Report NEP-ORE-2019-11-18

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.

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Other reports in NEP-ORE

The following items were announced in this report:

• Pfarrhofer, Michael, 2019. "Measuring international uncertainty using global vector autoregressions with drifting parameters," Working Papers in Economics 2019-3, University of Salzburg.
• HAFNER Christian, & KYRIAKOPOULOU Dimitra,, 2019. "Exponential-type GARCH models with linear-in-variance risk premium," LIDAM Discussion Papers CORE 2019013, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Dakyung Seong & Jin Seo Cho & Timo Terasvirta, 2019. "Comprehensive Testing of Linearity against the Smooth Transition Autoregressive Model," Working papers 2019rwp-151, Yonsei University, Yonsei Economics Research Institute.
• Emmanuelle Jay & Thibault Soler & Eugénie Terreaux & Jean-Philippe Ovarlez & Frédéric Pascal & Philippe De Peretti & Christophe Chorro, 2019. "Improving portfolios global performance using a cleaned and robust covariance matrix estimate," Documents de travail du Centre d'Economie de la Sorbonne 19022, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Jin Seo Cho & Peter C. B. Phillips & Juwon Seo, 2019. "Parametric Inference on the Mean of Functional Data Applied to Lifetime Income Curves," Working papers 2019rwp-153, Yonsei University, Yonsei Economics Research Institute.
• Eraslan, Sercan & Schröder, Maximilian, 2019. "Nowcasting GDP with a large factor model space," Discussion Papers 41/2019, Deutsche Bundesbank.
• Duarte, Belmiro P.M. & Atkinson, Anthony C. & Granjo, Jose F.O & Oliveira, Nuno M.C, 2019. "Optimal design of experiments for liquid–liquid equilibria characterization via semidefinite programming," LSE Research Online Documents on Economics 102500, London School of Economics and Political Science, LSE Library.
• Juan Carlos Cuestas, 2019. "Quantile regressions, asymmetric adjustment and crisis: the case of EU real exchange rates," Working Papers 2019/09, Economics Department, Universitat Jaume I, Castellón (Spain).
• Huber, Florian & Rabithsc, Katrin, 2019. "Exchange rate dynamics and monetary policy: Evidence from a non-linear DSGE-VAR approach," Working Papers in Economics 2019-5, University of Salzburg.
• Sven Schreiber, 2019. "On (bootstrapped) cointegration tests in partial systems," IMK Working Paper 199-2019, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
• Yichen Su, 2019. "The Rising Value of Time and the Origin of Urban Gentrification," Working Papers 1913, Federal Reserve Bank of Dallas.
• Lijuan Huo & Jin Seo Cho, 2019. "Testing for the Sandwich-Form Covariance Matrix Applied to Quasi-Maximum Likelihood Estimation Using Economic and Energy Price Growth Rates," Working papers 2019rwp-152, Yonsei University, Yonsei Economics Research Institute.
• Hernández, Penélope & Josep E., Peris & Vidal-Puga, Juan, 2019. "A Non-Cooperative Approach to the Folk Rule in Minimum Cost Spanning Tree Problems," QM&ET Working Papers 19-5, University of Alicante, D. Quantitative Methods and Economic Theory.
• Mark Schneider & Daniel Graydon Stephenson, 2019. "Price Signaling and Bargains in Markets with Partially Informed Populations," Working Papers 19-27, Chapman University, Economic Science Institute.
• Suss, Joel & Treitel, Henry, 2019. "Predicting bank distress in the UK with machine learning," Bank of England working papers 831, Bank of England.
• Olivier Ledoit & Michael Wolf, 2019. "Quadratic shrinkage for large covariance matrices," ECON - Working Papers 335, Department of Economics - University of Zurich, revised Dec 2020.
• DRAGAN Irinel, & DEHEZ Pierre,, 2019. "Alternative representation of semivalues, the inverse problem and coalitional rationality," LIDAM Discussion Papers CORE 2019010, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• George Economides & Anastasios Xepapadeas, 2019. "The effects of climate change on a small open economy," Working Papers 267, Bank of Greece.
• Sebastian Gechert & Thomas Havranek & Zuzana Irsova & Dominika Kolcunova, 2019. "Death to the Cobb-Douglas production function," IMK Working Paper 201-2019, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
• José P. Dapena & Juan A. Serur & Julián R. Siri, 2019. "A model free approach to the pricing of downside risk in argentinean stocks," CEMA Working Papers: Serie Documentos de Trabajo. 703, Universidad del CEMA.
• Melolinna, Marko & Tóth, Máté, 2019. "Trend and cycle shocks in Bayesian unobserved components models for UK productivity," Bank of England working papers 826, Bank of England.
• Bellino, Enrico & Fratini, Saverio M., 2019. "Absolute Advantages and Capital Mobility in International Trade Theory," Centro Sraffa Working Papers CSWP38, Centro di Ricerche e Documentazione "Piero Sraffa".
• Tom Phelan, 2019. "On the Optimality of Differential Asset Taxation," Working Papers 19-17R, Federal Reserve Bank of Cleveland, revised 01 Sep 2022.
• Florian, Huber & Kaufmann, Daniel, 2019. "Trend Fundamentals and Exchange Rate Dynamics," Working Papers in Economics 2019-4, University of Salzburg.
• Zacharias Bragoudakis & Stavros Degiannakis & George Filis, 2019. "Oil and pump prices: is there any asymmetry in the Greek oil downstream sector?," Working Papers 268, Bank of Greece.
• Been-Lon Chen & Chih-Feng Lai, 2018. "Optimal Capital Income Taxes in the infinite horizon model with Progressive Income Taxes," IEAS Working Paper : academic research 19-A004, Institute of Economics, Academia Sinica, Taipei, Taiwan.
• Rothfelder, Mario & Boldea, Otilia, 2019. "Testing for a Threshold in Models with Endogenous Regressors," Discussion Paper 2019-030, Tilburg University, Center for Economic Research.
• David Lagziel & Ehud Lehrer, 2019. "A Comparison of Noisy Signals in Screening," Working Papers 1904, Ben-Gurion University of the Negev, Department of Economics.
• David Lagziel & Ehud Lehrer, 2019. "A Bias Of Screening," Working Papers 1905, Ben-Gurion University of the Negev, Department of Economics.
• Hajivassiliou, Vassilis & Savignac, Frédérique, 2019. "Novel approaches to coherency conditions in dynamic LDV models: quantifying financing constraints and a firm's decision and ability to innovate," LSE Research Online Documents on Economics 102544, London School of Economics and Political Science, LSE Library.
• Johann Pfitzinger & Nico Katzke, 2019. "A constrained hierarchical risk parity algorithm with cluster-based capital allocation," Working Papers 14/2019, Stellenbosch University, Department of Economics.
• Naomi Gershoni & Corinne Low, 2019. "Older Yet Fairer: How Extended Reproductive Time Horizons Reshaped Marriage Patterns In Israel," Working Papers 1913, Ben-Gurion University of the Negev, Department of Economics.
• Ezra Einy & Ori Haimanko, 2019. "Equilibrium Existence In Games With A Concave Bayesian Potential," Working Papers 1911, Ben-Gurion University of the Negev, Department of Economics.
• Simeon Coleman & Juan Carlos Cuestas, 2019. "Current account and structural change in European transition economies," Working Papers 2019/08, Economics Department, Universitat Jaume I, Castellón (Spain).
• De Grauwe, Paul & Ji, Yuemei, 2018. "Core-periphery relations in the Eurozone," LSE Research Online Documents on Economics 91328, London School of Economics and Political Science, LSE Library.
• van Hasselt, Martijn & Bollinger, Christopher & Bray, Jeremy, 2019. "A Bayesian Approach to Account for Misclassification in Prevalence and Trend Estimation," UNCG Economics Working Papers 19-13, University of North Carolina at Greensboro, Department of Economics.
• Kwame Addae-Dapaah, 2018. "Urban Housing Affordability Problem in Africa: A Search for Pragmatic Solution?," AfRES afres2018_104, African Real Estate Society (AfRES).
• Gannon, Kate & Crick, Florence & Atela, Joanes & Babagaliyeva, Shanna & Batool, Samavia & Bedelian, Claire & Conway, Declan & Diop, Mamadou & Fankhauser, Samuel & Jobbins, Guy & Ludi, Eva & Qaisrani, , 2020. "Private adaptation in semi-arid lands: a tailored approach to ‘leave no one behind’," LSE Research Online Documents on Economics 102537, London School of Economics and Political Science, LSE Library.
• Nadav Ben Zeev & Tomer Ifergane, 2019. "Employment Protection Legislation and Economic Resilience: Protect and Survive?," Working Papers 1910, Ben-Gurion University of the Negev, Department of Economics.
• Belke, Ansgar & Goemans, Pascal, 2019. "Uncertainty and non-linear macroeconomic effects of fiscal policy in the US: A SEIVAR-based analysis," Ruhr Economic Papers 826, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• BEREAU Sophie, & GNABO Jean-Yves, & VANHOMWEGEN Henri,, 2019. "Making a difference: European mutual funds distinctiveness and peers’ performance," LIDAM Discussion Papers CORE 2019015, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Gabriele Camera & Alessandro Gioffré, 2019. "Cooperation in Indefinitely Repeated Helping Games: Existence and Characterization," Working Papers 19-28, Chapman University, Economic Science Institute.
• Sonia Paty & Morgan Ubeda, 2019. "Décentralisation et taille optimale des gouvernements locaux : pourquoi, comment coopérer et avec quels effets ?," Working Papers 1930, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
• Masaki KUSANO & Yoshihiro SAKUMA, 2019. "Recognition versus Disclosure and Audit Fees and Costs:Evidence from Pension Accounting in Japan," Discussion papers e-19-007, Graduate School of Economics , Kyoto University.
• Vincenzo Platino, 2019. "Externalities in Private Ownership Production Economies with Possibility Functions. An Existence Result," CSEF Working Papers 549, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
• Alberto Fuertes, 2019. "External adjustment with a common currency: the case of the euro area," Working Papers 1936, Banco de España.
• Chatterjee, Somnath & Jobst, Andreas, 2019. "Market-implied systemic risk and shadow capital adequacy," Bank of England working papers 823, Bank of England.
• Andrea Andrenelli & Javier López González, 2019. "Electronic transmissions and international trade - shedding new light on the moratorium debate," OECD Trade Policy Papers 233, OECD Publishing.
• Würtenberger, Daniel, 2019. "Index Based Insurance in Developing Countries: Rational Neglect?," EconStor Preprints 206408, ZBW - Leibniz Information Centre for Economics.
• Tanguiane, Andranick S., 2019. "Tackling the Bundestag growth by introducing fraction-valued votes," Working Paper Series in Economics 137, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
• Gregor Semieniuk & Isabella M. Weber, 2019. "Inequality in Energy Consumption : Statistical Equilibrium or a Question of Accounting Conventions?," UMASS Amherst Economics Working Papers 2019-18, University of Massachusetts Amherst, Department of Economics.
• Brühl, Volker, 2019. "LIBRA - a differentiated view on Facebook's virtual currency project," CFS Working Paper Series 633, Center for Financial Studies (CFS).
• H Peyton Young & Mark Paddrik, 2019. "How Safe are Central Counterparties in Credit Default Swap Markets?," Economics Series Working Papers 885, University of Oxford, Department of Economics.
• Alexander Monge-Naranjo, 2019. "A Theory of Economic Unions: A Comment," Working Papers 2019-35, Federal Reserve Bank of St. Louis.
• Judita Jurasekova Kucserova & Anna Strachotova, 2019. "Results of the third wave of the Household Finance and Consumption Survey [Vysledky tretej vlny zistovania o financiach a spotrebe domacnosti (HFCS)]," Working and Discussion Papers OP 1/2019, Research Department, National Bank of Slovakia.
• Nadav Ben Zeev, 2019. "Adjustable-Rate Mortgages, Systematic Monetary Policy, And The Root Cause Of The Financial Crisis," Working Papers 1908, Ben-Gurion University of the Negev, Department of Economics.
• Viviana Celli, 2019. "Causal Mediation Analysis in Economics: objectives, assumptions, models," Working Papers 12/19, Sapienza University of Rome, DISS.
• Nadav Ben Zeev, 2019. "Identification of Sign-Dependency of Impulse Responses," Working Papers 1907, Ben-Gurion University of the Negev, Department of Economics.
• Ružica Brečić & Anđela Morović, 2019. "Analiza stavova roditelja o zdravoj hrani i prehrani djece," EFZG Working Papers Series 1906, Faculty of Economics and Business, University of Zagreb.
• Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2019. "Factor-Driven Two-Regime Regression," Working Paper Series no128, Institute of Economic Research, Seoul National University.
• Gurrola-Perez, Pedro & He, Jieshuang & Harper, Gary, 2019. "Securities settlement fails network and buy‑in strategies," Bank of England working papers 821, Bank of England.
• Idione Meneghel & Rabee Tourky, 2019. "On the Existence of Equilibrium in Bayesian Games Without Complementarities," Cowles Foundation Discussion Papers 2190r, Cowles Foundation for Research in Economics, Yale University, revised Nov 2019.
• Gad Asorwoe Akwensivie, 2018. "Negotiation Strategies for Buying and Selling Property in Africa – Case Study of Ghanaoai:afres.id:afres2018_112," AfRES afres2018_112, African Real Estate Society (AfRES).
• SERSE Valerio,, 2019. "Do sugar taxes affect the right consumers ?," LIDAM Discussion Papers CORE 2019017, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Gregor Semieniuk & Isabella M. Weber, 2019. "Inequality in Energy Consumption: Statistical Equilibrium or a Question of Accounting Conventions?," Working Papers 228, Department of Economics, SOAS University of London, UK.
• Saman Adhami & Dominique Guégan, 2019. "Crypto assets: the role of ICO tokens within a well-diversified portfolio," Documents de travail du Centre d'Economie de la Sorbonne 19020, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Tomer Blumkin & David Lagziel, 2019. "Pay Secrecy In Labor Markets With Matching Frictions," Working Papers 1903, Ben-Gurion University of the Negev, Department of Economics.
• T. Odu & T. Dugeri, 2018. "Sustainability and Real Estate Curriculum: A Review of Estate Management Curriculum in Nigerian Federal Universities," AfRES afres2018_141, African Real Estate Society (AfRES).
• Pawel Krolikowski & Andrew H. McCallum, 2019. "Goods-Market Frictions and International Trade," Working Papers 16-35R2, Federal Reserve Bank of Cleveland.
• Mark Glick & Catherine Ruetschlin, 2019. "Big Tech Acquisitions and the Potential Competition Doctrine: The Case of Facebook," Working Papers Series 104, Institute for New Economic Thinking.
• Anton Grui & Artem Vdovychenko, 2019. "Quarterly Projection Model for Ukraine," Working Papers 03/2019, National Bank of Ukraine.
• Link, Thomas, 2019. "Optimal timing of calling in large-denomination banknotes under natural rate uncertainty," DICE Discussion Papers 327, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
• Emanuele Ciani & Adele Grompone & Elisabetta Olivieri, 2019. "Long-term unemployment and subsidies for permanent employment," Temi di discussione (Economic working papers) 1249, Bank of Italy, Economic Research and International Relations Area.
• Nadav Ben Zeev, 2019. "Is There A Single Shock That Drives The Majority Of Business Cycle Fluctuations?," Working Papers 1906, Ben-Gurion University of the Negev, Department of Economics.
• Boriss Siliverstovs & Daniel Wochner, 2019. "Recessions as Breadwinner for Forecasters State-Dependent Evaluation of Predictive Ability: Evidence from Big Macroeconomic US Data," KOF Working papers 19-463, KOF Swiss Economic Institute, ETH Zurich.
• C. Kariuki & N. Nzioki, 2018. "Meeting the Housing Needs of University Students in Small Urban Areas in Kenya," AfRES afres2018_132, African Real Estate Society (AfRES).
• Takushi Kurozumi & Willem Van Zandweghe, 2019. "A Theory of Intrinsic Inflation Persistence," Working Papers 19-16, Federal Reserve Bank of Cleveland.
• Pablo Garcia Sanchez & Alban Moura, 2019. "The LU-EAGLE model with disaggregated public expenditure," BCL working papers 135, Central Bank of Luxembourg.
• Neyt, Brecht & Baert, Stijn & Vynckier, Jana, 2019. "Job Prestige and Mobile Dating Success: A Field Experiment," GLO Discussion Paper Series 422, Global Labor Organization (GLO).
• Mustafa Caglayan & Alessandro Flamini & Babak Jahanshahi, 2019. "Organised Crime and Technology," SPRU Working Paper Series 2019-22, SPRU - Science Policy Research Unit, University of Sussex Business School.
• Aubry, Mathieu & Kräussl, Roman & Manso, Gustavo & Spaenjers, Christophe, 2019. "Machine learning, human experts, and the valuation of real assets," CFS Working Paper Series 635, Center for Financial Studies (CFS).
• Berger, Johannes & Beznoska, Martin & Kochskämper, Susanna & Strohner, Ludwig, 2019. "Das Basiszenario des Generationenmonitors: Daten, Methodik und zentrale Annahmen," IW-Reports 38/2019, Institut der deutschen Wirtschaft (IW) / German Economic Institute.
• Huning, Thilo R. & Wahl, Fabian, 2019. "The fetters of inheritance? Equal partition and regional economic development," Hohenheim Discussion Papers in Business, Economics and Social Sciences 09-2019, University of Hohenheim, Faculty of Business, Economics and Social Sciences.
• René Böheim & Marian Fink & Christine Zulehner, 2019. "About time: The narrowing gender wage gap in Austria," Economics working papers 2019-18, Department of Economics, Johannes Kepler University Linz, Austria.
• KAPSARC, King Abdullah Petroleum Studies and Research Center, 2017. "Coal in Asia: The Challenge for Policy and the Promise of Markets," Workshop Briefs ks-2017-wb011, King Abdullah Petroleum Studies and Research Center.
• Konstantinos Dellis, 2019. "Financial system heterogeneity and FDI flows: evidence from OECD economies," Working Papers 269, Bank of Greece.
• KAPSARC, King Abdullah Petroleum Studies and Research Center, 2018. "The Future of Transportation Energy Demand for Freight in Fast Growing Economies," Workshop Briefs ks--2018-wb17, King Abdullah Petroleum Studies and Research Center.
• KAPSARC, King Abdullah Petroleum Studies and Research Center, 2019. "The Challenges in Measuring Global Oil Production," Workshop Briefs ks--2019-wb26, King Abdullah Petroleum Studies and Research Center.