Report NEP-CWA-2022-03-28

This is the archive for NEP-CWA, a report on new working papers in the area of Central and Western Asia. Avinash Vats 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:

• Toshiko Matsui & Ali Al-Ali & William J. Knottenbelt, 2022. "On the Dynamics of Solid, Liquid and Digital Gold Futures," Papers 2202.09845, arXiv.org.
• Simon Cornée & Anastasia Cozarenco & Ariane Szafarz, 2022. "The Changing Role of Banks in the Financial System: Social versus Conventional Banks," Economics Working Paper Archive (University of Rennes & University of Caen) 2022-02, Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS.
• Christophe Muller, 2022. "Poverty Measurement under Income and Price Dispersions," AMSE Working Papers 2204, Aix-Marseille School of Economics, France.
• Thanasis Stengos & Theodore Panagiotidis & Georgios Papapanagiotou, 2022. "On the volatility of cryptocurrencies," Working Papers 2202, University of Guelph, Department of Economics and Finance.
• Joel Bowman, 2022. "Consequences of zombie businesses: Australia’s experience," CAMA Working Papers 2022-23, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Victor Olkhov, 2022. "Market-Based Price Autocorrelation," Papers 2202.09323, arXiv.org, revised Feb 2024.
• Ajay Chhibber, 2022. "Economic Planning in India: Did We Throw the Baby Out with the Bathwater?," Working Papers 2022-03, The George Washington University, Institute for International Economic Policy.
• Sulka, Tomasz, 2022. "Planning and saving for retirement," DICE Discussion Papers 384, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
• Takushi Kurozumi & Ryohei Oishi, 2022. "A Comparison of Japanese and US New Keynesian Phillips Curves with Bayesian VAR-GMM," Bank of Japan Working Paper Series 22-E-3, Bank of Japan.
• Timothy Kam & Junsang Lee, 2022. "Inflationary Redistribution, Trading Opportunities and Consumption Inequality," ANU Working Papers in Economics and Econometrics 2022-685, Australian National University, College of Business and Economics, School of Economics.
• Albuquerque, Bruno & Varadi, Alexandra, 2022. "Consumption effects of mortgage payment," Bank of England working papers 963, Bank of England.
• Draca, Mirko & Garred, Jason & Stickland, Leanne & Warrinnier, Nele, 2022. "On Target? The Incidence of Sanctions Across Listed Firms in Iran," The Warwick Economics Research Paper Series (TWERPS) 1400, University of Warwick, Department of Economics.
• George-Marian Aevoae & Alin Marius Andries & Steven Ongena & Nicu Sprincean, 2022. "ESG and Systemic Risk," Swiss Finance Institute Research Paper Series 22-25, Swiss Finance Institute.
• German Rodikov & Nino Antulov-Fantulin, 2022. "Can LSTM outperform volatility-econometric models?," Papers 2202.11581, arXiv.org.
• Adam Kucera & Evzen Kocenda & Ales Marsal, 2022. "Yield Curve Dynamics and Fiscal Policy Shocks," Working Papers IES 2022/04, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Apr 2022.
• Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022. "Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices," Working Papers hal-03573080, HAL.
• Alfarano, Simone & Blanco-Arroyo, Omar, 2022. "Banking Sector Concentration, Credit Supply Shocks and Aggregate Fluctuations," MPRA Paper 111972, University Library of Munich, Germany.
• Florian Bourgey & Stefano De Marco & Emmanuel Gobet, 2022. "Weak approximations and VIX option price expansions in forward variance curve models," Papers 2202.10413, arXiv.org, revised May 2022.
• Benjamin Bruder & Nazar Kostyuchyk & Thierry Roncalli, 2022. "Risk Parity Portfolios with Skewness Risk: An Application to Factor Investing and Alternative Risk Premia," Papers 2202.10721, arXiv.org.
• Derek Messacar, 2022. "Loss-Averse Tax Manipulation and Tax-Preferred Savings," Cahiers de recherche / Working Papers 8, Institut sur la retraite et l'épargne / Retirement and Savings Institute.
• Elisa Luciano & Jean Charles Rochet, 2021. "Risk Appetite Fluctuations in the Insurance Industry," Carlo Alberto Notebooks 666 JEL Classification: G, Collegio Carlo Alberto.
• Xu, Yongdeng, 2022. "The Exponential HEAVY Model: An Improved Approach to Volatility Modeling and Forecasting," Cardiff Economics Working Papers E2022/5, Cardiff University, Cardiff Business School, Economics Section.
• Levy, Daniel & Mayer, Tamir & Raviv, Alon, 2022. "Economists in the 2008 Financial Crisis: Slow to See, Fast to Act," MPRA Paper 112008, University Library of Munich, Germany.
• John Stachurski, 2022. "Systemic Risk in Financial Systems: Properties of Equilibria," Papers 2202.11183, arXiv.org.
• Giuliano Toshiro Yajima & Lorenzo Nalin, 2022. "Financial Barriers to Structural Change in Developing Economies: A Theoretical Framework," Economics Working Paper Archive wp_1004, Levy Economics Institute.
• Foellmi, Reto & Hepenstrick, Christian & Torun, David, 2022. "Triangle Inequalities in International Trade: The Neglected Dimension," Economics Working Paper Series 2201, University of St. Gallen, School of Economics and Political Science.
• Ralph S. J. Koijen & Robert J. Richmond & Motohiro Yogo, 2020. "Which Investors Matter for Global Equity Valuations and Expected Returns?," Working Papers 2020-34, Princeton University. Economics Department..
• Nikan Firoozye & Vincent Tan & Stefan Zohren, 2022. "Canonical Portfolios: Optimal Asset and Signal Combination," Papers 2202.10817, arXiv.org, revised Jul 2023.
• Victoria Dobrynskaya & Mikhail Dubrovskiy, 2022. "Cryptocurrencies Meet Equities: Risk Factors And Asset Pricing Relationships," HSE Working papers WP BRP 86/FE/2022, National Research University Higher School of Economics.
• Gurjeet Singh, 2022. "Machine Learning Models in Stock Market Prediction," Papers 2202.09359, arXiv.org.
• Ronan Le Velly, 2021. "Market innovation in the light of actor-network theory: state of the art and managerial implications [L’innovation marchande à la lumière de la théorie de l’acteur-réseau : état de l’art et implica," Post-Print hal-03566943, HAL.
• Jens Klose & Peter Tillmann, 2022. "Stock Market Response to Covid-19, Containment Measures and Stabilization Policies - The Case of Europe," MAGKS Papers on Economics 202208, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• Markus Brunnermeier & Rohit Lamba & Carlos Segura-Rodriguez, 2020. "Inverse Selection," Working Papers 2020-50, Princeton University. Economics Department..
• Alari Paulus, 2022. "Business investment, the user cost of capital and firm heterogeneity," Bank of Estonia Working Papers wp2022-2, Bank of Estonia, revised 24 Mar 2022.
• Guillermo Arenas Díaz & Andrés Barge-Gil & Joost Heijs & Alberto Marzucchi, 2022. "The Effect of External Innovation on Firm Employment," DISCE - Quaderni del Dipartimento di Politica Economica dipe0026, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
• Arjan Bruil (CBS) & Céline van Essen & Wouter Leenders & Arjan Lejour & Jan Möhlmann & Simon Rabaté, 2022. "Inequality and Redistribution in the Netherlands," CPB Discussion Paper 436, CPB Netherlands Bureau for Economic Policy Analysis.
• Fred Espen Benth & Nils Detering & Luca Galimberti, 2022. "Pricing options on flow forwards by neural networks in Hilbert space," Papers 2202.11606, arXiv.org.
• Markus Brunnermeier & Sebastian Merkel & Yuliy Sannikov, 2020. "The Fiscal Theory of the Price Level with a Bubble," Working Papers 2020-47, Princeton University. Economics Department..
• Michael Irlacher, 2022. "Multi-product Firms in International Economics," Economics working papers 2022-01, Department of Economics, Johannes Kepler University Linz, Austria.
• Simone MORICONI & Tuna ABAY, 2022. "Managerial Firms, Taxation and Welfare," Working Papers 2022-iFlame-03, IESEG School of Management.
• Gian Italo Bischi & Germana Giombini & Giuseppe Travaglini, 2022. "Monetary and fiscal policy in a nonlinear model of public debt," Working Papers 2201, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, revised 2022.
• Paloma Péligry & Xavier Ragot, 2022. "Evolution of fiscal systems: Convergence or divergence?," Working Papers hal-03554224, HAL.
• Stéphane Auray & Michael B. Devereux & Aurélien Eyquem, 2021. "Trade Wars, Currency Wars," Working Papers 2021-15, Center for Research in Economics and Statistics.
• Lisa Taruttis & Christoph Weber, 2022. "Inefficient markets for energy efficiency - Empirical evidence from the German rental housing market," EWL Working Papers 2202, University of Duisburg-Essen, Chair for Management Science and Energy Economics, revised Feb 2022.
• Elisabetta Iossa & Patrick Rey & Michael Waterson, 2021. "Organizing Competition for the Market," Post-Print hal-03551028, HAL.
• Orea, Luis & Álvarez, Inmaculada C. & Servén, Luis, 2022. "The Structural and Productivity Effects of Infrastructure Provision in Developed and Developing Countries," Efficiency Series Papers 2022/01, University of Oviedo, Department of Economics, Oviedo Efficiency Group (OEG).
• Ali-Yrkkö, Jyrki & Mattila, Juri & Pajarinen, Mika & Ylhäinen, Ilkka, 2022. "M&As and Their Economic Effects on Target Companies," ETLA Reports 125, The Research Institute of the Finnish Economy.
• Vicente Esteve & María A. Prats, 2022. "Can a country borrow forever? The unsustainable trajectory of international debt: the case of Spain," Working Papers 2202, Department of Applied Economics II, Universidad de Valencia.
• Dorinel Bastide & Stéphane Crépey & Samuel Drapeau & Mekonnen Tadese, 2022. "Derivatives Risks as Costs in a One-Period Network Model," Working Papers hal-03554577, HAL.
• Zeyd Boukhers & Azeddine Bouabdallah & Matthias Lohr & Jan Jurjens, 2022. "Ensemble and Multimodal Approach for Forecasting Cryptocurrency Price," Papers 2202.08967, arXiv.org.
• Imane El Ouadghiri & Mathieu Gomes & Jonathan Peillex & Guillaume Pijourlet, 2022. "Investor Attention to the Fossil Fuel Divestment Movement and Stock Returns," Post-Print hal-03549713, HAL.
• Taiga Saito & Akihiko Takahashi, 2022. "Portfolio optimization with choice of a probability measure (forthcoming in proceedings of IEEE CIFEr 2022)," CARF F-Series CARF-F-534, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
• John Landon-Lane, 2022. "The Role of Sentiment in the U.S. Economy: 1920 to 1934," Departmental Working Papers 202201, Rutgers University, Department of Economics.
• Paula Prenzel & Niels Bosma & Veronique Schutjens & Erik Stam, 2022. "Cultural diversity and innovation-oriented entrepreneurship," Papers in Evolutionary Economic Geography (PEEG) 2205, Utrecht University, Department of Human Geography and Spatial Planning, Group Economic Geography, revised Feb 2022.
• Ralph S. J. Koijen & Motohiro Yogo, 2020. "Exchange Rates and Asset Prices in a Global Demand System," Working Papers 2020-33, Princeton University. Economics Department..
• Lahcen Bounader & Guido Traficante, 2022. "Robustly optimal monetary policy in a behavioral environment," Working Papers 2022.01, International Network for Economic Research - INFER.
• Bulent Guler & Yasin Kursat Onder & Temel Taskin, 2022. "Asymmetric Information and Sovereign Debt Disclosure," CAEPR Working Papers 2022-004 Classification-E, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
• Bertrand Garbinti & Pierre Lamarche & Fredérique Savignac, 2024. "Wealth Heterogeneity and the Marginal Propensity to Consume out of Wealth," Working Papers 2022-02, Center for Research in Economics and Statistics.