Report NEP-ORE-2019-11-25

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:

• Emmanuelle Jay & Thibault Soler & Jean-Philippe Ovarlez & Philippe De Peretti & Christophe Chorro, 2019, "Robust covariance matrix estimation and portfolio allocation: the case of non-homogeneous assets," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 19023, Oct.
• Fabio Franco, 2019, "Efficient Particle MCMC with GMM likelihood representation," CEIS Research Paper, Tor Vergata University, CEIS, number 473, Nov, revised 18 Nov 2019.
• Bergantiños, Gustavo & Lorenzo, Leticia, 2019, "Cost additive rules in minimum cost spanning tree problems with multiple sources," MPRA Paper, University Library of Munich, Germany, number 96937, Nov.
• Harold D. Chiang, 2019, "Many Average Partial Effects: with an Application to Text Regression," 2019 Papers, Job Market Papers, number pch1836, Oct.
• Daniel J. Lewis & Davide Melcangi & Laura Pilossoph, 2019, "Latent Heterogeneity in the Marginal Propensity to Consume," Staff Reports, Federal Reserve Bank of New York, number 902, Nov.
• Hammond, Peter J & Qiao, Lei & Sun, Yeneng, 2019, "Monte Carlo Sampling Processes and Incentive Compatible Allocations in Large Economies," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1229.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Carlos Poza, 2019, "Cycles and Long-Range Behaviour in the European Stock Market," CESifo Working Paper Series, CESifo, number 7943.
• Tauchmann, Harald, 2019, "Fixed-effects estimation of the linear discrete-time hazard model: An adjusted first-differences estimator," FAU Discussion Papers in Economics, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, number 09/2019.
• Yena Park & Yongsung Chang, 2018, "Optimal Taxation with Private Insurance," Working Paper Series, Institute of Economic Research, Seoul National University, number no117, Nov.
• Yu Zheng & Bowei Chen & Timothy M. Hospedales & Yongxin Yang, 2019, "Index Tracking with Cardinality Constraints: A Stochastic Neural Networks Approach," Papers, arXiv.org, number 1911.05052, Nov, revised Nov 2019.
• Hammond, Peter J. & Qiao, Lei & Sun, Yeneng, 2019, "Monte Carlo Sampling Processes and Incentive Compatible Allocations in Large Economies," CRETA Online Discussion Paper Series, Centre for Research in Economic Theory and its Applications CRETA, number 54.
• Pincheira, Pablo & Hardy, Nicolás, 2019, "Forecasting Aluminum Prices with Commodity Currencies," MPRA Paper, University Library of Munich, Germany, number 97005, Nov.
• Sproule, Robert, 2019, "The Delimitation of Giffenity for The Wold-Juréen (1953) Utility Function Using Relative Prices: A Note," MPRA Paper, University Library of Munich, Germany, number 96768, Oct.
• Ruhnau, Oliver & Hirth, Lion & Praktiknjo, Aaron, 2020, "Heating with wind: Economics of heat pumps and variable renewables," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 206688, revised 2020.
• Item repec:ris:msuecw:2019_008 is not listed on IDEAS anymore

• Brian C. Albrecht, 2019, "Investment without Coordination Failures," 2019 Papers, Job Market Papers, number pal847, Oct.
• Alloza, Mario & Gonzalo, Jesús & Sanz, Carlos, 2019, "Dynamic Effects of Persistent Shocks," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 29187, Nov.
• Arantza Estévez-Fernández & José Manuel Giménez-Gómez & María José Solís-Baltadano, 2019, "Sequential bankruptcy problems," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 19-076/II, Nov.
• Chavleishvili, Sulkhan & Manganelli, Simone, 2019, "Forecasting and stress testing with quantile vector autoregression," Working Paper Series, European Central Bank, number 2330, Nov.
• Dmitry Shapiro & Seung Huh, 2019, "Incentives of Low-Quality Sellers to Disclose Negative Information," Working Paper Series, Institute of Economic Research, Seoul National University, number no101, Mar.
• Scott M. R. Mahadeo & Reinhold Heinlein & Gabriella Deborah Legrenzi, 2019, "Tracing the Genesis of Contagion in the Oil-Finance Nexus," CESifo Working Paper Series, CESifo, number 7925.
• Yanchun Jin & Ryo Okui, 2019, "Testing for Overconfidence Statistically: A Moment Inequality Approach," Working Paper Series, Institute of Economic Research, Seoul National University, number no116, Mar.
• Takanori Ida & Ryo Okui, 2019, "Can information alleviate overconfidence? A randomized experiment on financial market predictions," Working Paper Series, Institute of Economic Research, Seoul National University, number no126, Oct.
• Youngsheng Xu & Naoki Yoshihara, 2019, "Does dynamic market competition with technological innovation leave no one behind?," Working Papers, Kochi University of Technology, School of Economics and Management, number SDES-2019-11, Nov, revised Nov 2019.
• Christian Ewerhart & Dan Kovenock, 2019, "A Class of N-player Colonel Blotto games with multidimensional private information," ECON - Working Papers, Department of Economics - University of Zurich, number 336, Nov, revised Feb 2021.
• Gary S. Anderson & Alena Audzeyeva, 2019, "A Coherent Framework for Predicting Emerging Market Credit Spreads with Support Vector Regression," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2019-074, Oct, DOI: 10.17016/FEDS.2019.074.
• Francesco Vercelli, 2019, "The evolution of inequality and social cohesion in Europe: 1957-2017," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 526, Nov.
• Ben Wealer & Simon Bauer & Leonard Göke & Christian von Hirschhausen & Claudia Kemfert, 2019, "Economics of Nuclear Power Plant Investment: Monte Carlo Simulations of Generation III/III+ Investment Projects," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1833.
• Christoph March, 2019, "The Behavioral Economics of Artificial Intelligence: Lessons from Experiments with Computer Players," CESifo Working Paper Series, CESifo, number 7926.
• Tomaz Cajner & Leland D. Crane & Ryan A. Decker & Adrian Hamins-Puertolas & Christopher J. Kurz, 2019, "Improving the Accuracy of Economic Measurement with Multiple Data Sources: The Case of Payroll Employment Data," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2019-065, Sep, DOI: 10.17016/FEDS.2019.065.
• Bo Hyun Chang & Yongsung Chang & Sun-Bin Kim, 2019, "Equilibrium Redistribution under Ex-ante Heterogeneity and Income-Dependent Voting," Working Paper Series, Institute of Economic Research, Seoul National University, number no125, Oct.
• Item repec:ris:msuecw:2019_009 is not listed on IDEAS anymore

• Xavier Ramos Morilla & Luciana Méndez Errico, 2019, "Selection and educational attainment: Why some children are left behind? Evidence from a middle-income country," Working Papers, Department of Applied Economics at Universitat Autonoma of Barcelona, number wpdea1901, Jan.
• Brigitte Roth Tran, 2019, "Sellin’ in the Rain: Adaptation to Weather and Climate in the Retail Sector," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2019-067, Sep, DOI: 10.17016/FEDS.2019.067.
• Luca Fornaro, 2019, "A Theory of monetary union and financial integration," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1677, Dec, revised Apr 2021.
• Josh Davis & Alan M. Taylor, 2019, "The Leverage Factor: Credit Cycles and Asset Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 26435, Nov.
• Mark Bils & Yongsung Chang & Sun-Bin Kim, 2019, "How Sticky Wages In Existing Jobs Can Affect Hiring," Working Paper Series, Institute of Economic Research, Seoul National University, number no118, Feb.
• Christian Ewerhart & Dan Kovenock, 2019, "A Class of N-Player Colonel Blotto Games with Multidimensional Private Information," Working Papers, Chapman University, Economic Science Institute, number 19-29.
• Ojo, Marianne, 2019, "The future of UK Carbon pricing: Artificial Intelligence and the Emissions Trading System," MPRA Paper, University Library of Munich, Germany, number 94887, Jul.
• Syngjoo Choi & Booyuel Kim & Minseon Park & Yoonsoo Park, 2018, "Do Teaching Practices Matter for Cooperation?," Working Paper Series, Institute of Economic Research, Seoul National University, number no122, Aug.
• Olivier J. Walther, 2019, "Frontières, sécurité et développement en Afrique de l’Ouest," Notes ouest-africaines, OECD Publishing, number 26, Nov, DOI: 10.1787/74a9db76-fr.
• Alexis Poindron, 2019, "A general model of synchronous updating with binary opinions," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 19024, Oct.
• Yossi Yakhin, 2019, "Breaking the UIP: A Model-Equivalence Result," Bank of Israel Working Papers, Bank of Israel, number 2019.15, Nov, revised Mar 2020.
• Merino Troncoso, Carlos, 2019, "Market power and welfare loss," MPRA Paper, University Library of Munich, Germany, number 96902, Nov.
• Maria D. Tito, 2019, "Exporters of Services: A Look at U.S. Exporters Outside of the Manufacturing Sector," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2019-063, Aug, DOI: 10.17016/FEDS.2019.063.
• Martin Bruns, 2019, "Proxy VAR models in a data-rich environment," University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 2019-03, Aug.
• Youngsheng Xu & Naoki Yoshihara, 2019, "Efficiency invites Divide and Coercion in the Age of Increasing Returns to Scale," Working Papers, Kochi University of Technology, School of Economics and Management, number SDES-2019-12, Nov, revised Nov 2019.
• Mirela Miescu & Haroon Mumtaz, 2019, "Proxy structural vector autoregressions, informational sufficiency and the role of monetary policy," Working Papers, Lancaster University Management School, Economics Department, number 280730188.
• Taneli M�kinen & Lucio Sarno & Gabriele Zinna, 2019, "Risky bank guarantees," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1232, Jul.
• Item repec:bof:bofitp:2019_022 is not listed on IDEAS anymore

• Korn, Olaf & Möller, Philipp M. & Schwehm, Christian, 2019, "Drawdown measures: Are they all the same?," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 19-04.
• Kiviet, Jan, 2019, "Causes of haze and its health effects in Singapore; a replication study," MPRA Paper, University Library of Munich, Germany, number 96950, Nov.
• Choo, Lawrence & Zhou, Xiaoyu, 2019, "Can market competition reduce anomalous behaviours," FAU Discussion Papers in Economics, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, number 08/2019.
• 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," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-02354596, Oct.
• Pham, Ngoc-Sang & Le Van, Cuong & Bosi, Stefano, 2019, "Real indeterminacy and dynamics of asset price bubbles in general equilibrium," MPRA Paper, University Library of Munich, Germany, number 96834, Nov.
• Dmitry Shapiro, 2019, "Theoretical Analysis of Heterogeneous Hospital Response to a Per Diem Prospective Payment System," Working Paper Series, Institute of Economic Research, Seoul National University, number no104, Mar.
• Steven Engels & Monika Sherwood, 2019, "What if We All Worked Gigs in the Cloud? The Economic Relevance of Digital Labour Platforms," European Economy - Discussion Papers, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 099, Jun.
• Mariolis, Theodore, 2019, "The location of the value theories in the complex plane and the degree of regularity-controllability of actual economies," MPRA Paper, University Library of Munich, Germany, number 96972, Nov.
• Juan Carlos Cuestas, 2019, "The current account sustainability in Central and Eastern Europe: Has it changed?," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2019/10.
• Jacob B. Madsen & Peter E. Robertson & Longfeng Ye, 2019, "Malthus Was Right: Explaining a Millennium of Stagnation," Economics Discussion / Working Papers, The University of Western Australia, Department of Economics, number 19-16.
• Arthur B. Nelson, 2019, "Deterrence in sequential contests: An experimental study," Working Papers, Department of Economics, Florida State University, number wp2019_11_02, Nov.
• Syngjoo Choi & Jos¢¥e-Alberto Guerra & Jinwoo Kim, 2018, "Interdependent Value Auctions with Insider Information: Theory and Experiment," Working Paper Series, Institute of Economic Research, Seoul National University, number no114, Sep.
• Mazur, Stepan & Otryakhin, Dmitry, 2019, "Linear Fractional Stable Motion with the RLFSM R Package," Working Papers, Örebro University, School of Business, number 2019:9, Nov.
• Jeffrey Trossman & Jeffrey Shafer, 2019, "The Big Shakeup: Making Sense of the OECD Digital Tax Proposals," e-briefs, C.D. Howe Institute, number 297, Nov.
• Ji Hyung Lee & Oliver Linton & YOON-JAE WHANG, 2018, "Quantilograms under Strong Dependence," Working Paper Series, Institute of Economic Research, Seoul National University, number no111, Apr.

Report NEP-ORE-2019-11-25

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: