Report NEP-CWA-2021-09-13

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:

• Firmin Doko Tchatoka & Qazi Haque, 2021, "Revisiting the macroeconomic effects of monetary policy shocks," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 2021-02 Classification-E3, Aug.
• Sangyup Choi & Junhyeok Shin, 2021, "Bitcoin An Inflation Hedge but Not a Safe Haven," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2021_030, Aug.
• Jakub Grossmann, 2021, "The Effects of Minimum Wage Increases in the Czech Republic," Working Papers, Czech National Bank, Research and Statistics Department, number 2021/2, Aug.
• Cho, Thummim, 2020, "Turning alphas into betas: arbitrage and endogenous risk," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 102085, Aug.
• Felix Brandt & Carsten Lausberg, 2021, "Risk and Return of German Real Estate Stocks: A Simulation Approach with Geometric Brownian Motion," ERES, European Real Estate Society (ERES), number eres2021_86, Jan.
• Andrew F. Haughwout & Belicia Rodriguez, 2021, "If Prices Fall, Mortgage Foreclosures Will Rise," Liberty Street Economics, Federal Reserve Bank of New York, number 20210908b, Sep.
• Gee Hee Hong & Matthew Klepacz & Ernesto Pasten & Raphael Schoenle, 2021, "The Real Effects of Monetary Shocks: Evidence from Micro Pricing Moments," Working Papers, Federal Reserve Bank of Cleveland, number 21-17, Sep, DOI: 10.26509/frbc-wp-202117.
• Itzhak Ben-David & Mark J. Johnson & René M. Stulz, 2021, "Models Behaving Badly: The Limits of Data-Driven Lending," NBER Working Papers, National Bureau of Economic Research, Inc, number 29205, Sep.
• Chengcheng Jia & Jing Cynthia Wu, 2021, "Average Inflation Targeting: Time Inconsistency And Intentional Ambiguity," Working Papers, Federal Reserve Bank of Cleveland, number 21-19R, Sep, revised 01 Feb 2022, DOI: 10.26509/frbc-wp-202119r.
• Samia Badji & Nicole Black & David W. Johnston, 2021, "Consequences of Greater Gambling Accessibility," Papers, Centre for Health Economics, Monash University, number 2021-06, Sep.
• Czyżewski, Daniel, 2021, "The relationship between the international trade and economic growth accounting for model uncertainty and reverse causality," MPRA Paper, University Library of Munich, Germany, number 108405.
• Paul Bilokon & David Finkelstein, 2021, "Iterated and exponentially weighted moving principal component analysis," Papers, arXiv.org, number 2108.13072, Aug.
• Marcos Escobar-Anel & Maximilian Gollart & Rudi Zagst, 2021, "Closed-form portfolio optimization under GARCH models," Papers, arXiv.org, number 2109.00433, Sep.
• Jain, Neha & Goli, Srinivas, 2021, "Demographic Change and Economic Growth in India," MPRA Paper, University Library of Munich, Germany, number 109560, Feb.
• Maëlle VAILLE, 2021, "Central bank balance sheet and systemic risk," Bordeaux Economics Working Papers, Bordeaux School of Economics (BSE), number 2021-15.
• Benjamin Caswell, 2021, "Investment Shocks," Working Papers, Lancaster University Management School, Economics Department, number 335109180.
• Andr'es Garc'ia-Medina & Toan Luu Duc Huynh3, 2021, "What drives bitcoin? An approach from continuous local transfer entropy and deep learning classification models," Papers, arXiv.org, number 2109.01214, Sep.
• Rishabh, Kumar, 2021, "Bank as a Venture Capitalist," Working papers, Faculty of Business and Economics - University of Basel, number 2021/09.
• Zhang, Bo & Zhou, Peng, 2021, "Financial Development and Economic Growth in a Microfounded Small Open Economy Model," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2021/21, Sep.
• Noam, Eli, 2021, "The Macro-Economics of Crypto-Currencies: The Role of Private Moneys in Monetary Policy," 23rd ITS Biennial Conference, Online Conference / Gothenburg 2021. Digital societies and industrial transformations: Policies, markets, and technologies in a post-Covid world, International Telecommunications Society (ITS), number 238043.
• Lucien Boulet, 2021, "Forecasting High-Dimensional Covariance Matrices of Asset Returns with Hybrid GARCH-LSTMs," Papers, arXiv.org, number 2109.01044, Aug.
• Herpfer, Christoph & Maturana, Gonzalo, 2020, "Credit Rating Inflation: Is It Still Relevant and Who Prices It?," MPRA Paper, University Library of Munich, Germany, number 109461, Oct.
• Christian Richter & Sara El Asy, 2019, "Is Public Debt Always Harmful to Economic Growth," Working Papers, The German University in Cairo, Faculty of Management Technology, number 52, Oct.
• Takeshi Murooka & Takuro Yamashita, 2021, "Optimal Trade Mechanisms with Adverse Selection and Inferential Mistakes," OSIPP Discussion Paper, Osaka School of International Public Policy, Osaka University, number 21E006, Sep.
• Jain, Neha & Goli, Srinivas, 2021, "Potential demographic dividend for India, 2001 to 2061: A macro-simulation projection using the spectrum model," MPRA Paper, University Library of Munich, Germany, number 109562, Feb.
• Jun Chen & Michael Ewens, 2021, "Venture Capital and Startup Agglomeration," NBER Working Papers, National Bureau of Economic Research, Inc, number 29211, Sep.
• Guido Neidhöfer & Matías Ciaschi & Leonardo Gasparini & Joaquín Serrano, 2021, "Social Mobility and Economic Development: Evidence from a Panel of Latin American Regions," CEDLAS, Working Papers, CEDLAS, Universidad Nacional de La Plata, number 0286, Sep.
• Pollitt, M .G., 2021, "The Further Economic Consequences of Brexit: Energy," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2161, Sep.
• Okumura, Tsunao & Usui, Emiko, 2021, "Pension Expectations and Household Portfolio Choice of the Elderly in Japan," CIS Discussion paper series, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University, number 694, Sep.
• Stephen Lee, 2021, "Idiosyncratic Risk and Private Real Estate Returns," ERES, European Real Estate Society (ERES), number eres2021_219, Jan.
• Simplice A. Asongu & Alex Adegboye & Joseph Nnanna, 2020, "Promoting Female Economic Inclusion for Tax Performance in Sub-Saharan Africa," Working Papers of The Association for Promoting Women in Research and Development in Africa (ASPROWORDA)., The Association for Promoting Women in Research and Development in Africa (ASPROWORDA), number 20/002, Jan.
• Jain, Neha & Goli, Srinivas, 2021, "Demographic Change and Private Savings in India," MPRA Paper, University Library of Munich, Germany, number 109561, Feb.
• Steven C. Bourassa & Martijn Dröes & Martin Hoesli, 2021, "Hedonic Models and Market Segmentation," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-62, Sep.
• J. Scott Davis & Eric van Wincoop, 2021, "A Theory of the Global Financial Cycle," NBER Working Papers, National Bureau of Economic Research, Inc, number 29217, Sep.
• Johnny Flentø, 2021, "Ending Poverty in All its Forms Everywhere," DERG working paper series, University of Copenhagen. Department of Economics. Development Economics Research Group (DERG), number 21-13, Feb.
• Fabio Canova & Filippo Ferroni, 2021, "A Hitchhiker’s Guide to Empirical Macro Models," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2021-15, Sep, revised 03 Oct 2021, DOI: 10.21033/wp-2021-15.
• Prado, Tiago S., 2021, "Kill Zones? Effects of Big Tech Start-up Acquisitions on Innovation," 23rd ITS Biennial Conference, Online Conference / Gothenburg 2021. Digital societies and industrial transformations: Policies, markets, and technologies in a post-Covid world, International Telecommunications Society (ITS), number 238049.
• Adejimi Adebayo, 2021, "Datafication of Commercial Property Markets: Using Accessibility and Rental Value Data to Estimate Future Performance of Commercial Properties," ERES, European Real Estate Society (ERES), number eres2021_114, Jan.
• Koen van Ruijven & Joep Tijm, 2021, "Housing Market Effects of a Railroad Tunneling: Evidence from a quasi-experiment," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 423, Jun, DOI: 10.34932/kkq7-br14.
• Julius O. Campeci~no, 2021, "Portfolio Theory and Security Investment Risk Analysis Using Coefficient of Variation: An Alternative to Mean-Variance Analysis," Papers, arXiv.org, number 2109.03977, Sep, revised Jun 2022.
• Gero Junike & Konstantin Pankrashkin, 2021, "Precise option pricing by the COS method--How to choose the truncation range," Papers, arXiv.org, number 2109.01030, Sep, revised Jan 2022.
• Donatella Baiardi & Maria Gaia Soana, 2021, "Macroeconomic and microeconomic environmental and energy policies: are they effective for improving the environmental performance of listed companies?," Working Papers, University of Milano-Bicocca, Department of Economics, number 478, Aug, revised Aug 2021.
• Makariou, Despoina & Barrieu, Pauline & Chen, Yining, 2021, "A random forest based approach for predicting spreads in the primary catastrophe bond market," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 111529, Nov.
• Fernández-Bonilla, Fernando & Navío-Marco, Julio & Gijón, Covadonga, 2021, "Business Innovation in the Spanish Companies (2003-2016): The Human Factors Definitively Count," 23rd ITS Biennial Conference, Online Conference / Gothenburg 2021. Digital societies and industrial transformations: Policies, markets, and technologies in a post-Covid world, International Telecommunications Society (ITS), number 238021.
• Kristy A. Anderson & Jeffrey Hemmeter & David Wittenburg & Julia Baller & Anne M. Roux & Jessica E. Rast & Paul Shattuck, , "National and State Trends in Autistic Adult Supplemental Security Income Awardees: 2005–2019," Mathematica Policy Research Reports, Mathematica Policy Research, number 03e478314c3b4a60a431e2d21.
• Jung, Benjamin & Kohler, Wilhelm, 2021, "Input-output linkages and monopolistic competition: Input distortion and optimal policies," Hohenheim Discussion Papers in Business, Economics and Social Sciences, University of Hohenheim, Faculty of Business, Economics and Social Sciences, number 06-2021.

Report NEP-CWA-2021-09-13

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: