Report NEP-ORE-2019-11-11

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:

• Andrea Bucci & Giulio Palomba & Eduardo Rossi, 2019, "Does macroeconomics help in predicting stock markets volatility comovements? A nonlinear approach," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 440, Oct.
• Huber, Florian & Koop, Gary & Onorante, Luca, 2019, "Inducing sparsity and shrinkage in time-varying parameter models," Working Paper Series, European Central Bank, number 2325, Nov.
• Dakyung Seong & Jin Seo Cho & Timo Teräsvirta, 2019, "Comprehensive Testing of Linearity against the Smooth Transition Autoregressive Model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2019-17, Nov.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2019, "Assessing International Commonality in Macroeconomic Uncertainty and Its Effects," Working Papers, Federal Reserve Bank of Cleveland, number 18-03R, Sep, DOI: 10.26509/frbc-wp-201803r.
• Sanghyun Hong & W. Robert Reed, 2019, "Towards an Experimental Framework for Assessing Meta-Analysis Methods, with a Focus on Andrews-Kasy Estimators," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 19/13, Oct.
• Grey Gordon, 2019, "Efficient Computation with Taste Shocks," Working Paper, Federal Reserve Bank of Richmond, number 19-15, Sep.
• Changli He & Jian Kang & Timo Teräsvirta & Shuhua Zhang, 2019, "Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2019-19, Nov.
• Changli He & Jian Kang & Timo Teräsvirta & Shuhua Zhang, 2019, "Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2019-18, Nov.
• Luis Dias & Rudolf Vetschera, 2019, "Outside options and confidence in Zeuthen-Hicks bargaining," CeBER Working Papers, Centre for Business and Economics Research (CeBER), University of Coimbra, number 2019-05, Oct.
• Lee E. Ohanian & Paulina Restrepo-Echavarria & Diana Van Patten & Mark L. J. Wright, 2019, "Bretton Woods and the Reconstruction of Europe," Working Papers, Federal Reserve Bank of St. Louis, number 2019-30, Oct, DOI: 10.20955/wp.2019.030.
• Han Hong & Huiyu Li & Jessie Li, 2019, "BLP Estimation Using Laplace Transformation and Overlapping Simulation Draws," Working Paper Series, Federal Reserve Bank of San Francisco, number 2019-24, Sep, DOI: 10.24148/wp2019-24.
• Atsushi Inoue & Lutz Kilian, 2019, "The Uniform Validity of Impulse Response Inference in Autoregressions," Working Papers, Federal Reserve Bank of Dallas, number 1908, Aug, DOI: 10.24149/wp1908.
• Oliver de Groot & Ceyhun Bora Durdu & Enrique G. Mendoza, 2019, "Approximately Right?: Global v. Local Methods for Open-Economy Models with Incomplete Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 26426, Nov.
• Agata Lozinskaia & Anastasiia Saltykova, 2019, "Fundamental Factors Affecting The Moex Russia Index: Structural Break Detection In A Long-Term Time Series," HSE Working papers, National Research University Higher School of Economics, number WP BRP 77/FE/2019.
• Forgó, Ferenc, 2019, "Necessary conditions on the existence of pure Nash equilibrium in concave games and Cournot oligopoly games," Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest, number 2019/08, Nov.
• Nikitina, Lyudmila & Shcherbakova, Darya & Flagina, Tuana, 2019, "Анализ Методик Оценки Эффективности Управления Для Внедрения В Систему Стратегического Планирования На Предприятиях Легкой Промышленности
  [Analysis of Methods of Estimation of Efficiency of Managem," MPRA Paper, University Library of Munich, Germany, number 96772, Mar.
• Ulrike Malmendier & Leslie Sheng Shen, 2019, "Scarred Consumption," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1259, Oct, DOI: 10.17016/IFDP.2019.1259.
• Michael W. McCracken & Joseph McGillicuddy & Michael T. Owyang, 2019, "Binary Conditional Forecasts," Working Papers, Federal Reserve Bank of St. Louis, number 2019-029, Oct, revised Apr 2021, DOI: 10.20955/wp.2019.029.
• Benjamin Enke & Frederik Schwerter & Florian Zimmermann, 2019, "Associative Memory and Belief Formation," CESifo Working Paper Series, CESifo, number 7916.
• Congressional Budget Office, 2019, "CBO’s Economic Forecasting Record: 2019 Update," Reports, Congressional Budget Office, number 55505, Oct.
• Satyajit Chatterjee & Burcu Eyigungor, 2019, "Policy Inertia, Election Uncertainty and Incumbency Disadvantage of Political Parties," Working Papers, Federal Reserve Bank of Philadelphia, number 19-40, Oct, DOI: https://doi.org/10.21799/frbp.wp.20.
• Carolina Castagnetti & Luisa Rosti & Marina Toepfer, 2019, "Assessing Changes in Wage Gaps: A New Approach," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 170, Mar.
• Jeffrey P. Cohen & Cletus C. Coughlin & Daniel Soques, 2019, "House Price Growth Interdependencies and Comovement," Working Papers, Federal Reserve Bank of St. Louis, number 2019-028, Sep, revised 11 Jan 2021, DOI: 10.20955/wp.2019.028.
• Javier Bianchi & Pablo Ottonello & Ignacio Presno, 2019, "Fiscal Stimulus under Sovereign Risk," Working Papers, Federal Reserve Bank of Minneapolis, number 762, Sep, DOI: 10.21034/wp.762.
• Javier Bianchi & Pablo Ottonello & Ignacio Presno, 2019, "Fiscal Stimulus Under Sovereign Risk," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1257, Sep, DOI: 10.17016/IFDP.2019.1257.
• Nyoni, Thabani, 2019, "Maternal deaths in Zimbabwe: Is it a crime to be a woman in Zimbabwe?," MPRA Paper, University Library of Munich, Germany, number 96789, Oct.
• Hao Bo & Sebastian Galiani, 2019, "Assessing External Validity," NBER Working Papers, National Bureau of Economic Research, Inc, number 26422, Nov.
• Harashima, Taiji, 2019, "The Correlation between Time Preference and Incomes Is Spurious: They Are Bridged by Fluid Intelligence," MPRA Paper, University Library of Munich, Germany, number 96756, Nov.
• Zhengxing Zou & Rene van den Brink & Youngsub Chun & Yukihiko Funaki, 2019, "Axiomatizations of the proportional division value," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 19-072/II, Nov.
• Degiannakis, Stavros & Filis, George & Arora, Vipin, 2018, "Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence," MPRA Paper, University Library of Munich, Germany, number 96270.
• Marco Cipriani & Ana Fostel & Daniel Houser, 2019, "Endogenous Leverage and Default in the Laboratory," Staff Reports, Federal Reserve Bank of New York, number 900, Nov.
• Friedrich, Thomas, 2019, "How peaceful is the harmony of source and sink?," MPRA Paper, University Library of Munich, Germany, number 96764, Oct.
• Merino Troncoso, Carlos, 2019, "Optimal dynamic antitrust fines," MPRA Paper, University Library of Munich, Germany, number 96781, Nov.
• Gordon Y. Liao, 2019, "Credit Migration and Covered Interest Rate Parity," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1255, Aug, DOI: https://doi.org/10.17016/IFDP.2019..
• Item repec:wrk:wrkemf:29 is not listed on IDEAS anymore

• Roberto Bonilla & Francis Kiraly, 2019, "Male Investment in Schooling with Frictional Labour and Marriage Markets," CESifo Working Paper Series, CESifo, number 7901.
• M. Hashem Pesaran & Ron P. Smith, 2019, "The Role of Factor Strength and Pricing Errors for Estimation and Inference in Asset Pricing Models," CESifo Working Paper Series, CESifo, number 7919.
• Polemis, Michael, 2019, "A note on the estimation of competition-productivity nexus: A panel quantile approach," MPRA Paper, University Library of Munich, Germany, number 96808, Oct.
• Manuel Macera & Albert Marcet & Juan Pablo Nicolini, 2019, "On the Risk of Leaving the Euro," Working Papers, Federal Reserve Bank of Minneapolis, number 760, Aug.
• Valerie Grossman & Enrique Martínez García & Yongzhi Sun & Luis Torres, 2019, "Drilling Down: The Impact of Oil Price Shocks on Housing Prices," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 369, Oct, DOI: 10.24149/gwp369.
• Arianna Degan & Ming Li & Huan Xie, 2019, "Persuasion Bias in Science: An Experiment on Strategic Sample Selection," CIRANO Working Papers, CIRANO, number 2019s-24, Oct.
• Thomas A. Lubik & Christian Matthes & Elmar Mertens, 2019, "Indeterminacy and Imperfect Information," Working Paper, Federal Reserve Bank of Richmond, number 19-17, Oct.
• Bozani, Vasiliki & Drydakis, Nick & Sidiropoulou, Katerina & Harvey, Benjamin & Paraskevopoulou, Anna, 2019, "Workplace Positive Actions, Trans People’s Self-Esteem and Human Resources’ Evaluations," GLO Discussion Paper Series, Global Labor Organization (GLO), number 417.
• Subhash C. Ray & Shilpa Sethia, 2019, "Nonparametric Measurement of Potential Gains from Mergers: An Additive Decomposition and Application to Indian Bank Mergers," Working papers, University of Connecticut, Department of Economics, number 2019-17, Sep.
• Knieps, Günter, 2019, "Internet of Things and the network economics of operator platforms," 30th European Regional ITS Conference, Helsinki 2019, International Telecommunications Society (ITS), number 205191.
• Victor Chernozhukov & Jerry A. Hausman & Whitney K. Newey, 2019, "Demand Analysis with Many Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 26424, Nov.
• Orazio Attanasio & Elena Pastorino, 2019, "Nonlinear Pricing in Village Economies," Opportunity and Inclusive Growth Institute Working Papers, Federal Reserve Bank of Minneapolis, number 23, Aug, DOI: 10.21034/iwp.23.
• Anmol Bhandari & Jaroslav Borovicka & Paul Ho, 2019, "Survey Data and Subjective Beliefs in Business Cycle Models," Working Paper, Federal Reserve Bank of Richmond, number 19-14, Sep.
• Andrea Craig, 2019, "Commute Mode and Residential Location Choice," Working Papers, University of Windsor, Department of Economics, number 1904, Oct.
• Marialena Athanasopoulou & Andrea Consiglio & Aitor Erce & Angel Gavilan & Edmund Moshammer & Stavros A. Zenios, 2019, "Risk Management for Sovereign Debt Financing with Sustainability Conditions," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 367, Jun, DOI: 10.24149/gwp367.
• David BENATIA & Etienne BILLETTE de VILLEMEUR, 2019, "Strategic Reneging in Sequential Imperfect Markets," Working Papers, Center for Research in Economics and Statistics, number 2019-19, Oct.
• Alan Bain & Matthieu Mariapragassam & Christoph Reisinger, 2019, "Calibration of Local-Stochastic and Path-Dependent Volatility Models to Vanilla and No-Touch Options," Papers, arXiv.org, number 1911.00877, Nov.
• Aslihan Akdeniz & Matthijs van Veelen, 2019, "The cancellation effect at the group level," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 19-073/I, Nov.
• Lutz Kilian, 2019, "Facts and Fiction in Oil Market Modeling," CESifo Working Paper Series, CESifo, number 7902.
• Davor Kunovac & Karlo Kotarac, 2019, "Residential Property Prices in Croatia," Surveys, The Croatian National Bank, Croatia, number 37, Oct.
• Nwaobi, Godwin, 2019, "University Postgraduate Research Programmes: Digitization(ICT),Innovations and Applications," MPRA Paper, University Library of Munich, Germany, number 96730, Oct.
• Natascha Hainbach & Christoph Halbmeier & Timo Schmid & Carsten Schröder, 2019, "A Practical Guide for the Computation of Domain-Level Estimates with the Socio-Economic Panel (and Other Household Surveys)," SOEPpapers on Multidisciplinary Panel Data Research, DIW Berlin, The German Socio-Economic Panel (SOEP), number 1055.
• Alex & Clara In�s Pardo, 2019, "Indicadores de ciencia y tecnología 2018," Serie de Documentos en Economía y Violencia, Centro de Investigaciones en Violencia, Instituciones y Desarrollo Económico (VIDE), number 17584, Apr.
• Alexander Cotte Poveda & Clara In�s Pardo, 2019, "Indicadores de ciencia y tecnología 2018," Serie de Documentos en Economía y Violencia, Centro de Investigaciones en Violencia, Instituciones y Desarrollo Económico (VIDE), number 17585, Apr.
• Lutz Kilian, 2019, "Facts and Fiction in Oil Market Modeling," Working Papers, Federal Reserve Bank of Dallas, number 1907, Sep, revised 21 Dec 2020, DOI: 10.24149/wp1907r1.
• Groß, Jonas & Herz, Bernhard & Schiller, Jonathan, 2019, "Libra - Concept and Policy Implications," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 205241.
• Chiara Fumagalli & Massimo Motta, 2019, "Tying in evolving industries, when future entry cannot be deterred," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 19123.
• Yinghui Chen & Lunan Jiang, 2019, "Liquidity Risk and Corporate Bond Yield Spread: Evidence from China," CFDS Discussion Paper Series, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China, number 2019/9, Nov.
• Alexander Cotte Poveda & Jorge Andrade Parra, 2019, "Departamento Administrativo de Ciencia, Tecnología e Innovación," Serie de Documentos en Economía y Violencia, Centro de Investigaciones en Violencia, Instituciones y Desarrollo Económico (VIDE), number 17589, Apr.
• Alexander Cotte Poveda & Jorge Andrade Parra, 2019, "Departamento Administrativo de Ciencia, Tecnología e Innovación," Serie de Documentos en Economía y Violencia, Centro de Investigaciones en Violencia, Instituciones y Desarrollo Económico (VIDE), number 17588, Apr.
• N Pena & S Saavedra, 2019, "Radiograf√≠a de la pobreza en Colombia," Documentos de Trabajo, Universidad del Rosario, number 17553, Oct.
• Schöb, Ronnie, 2019, "Eine neue solidarische Grundsicherung," Discussion Papers, Free University Berlin, School of Business & Economics, number 2019/15, DOI: 10.17169/refubium-25544.
• Jan Pablo Burgard & Simon Schmaus, 2019, "Sensitivity Analysis for Dynamic Microsimulation Models," Research Papers in Economics, University of Trier, Department of Economics, number 2019-15.
• Juan Pablo Navarrete Ruiz, 2019, "Desde la definición hasta las políticas: análisis comparado sobre aspectos generales de la pobreza," Revista Intercambio, Universidad Nacional de Colombia Sede Medellín, volume 0, issue 0, pages 1-228.
• Alexander Cotte Poveda & Clara In�s Pardo, 2019, "Economía naranja," Serie de Documentos en Economía y Violencia, Centro de Investigaciones en Violencia, Instituciones y Desarrollo Económico (VIDE), number 17590, Apr.
• Tania Babina & Wenting Ma & Christian Moser & Paige P. Ouimet & Rebecca Zarutskie, 2019, "Pay, Employment, and Dynamics of Young Firms," Opportunity and Inclusive Growth Institute Working Papers, Federal Reserve Bank of Minneapolis, number 21, Aug, DOI: 10.21034/iwp.21.
• Arantxa Jarque & Edward Simpson Prescott, 2019, "Banker Compensation, Relative Performance, and Bank Risk," Working Papers, Federal Reserve Bank of Cleveland, number 19-20, Nov, DOI: 10.26509/frbc-wp-201920.
• Mikhail Dmitriev & Jonathan Hoddenbagh, 2019, "Optimal Monetary Policy in Small Open Economies: Producer Currency Pricing," Working Papers, Department of Economics, Florida State University, number wp2019_10_01, Oct.
• Fabian Eckert & Sharat Ganapati & Conor Walsh, 2019, "Skilled Tradable Services: The Transformation of U.S. High-Skill Labor Markets," Opportunity and Inclusive Growth Institute Working Papers, Federal Reserve Bank of Minneapolis, number 25, Sep, DOI: 10.21034/iwp.25.
• Mads Bruun Ingstrup & Max-Peter Menzel, 2019, "The emergence of relatedness between industries: The example of offshore oil and gas and offshore wind energy in Esbjerg, Denmark," Papers in Evolutionary Economic Geography (PEEG), Utrecht University, Department of Human Geography and Spatial Planning, Group Economic Geography, number 1929, Oct, revised Oct 2019.
• Xiaoqing Zhou, 2019, "Refining the Workhorse Oil Market Model," Working Papers, Federal Reserve Bank of Dallas, number 1910, Sep, DOI: 10.24149/wp1910.
• Alexander Cotte Poveda & Jorge Andrade Parra, 2019, "Inversión en actividades de ciencia, tecnología e innovación 2018," Serie de Documentos en Economía y Violencia, Centro de Investigaciones en Violencia, Instituciones y Desarrollo Económico (VIDE), number 17586, Apr.
• Dionissi Aliprantis & Daniel R. Carroll & Eric Young, 2019, "The Dynamics of the Racial Wealth Gap," Working Papers, Federal Reserve Bank of Cleveland, number 19-18R, Oct, revised 29 Nov 2022, DOI: 10.26509/frbc-wp-201918r.
• Urs Trinkner & Martin Lutzenberger, 2019, "Weiterentwicklung der institutionellen Ausgestaltung im Bahnmarkt," Working Papers, Swiss Economics, number 0065, Sep.
• Ai, Hengjie & Li, Jun E. & Li, Kai & Schlag, Christian, 2019, "The collateralizability premium," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 264, DOI: 10.2139/ssrn.3474975.
• Itzhak Ben-David & Francesco A. Franzoni & Rabih Moussawi, 2019, "An Improved Method to Predict Assignment of Stocks into Russell Indexes," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-56, Oct.
• Cristina Arellano & Xavier Mateos-Planas & José-Víctor Ríos-Rull, 2019, "Partial Default," Staff Report, Federal Reserve Bank of Minneapolis, number 589, Jul, DOI: 10.21034/sr.589.
• Erwin Ooghe, 2019, "Markets, Queues, and Taxes," CESifo Working Paper Series, CESifo, number 7910.
• Dionissi Aliprantis & Daniel R. Carroll & Eric Young, 2019, "What Explains Neighborhood Sorting by Income and Race?," Working Papers, Federal Reserve Bank of Cleveland, number 18-08R, Oct, DOI: 10.26509/frbc-wp-201808r.
• V. Filipe Martins-da-Rocha & Toan Phan & Yiannis Vailakis, 2019, "Debt Limits and Credit Bubbles in General Equilibrium," Working Paper, Federal Reserve Bank of Richmond, number 19-19, Oct.
• Lawrence Herman, 2019, "Keeping Score: Investor-State Dispute Awards between the US and Canada," e-briefs, C.D. Howe Institute, number 296, Oct.

Report NEP-ORE-2019-11-11

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: