Report NEP-ORE-2020-03-09

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:

• Marcelo Veracierto, 2020. "Computing Equilibria of Stochastic Heterogeneous Agent Models Using Decision Rule Histories," Working Paper Series WP 2020-05, Federal Reserve Bank of Chicago.
• Benjamin M. Hébert & Michael Woodford, 2020. "Neighborhood-Based Information Costs," NBER Working Papers 26743, National Bureau of Economic Research, Inc.
• Bertille Antoine & Prosper Dovonon, 2020. "Robust Estimation with Exponentially Tilted Hellinger Distance," Discussion Papers dp20-02, Department of Economics, Simon Fraser University.
• Mark A. Schneider & Manuel A. Nunez, 2020. "A Capital Asset Pricing Model with Idiosyncratic Risk and the Sources of the Beta Anomaly," Working Papers 20-06, Chapman University, Economic Science Institute.
• Yiqing Lin & Zhenjie Ren & Nizar Touzi & Junjian Yang, 2020. "Random horizon principal-agent problems," Papers 2002.10982, arXiv.org, revised Feb 2022.
• Martin, Carolin & Schmitt, Noemi & Westerhoff, Frank H., 2020. "Heterogeneous expectations, housing bubbles and tax policy," BERG Working Paper Series 156, Bamberg University, Bamberg Economic Research Group.
• Gossner, Olivier & Steiner, Jakub, 2018. "On the cost of misperception: general results and behavioural applications," LSE Research Online Documents on Economics 89837, London School of Economics and Political Science, LSE Library.
• Wenjing Wang & Minjing Tao, 2020. "Forecasting Realized Volatility Matrix With Copula-Based Models," Papers 2002.08849, arXiv.org.
• Robert J. Hodrick, 2020. "An Exploration of Trend-Cycle Decomposition Methodologies in Simulated Data," NBER Working Papers 26750, National Bureau of Economic Research, Inc.
• González-Gómez, Andrés & Guarín-López, Alexander & Rodríguez, Diego & Vargas-Herrera, Hernando, 2020. "4GM: A New Model for the Monetary Policy Analysis in Colombia," Working papers 31, Red Investigadores de Economía.
• Giacomo Bonanno, 2020. "Filtered belief revision and generalized choice structures," Working Papers 338, University of California, Davis, Department of Economics.
• Bernd Funovits, 2020. "Identifiability and Estimation of Possibly Non-Invertible SVARMA Models: A New Parametrisation," Papers 2002.04346, arXiv.org, revised Feb 2021.
• Niko Hauzenberger & Florian Huber & Luca Onorante, 2020. "Combining Shrinkage and Sparsity in Conjugate Vector Autoregressive Models," Papers 2002.08760, arXiv.org, revised Aug 2020.
• Zanetti Chini, Emilio, 2020. "Dynamic Asymmetry and Fiscal Policy," MPRA Paper 98499, University Library of Munich, Germany.
• Lukas Hoesch & Barbara Rossi & Tatevik Sekhposyan, 2020. "Has the information channel of monetary policy disappeared? Revisiting the empirical evidence," Economics Working Papers 1701, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2021.
• Ichiroh Daitoh, 2020. "Rates of Population Decline in Solow and Semi-Endogenous Growth Models: Empirical Relevance and the Role of Child Rearing Cost," Keio-IES Discussion Paper Series 2020-004, Institute for Economics Studies, Keio University.
• Jacopo Staccioli & Mauro Napoletano, 2018. "An agent-based model of intra day financial markets dynamics," Documents de Travail de l'OFCE 2018-34, Observatoire Francais des Conjonctures Economiques (OFCE).
• Peter Zwaneveld & Gerard Verweij, 2018. "Economic Decision Problems in Multi-Level Flood Prevention: a new graph-based approach used for real world applications," CPB Discussion Paper 380.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
• Thoma, Johanna, 2019. "Judgementalism about normative decision theory," LSE Research Online Documents on Economics 102568, London School of Economics and Political Science, LSE Library.
• Glenn P. Jenkins & Chun-Yan kuo & Arnold C. Harberger, 2020. "Analyse Couts-Avantages Pour Les Decisions D’Investissement Chapitre 6:Faire Face À L'incertitude Et Au Risque Dans L'évaluation Des Investissements," Development Discussion Papers 2020-06, JDI Executive Programs.
• Camille Cornand & Paul Hubert, 2019. "On the external validity of experimental inflation forecasts : a comparison with five categories of field expectations," Documents de Travail de l'OFCE 2019-03, Observatoire Francais des Conjonctures Economiques (OFCE).
• Jose H. Blanchet & Martin I. Reiman & Viragh Shah & Lawrence M. Wein & Linjia Wu, 2020. "Asymptotically Optimal Control of a Centralized Dynamic Matching Market with General Utilities," Papers 2002.03205, arXiv.org, revised Jun 2021.
• Khaled Masoumifard & Mohammad Zokaei, 2020. "Stochastic optimization of the Dividend strategy with reinsurance in correlated multiple insurance lines of business," Papers 2002.03295, arXiv.org.
• Johannes Buckenmaier & Eugen Dimant & Ann-Christin Posten & Ulrich Schmidt, 2020. "Efficient Institutions and Effective Deterrence: On Timing and Uncertainty of Formal Sanctions," CESifo Working Paper Series 8113, CESifo.
• Timothy Grieder & Juan Ortega, 2020. "A Financial Stability Analysis of Zombie Firms in Canada," Staff Analytical Notes 2020-3, Bank of Canada.
• Thompson, Erica L. & Smith, Leonard A., 2019. "Escape from model-land," LSE Research Online Documents on Economics 103310, London School of Economics and Political Science, LSE Library.
• Ronald Miranda & Leonel Muinelo-Gallo, 2019. "Exchange Rate Uncertainty and Cereal Exports: A Panel VAR Approach," Documentos de Trabajo (working papers) 19-29, Instituto de Economía - IECON.
• Sarah Guillou & Tania Treibich, 2019. "Firm export diversification and change in workforce composition," Documents de Travail de l'OFCE 2019-09, Observatoire Francais des Conjonctures Economiques (OFCE).
• De Paola, Maria & Nistico, Roberto & Scoppa, Vincenzo, 2020. "Fertility Decisions and Employment Protection: The Unintended Consequences of the Italian Jobs Act," IZA Discussion Papers 12991, Institute of Labor Economics (IZA).
• Li, Weijia & Roland, Gérard & Xie, Yang, 2020. "Erosion of state power, corruption control, and political stability," BOFIT Discussion Papers 5/2020, Bank of Finland, Institute for Economies in Transition.
• Benedikt Heid & Frank Stähler, 2020. "Structural Gravity and the Gains from Trade under Imperfect Competition: Quantifying the Effects of the European Single Market," CESifo Working Paper Series 8121, CESifo.
• Shaolong Suna & Dan Bi & Ju-e Guo & Shouyang Wang, 2020. "Seasonal and Trend Forecasting of Tourist Arrivals: An Adaptive Multiscale Ensemble Learning Approach," Papers 2002.08021, arXiv.org, revised Mar 2020.
• Serhat Dogan & Emin Karagözoglu & Kerim Keskin & Cagri Saglam, 2020. "Bribing in Team Contests," CESifo Working Paper Series 8096, CESifo.
• Eric A. Hanushek & Jacob D. Light & Paul E. Peterson & Laura M. Talpey & Ludger Woessmann, 2020. "Long-run Trends in the U.S. SES-Achievement Gap," NBER Working Papers 26764, National Bureau of Economic Research, Inc.
• John H. Cochrane, 2020. "A Fiscal Theory of Monetary Policy with Partially-Repaid Long-Term Debt," NBER Working Papers 26745, National Bureau of Economic Research, Inc.
• Patricia Cubi-Molla;Maria Errea;Kyann Zhang;Martina Garau, 2020. "Are Cost-Effectiveness Thresholds fit for Purpose for Real-World Decision Making?," Consulting Report 002247, Office of Health Economics.
• Martin Bodenstein & Giancarlo Corsetti & Luca Guerrieri, 2020. "The Elusive Gains from Nationally-Oriented Monetary Policy," Discussion Papers 2009, Centre for Macroeconomics (CFM).
• Albert Caruso & Lucrezia Reichlin & Giovanni Ricco, 2019. "Financial and fiscal interaction in the euro area crisis : this time was different," Documents de Travail de l'OFCE 2019-11, Observatoire Francais des Conjonctures Economiques (OFCE).
• Zuzana Molnarova, 2020. "Industry evidence and the vanishing cyclicality of labor productivity," Vienna Economics Papers 2001, University of Vienna, Department of Economics.
• Athreye, Suma & Fassio, Claudio & Roper, Stephen, 2020. "Small firms and patenting revisited," Papers in Innovation Studies 2020/2, Lund University, CIRCLE - Centre for Innovation Research.