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.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

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, Department of Economics, University of Siena, number 822, Mar.
• Wang, Wenjie, 2020, "On the Inconsistency of Nonparametric Bootstraps for the Subvector Anderson-Rubin Test," MPRA Paper, University Library of Munich, Germany, number 99109, Mar.
• Federico Crudu & Giovanni Mellace & Zsolt Sándor, 2020, "Inference in instrumental variables models with heteroskedasticity and many instruments," Department of Economics University of Siena, Department of Economics, University of Siena, number 821, Feb.
• Natalia Bailey & George Kapetanios & M. Hashem Pesaran, 2020, "Measurement of Factor Strenght: Theory and Practice," CESifo Working Paper Series, CESifo, number 8146.
• Gao, Shen & Hou, Chenghan & Nguyen, Bao H., 2020, "Forecasting natural gas prices using highly flexible time-varying parameter models," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2020-01.
• M.J. Boumans, 2019, "The engineering tools that shaped the rational expectations revolution," Working Papers, Utrecht School of Economics, number 19-23, Dec.
• Mark Setterfield, 2020, "Editorial to the special issue: The monetary economics of Basil J. Moore," Working Papers, New School for Social Research, Department of Economics, number 2002, Mar.
• Salvatore Federico & Giorgio Ferrari & Patrick Schuhmann, 2019, "A Model for the Optimal Management of Inflation," Department of Economics University of Siena, Department of Economics, University of Siena, number 812, Oct.
• Firmin Doko Tchatoka & Wenjie Wang, 2020, "Uniform Inference after Pretesting for Exogeneity," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 2020-05, Mar.
• 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, arXiv.org, number 2003.14133, Mar.
• Daniel Felix Ahelegbey & Paolo Giudici & Fatemeh Mojtahedi, 2020, "Tail Risk Measurement In Crypto-Asset Markets," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 186, Mar.
• 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, University of Bern, Department of Social Sciences, number 35, Mar, revised 31 Aug 2020, DOI: 10.7892/boris.142529.
• Céline Carrère & Monika Mrázová & J. Peter Neary, 2020, "Gravity without Apology: The Science of Elasticities, Distance, and Trade," CESifo Working Paper Series, CESifo, number 8160.
• Alexander Ludwig & Christopher Busch, 2020, "Higher-Order Income Risk over the Business Cycle," Working Papers, Barcelona School of Economics, number 1159, Mar.
• Einmahl, John & Ferreira, Ana & de Haan, Laurens & Neves, C. & Zhou, C., 2020, "Spatial Dependence and Space-Time Trend in Extreme Events," Discussion Paper, Tilburg University, Center for Economic Research, number 2020-009.
• Alexandros Botsis & Christoph Görtz & Plutarchos Sakellaris, 2020, "Quantifying Qualitative Survey Data: New Insights on the (Ir)Rationality of Firms' Forecasts," CESifo Working Paper Series, CESifo, number 8148.
• Gasteiger, Emanuel & Prettner, Klaus, 2020, "Automation, stagnation, and the implications of a robot tax," ECON WPS - Working Papers in Economic Theory and Policy, TU Wien, Institute of Statistics and Mathematical Methods in Economics, Economics Research Unit, number 02/2020.
• 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, Department of Economics, University of Siena, number 819, Feb.
• Liangjun Su & Xia Wang, 2020, "Corrigendum to “On Time-varying Factor Models: Estimation and Testing” [J. Econometrics 198 (2017) 84-101]," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 8-2020, Feb.
• Ra√∫l Castro & Cristhian J. Acosta P., 2020, "El salario de mercado ¬øun precio mentiroso? Estimaci√≥n del costo de oportunidad del trabajo. Estudio de caso Bolivia," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 18009, Feb.
• Marco Paolo Tucci, 2019, "The usual robust control framework in discrete time: Some interesting results," Department of Economics University of Siena, Department of Economics, University of Siena, number 815, Dec.
• Jesus Fernandez-Villaverde, 2020, "Simple Rules for a Complex World with Arti?cial Intelligence," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 20-010, Mar.
• Lutz Kilian & Xiaoqing Zhou, 2020, "The Econometrics of Oil Market VAR Models," CESifo Working Paper Series, CESifo, number 8153.
• Marta Angelici & Paola Profeta, 2020, "Smart-Working: Work Flexibility without Constraints," CESifo Working Paper Series, CESifo, number 8165.
• 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, OECD Publishing, number 1602, Mar, DOI: 10.1787/cd98d0d9-fr.
• Peter Neary & Céline Carrère & Monika Mrázová, 2020, "Gravity without Apology: The Science of Elasticities, Distance, and Trade," Economics Series Working Papers, University of Oxford, Department of Economics, number 904, Mar.
• Juyoung Cheong & Do Won Kwak & Kam Ki Tang, 2020, "Trade Elasticity: Estimates From Product-Level Data," Discussion Papers Series, School of Economics, University of Queensland, Australia, number 616, Mar.
• 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, CESifo, number 8143.
• Giuseppe Attanasi & Kene Boun My & Andrea Guido & Mathieu Lefebvre, 2020, "Controlling Monopoly Power in a Double-Auction Market Experiment," GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, number 2020-06, Mar.
• Yin-Wong Cheung & Wenhao Wang, 2020, "Uncovered Interest Rate Parity Redux: Non- Uniform Effects," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2020_004, Mar.
• Eraslan, Sercan & Nöller, Marvin, 2020, "Recession probabilities falling from the STARs," Discussion Papers, Deutsche Bundesbank, number 08/2020.
• Guilhem Lecouteux, 2020, "Welfare Economics in Large Worlds: Welfare and Public Policies in an Uncertain Environment," GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, number 2020-08, Mar.
• Diogo Geraldes & Franziska Heinicke & Duk Gyoo Kim, 2020, "Big and Small Lies," CESifo Working Paper Series, CESifo, number 8142.
• Rangan Gupta & Jun Ma & Konstantinos Theodoridis & Mark E. Wohar, 2020, "Is there a National Housing Market Bubble Brewing in the United States?," Working Papers, University of Pretoria, Department of Economics, number 202023, Mar.
• 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, Center for Open Science, number vdsqf, Mar, DOI: 10.31219/osf.io/vdsqf.
• McAndrews, James & Menand, lev, 2020, "Shadow Digital Money," MPRA Paper, University Library of Munich, Germany, number 99137, Mar.
• Mofir, 2020, "non disponibile," Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences, number 159, Mar.
• Richard S.J. Tol, 2020, "Kernel density decomposition with an application to the social cost of carbon," Working Paper Series, Department of Economics, University of Sussex Business School, number 0720, Mar.
• Lensberg, Terje & Schenk-Hoppé, Klaus R., 2020, "Cold play: Learning across bimatrix games," MPRA Paper, University Library of Munich, Germany, number 99095, Mar.
• Laudenbach, Christine & Loos, Benjamin & Pirschel, Jenny & Wohlfart, Johannes, 2020, "The trading response of individual investors to local bankruptcies," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 272.
• Menkhoff, Lukas & Rieth, Malte & Stöhr, Tobias, 2020, "The dynamic impact of FX interventions on financial markets," Kiel Working Papers, Kiel Institute for the World Economy, number 2151.
• 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, ERINA - Economic Research Institute for Northeast Asia, number 1807, Dec.
• Kristin J. Forbes & Francis E. Warnock, 2020, "Capital Flow Waves—or Ripples? Extreme Capital Flow Movements Since the Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 26851, Mar.
• Robert Lehmann & Magnus Reif, 2020, "Tracking and Predicting the German Economy: ifo vs. PMI," CESifo Working Paper Series, CESifo, number 8145.
• Kohei Maehashi & Mototsugu Shintani, 2020, "Macroeconomic Forecasting Using Factor Models and Machine Learning: An Application to Japan," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-1146, Mar.
• Patrick M. Kline & Christopher R. Walters, 2020, "Reasonable Doubt: Experimental Detection of Job-Level Employment Discrimination," NBER Working Papers, National Bureau of Economic Research, Inc, number 26861, Mar.
• Jean-Luc Gaffard, 2020, "Entrepreneuriat et créativité : du détournement à la création de valeur," GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, number 2020-11, Mar.
• Item repec:pre:wpaper:202021 is not listed on IDEAS anymore

• Miho Hong & Semin Kim, 2020, "Power to Ignore: Locally Ordinal Bayesian Incentive Compatibility," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2020rwp-170, Mar.
• Cerulli, Giovanni, 2020, "A Super-Learning Machine for Predicting Economic Outcomes," MPRA Paper, University Library of Munich, Germany, number 99111, Mar.
• Argenton, Cedric & Wang, Xiaoyu, 2020, "Litigation and Settlement under Loss Aversion," Discussion Paper, Tilburg University, Tilburg Law and Economic Center, number 2020-002.

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.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-ORE

The following items were announced in this report: