Report NEP-ORE-2020-04-06

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:

• Víctor Morales-Oñate & Federico Crudu & Moreno Bevilacqua, 2020. "Blockwise Euclidean likelihood for spatio-temporal covariance models," Department of Economics University of Siena 822, Department of Economics, University of Siena.
• Wang, Wenjie, 2020. "On the Inconsistency of Nonparametric Bootstraps for the Subvector Anderson-Rubin Test," MPRA Paper 99109, University Library of Munich, Germany.
• Federico Crudu & Giovanni Mellace & Zsolt Sándor, 2020. "Inference in instrumental variables models with heteroskedasticity and many instruments," Department of Economics University of Siena 821, Department of Economics, University of Siena.
• Natalia Bailey & George Kapetanios & M. Hashem Pesaran, 2020. "Measurement of Factor Strenght: Theory and Practice," CESifo Working Paper Series 8146, CESifo.
• Gao, Shen & Hou, Chenghan & Nguyen, Bao H., 2020. "Forecasting natural gas prices using highly flexible time-varying parameter models," Working Papers 2020-01, University of Tasmania, Tasmanian School of Business and Economics.
• M.J. Boumans, 2019. "The engineering tools that shaped the rational expectations revolution," Working Papers 19-23, Utrecht School of Economics.
• Mark Setterfield, 2020. "Editorial to the special issue: The monetary economics of Basil J. Moore," Working Papers 2002, New School for Social Research, Department of Economics.
• Salvatore Federico & Giorgio Ferrari & Patrick Schuhmann, 2019. "A Model for the Optimal Management of Inflation," Department of Economics University of Siena 812, Department of Economics, University of Siena.
• Firmin Doko Tchatoka & Wenjie Wang, 2020. "Uniform Inference after Pretesting for Exogeneity," School of Economics and Public Policy Working Papers 2020-05, University of Adelaide, School of Economics and Public Policy.
• J. Raimbault & J. Broere & M. Somveille & J. M. Serna & E. Strombom & C. Moore & B. Zhu & L. Sugar, 2020. "A spatial agent based model for simulating and optimizing networked eco-industrial systems," Papers 2003.14133, arXiv.org.
• Daniel Felix Ahelegbey & Paolo Giudici & Fatemeh Mojtahedi, 2020. "Tail Risk Measurement In Crypto-Asset Markets," DEM Working Papers Series 186, University of Pavia, Department of Economics and Management.
• Ben Jann, 2020. "Influence functions continued. A framework for estimating standard errors in reweighting, matching, and regression adjustment," University of Bern Social Sciences Working Papers 35, University of Bern, Department of Social Sciences, revised 31 Aug 2020.
• Céline Carrère & Monika Mrázová & J. Peter Neary, 2020. "Gravity without Apology: The Science of Elasticities, Distance, and Trade," CESifo Working Paper Series 8160, CESifo.
• Christopher Busch & Alexander Ludwig, 2020. "Higher-Order Income Risk over the Business Cycle," Working Papers 1159, Barcelona School of Economics.
• Einmahl, John & Ferreira, Ana & de Haan, Laurens & Neves, C. & Zhou, C., 2020. "Spatial Dependence and Space-Time Trend in Extreme Events," Discussion Paper 2020-009, Tilburg University, Center for Economic Research.
• Alexandros Botsis & Christoph Görtz & Plutarchos Sakellaris, 2020. "Quantifying Qualitative Survey Data: New Insights on the (Ir)Rationality of Firms' Forecasts," CESifo Working Paper Series 8148, CESifo.
• Gasteiger, Emanuel & Prettner, Klaus, 2020. "Automation, stagnation, and the implications of a robot tax," ECON WPS - Working Papers in Economic Theory and Policy 02/2020, TU Wien, Institute of Statistics and Mathematical Methods in Economics, Economics Research Unit.
• Alessia Cafferata & Marwil J. Dávila-Fernández & Serena Sordi, 2020. "(Ir)rational explorers in the financial jungle: modelling Minsky with heterogeneous agents," Department of Economics University of Siena 819, Department of Economics, University of Siena.
• Su, Liangjun & Wang, Xia, 2020. "Corrigendum to “On Time-varying Factor Models: Estimation and Testing” [J. Econometrics 198 (2017) 84-101]," Economics and Statistics Working Papers 8-2020, Singapore Management University, School of Economics.
• Raúl Castro & Cristhian J. Acosta P., 2020. "El salario de mercado ¿un precio mentiroso? Estimación del costo de oportunidad del trabajo. Estudio de caso Bolivia," Documentos CEDE 18009, Universidad de los Andes, Facultad de Economía, CEDE.
• Marco Paolo Tucci, 2019. "The usual robust control framework in discrete time: Some interesting results," Department of Economics University of Siena 815, Department of Economics, University of Siena.
• Jesus Fernandez-Villaverde, 2020. "Simple Rules for a Complex World with Arti?cial Intelligence," PIER Working Paper Archive 20-010, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Lutz Kilian & Xiaoqing Zhou, 2020. "The Econometrics of Oil Market VAR Models," CESifo Working Paper Series 8153, CESifo.
• Marta Angelici & Paola Profeta, 2020. "Smart-Working: Work Flexibility without Constraints," CESifo Working Paper Series 8165, CESifo.
• Müge Adalet McGowan & Alexander Hijzen & David Law & Andrea Salvatori & Patrizio Sicari & Stefan Thewissen, 2020. "Répondre aux défis du marché du travail en Belgique," OECD Economics Department Working Papers 1602, OECD Publishing.
• Peter Neary & Céline Carrère & Monika Mrázová, 2020. "Gravity without Apology: The Science of Elasticities, Distance, and Trade," Economics Series Working Papers 904, University of Oxford, Department of Economics.
• Juyoung Cheong & Do Won Kwak & Kam Ki Tang, 2020. "Trade Elasticity: Estimates From Product-Level Data," Discussion Papers Series 616, School of Economics, University of Queensland, Australia.
• Michael Melvin & Wenqiang Pan & Petra Wikstrom, 2020. "Retaining Alpha: The Effect of Trade Size and Rebalancing Frequency on FX Strategy Returns," CESifo Working Paper Series 8143, CESifo.
• Giuseppe Attanasi & Kene Boun My & Andrea Guido & Mathieu Lefebvre, 2020. "Controlling Monopoly Power in a Double-Auction Market Experiment," GREDEG Working Papers 2020-06, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
• Yin-Wong Cheung & Wenhao Wang, 2020. "Uncovered Interest Rate Parity Redux: Non- Uniform Effects," GRU Working Paper Series GRU_2020_004, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
• Eraslan, Sercan & Nöller, Marvin, 2020. "Recession probabilities falling from the STARs," Discussion Papers 08/2020, Deutsche Bundesbank.
• Guilhem Lecouteux, 2020. "Welfare Economics in Large Worlds: Welfare and Public Policies in an Uncertain Environment," GREDEG Working Papers 2020-08, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
• Diogo Geraldes & Franziska Heinicke & Duk Gyoo Kim, 2020. "Big and Small Lies," CESifo Working Paper Series 8142, CESifo.
• Rangan Gupta & Jun Ma & Konstantinos Theodoridis & Mark E. Wohar, 2020. "Is there a National Housing Market Bubble Brewing in the United States?," Working Papers 202023, University of Pretoria, Department of Economics.
• Yuan, Huiling & Zhou, Yong & Zhang, Zhiyuan & Cui, Xiangyu, 2020. "Forecasting security's volatility using low-frequency historical data, high-frequency historical data and option-implied volatility," SocArXiv vdsqf, Center for Open Science.
• McAndrews, James & Menand, lev, 2020. "Shadow Digital Money," MPRA Paper 99137, University Library of Munich, Germany.
• Mofir, 2020. "non disponibile," Mo.Fi.R. Working Papers 159, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
• Richard S.J. Tol, 2020. "Kernel density decomposition with an application to the social cost of carbon," Working Paper Series 0720, Department of Economics, University of Sussex Business School.
• Lensberg, Terje & Schenk-Hoppé, Klaus R., 2020. "Cold play: Learning across bimatrix games," MPRA Paper 99095, University Library of Munich, Germany.
• Laudenbach, Christine & Loos, Benjamin & Pirschel, Jenny & Wohlfart, Johannes, 2020. "The trading response of individual investors to local bankruptcies," SAFE Working Paper Series 272, Leibniz Institute for Financial Research SAFE.
• Menkhoff, Lukas & Rieth, Malte & Stöhr, Tobias, 2020. "The dynamic impact of FX interventions on financial markets," Kiel Working Papers 2151, Kiel Institute for the World Economy (IfW Kiel).
• Yoshisada Shida, 2018. "企業経営に対する経済制裁と金融ショックの影響 : ロシア企業調査データの分析," Discussion papers 1807, ERINA - Economic Research Institute for Northeast Asia.
• Kristin J. Forbes & Francis E. Warnock, 2020. "Capital Flow Waves—or Ripples? Extreme Capital Flow Movements Since the Crisis," NBER Working Papers 26851, National Bureau of Economic Research, Inc.
• Robert Lehmann & Magnus Reif, 2020. "Tracking and Predicting the German Economy: ifo vs. PMI," CESifo Working Paper Series 8145, CESifo.
• Kohei Maehashi & Mototsugu Shintani, 2020. "Macroeconomic Forecasting Using Factor Models and Machine Learning: An Application to Japan," CIRJE F-Series CIRJE-F-1146, CIRJE, Faculty of Economics, University of Tokyo.
• Patrick M. Kline & Christopher R. Walters, 2020. "Reasonable Doubt: Experimental Detection of Job-Level Employment Discrimination," NBER Working Papers 26861, National Bureau of Economic Research, Inc.
• Jean-Luc Gaffard, 2020. "Entrepreneuriat et créativité : du détournement à la création de valeur," GREDEG Working Papers 2020-11, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
• Nikolaos Antonakakis & Christina Christou & Luis A. Gil-Alana & Rangan Gupta, 2020. "Inflation-Targeting and Inflation Volatility: International Evidence from the Cosine-Squared Cepstrum," Working Papers 202021, University of Pretoria, Department of Economics.
• Miho Hong & Semin Kim, 2020. "Power to Ignore: Locally Ordinal Bayesian Incentive Compatibility," Working papers 2020rwp-170, Yonsei University, Yonsei Economics Research Institute.
• Cerulli, Giovanni, 2020. "A Super-Learning Machine for Predicting Economic Outcomes," MPRA Paper 99111, University Library of Munich, Germany.
• Argenton, Cedric & Wang, Xiaoyu, 2020. "Litigation and Settlement under Loss Aversion," Discussion Paper 2020-002, Tilburg University, Tilburg Law and Economic Center.