel D. Ramirez, 2021, "Ricardo's and Marx's Conception of Absolute and Relative Value: A Critical Overview," Working Papers, Trinity College, Department of Economics, number 2101, Oct.
• Pierre-Philippe Combes & Laurent Gobillon & Yanos Zylberberg, 2021, "Urban economics in a historical perspective: Recovering data with machine learning," Working Papers, HAL, number halshs-03231786, May.
• Alvaro Arroyo & Bruno Scalzo & Ljubisa Stankovic & Danilo P. Mandic, 2021, "Dynamic Portfolio Cuts: A Spectral Approach to Graph-Theoretic Diversification," Papers, arXiv.org, number 2106.03417, Jun.
• Neil R. Ericsson, 2021, "Dynamic Econometrics in Action: A Biography of David F. Hendry," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1311, Mar, DOI: 10.17016/IFDP.2021.1311.
• YoungGak KIM & Tomohiko INUI, 2021, "The Impact of AI and Robot Technology on Firm Productivity and Employment (Japanese)," Discussion Papers (Japanese), Research Institute of Economy, Trade and Industry (RIETI), number 21009, Mar.
• Koijen, Ralph & Richmond, Robert & Yogo, Motohiro, 2020, "Which Investors Matter for Equity Valuations and Expected Returns?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14890, Jun.
• Carey W. King, 2021, "Interdependence of Growth, Structure, Size and Resource Consumption During an Economic Growth Cycle," Papers, arXiv.org, number 2106.02512, Jun.
• Mengus, Eric & Andrade, Philippe & Gautier, Erwan, 2020, "What Matters in Households' Inflation Expectations?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14905, Jun.
• Koya Ishikawa & Kazuhide Nakata, 2021, "Online Trading Models with Deep Reinforcement Learning in the Forex Market Considering Transaction Costs," Papers, arXiv.org, number 2106.03035, Jun, revised Dec 2021.
• Ozge Akinci & Gianluca Benigno & Marco Del Negro & Albert Queraltó, 2021, "The Financial (In)Stability Real Interest Rate, R*," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1308, Jan, DOI: 10.17016/IFDP.2021.1308.
• Eichenbaum, Martin & Rebelo, Sérgio & Trabandt, Mathias, 2022, "Epidemics in the Neoclassical and New-Keynesian Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14903, Feb.
• Bruno P. C. Levy & Hedibert F. Lopes, 2021, "Trend-Following Strategies via Dynamic Momentum Learning," Papers, arXiv.org, number 2106.08420, Jun, revised Nov 2021.
• Isaac K. Ofori & Simplice A. Asongu, 2021, "Foreign Direct Investment, Governance and Inclusive Growth in Sub-Saharan Africa," Working Papers, European Xtramile Centre of African Studies (EXCAS), number 21/038, Jun.
• A. Ford Ramsey & Barry Goodwin & Mildred Haley, 2021, "Labor Dynamics and Supply Chain Disruption in Food Manufacturing," NBER Working Papers, National Bureau of Economic Research, Inc, number 28896, Jun.
• Kelly, Morgan & Mokyr, Joel & Ó Gráda, Cormac, 2020, "The Mechanics of the Industrial Revolution," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14884, Jun.
• Javed, Farrukh & Mazur, Stepan & Thorsén, Erik, 2021, "Tangency portfolio weights under a skew-normal model in small and large dimensions," Working Papers, Örebro University, School of Business, number 2021:13, Jun.
• Jaydip Sen & Sidra Mehtab & Abhishek Dutta, 2021, "Volatility Modeling of Stocks from Selected Sectors of the Indian Economy Using GARCH," Papers, arXiv.org, number 2105.13898, May.
• Daniel A. Dias & Carlos Robalo Marques, 2021, "From Micro to Macro: A Note on the Analysis of Aggregate Productivity Dynamics Using Firm-Level Data," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1314, Apr, DOI: 10.17016/IFDP.2021.1314.
• Juan M. Londono & Nancy R. Xu, 2021, "The Global Determinants of International Equity Risk Premiums," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1318, May, DOI: 10.17016/IFDP.2021.1318.
• Asmus, Gerda & Eichenauer, Vera & Fuchs, Andreas & Parks, Bradley, 2021, "Does India use development finance to compete with China? A subnational analysis," Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel), number 2189.
• Clive L. Spash, 2021, "Social Ecological Economics," SRE-Disc, Institute for Multilevel Governance and Development, Department of Socioeconomics, Vienna University of Economics and Business, number sre-disc-2021_06.
• Schneider, Eric, 2020, "Collider Bias in Economic History Research," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14940, Jun.
• Ugbomhe, O. Ugbomhe & P, E. Okpamen & Adomokhai, S. Simon, 2021, "Effects of Demographic Factors on Impulse Buying Behaviour of Consumers in Auchi, Edo State, Nigeria," OSF Preprints, Center for Open Science, number xcrz2, May, DOI: 10.31219/osf.io/xcrz2.

Report NEP-CWA-2021-06-21

This is the archive for NEP-CWA, a report on new working papers in the area of Central and Western Asia. Nurdilek Dalziel issued this report. It is usually issued weekly.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-CWA

The following items were announced in this report: