Report NEP-ORE-2020-02-03

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:

• Hajivassiliou, Vassilis, 2019, "Switching regressions with imperfect regime classification information: theory and applications," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 103119, Nov.
• Thomas Gomez & Giulia Piccillo, 2019, "Diverse Risk Preferences and Heterogeneous Expectations in an Asset Pricing Model," CESifo Working Paper Series, CESifo, number 8003.
• Ibrahim, Omar, 2019, "Modelling Risk on the Egyptian Stock Market: Evidence from a Markov-Regime Switching GARCH Process," MPRA Paper, University Library of Munich, Germany, number 98091, Dec.
• Shi, Chengchun & Song, Rui & Chen, Zhao & Li, Runze, 2019, "Linear hypothesis testing for high dimensional generalized linear models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 102108, Oct.
• Shi, Chengchun & Lu, Wenbin & Song, Rui, 2018, "A massive data framework for M-estimators with cubic-rate," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 102111, Oct.
• Joshua Angrist & Brigham Frandsen, 2019, "Machine Labor," NBER Working Papers, National Bureau of Economic Research, Inc, number 26584, Dec.
• Jaqueson K. Galimberti, 2020, "Information weighting under least squares adaptive learning," Working Papers, Auckland University of Technology, Department of Economics, number 2020-04, Apr.
• Hakobyan, Zaruhi & Koulovatianos, Christos, 2019, "Symmetric Markovian games of commons with potentially sustainable endogenous growth," CFS Working Paper Series, Center for Financial Studies (CFS), number 638.
• Davide La Vecchia & Alban Moor & O. Scaillet, 2020, "A Higher-Order Correct Fast Moving-Average Bootstrap for Dependent Data," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-01, Jan.
• Marco Corazza & Giovanni Fasano & Riccardo Gusso & Raffaele Pesenti, 2019, "A comparison among Reinforcement Learning algorithms in financial trading systems," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2019:33.
• Brice Corgnet & Cary Deck & Mark DeSantis & Kyle Hampton & Erik O. Kimbrough, 2020, "Reconsidering Rational Expectations and the Aggregation of Diverse Information in Laboratory Security Markets," Working Papers, Chapman University, Economic Science Institute, number 20-03.
• Yoonseok Lee & Yulong Wang, 2020, "Inference in Threshold Models," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 223, Jan.
• Chen, Been-Lon & Hu, Yunfang & Mino, Kazuo, 2019, "Income Taxation Rules and Stability of a Small Open Economy," MPRA Paper, University Library of Munich, Germany, number 98098, Nov.
• Antier, S & Barynova, K & Fryzlewicz, Piotr & Lauchard, C & Marchal-Duval, G, 2020, "Detection of gamma-ray transients with wild binary segmentation," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 103139, Apr.
• Sergio Salgado & Fatih Guvenen & Nicholas Bloom, 2019, "Skewed Business Cycles," NBER Working Papers, National Bureau of Economic Research, Inc, number 26565, Dec.
• Juha Virrankoski, 2019, "A Cluster and a Search Market CanCoexist," Discussion Papers, Aboa Centre for Economics, number 128, Oct.
• Bryan S. Graham, 2019, "Network Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 26577, Dec.
• Yılmaz, Engin, 2018, "Vergi gelirlerinin tahminlenmesine yönelik ekonometrik model
  [Econometric model for forecasting tax revenues]," MPRA Paper, University Library of Munich, Germany, number 91192, Nov, revised 01 Dec 2018.
• Chen, Yunxiao & Li, Xiaoou & Liu, Jingchen & Ying, Zhiliang, 2018, "Robust measurement via a fused latent and graphical item response theory model," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 103181, Sep.
• George Athanasopoulos & Nikolaos Kourentzes, 2020, "On the Evaluation of Hierarchical Forecasts," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 2/20.
• Ian Martin & Stefan Nagel, 2019, "Market Efficiency in the Age of Big Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 26586, Dec.
• Item repec:bon:boncrc:crctr224_2020_145 is not listed on IDEAS anymore

• Guglielmo Maria Caporale & Menelaos Karanasos & Stavroula Yfanti, 2019, "Macro-Financial Linkages in the High-Frequency Domain: The Effects of Uncertainty on Realized Volatility," CESifo Working Paper Series, CESifo, number 8000.
• Dassios, Angelos & Li, Luting, 2020, "Explicit asymptotic on first passage times of diffusion processes," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 103087, Jul.
• Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2019, "Forecasting with a Panel Tobit Model," NBER Working Papers, National Bureau of Economic Research, Inc, number 26569, Dec.
• Shi, Chengchun & Fan, Ailin & Song, Rui & Lu, Wenbin, 2018, "High-dimensional A-learning for optimal dynamic treatment regimes," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 102113, Jun.
• Hannu Salonen & Mitri Kitti, 2019, "A Note on Nash Equilibrium andFixed Point Theorems," Discussion Papers, Aboa Centre for Economics, number 131, Dec.
• Wu, Guoyuan & Zhao, Zhouqiao & Wang, Ziran & Barth, Matthew J., 2020, "Development of Eco-Friendly Ramp Control for Connected and Automated Electric Vehicles," Institute of Transportation Studies, Working Paper Series, Institute of Transportation Studies, UC Davis, number qt63r0f737, Jan.
• Gaston Clément Nyassoke Titi & Jules Sadefo-Kamdem & Louis Aimé Fono, 2020, "Fishery Management in a Regime Switching Environment: Utility Based Approach," Working Papers, HAL, number hal-02433395, Jan.
• Nikolov, Plamen & Pasimeni, Paolo, 2019, "Fiscal Stabilization in the United States: Lessons for Monetary Unions," BoF Economics Review, Bank of Finland, number 6/2019.
• Justin C. Ortagus & Melvin J. Tanner & Isaac McFarlin Jr., 2020, "Can Re-Enrollment Campaigns Help Dropouts Return to College? Evidence from Florida Community Colleges," NBER Working Papers, National Bureau of Economic Research, Inc, number 26649, Jan.
• Panayotis Mertikopoulos & Heinrich H. Nax & Bary S. R. Pradelski, 2019, "Quick or cheap? Breaking points in dynamic markets," ECON - Working Papers, Department of Economics - University of Zurich, number 338, Dec.
• Jaspars, Susanne & Adan, Guhad M. & Majid, Nisar, 2019, "Food and power in Somalia: business as usual? A scoping study on the political economy of food following shifts in food assistance and in governance," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 103138, Jan.
• Martin F. Quaas & Stefan Baumgärtner & Moritz A. Drupp & Jasper N. Meya, 2019, "Intertemporal Utility with Heterogeneous Goods and Constant Elasticity of Substitution," CESifo Working Paper Series, CESifo, number 7999.
• Alexander Frug, 2019, "On strategic transmission of gradually arriving information," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1691, Dec.
• Yunus Aksoy & Rubens Morita & Zacharias Psaradakis, 2019, "The Chair of the U.S. Federal Reserve and the Macroeconomic Causality Regimes," BCAM Working Papers, Birkbeck Centre for Applied Macroeconomics, number 1910, Dec.
• Brañas-Garza, Pablo & Kovářík, Jaromír & Lopez-Martin, Maria del Carmen, 2020, "No moral wiggles in e5 and e1,000 dictator games under ambiguity," MPRA Paper, University Library of Munich, Germany, number 98132, Jan.
• Meena, Mohar Singh & Singh, K M, 2019, "A Study on Impact of Training for Efficient Water Management in Agriculture," MPRA Paper, University Library of Munich, Germany, number 98115, revised 2019.
• Peter B. Dixon & Maureen T. Rimmer, 2020, "Developing a DSGE Consumption Function for a CGE Model," Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre, number g-296, Jan.
• Blaufus, Kay & Schöndube, Jens Robert & Wielenberg, Stefan, 2020, "Strategic interactions between tax and statutory auditors and different information regimes: Implications for tax audit efficiency," arqus Discussion Papers in Quantitative Tax Research, arqus - Arbeitskreis Quantitative Steuerlehre, number 249.
• Naoki Yoshihara & Roberto Veneziani, 2019, "Technical progress, capital accumulation, and distribution," Working Papers, Queen Mary University of London, School of Economics and Finance, number 899, Nov.
• Florian Huber & Michael Pfarrhofer & Philipp Piribauer, 2020, "A multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis," Papers, arXiv.org, number 2001.03935, Jan.
• Robert Holzmann & Jennifer Alonso Garcia & Héloïse Labit Hardy & Andrés Villegas, 2020, "NDC schemes and heterogeneity in longevity: proposals for redesign," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/299992.
• Javier Rentería Vargas & María Evangelina Salinas Escobar & María Teresa Rentería Rodríguez & Armando Chávez Hernández, 2020, "La estrategia urbanizadora de un espacio rural. El caso de Matatlán, México," Estudios Regionales en Economía, Población y Desarrollo. Cuadernos de Trabajo de la Universidad Autónoma de Ciudad Juárez., Cuerpo Académico 41 de la Universidad Autónoma de Ciudad Juárez, number 55, Jan, revised 01 Jan 2020.
• Bergantiños, Gustavo & Navarro-Ramos, Adriana, 2020, "Cooperative approach to a location problem with agglomeration economies," MPRA Paper, University Library of Munich, Germany, number 98121, Jan.
• Hanappi, Hardy, 2020, "Perplexing Complexity Human Modelling and Primacy of the Group as Essence of Complexity," MPRA Paper, University Library of Munich, Germany, number 98129, Jan.
• Chuluunbayar, Delgerjargal, 2019, "Output Composition of Monetary Policy Transmission in Mongolia," MPRA Paper, University Library of Munich, Germany, number 98111, Oct.
• Marcelo Álvez & Rodrigo Lluberas & Jorge Ponce, 2019, "The cost of using cash and checks in Uruguay," Documentos de trabajo, Banco Central del Uruguay, number 2019004.
• Nam Gang Lee & Byoung Hoon Seok, 2019, "A Structural Change in the Trend and Cycle in Korea," Working Papers, Economic Research Institute, Bank of Korea, number 2019-26, Nov.
• Adam Dearing & Jason R. Blevins, 2019, "Efficient and Convergent Sequential Pseudo-Likelihood Estimation of Dynamic Discrete Games," Papers, arXiv.org, number 1912.10488, Dec, revised Apr 2024.
• Bertani, Filippo & Raberto, Marco & Teglio, Andrea, 2020, "The Productivity and Unemployment Effects of the Digital Transformation: an Empirical and Modelling Assessment," MPRA Paper, University Library of Munich, Germany, number 98233, Jan.
• Worapree Maneesoonthorn & Gael M. Martin & Catherine S. Forbes, 2020, "High-Frequency Jump Tests: Which Test Should We Use?," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 3/20.
• Adrien Auclert & Matthew Rognlie & Ludwig Straub, 2020, "Micro Jumps, Macro Humps: Monetary Policy and Business Cycles in an Estimated HANK Model," NBER Working Papers, National Bureau of Economic Research, Inc, number 26647, Jan.
• Julia Eisenberg & Zbigniew Palmowski, 2020, "Optimal Dividends Paid in a Foreign Currency for a L\'evy Insurance Risk Model," Papers, arXiv.org, number 2001.03733, Jan.
• Lanari, Donatella & Pieroni, Luca & Salmasi, Luca, 2020, "Regularization of Immigrants and Fertility in Italy," MPRA Paper, University Library of Munich, Germany, number 98241, Jan.
• Bronson Argyle & Taylor D. Nadauld & Christopher Palmer, 2020, "Real Effects of Search Frictions in Consumer Credit Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 26645, Jan.
• Shurojit Chatterji & Souvik Roy & Soumyarup Sadhukhan & Arunava Sen & Huaxia Zeng, 2020, "Restricted Probabilistic Fixed Ballot Rules and Hybrid Domains," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 3-2020, Jan.
• Yildirim, Ramazan & Ilhan, Bilal, 2018, "Fıkhi Filtreleme Metodolojisi - Yeni Bir Fıkhi Yaklaşım
  [Shari’ah Screening Methodology - New Shari’ah Compliant Approach”]," MPRA Paper, University Library of Munich, Germany, number 90417, Nov.
• Castillo, Geoffrey & Choo, Lawrence & Grimm, Veronika, 2020, "Are groups really more dishonest than individuals?," FAU Discussion Papers in Economics, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, number 01/2020, revised 2020.
• Andrea Civelli & Cary Deck & Antonella Tutino, 2020, "Rationally Inattentive savers and Monetary Policy Changes: A Laboratory Experiment," Working Papers, Chapman University, Economic Science Institute, number 20-02.
• Hazel Bateman & Ralph Stevens & Jennifer Alonso Garcia & Eduard Ponds, 2018, "Learning to Value Annuities: The Role of Information and Engagement," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/300030, Dec.
• Thanasis Stengos & Theodore Panagiotidis & Orestis Vravosinos, 2020, "A principal component-guided sparse regression approach for the determination of bitcoin returns," Working Papers, University of Guelph, Department of Economics and Finance, number 2001.
• André Stenzel & Christoph Wolf & Peter Schmidt, 2020, "Pricing for the Stars Dynamic Pricing in the Presence of Rating Systems," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2020_143, Jan.
• Ofelia Bonesini & Antoine Jacquier & Chloe Lacombe, 2020, "A theoretical analysis of Guyon's toy volatility model," Papers, arXiv.org, number 2001.05248, Jan, revised Nov 2022.
• Fugger, Nicolas & Gillen, Philippe & Riehm, Tobias, 2019, "Procurement design with loss averse bidders," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 19-060.
• Fabian Eckert & Teresa C. Fort & Peter K. Schott & Natalie J. Yang, 2020, "Imputing Missing Values in the US Census Bureau's County Business Patterns," NBER Working Papers, National Bureau of Economic Research, Inc, number 26632, Jan.
• Duk Gyoo Kim & Wooyoung Lim, 2019, "Multilateral Bargaining over the Division of Losses," CESifo Working Paper Series, CESifo, number 8011.
• Erik Heilmann & Nikolai Klempp & Heike Wetzel, 2020, "Market design of regional flexibility markets: A classification metric for flexibility products and its application to German prototypical flexibility markets," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 202002.
• Gadelrab, Reda & Ekiz, Erdogan, 2019, "An investigation of key success factors for restaurant operations in Saudi Arabia," MPRA Paper, University Library of Munich, Germany, number 98033, Nov.
• David López-Rodríguez & María de los Llanos Matea, 2020, "La intervención pública en el mercado del alquiler de vivienda: una revisión de la experiencia internacional (Updated March 2020)," Occasional Papers, Banco de España, number 2002, Jan, revised Mar 2020.
• Ngasuko, Tri Achya, 2019, "Menggali Potensi Penerimaan Negara Dari Digital Ekonomi
  [Exploring The Potentials Income From Digital Economy in Indonesia]," MPRA Paper, University Library of Munich, Germany, number 98265, Jan, revised 15 Feb 2019.
• Kangasrääsiö, Suvi, 2019, "Talous kasvaa - vai kasvaako? Kansantalouden tilinpidon revisiot tarkastelussa," BoF Economics Review, Bank of Finland, number 5/2019.
• Gergely Ganics & Tatevik Sekhposyan & Barbara Rossi, 2020, "From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty from Survey Density Forecasts," Working Papers, Barcelona School of Economics, number 1142, Jan.
• Gifty Malhotra & R. Srivastava & H. C. Taneja, 2019, "Pricing of the Geometric Asian Options Under a Multifactor Stochastic Volatility Model," Papers, arXiv.org, number 1912.10640, Dec.
• Feld, Lars P. & Reuter, Wolf Heinrich & Yeter, Mustafa, 2020, "Öffentliche Investitionen: Die Schuldenbremse ist nicht das Problem," Freiburg Discussion Papers on Constitutional Economics, Walter Eucken Institut e.V., number 20/1.
• Milan Vyskrabka & Stanislav Tvrz & Martin Zeleznik, 2019, "PreMISE: DSGE Model of the Slovak Economy Integrated in a Monetary Union," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 8/2019, Nov.
• Yoonseok Lee & Yulong Wang, 2020, "Nonparametric Sample Splitting," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 222, Jan.
• Jessen, Robin & König, Johannes, 2020, "Hours risk and wage risk: Repercussions over the life-cycle," Discussion Papers, Free University Berlin, School of Business & Economics, number 2020/2, DOI: 10.17169/refubium-26140.
• Alex Laurin, 2019, "TFSAs: Time for a Tune-Up," e-briefs, C.D. Howe Institute, number 298, Dec.
• Aldous, Michael & Roy, Tirthankar, 2018, "Reassessing FERA: examining British firms’ strategic responses to ‘Indianisation’," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 89975, Jul.
• Tran, Dung Viet & Ho, Sy-Hoa, 2019, "Does diversification affect the quality of loan portfolio?Panel Granger-causality evidence from US banks," MPRA Paper, University Library of Munich, Germany, number 98186, Jan.
• Ahlfeldt, Gabriel M. & Maennig, Wolfgang, 2019, "Gewinner und verlierer von stadtentwicklung: ein plädoyer für mehr wohneigentum: Winners and losers of urban development: a plea for more home ownership," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 103128, Oct.
• Diana Lopez Avila, 2020, "Jóvenes en Colombia: un análisis descriptivo sobre sus decisiones de estudio y trabajo," Vniversitas Económica, Universidad Javeriana - Bogotá, volume 0, issue 0, pages 1-30.

Report NEP-ORE-2020-02-03

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: