Report NEP-ORE-2020-01-13

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:

• Aknouche, Abdelhakim & Francq, Christian, 2019, "Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models," MPRA Paper, University Library of Munich, Germany, number 97382, Dec.
• Zijian Zeng & Meng Li, 2020, "Bayesian Median Autoregression for Robust Time Series Forecasting," Papers, arXiv.org, number 2001.01116, Jan, revised Dec 2020.
• Hannah Holmes & Katsushi S. Imai, 2019, "Fair Trade and Wellbeing Improvements: Evidence from Sri Lanka," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number DP2019-25, Dec.
• Akimov, Dmitry & Makarov, Ilya, 2019, "Deep Reinforcement Learning with VizDoomFirst-Person Shooter," MPRA Paper, University Library of Munich, Germany, number 97307, Sep, revised 23 Sep 2019.
• Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2019, "Confi dence Intervals for Projections of Partially Identifi ed Parameters," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP26/19, Jun.
• Kadyrov, Timur & Ignatov, Dmitry I., 2019, "Attribution of Customers’ Actions Based on Machine Learning Approach," MPRA Paper, University Library of Munich, Germany, number 97312, Sep, revised 23 Sep 2019.
• Tanaka, Yasuhito, 2019, "Involuntary unemployment under indivisible labor supply: Perfect competition case," MPRA Paper, University Library of Munich, Germany, number 97832, Dec.
• Acciaio, Beatrice & Guyon, Julien, 2020, "Short communication: inversion of convex ordering: local volatility does not maximise the price of VIX futures," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 102984, Feb.
• Michael, Friedrich & Ignatov, Dmitry I., 2019, "General Game Playing B-to-B Price Negotiations," MPRA Paper, University Library of Munich, Germany, number 97313, Sep, revised 23 Sep 2019.
• Bernard De Meyer & Moussa Dabo, 2019, "The CMMV Pricing Model in Practice," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 19026, Nov.
• Serge Darolles & Gaëlle Le Fol & Yang Lu & Ran Sun, 2019, "Bivariate integer-autoregressive process with an application to mutual fund flows," Post-Print, HAL, number halshs-02418967, DOI: 10.1016/j.jmva.2019.02.015.
• Paolo Siciliani & Emanuele Giovannetti, 2019, "Platform competition and incumbency advantage under heterogeneous switching cost — exploring the impact of data portability," Bank of England working papers, Bank of England, number 839, Dec.
• Item repec:uea:ueaeco:2019_05 is not listed on IDEAS anymore

• Liutang Gong & Chan Wang & Heng-fu Zou, 2020, "Optimal monetary policy in a model of vertical production and trade with reference currency," CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics, number 611.
• Fredrik Wulfsberg, 2019, "Wages for Skilled Workers in the Norwegian Pulp and Paper Industry 1967–79," Working Papers, Oslo Metropolitan University, Oslo Business School, number 201904, Jul, DOI: 10.13140/RG.2.2.31964.54400.
• Mirko Moscatelli & Simone Narizzano & Fabio Parlapiano & Gianluca Viggiano, 2019, "Corporate default forecasting with machine learning," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1256, Dec.
• Jackson, Emerson Abraham & Tamuke, Edmund, 2019, "Predicting disaggregated tourist arrivals in Sierra Leone using ARIMA model," MPRA Paper, University Library of Munich, Germany, number 96845, Sep, revised 23 Dec 2019.
• Tanaka, Yasuhito, 2019, "Indivisible labor supply and involuntary unemployment: Monopolistic competition model," MPRA Paper, University Library of Munich, Germany, number 97377, Dec.
• Zolnikov, Pavel & Zubov, Maxim & Nikitinsky, Nikita & Makarov, Ilya, 2019, "Efficient Algorithms for Constructing Multiplex Networks Embedding," MPRA Paper, University Library of Munich, Germany, number 97310, Sep, revised 23 Sep 2019.
• Baskran, Sumirrta, 2019, "The Effects of Internal and External Factors on Corporate Governance and the Performance of American International Group (AIG)," MPRA Paper, University Library of Munich, Germany, number 97263, Oct, revised 11 Nov 2019.
• de Bondt, Gabe & Gieseck, Arne & Zekaite, Zivile & Herrero, Pablo, 2019, "Disaggregate income and wealth effects in the largest euro area countries," Working Paper Series, European Central Bank, number 2343, Dec.
• Luká? Augustin Máslo, 2019, "Post-Keynesian Controversy About Uncertainty: Methodological Perspective, Part I," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 9512190, Oct.
• Tianyi Liu & Enlu Zhou, 2019, "Online Quantification of Input Model Uncertainty by Two-Layer Importance Sampling," Papers, arXiv.org, number 1912.11172, Dec, revised Feb 2020.
• Daniel Wilhelm, 2019, "Testing for the Presence of Measurement Error," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers, Economic Statistics Centre of Excellence (ESCoE), number ESCoE DP-2019-18, Nov.
• Bergantiños, Gustavo & Lorenzo, Leticia, 2019, "How to apply penalties to avoid delays in projects," MPRA Paper, University Library of Munich, Germany, number 97139, Jan.
• Martinelli, Cesar & Vega, Marco, 2019, "The economic legacy of General Velasco: Long-term consequences of interventionism," Working Papers, Banco Central de Reserva del Perú, number 2019-010, Dec.
• Bergantiños, Gustavo & Chun, Youngsub & Lee, Eunju & Lorenzo, Leticia, 2019, "The Folk Rule for Minimum Cost Spanning Tree Problems with Multiple Sources," MPRA Paper, University Library of Munich, Germany, number 97141, Jan.
• Florian Gunsilius & Susanne M. Schennach, 2019, "Independent nonlinear component analysis," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP46/19, Sep.
• Benkovich, Nikita & Dedenok, Roman & Golubev, Dmitry, 2019, "Deep Quarantine for Suspicious Mail," MPRA Paper, University Library of Munich, Germany, number 97311, Sep, revised 23 Sep 2019.
• Tomasz Żylicz, 2019, "Urban greenery management problem," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2019-21.
• Aditya Maheshwari & Traian Pirvu, 2019, "Portfolio Optimization under Correlation Constraint," Papers, arXiv.org, number 1912.12521, Dec.
• March, Christoph, 2019, "The behavioral economics of artificial intelligence: Lessons from experiments with computer players," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 154.
• Reinhard Neck & Dmitri Blueschke & Viktoria Blueschke-Nikolaeva, 2019, "Finite Horizon Dynamic Games with and without a Scrap Value," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 9712064, Oct.
• Bastani, Spencer & Giebe, Thomas & Gürtler, Oliver, 2019, "A general framework for studying contests," MPRA Paper, University Library of Munich, Germany, number 97363, Dec.
• Sy-Hoa Ho & Jamel Saadaoui, 2019, "Symmetric and asymmetric effects of exchange rates on money demand: Empirical evidence from Vietnam?," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2019-49.
• Bastian Kordyaka & Mario Lackner & Hendrik Sonnabend, 2019, "Can too many cooks spoil the broth? Coordination costs, fatigue, and performance in high-intensity tasks," Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria, number 2019-19, Nov.
• Item repec:hka:wpaper:2019-073 is not listed on IDEAS anymore

• Holger Dette & Weichi Wu, 2020, "Prediction in locally stationary time series," Papers, arXiv.org, number 2001.00419, Jan, revised Jan 2020.
• Jacobo Roa-Vicens & Yuanbo Wang & Virgile Mison & Yarin Gal & Ricardo Silva, 2019, "Adversarial recovery of agent rewards from latent spaces of the limit order book," Papers, arXiv.org, number 1912.04242, Dec.
• Andrejs Zlobins, 2019, "Macroeconomic Effects of the ECB's Forward Guidance," Working Papers, Latvijas Banka, number 2019/03, Nov.
• Fries, Sébastien, 2018, "Conditional moments of noncausal alpha-stable processes and the prediction of bubble crash odds," MPRA Paper, University Library of Munich, Germany, number 97353, May, revised Nov 2019.
• Jackson, Emerson Abraham & Tamuke, Edmund & Jabbie, Mohamed, 2019, "Disaggregated Short-Term Inflation Forecast (STIF) for Monetary Policy Decision in Sierra Leone," MPRA Paper, University Library of Munich, Germany, number 96735, Sep, revised 26 Nov 2019.
• Item repec:bof:bofrdp:2020_001 is not listed on IDEAS anymore

• Luca Fornaro, 2019, "A Theory of Monetary Union and Financial Integration," Working Papers, Barcelona School of Economics, number 1138, Dec.
• Raffaella Giacomini & Toru Kitagawa & Harald Uhlig, 2019, "Estimation Under Ambiguity," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP24/19, May.
• Item repec:bof:bofrdp:2020_002 is not listed on IDEAS anymore

• Jan Posp'iv{s}il & Tom'av{s} Sobotka & Philipp Ziegler, 2019, "Robustness and sensitivity analyses for stochastic volatility models under uncertain data structure," Papers, arXiv.org, number 1912.06709, Dec.
• Harin, Alexander, 2019, "Behavioral sciences and auto-transformations. Introduction," MPRA Paper, University Library of Munich, Germany, number 97344, Dec.
• Kim, Minseong, 2019, "Firms as problem solvers: economics meets computer science," MPRA Paper, University Library of Munich, Germany, number 97332, Dec.
• Florent Bédécarrats & Isabelle Guérin & François Roubaud, 2019, "Microcredit RCTs in Development: Miracle or Mirage?," Working Papers, DIAL (Développement, Institutions et Mondialisation), number DT/2019/13, Dec.
• Markus K. Brunnermeier & Darius Palia & Karthik A. Sastry & Christopher A. Sims, 2019, "Feedbacks: Financial Markets and Economic Activity," Working Papers, Princeton University, Department of Economics, Center for Economic Policy Studies., number 257, Aug.
• Ilya Musabirov & Denis Bulygin & Ekaterina Marchenko, 2019, "Personal Brands Of Esports Athletes: An Exploration Of Evaluation Mechanisms," HSE Working papers, National Research University Higher School of Economics, number WP BRP 90/SOC/2019.
• Aleksandra prof. PULS dr hab. ?uczak & Ma?gorzata Just, 2019, "A novel hybrid MCDM procedure to assessment of socio-economic development of units at different government levels," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 9912160, Oct.
• Nikil Chande & Dennis Yanchus, 2019, "Cyberincidents : état des lieux," Staff Analytical Notes, Bank of Canada, number 2019-32fr, Dec, DOI: 10.34989/san-2019-32.
• Jochimsen, Beate, 2019, "Christmas lights in Berlin: New empirical evidence for the private provision of a public good," FiFo Discussion Papers - Finanzwissenschaftliche Diskussionsbeiträge, University of Cologne, FiFo Institute for Public Economics, number 19-04.
• Ruben Loaiza-Maya & Gael M. Martin & David T. Frazier, 2019, "Focused Bayesian Prediction," Papers, arXiv.org, number 1912.12571, Dec, revised Aug 2020.
• Falko Baustian & Katev{r}ina Filipov'a & Jan Posp'iv{s}il, 2019, "Solution of option pricing equations using orthogonal polynomial expansion," Papers, arXiv.org, number 1912.06533, Dec, revised Jun 2020.
• Abhijit Banerjee, 2019, "Field experiments and the practice of economics," Nobel Prize in Economics documents, Nobel Prize Committee, number 2019-3, Dec.
• Dario Frascaria & Neil Olver & Erik T. Verhoef, 2020, "Emergent hypercongestion in Vickrey bottleneck networks," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 20-002/VIII, Jan.
• Semenova, Daria & Temirkaeva, Maria, 2019, "The Comparison of Methods for IndividualTreatment Effect Detection," MPRA Paper, University Library of Munich, Germany, number 97309, Sep, revised 23 Sep 2019.
• Roger Farmer, 2019, "The Importance of Beliefs in Shaping Macroeconomic Outcomes," NBER Working Papers, National Bureau of Economic Research, Inc, number 26557, Dec.
• Yupawan Vannavanit & Sirirat Kosakarika, 2019, "Thai Customer Satisfaction in Shopee Application," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 9712140, Oct.
• Morgan, Mary S., 2019, "‘If p? Then What?’ Thinking Within, With, and From Cases," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 102972, Dec.
• Item repec:ris:msuecw:2020_002 is not listed on IDEAS anymore

• Walter Briec & Stéphane Mussard, 2019, "Improvement of Technical Efficiency of Firm Groups," Post-Print, HAL, number hal-02387847, Nov, DOI: 10.1016/j.ejor.2019.11.048.
• Nyoni, Smartson. Pumulani & Nyoni, Thabani, 2019, "Forecasting TB notifications at Zengeza clinic in Chitungwiza, Zimbabwe," MPRA Paper, University Library of Munich, Germany, number 97331, Dec.
• Carrera, César & Puch, Miguel, 2019, "Consumption dynamics and the expectation channel in a Small Open Economy," Working Papers, Banco Central de Reserva del Perú, number 2019-008, Dec.
• Sijabat, Ferdi Nazirun & Muhammad, Muhammad, 2019, "Studi Eksplorasi Kesiapan Internasionalisasi Warung Kopi di Kota Banda Aceh ke Tingkat ASEAN
  [Internationalisation Readiness of Banda Aceh's Coffee Shop Industry to ASEAN]," MPRA Paper, University Library of Munich, Germany, number 97846, Dec.
• Bunji, Kyosuke & Okada, Kensuke, 2019, "Item Response and Response Time Model for Personality Assessment via Linear Ballistic Accumulation," OSF Preprints, Center for Open Science, number knuy7, Jan, DOI: 10.31219/osf.io/knuy7.
• Dieter Pennerstorfer & Biliana Yontcheva, 2019, "How to Draw the Line: A Note on Local Market Definition," Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria, number 2019-17, Oct.
• Bergantiños, Gustavo & Moreno-Ternero, Juan D., 2019, "Allocating extra revenues from broadcasting sports leagues," MPRA Paper, University Library of Munich, Germany, number 97413, Dec.
• Sven Klaassen & Jannis Kück & Martin Spindler & Victor Chernozhukov, 2019, "Uniform inference in high-dimensional Gaussian graphical models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP29/19, Jun.
• Marcello Pericoli, 2019, "An assessment of recent trends in market-based expected iflation in the euro area," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 542, Dec.
• Alice Guerra & Tapas Kundu, 2019, "The Role of Legal Presumptions in Patent Litigation," Working Papers, Oslo Metropolitan University, Oslo Business School, number 201905, Oct, DOI: 10.2139/ssrn.3477505.
• Nikil Chande & Dennis Yanchus, 2019, "The Cyber Incident Landscape," Staff Analytical Notes, Bank of Canada, number 2019-32, Dec, DOI: 10.34989/san-2019-32.
• Uju Violet Alola & Simplice A. Asongu & Andrew Adewale Alola, 2019, "Linking supervisor incivility with job embeddedness and cynicism: The mediating role of employee self-efficacy," Working Papers, European Xtramile Centre of African Studies (EXCAS), number 19/091, Jan.
• Edouard Djeutem & Shaofeng Xu, 2019, "Model Uncertainty and Wealth Distribution," Staff Working Papers, Bank of Canada, number 19-48, Dec, DOI: 10.34989/swp-2019-48.
• Antonios Antypas & Guglielmo Maria Caporale & Nikolaos Kourogenis & Nikitas Pittis, 2019, "Estimation of Conditional Asset Pricing Models with Integrated Variables in the Beta Specification," CESifo Working Paper Series, CESifo, number 7969.
• Victor Chernozhukov & Kaspar Wüthrich & Yinchu Zhu, 2019, "Inference on average treatment effects in aggregate panel data settings," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP32/19, Jun.
• Naji Massad & Jørgen Vitting Andersen, 2019, "Defining an intrinsic "stickiness" parameter of stock price returns," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 19028, Oct.
• Alghalith, Moawia, 2019, "The distribution of the average of log-normal variables and Exact Pricing of the Arithmetic Asian Options: A Simple, closed-form Formula," MPRA Paper, University Library of Munich, Germany, number 97324, Nov.
• Le Cour Grandmaison, Romain & Morris, Nathaniel & Smith, Benjamin, 2019, "The last harvest? From the US fentanyl boom to the Mexican Opium Crisis," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 102974, Nov.
• Lahura, Erick & Espino, Freddy, 2019, "Cartera morosa en moneda extranjera y tipo de cambio real: Evidencia para el Perú, 2003-2018," Working Papers, Banco Central de Reserva del Perú, number 2019-009, Dec.
• Viktors Ajevskis, 2019, "Generalised Impulse Response Function as a Perturbation of a Global Solution to DSGE Models," Working Papers, Latvijas Banka, number 2019/04, Nov.
• Kurovskiy, Gleb, 2019, "Disentanglement of natural interest rate shocks and monetary policy shocks nexus," MPRA Paper, University Library of Munich, Germany, number 97547, Dec.
• Andrejs Zlobins, 2019, "Country-Level Effects of the ECB's Expanded Asset Purchase Programme," Working Papers, Latvijas Banka, number 2019/02, Sep.
• Hans Gersbach & Hans Haller, 2019, "Gainers and Losers from Market Integration," CESifo Working Paper Series, CESifo, number 7977.
• Muteba Mwamba, John Weirstrass & Tchuinkam Djemo, Charles Raoul, 2019, "Exchange Rate Risk and International Equity Portfolio Diversification: A South African Investor’s Perspective," MPRA Paper, University Library of Munich, Germany, number 97338, Dec.
• Carlo Marinelli, 2019, "Positivity of mild solution to stochastic evolution equations with an application to forward rates," Papers, arXiv.org, number 1912.12472, Dec.
• Gergely Ganics & Barbara Rossi & Tatevik Sekhposyan, 2019, "From fixed-event to fixed-horizon density forecasts: obtaining measures of multi-horizon uncertainty from survey density forecasts," Working Papers, Banco de España, number 1947, Dec.
• Hubert Stahn & Agnes Tomini, 2019, "Managing a common-pool resource with no stock externality: The case of artesian aquifers," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1935, Dec.

Report NEP-ORE-2020-01-13

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: