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.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-ORE

The following items were announced in this report:

• Michael Pfarrhofer, 2019, "Measuring international uncertainty using global vector autoregressions with drifting parameters," Working Papers in Economics, University of Salzburg, number 2019-3, Aug.
• HAFNER Christian, & KYRIAKOPOULOU Dimitra,, 2019, "Exponential-type GARCH models with linear-in-variance risk premium," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2019013, Jul.
• Dakyung Seong & Jin Seo Cho & Timo Terasvirta, 2019, "Comprehensive Testing of Linearity against the Smooth Transition Autoregressive Model," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2019rwp-151, Nov.
• 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, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 19022, Oct.
• 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, Yonsei University, Yonsei Economics Research Institute, number 2019rwp-153, Nov.
• Eraslan, Sercan & Schröder, Maximilian, 2019, "Nowcasting GDP with a large factor model space," Discussion Papers, Deutsche Bundesbank, number 41/2019.
• 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, London School of Economics and Political Science, LSE Library, number 102500, Nov.
• Juan Carlos Cuestas, 2019, "Quantile regressions, asymmetric adjustment and crisis: the case of EU real exchange rates," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2019/09.
• Florian Huber & Katrin Rabithsc, 2019, "Exchange rate dynamics and monetary policy: Evidence from a non-linear DSGE-VAR approach," Working Papers in Economics, University of Salzburg, number 2019-5, Oct.
• Sven Schreiber, 2019, "On (bootstrapped) cointegration tests in partial systems," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 199-2019.
• Yichen Su, 2019, "The Rising Value of Time and the Origin of Urban Gentrification," Working Papers, Federal Reserve Bank of Dallas, number 1913, Oct, DOI: 10.24149/wp1913.
• 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, Yonsei University, Yonsei Economics Research Institute, number 2019rwp-152, Nov.
• Penélope Hernández & Peris Josep E. & Juan Vidal-Puga, 2019, "A Non-Cooperative Approach to the Folk Rule in Minimum Cost Spanning Tree Problems," QM&ET Working Papers, University of Alicante, D. Quantitative Methods and Economic Theory, number 19-5, Oct.
• Mark Schneider & Daniel Graydon Stephenson, 2019, "Price Signaling and Bargains in Markets with Partially Informed Populations," Working Papers, Chapman University, Economic Science Institute, number 19-27.
• Joel Suss & Henry Treitel, 2019, "Predicting bank distress in the UK with machine learning," Bank of England working papers, Bank of England, number 831, Oct.
• Olivier Ledoit & Michael Wolf, 2019, "Quadratic shrinkage for large covariance matrices," ECON - Working Papers, Department of Economics - University of Zurich, number 335, Nov, revised Dec 2020.
• DRAGAN Irinel, & DEHEZ Pierre,, 2019, "Alternative representation of semivalues, the inverse problem and coalitional rationality," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2019010, Jun.
• George Economides & Anastasios Xepapadeas, 2019, "The effects of climate change on a small open economy," Working Papers, Bank of Greece, number 267, Sep.
• Sebastian Gechert & Thomas Havranek & Zuzana Irsova & Dominika Kolcunova, 2019, "Death to the Cobb-Douglas production function," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 201-2019.
• 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., Universidad del CEMA, number 703, Nov.
• Marko Melolinna & Máté Tóth, 2019, "Trend and cycle shocks in Bayesian unobserved components models for UK productivity," Bank of England working papers, Bank of England, number 826, Sep.
• Enrico Bellino & Saverio M. Fratini, 2019, "Absolute Advantages and Capital Mobility in International Trade Theory," Centro Sraffa Working Papers, Centro di Ricerche e Documentazione 'Piero Sraffa', number CSWP38, Nov.
• Tom Phelan, 2019, "On the Optimality of Differential Asset Taxation," Working Papers, Federal Reserve Bank of Cleveland, number 19-17R2, Aug, revised 04 Feb 2025, DOI: 10.26509/frbc-wp-201917r2.
• Huber Florian & Daniel Kaufmann, 2019, "Trend Fundamentals and Exchange Rate Dynamics," Working Papers in Economics, University of Salzburg, number 2019-4, Oct.
• Zacharias Bragoudakis & Stavros Degiannakis & George Filis, 2019, "Oil and pump prices: is there any asymmetry in the Greek oil downstream sector?," Working Papers, Bank of Greece, number 268, Sep.
• 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, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 19-A004, Aug.
• Rothfelder, Mario & Boldea, Otilia, 2019, "Testing for a Threshold in Models with Endogenous Regressors," Discussion Paper, Tilburg University, Center for Economic Research, number 2019-030.
• David Lagziel & Ehud Lehrer, 2019, "A Comparison of Noisy Signals in Screening," Working Papers, Ben-Gurion University of the Negev, Department of Economics, number 1904.
• David Lagziel & Ehud Lehrer, 2019, "A Bias Of Screening," Working Papers, Ben-Gurion University of the Negev, Department of Economics, number 1905.
• 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, London School of Economics and Political Science, LSE Library, number 102544, Oct.
• Johann Pfitzinger & Nico Katzke, 2019, "A constrained hierarchical risk parity algorithm with cluster-based capital allocation," Working Papers, Stellenbosch University, Department of Economics, number 14/2019.
• Naomi Gershoni & Corinne Low, 2019, "Older Yet Fairer: How Extended Reproductive Time Horizons Reshaped Marriage Patterns In Israel," Working Papers, Ben-Gurion University of the Negev, Department of Economics, number 1913.
• Ezra Einy & Ori Haimanko, 2019, "Equilibrium Existence In Games With A Concave Bayesian Potential," Working Papers, Ben-Gurion University of the Negev, Department of Economics, number 1911.
• Simeon Coleman & Juan Carlos Cuestas, 2019, "Current account and structural change in European transition economies," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2019/08.
• De Grauwe, Paul & Ji, Yuemei, 2018, "Core-periphery relations in the Eurozone," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 91328, Nov.
• Martijn van Hasselt & Christopher Bollinger & Jeremy Bray, 2019, "A Bayesian Approach to Account for Misclassification in Prevalence and Trend Estimation," UNCG Economics Working Papers, University of North Carolina at Greensboro, Department of Economics, number 19-13, Oct.
• Kwame Addae-Dapaah, 2018, "Urban Housing Affordability Problem in Africa: A Search for Pragmatic Solution?," AfRES, African Real Estate Society (AfRES), number afres2018_104, Sep.
• 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, London School of Economics and Political Science, LSE Library, number 102537.
• Nadav Ben Zeev & Tomer Ifergane, 2019, "Employment Protection Legislation and Economic Resilience: Protect and Survive?," Working Papers, Ben-Gurion University of the Negev, Department of Economics, number 1910.
• Belke, Ansgar & Goemans, Pascal, 2019, "Uncertainty and non-linear macroeconomic effects of fiscal policy in the US: A SEIVAR-based analysis," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 826, DOI: 10.4419/86788959.
• BEREAU Sophie, & GNABO Jean-Yves, & VANHOMWEGEN Henri,, 2019, "Making a difference: European mutual funds distinctiveness and peers’ performance," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2019015, Jul.
• Gabriele Camera & Alessandro Gioffré, 2019, "Cooperation in Indefinitely Repeated Helping Games: Existence and Characterization," Working Papers, Chapman University, Economic Science Institute, number 19-28.
• Sonia Paty & Morgan Ubeda, 2019, "Décentralisation et taille optimale des gouvernements locaux : pourquoi, comment coopérer et avec quels effets ?," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 1930.
• Masaki KUSANO & Yoshihiro SAKUMA, 2019, "Recognition versus Disclosure and Audit Fees and Costs:Evidence from Pension Accounting in Japan," Discussion papers, Graduate School of Economics , Kyoto University, number e-19-007, Nov.
• Vincenzo Platino, 2019, "Externalities in Private Ownership Production Economies with Possibility Functions. An Existence Result," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 549, Nov.
• Alberto Fuertes, 2019, "External adjustment with a common currency: the case of the euro area," Working Papers, Banco de España, number 1936, Nov.
• Somnath Chatterjee & Andreas Jobst, 2019, "Market-implied systemic risk and shadow capital adequacy," Bank of England working papers, Bank of England, number 823, Sep.
• Andrea Andrenelli & Javier López González, 2019, "Electronic transmissions and international trade - shedding new light on the moratorium debate," OECD Trade Policy Papers, OECD Publishing, number 233, Nov, DOI: 10.1787/57b50a4b-en.
• Würtenberger, Daniel, 2019, "Index Based Insurance in Developing Countries: Rational Neglect?," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 206408.
• Tanguiane, Andranick S., 2019, "Tackling the Bundestag growth by introducing fraction-valued votes," Working Paper Series in Economics, Karlsruhe Institute of Technology (KIT), Department of Economics and Management, number 137, DOI: 10.5445/IR/1000105909.
• Gregor Semieniuk & Isabella M. Weber, 2019, "Inequality in Energy Consumption : Statistical Equilibrium or a Question of Accounting Conventions?," UMASS Amherst Economics Working Papers, University of Massachusetts Amherst, Department of Economics, number 2019-18.
• Brühl, Volker, 2019, "LIBRA - a differentiated view on Facebook's virtual currency project," CFS Working Paper Series, Center for Financial Studies (CFS), number 633.
• H Peyton Young & Mark Paddrik, 2019, "How Safe are Central Counterparties in Credit Default Swap Markets?," Economics Series Working Papers, University of Oxford, Department of Economics, number 885, Nov.
• Alexander Monge-Naranjo, 2019, "A Theory of Economic Unions: A Comment," Working Papers, Federal Reserve Bank of St. Louis, number 2019-35, Oct, DOI: 10.20955/wp.2019.035.
• 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, Research Department, National Bank of Slovakia, number OP 1/2019, Oct.
• Nadav Ben Zeev, 2019, "Adjustable-Rate Mortgages, Systematic Monetary Policy, And The Root Cause Of The Financial Crisis," Working Papers, Ben-Gurion University of the Negev, Department of Economics, number 1908.
• Viviana Celli, 2019, "Causal Mediation Analysis in Economics: objectives, assumptions, models," Working Papers, Sapienza University of Rome, DISS, number 12/19, Nov.
• Nadav Ben Zeev, 2019, "Identification of Sign-Dependency of Impulse Responses," Working Papers, Ben-Gurion University of the Negev, Department of Economics, number 1907.
• Ružica Brečić & Anđela Morović, 2019, "Analiza stavova roditelja o zdravoj hrani i prehrani djece," EFZG Working Papers Series, Faculty of Economics and Business, University of Zagreb, number 1906, Nov.
• Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2019, "Factor-Driven Two-Regime Regression," Working Paper Series, Institute of Economic Research, Seoul National University, number no128, Jul.
• Pedro Gurrola-Perez & Jieshuang He & Gary Harper, 2019, "Securities settlement fails network and buy‑in strategies," Bank of England working papers, Bank of England, number 821, Sep.
• Idione Meneghel & Rabee Tourky, 2019, "On the Existence of Equilibrium in Bayesian Games Without Complementarities," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2190r, Aug, 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, African Real Estate Society (AfRES), number afres2018_112, Sep.
• SERSE Valerio,, 2019, "Do sugar taxes affect the right consumers ?," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2019017, Sep.
• Gregor Semieniuk & Isabella M. Weber, 2019, "Inequality in Energy Consumption: Statistical Equilibrium or a Question of Accounting Conventions?," Working Papers, Department of Economics, SOAS University of London, UK, number 228, Oct.
• 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, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 19020, Sep.
• Tomer Blumkin & David Lagziel, 2019, "Pay Secrecy In Labor Markets With Matching Frictions," Working Papers, Ben-Gurion University of the Negev, Department of Economics, number 1903.
• T. Odu & T. Dugeri, 2018, "Sustainability and Real Estate Curriculum: A Review of Estate Management Curriculum in Nigerian Federal Universities," AfRES, African Real Estate Society (AfRES), number afres2018_141, Sep.
• Pawel Krolikowski & Andrew H. McCallum, 2019, "Goods-Market Frictions and International Trade," Working Papers, Federal Reserve Bank of Cleveland, number 16-35R2, Aug, DOI: 10.26509/frbc-wp-201635r2.
• Mark Glick & Catherine Ruetschlin, 2019, "Big Tech Acquisitions and the Potential Competition Doctrine: The Case of Facebook," Working Papers Series, Institute for New Economic Thinking, number 104, Oct, DOI: 10.36687/inetwp104.
• Anton Grui & Artem Vdovychenko, 2019, "Quarterly Projection Model for Ukraine," Working Papers, National Bank of Ukraine, number 03/2019, Sep.
• Link, Thomas, 2019, "Optimal timing of calling in large-denomination banknotes under natural rate uncertainty," DICE Discussion Papers, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE), number 327.
• Emanuele Ciani & Adele Grompone & Elisabetta Olivieri, 2019, "Long-term unemployment and subsidies for permanent employment," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1249, Nov.
• Nadav Ben Zeev, 2019, "Is There A Single Shock That Drives The Majority Of Business Cycle Fluctuations?," Working Papers, Ben-Gurion University of the Negev, Department of Economics, number 1906.
• 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, KOF Swiss Economic Institute, ETH Zurich, number 19-463, Oct, DOI: 10.3929/ethz-b-000374306.
• C. Kariuki & N. Nzioki, 2018, "Meeting the Housing Needs of University Students in Small Urban Areas in Kenya," AfRES, African Real Estate Society (AfRES), number afres2018_132, Sep.
• Takushi Kurozumi & Willem Van Zandweghe, 2019, "A Theory of Intrinsic Inflation Persistence," Working Papers, Federal Reserve Bank of Cleveland, number 19-16, Aug, DOI: 10.26509/frbc-wp-201916.
• Pablo Garcia Sanchez & Alban Moura, 2019, "The LU-EAGLE model with disaggregated public expenditure," BCL working papers, Central Bank of Luxembourg, number 135, Nov.
• Neyt, Brecht & Baert, Stijn & Vynckier, Jana, 2019, "Job Prestige and Mobile Dating Success: A Field Experiment," GLO Discussion Paper Series, Global Labor Organization (GLO), number 422.
• Mustafa Caglayan & Alessandro Flamini & Babak Jahanshahi, 2019, "Organised Crime and Technology," SPRU Working Paper Series, SPRU - Science Policy Research Unit, University of Sussex Business School, number 2019-22, Nov.
• Aubry, Mathieu & Kräussl, Roman & Manso, Gustavo & Spaenjers, Christophe, 2019, "Machine learning, human experts, and the valuation of real assets," CFS Working Paper Series, Center for Financial Studies (CFS), number 635.
• Berger, Johannes & Beznoska, Martin & Kochskämper, Susanna & Strohner, Ludwig, 2019, "Das Basiszenario des Generationenmonitors: Daten, Methodik und zentrale Annahmen," IW-Reports, Institut der deutschen Wirtschaft (IW) / German Economic Institute, number 38/2019.
• 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, University of Hohenheim, Faculty of Business, Economics and Social Sciences, number 09-2019.
• René Böheim & Marian Fink & Christine Zulehner, 2019, "About time: The narrowing gender wage gap in Austria," Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria, number 2019-18, Oct.
• KAPSARC, King Abdullah Petroleum Studies and Research Center, 2017, "Coal in Asia: The Challenge for Policy and the Promise of Markets," Workshop Briefs, King Abdullah Petroleum Studies and Research Center, number ks-2017-wb011, Nov.
• Konstantinos Dellis, 2019, "Financial system heterogeneity and FDI flows: evidence from OECD economies," Working Papers, Bank of Greece, number 269, Sep.
• KAPSARC, King Abdullah Petroleum Studies and Research Center, 2018, "The Future of Transportation Energy Demand for Freight in Fast Growing Economies," Workshop Briefs, King Abdullah Petroleum Studies and Research Center, number ks--2018-wb17, Jun, DOI: 10.30573/KS--2018-WB17.
• KAPSARC, King Abdullah Petroleum Studies and Research Center, 2019, "The Challenges in Measuring Global Oil Production," Workshop Briefs, King Abdullah Petroleum Studies and Research Center, number ks--2019-wb26, Sep, DOI: 10.30573/KS--2019-WB26.

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.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-ORE

The following items were announced in this report: