Report NEP-ORE-2019-07-15

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, or Bluesky.

Other reports in NEP-ORE

The following items were announced in this report:

• Fabrizio Cipollini & Giampiero M. Gallo & Edoardo Otranto, 2019, "Realized Volatility Forecasting: Robustness to Measurement Errors," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2019_04, Jul.
• Barigozzi, Matteo & Brownlees, Christian T., 2018, "Nets: network estimation for time series," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 90493, Dec.
• Francis X. Diebold & Glenn D. Rudebusch, 2019, "On the Evolution of U.S. Temperature Dynamics," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 19-012, Jul.
• Fabrizio Cipollini & Giampiero M. Gallo & Alessandro Palandri, 2019, "Realized variance modeling: decoupling forecasting from estimation," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2019_05, Jul.
• Lockwood, Ben, 2019, "Malas Notches," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1206.
• Mouhua Liao, 2019, "A Multi-Stage Market Game that Implements any Walrasian Allocation in any Pure-Exchange Environment," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2019-07-03, Jul.
• Lechner, Michael & Okasa, Gabriel, 2019, "Random Forest Estimation of the Ordered Choice Model," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1908, Jul.
• Catherine Doz & Peter Fuleky, 2019, "Dynamic Factor Models," Working Papers, University of Hawaii Economic Research Organization, University of Hawaii at Manoa, number 2019-4, Jul.
• Matthew Backus & Sida Peng, 2019, "On Testing Continuity and the Detection of Failures," NBER Working Papers, National Bureau of Economic Research, Inc, number 26016, Jun.
• Mauro Caselli & Andrea Fracasso & Silvio Traverso, 2019, "Globalization, robotization and electoral outcomes: Evidence from spatial regressions for Italy," DEM Working Papers, Department of Economics and Management, number 2019/5.
• Schmitt, Noemi & Westerhoff, Frank H., 2019, "Trend followers, contrarians and fundamentalists: Explaining the dynamics of financial markets," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 151.
• Fred Espen Benth & Silvia Lavagnini, 2019, "Correlators of Polynomial Processes," Papers, arXiv.org, number 1906.11320, Jun, revised Apr 2021.
• Brañas-Garza, Pablo & Galizzi, Matteo M. & Nieboer, Jeroen, 2018, "Experimental and self-reported measures of risk taking and digit ratio (2D:4D): evidence from a large, systematic study," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 80747, Aug.
• Paul, Saumik, 2019, "Labor Income Share Dynamics with Variable Elasticity of Substitution," IZA Discussion Papers, Institute of Labor Economics (IZA), number 12418, Jun.
• Wolfgang Kerber & Daniel Moeller, 2019, "Access to Data in Connected Cars and the Recent Reform of the Motor Vehicle Type Approval Regulation," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201915.
• Luca Fantacci & Lucio Gobbi & Stefano Lucarelli, 2019, "Teaching International Monetary Economics. Two different views," DEM Working Papers, Department of Economics and Management, number 2019/7.
• Bisceglia, Michele & Cellini, Roberto & Grilli, Luca, 2019, "On the optimality of the yardstick regulation in the presence of dynamic interaction," MPRA Paper, University Library of Munich, Germany, number 94946, Jul.
• Aepli, Manuel, 2019, "Technological change and occupation mobility: A task-based approach to horizontal mismatch," GLO Discussion Paper Series, Global Labor Organization (GLO), number 361.
• Lourenço S. Paz & James E. West, 2019, "Should We Trust Clustered Standard Errors? A Comparison with Randomization-Based Methods," NBER Working Papers, National Bureau of Economic Research, Inc, number 25926, Jun.
• Wenxin Du & Benjamin M. Hébert & Amy Wang Huber, 2019, "Are Intermediary Constraints Priced?," NBER Working Papers, National Bureau of Economic Research, Inc, number 26009, Jun.
• Dietz, Simon & Venmans, Frank, 2019, "Cumulative carbon emissions and economic policy: in search of general principles," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 100733, Jul.
• Galina Besstremyannaya & Sergei Golovan, 2019, "Physician’s altruism in incentive contracts: Medicare’s quality race," CINCH Working Paper Series, Universitaet Duisburg-Essen, Competent in Competition and Health, number 1903, Mar.
• Marco Bee & Julien Hambuckers & Luca Trapin, 2019, "An improved approach for estimating large losses in insurance analytics and operational risk using the g-and-h distribution," DEM Working Papers, Department of Economics and Management, number 2019/11.
• L. Franzoni, 2019, "Legal Change in the Face of Risk Averse Subjects: A Generalization of the Theory," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1132, Jul.
• Christopher M. Gunn & Alok Johri & Marc-André Letendre, 2019, "Charge-offs, Defaults and U.S. Business Cycles," Carleton Economic Papers, Carleton University, Department of Economics, number 19-04, Jul.
• John H. Boyd & Hendrik Hakenes & Amanda Heitz, 2018, "Creditor Rights, Information Sharing, and Borrower Behavior: Theory and Evidence," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2018_046, Oct.
• Francesco Paolo Conteduca & Ekaterina Kazakova, 2018, "Serving Abroad: Export, M&A, and Greenfield Investment," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2018_008, Jan.
• Fredrik Wulfsberg, 2018, "Har vi klart å spareoljeinntektene?," Working Papers, Oslo Metropolitan University, Oslo Business School, number 201801, Apr.
• Patacchini, Eleonora & Rainone, Edoardo, 2019, "Treatment Effects with Heterogeneous Externalities," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13781, Jun.
• Joseba Martinez & Thomas Philippon & Markus Sihvonen, 2019, "Does a Currency Union Need a Capital Market Union? Risk Sharing via Banks and Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 26026, Jun.
• Mohammed Shahid Abdulla & L Ramprasath, 2019, "ANOVA with two timescale stochastic approximation for estimating Variance of Conditional Expectation," Working papers, Indian Institute of Management Kozhikode, number 337, Mar.
• Kehrig, Matthias & Vincent, Nicolas, 2019, "Good Dispersion, Bad Dispersion," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13772, Jun.
• Wenhang Bao & Xiao-yang Liu, 2019, "Multi-Agent Deep Reinforcement Learning for Liquidation Strategy Analysis," Papers, arXiv.org, number 1906.11046, Jun.
• Item repec:ohe:respap:002184 is not listed on IDEAS anymore

• Bernhardt, Dan & Liu, Tingjun & Sogo, Takeharu, 2019, "Costly auction entry, royalty payments, and the optimality of asymmetric designs," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1200.
• Roberto Steiner & Tom�s Ram�rez, 2019, "Análisis de experiencias de modelos asociativos como mecanismo para el desarrollo empresarial en la ruralidad," Informes de Investigación, Fedesarrollo, number 17325, Apr.
• Michael J. Pries & Richard Rogerson, 2019, "Declining Worker Turnover: the Role of Short Duration Employment Spells," NBER Working Papers, National Bureau of Economic Research, Inc, number 26019, Jun.
• Robert A. Moffitt & Matthew V. Zahn, 2019, "A Model of the Marginal Labor Supply Response to Transfer Programs, with a Historical Illustration," NBER Working Papers, National Bureau of Economic Research, Inc, number 26028, Jun.
• Amarjit Kundu & Shovan Chowdhury, 2019, "Ordering properties of the largest order statistics from Kumaraswamy-G models under random shocks," Working papers, Indian Institute of Management Kozhikode, number 297, Jan.
• Emanuele Borgonovo & Stefano Caselli & Alessandra Cillo & Donato Masciandaro & Giovanno Rabitti, 2018, "Cryptocurrencies, central bank digital cash, traditional money: does privacy matter?," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1895.
• Martynova, Natalya & Ratnovski, Lev & Vlahu, Razvan E., 2019, "Bank profitability, leverage constraints, and risk-taking," Discussion Papers, Deutsche Bundesbank, number 21/2019.
• Пигнастый, Олег & Koжевников, Георгий, 2019, "Дискретно-Событийная Модель Расчета Продолжительного Производственного Цикла Изготовления Партии Деталей
  [Discrete-Eventing Model Of Calculation Of The Duration Of The Production Cycle Of Manufactu," MPRA Paper, University Library of Munich, Germany, number 94898, Jul, revised 02 Jul 2019.
• Luciano Andreozzi, 2019, "On Being Inequality Averse: Measurement and Behavioral Characterization," DEM Working Papers, Department of Economics and Management, number 2019/10.
• Danilo Leiva-Leon & Lorenzo Ductor, 2019, "Fluctuations in Global Macro Volatility," Working Papers, Banco de España, number 1925, Jul.
• Chao Wang & Richard Gerlach, 2019, "Semi-parametric Realized Nonlinear Conditional Autoregressive Expectile and Expected Shortfall," Papers, arXiv.org, number 1906.09961, Jun.
• Item repec:efp:wpaper:2017-1 is not listed on IDEAS anymore

• Moshe A. Barach & Joseph M. Golden & John J. Horton, 2019, "Steering in Online Markets: The Role of Platform Incentives and Credibility," NBER Working Papers, National Bureau of Economic Research, Inc, number 25917, Jun.
• Mariolis, Theodore & Konstantakis, Konstantinos N. & Michaelides, Panayotis G. & Tsionas, Efthymios G., 2019, "A non-linear Keynesian Goodwin-type endogenous model of the cycle: Bayesian evidence for the USA," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 100229, Feb.
• Ernest Dautovic, 2019, "Has Regulatory Capital Made Banks Safer? Skin in the Game vs Moral Hazard," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 19.03, Jun.
• Doellgast, Virginia & Marsden, David, 2019, "Institutions as constraints and resources: explaining cross-national divergence in performance management," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 89978, Apr.
• Tim Xiao, 2019, "Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment," Working Papers, HAL, number hal-02165501, Jun.
• Johann, Thomas & Scharnowski, Stefan & Theissen, Erik & Westheide, Christian & Zimmermann, Lukas, 2019, "Liquidity in the German stock market," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 19-02.
• Yannai A. Gonczarowski & Scott Duke Kominers & Ran I. Shorrer, 2019, "To Infinity and Beyond: A General Framework for Scaling Economic Theories," Papers, arXiv.org, number 1906.10333, Jun, revised Apr 2023.
• Tsubasa Ichikawa & Menaka @Arudchelvan & Kazuki Onji, 2019, "Bunching of Small Businesses at the Value-AddedTax Threshold in Japan: Lessons for the 2019 Tax Hike," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 19-10, Jul.
• Yuta Yamauchi & Yasuhiro Omori, 2018, "Multivariate Stochastic Volatility Model with Realized Volatilities and Pairwise Realized Correlations," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-1095, Sep.
• Nick Whiteley, 2019, "Dynamic time series clustering via volatility change-points," Papers, arXiv.org, number 1906.10372, Jun.
• Robert C. Johnson & Andreas Moxnes, 2019, "GVCs and Trade Elasticities with Multistage Production," NBER Working Papers, National Bureau of Economic Research, Inc, number 26018, Jun.
• Brill, Maximilian & Nautz, Dieter & Sieckmann, Lea, 2019, "Divisia monetary aggregates for a heterogeneous euro area," Discussion Papers, Free University Berlin, School of Business & Economics, number 2019/9.
• Mamiko Takeuchi, 2019, "Earnings gaps among higher-educated workers withinmain cities insemi-industrializedandnewly industrialized Asian countries," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 19-06-Rev., Apr, revised Jul 2019.

Report NEP-ORE-2019-07-15

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, or Bluesky.

Other reports in NEP-ORE

The following items were announced in this report: