Report NEP-ORE-2020-05-04

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:

• David Harris & Hsein Kew & A. M. Robert Taylor, 2020, "Level Shift Estimation in the Presence of Non-stationary Volatility with an Application to the Unit Root Testing Problem," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/20.
• Natalia Bailey & George Kapetanios & M. Hashem Pesaran, 2020, "Measurement of Factor Strength: Theory and Practice," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/20.
• S. Boragan Aruoba & Pablo A. Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2020, "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1272, Feb, DOI: 10.17016/IFDP.2020.1272.
• Andrea Gazzani & Alejandro Vicondoa, 2020, "Bridge Proxy-SVAR: estimating the macroeconomic effects of shocks identified at high-frequency," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1274, Apr.
• Bo Zhang & Jiti Gao & Guangming Pan, 2020, "Estimation and Testing for High-Dimensional Near Unit Root Time Series," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 12/20.
• Guowei Cui & Vasilis Sarafidis & Takashi Yamagata, 2020, "IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/20.
• S. Boragan Aruoba & Pablo A. Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2020, "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," Working Papers, Federal Reserve Bank of Philadelphia, number 20-13, Apr, DOI: 10.21799/frbp.wp.2020.13.
• Raquel M. Gaspar & Sara D. Lopes & Bernardo Sequeira, 2020, "Neural Network pricing of American put options," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2020/0122, Apr.
• Steve Bond & Arshia Hashemi & Greg Kaplan & Piotr Zoch, 2020, "Some Unpleasant Markup Arithmetic: Production Function Elasticities and their Estimation from Production Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 27002, Apr.
• Babii, Andrii & Florens, Jean-Pierre, 2020, "Is completeness necessary? Estimation in nonidentified linear models," TSE Working Papers, Toulouse School of Economics (TSE), number 20-1091, Apr.
• Sergio De Ferra & Enrico Mallucci, 2020, "Sovereign Risk Matters: The Effects of Endogenous Default Risk on the Time-Varying Volatility of Interest Rate Spreads," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1276, Mar, DOI: 10.17016/IFDP.2020.1276.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Miguel Martin-Valmayor, 2020, "Persistence in the Market Risk Premium: Evidence across Countries," CESifo Working Paper Series, CESifo, number 8211.
• Yi He & Sombut Jaidee & Jiti Gao, 2020, "Most Powerful Test against High Dimensional Free Alternatives," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/20.
• Niko Jaakkola & Florian Wagener, 2020, "All symmetric equilibria in differential games with public goods," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 20-020/II, Apr.
• Item repec:bof:bofrdp:2020_006 is not listed on IDEAS anymore

• Marek Stelmach & Marcin Chlebus, 2020, "Novel multilayer stacking framework with weighted ensemble approach for multiclass credit scoring problem application," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-08.
• Chao Gu & Guido Menzio & Randall Wright & Yu Zhu, 2020, "Toxic Assets and Market Freezes," Working Papers, Department of Economics, University of Missouri, number 2001, Mar.
• Oliver de Groot & Bora Durdu & Enrique G. Mendoza, 2020, "Approximately Right?: Global v. Local Methods for Open-Economy Models with Incomplete Markets," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-006, Jan, DOI: 10.17016/FEDS.2020.006.
• Pascal J. Maenhout & Andrea Vedolin & Hao Xing, 2020, "Generalized Robustness and Dynamic Pessimism," NBER Working Papers, National Bureau of Economic Research, Inc, number 26970, Apr.
• Watanabe, Axel, 2020, "The Size Distribution of Cities with Distance-Bound Households," MPRA Paper, University Library of Munich, Germany, number 99746, Apr.
• Christiane Baumeister & James D. Hamilton, 2020, "Advances in Using Vector Autoregressions to Estimate Structural Magnitudes," NBER Working Papers, National Bureau of Economic Research, Inc, number 27014, Apr.
• Francesca MARTINELLI & Samuele BOZZONI & Simone CAROLI & Francesca TAMASCELLI & Giuseppe GUERINI, 2019, "Platform Cooperativism in Italy and in Europe," CIRIEC Working Papers, CIRIEC - Université de Liège, number 1927.
• Francisco Ilabaca & Fabio Milani, 2020, "Heterogeneous Expectations, Indeterminacy, and Postwar US Business Cycles," CESifo Working Paper Series, CESifo, number 8224.
• Krouglov, Alexei, 2020, "Mathematical model of the supply shock crisis (COVID – 19)," MPRA Paper, University Library of Munich, Germany, number 99912, Apr.
• Olkhov, Victor, 2020, "Classical Option Pricing and Some Steps Further," MPRA Paper, University Library of Munich, Germany, number 99918, Apr.
• Axel Watanabe, 2020, "The Size Distribution of Cities with Distance-Bound Households," Working Papers, Concordia University, Department of Economics, number 20001, Apr.
• Item repec:trn:utwpce:2003 is not listed on IDEAS anymore

• Alexander Mihailov, 2020, "Quantifying the Macroeconomic Effects of the COVID-19 Lockdown: Comparative Simulations of the Estimated Galí-Smets-Wouters Model," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2020-07, Apr.
• Jean-Baptiste Hasse & Quentin Lajaunie, 2020, "Does the Yield Curve Signal Recessions? New Evidence from an International Panel Data Analysis," AMSE Working Papers, Aix-Marseille School of Economics, France, number 2013, Apr.
• Gary Biglaiser & Jacques Crémer & André Veiga, 2020, "Migration between Platforms," CESifo Working Paper Series, CESifo, number 8185.
• Grilli, Luca & Santoro, Domenico, 2020, "Generative Adversarial Network for Market Hourly Discrimination," MPRA Paper, University Library of Munich, Germany, number 99846, Apr.
• Sebastian Gechert & Tomas Havranek & Zuzana Irsova & Dominika Ehrenbergerova, 2019, "Death to the Cobb-Douglas Production Function? A Quantitative Survey of the Capital-Labor Substitution Elasticity," Working Papers, Czech National Bank, Research and Statistics Department, number 2019/8, Dec.
• Mikhail Drugov & Dmitry Ryvkin, 2020, "How noise affects effort in tournaments," Working Papers, New Economic School (NES), number w0256, Feb.
• Neville Arjani & Ronald Heijmans, 2020, "Is there anybody out there? Detecting operational outages from LVTS transaction data," Working Papers, DNB, number 683, Apr.
• Item repec:bof:bofitp:2020_010 is not listed on IDEAS anymore

• Podshivalov, Georgii, 2020, "Deus Ex Pandemus: Is Movement Control Here to Stay?," MPRA Paper, University Library of Munich, Germany, number 99690, Apr.
• Anja Kukuvec & Harald Oberhofer, 2020, "The Propagation of Business Expectations within the European Union," CESifo Working Paper Series, CESifo, number 8198.
• Oskar Gustafsson & Mattias Villani & Par Stockhammar, 2020, "Bayesian Optimization of Hyperparameters from Noisy Marginal Likelihood Estimates," Papers, arXiv.org, number 2004.10092, Apr, revised Aug 2022.
• John Y. Campbell & Roman Sigalov, 2020, "Portfolio Choice with Sustainable Spending: A Model of Reaching for Yield," NBER Working Papers, National Bureau of Economic Research, Inc, number 27025, Apr.
• Andrey Itkin & Dmitry Muravey, 2020, "Semi-closed form prices of barrier options in the Hull-White model," Papers, arXiv.org, number 2004.09591, Apr, revised Sep 2020.
• Giuseppe Ferro & Didier Sornette, 2020, "Stochastic representation decision theory: How probabilities and values are entangled dual characteristics in cognitive processes," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-25, Apr.
• Laurent Bach & Remy Guichardaz & Eric Schenk, 2020, "Technologie Blockchain et intermédiation dans l'industrie musicale," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2020-16.
• Santiago Caballero, Carlos, 2020, "Domestic migrations in Spain during its first industrialization, 1840s-1870s," IFCS - Working Papers in Economic History.WH, Universidad Carlos III de Madrid. Instituto Figuerola, number 30248, Apr.
• Yuan Hsiao & Lee Fiorio & Jonathan Wakefield & Emilio Zagheni, 2020, "Modeling the bias of digital data: an approach to combining digital and survey data to estimate and predict migration trends," MPIDR Working Papers, Max Planck Institute for Demographic Research, Rostock, Germany, number WP-2020-019, DOI: 10.4054/MPIDR-WP-2020-019.
• Kevin Lang & Kaiwen Leong & Huailu Li & Haibo Xu, 2020, "Lending to the Unbanked: Relational Contracting with Loan Sharks," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series, Boston University - Department of Economics, number dp-338, Mar.
• Wei Wei & Asger Lunde, 2020, "Identifying Risk Factors and Their Premia: A Study on Electricity Prices," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/20.
• Syed Hasan & Robert Breunig, 2020, "Article length and citation outcomes," Discussion Papers, School of Economics and Finance, Massey University, New Zealand, number 2003.
• Theodore Breton, 2020, "The Effect of Temperature on the Spread of the Coronavirus in the U.S," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 18117, Apr.
• Ngasuko, Tri Achya, 2018, "Mengejar Ketertinggalan Indonesia di Era Digital
  [Pursuing Indonesia's Limitation in the Digital Era]," MPRA Paper, University Library of Munich, Germany, number 99537, Nov, revised 01 Dec 2018.
• Klus, Milan Frederik, 2020, "From signalling to endorsement: The valorisation of fledgling digital ventures
  [Vom Signalisieren zur Unterstützung: Die Aufwertung junger digitaler Unternehmen]," Discussion Papers of the Institute for Organisational Economics, University of Münster, Institute for Organisational Economics, number 3/2020.
• Ibrahim A. Adekunle & Ayomide O. Ogunade & Toluwanimi G. Kalejaiye & Adewale M. Balogun, 2020, "Capital Inflow and Industrial Performance in Nigeria: Including the Excluded," Working Papers, European Xtramile Centre of African Studies (EXCAS), number 20/021, Jan.
• Ibrahim A. Adekunle & Ayomide O. Ogunade & Toluwanimi G. Kalejaiye & Adewale M. Balogun, 2020, "Capital Inflow and Industrial Performance in Nigeria: Including the Excluded," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 20/021, Jan.
• Nakamoto, Yasuhiro, 2020, "The Pareto distribution, asymmetric shape parameters, and equilibrium in an asymmetric Melitz model," MPRA Paper, University Library of Munich, Germany, number 99750, Mar.
• Leonard Sabetti & Ronald Heijmans, 2020, "Shallow or deep? Detecting anomalous flows in the Canadian Automated Clearing and Settlement System using an autoencoder," Working Papers, DNB, number 681, Apr.
• Wohlrabe, Klaus & Gralka, Sabine Marlene, 2020, "Classifying top economists using archetypoid analysis," CEPIE Working Papers, Technische Universität Dresden, Center of Public and International Economics (CEPIE), number 01/20.
• Eduardo da Motta e Albuquerque, 2020, "Aprendizado tecnológico: capacidade de absorção, conhecimento e processos de Catching Up," Textos para Discussão Cedeplar-UFMG, Cedeplar, Universidade Federal de Minas Gerais, number 622, Apr.
• Item repec:trn:utwpce:2002 is not listed on IDEAS anymore

• Ana Flávia Machado & Débora Freire & Rodrigo Cavalcante Michel & Gabriel Vaz de Melo & Alice Demattos, 2020, "Efeitos da Covid-19 na Economia da Cultura no Brasil," Notas Técnicas Cedeplar-UFMG, Cedeplar, Universidade Federal de Minas Gerais, number 011, Apr.
• Michaël Rubens, 2020, "Managerial knowledge and technology choice: evidence from U.S. mining schools," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number 653398.
• Darrin Baines & Robert J R Elliott, 2020, "Defining misinformation, disinformation and malinformation: An urgent need for clarity during the COVID-19 infodemic," Discussion Papers, Department of Economics, University of Birmingham, number 20-06, Apr.
• Borrás, Susana & Edler, Jakob, 2020, "The roles of the state in the governance of socio-technical systems' transformation," Discussion Papers "Innovation Systems and Policy Analysis", Fraunhofer Institute for Systems and Innovation Research (ISI), number 65, DOI: 10.24406/publica-fhg-300182.
• Kerstin Hotte & Anton Pichler & Franc{c}ois Lafond, 2020, "The rise of science in low-carbon energy technologies," Papers, arXiv.org, number 2004.09959, Apr, revised Sep 2020.
• Enkhbayar Shagdar & Tomoyoshi Nakajima, 2020, "Economic Impacts to Be Brought by the DPRK's Return to International Society: CGE Analysis with the GTAP 9A Data Base," Discussion papers, ERINA - Economic Research Institute for Northeast Asia, number 2003, Apr.
• Wöhner, Thomas & Scholz, Michael, 2020, "Epirus: Ein Modell zur Verbreitung von Infektionskrankheiten auf Basis des sozialen Graphen," Wirtschaftswissenschaftliche Schriften, Ernst-Abbe-Hochschule Jena – University of Applied Sciences, Department of Business Administration, number 01/2020.
• Dhammika Dharmapala, 2020, "A New Measure of Foreign Rule Based on Genetic Distance," CESifo Working Paper Series, CESifo, number 8202.
• Stefan Avdjiev & Egemen Eren & Patrick McGuire, 2020, "Dollar funding costs during the Covid-19 crisis through the lens of the FX swap market," BIS Bulletins, Bank for International Settlements, number 1, Apr.
• Daria Dzyabura & Renana Peres, 2019, "Visual Elicitation of Brand Perception," Working Papers, New Economic School (NES), number w0260, Dec.
• Shaheen, Susan PhD & Cohen, Adam, 2020, "Mobility on Demand in the United States," Institute of Transportation Studies, Research Reports, Working Papers, Proceedings, Institute of Transportation Studies, UC Berkeley, number qt14f893rv, Mar.
• Salomon Bernier-Khedache, 2019, "Workforce management: a conventionalist reading of coordination between management control and human ressources
  [Le pilotage des effectifs : Une lecture conventionnaliste de la coordination entre f," Post-Print, HAL, number hal-02539321, Dec, DOI: 10.3166/rfg.2019.00363.
• Philipp Harms & Claudia Landwehr & Maximilian Lutz & Markus Tepe, 2020, "Procedural Preferences, Self-Interest, and Communication. Evidence from a Laboratory Experiment," Working Papers, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, number 2011, Apr.
• Felix Laumann & Julius von Kugelgen & Mauricio Barahona, 2020, "Non-linear interlinkages and key objectives amongst the Paris Agreement and the Sustainable Development Goals," Papers, arXiv.org, number 2004.09318, Apr.
• Takahiro Yabe & Yunchang Zhang & Satish Ukkusuri, 2020, "Quantifying the Economic Impact of Extreme Shocks on Businesses using Human Mobility Data: a Bayesian Causal Inference Approach," Papers, arXiv.org, number 2004.11121, Mar.
• Marcel Boyer, 2020, "Défis et embûches dans l’évaluation des PPP : Pour un secteur public efficace et efficient," CIRANO Working Papers, CIRANO, number 2020s-25, Apr.
• Ina Ganguli & Martina Viarengo & Ricardo Hausmann, 2020, "Gender Differences in Professional Career Dynamics: New Evidence from a Global Law Firm," CID Working Papers, Center for International Development at Harvard University, number 378, Apr.
• Bubeck, Johannes & Maddaloni, Angela & Peydró, José-Luis, 2020, "Negative monetary policy rates and systemic banks’ risk-taking: evidence from the euro area securities register," Working Paper Series, European Central Bank, number 2398, Apr.
• Mathias Dolls, 2020, "An Unemployment Re-Insurance Scheme for the Eurozone? Stabilizing and Redistributive Effects," CESifo Working Paper Series, CESifo, number 8219.
• Didier Brandao,Tatiana & Huneeus,Federico & Larrain,Mauricio & Schmukler,Sergio L., 2020, "Financing Firms in Hibernation During the COVID-19 Pandemic," Research and Policy Briefs, The World Bank, number 147598, Apr.
• Francine D. Blau & Lawrence Kahn & Matthew Comey & Amanda Eng & Pamela Meyerhofer & Alexander Willén, 2020, "Culture and Gender Allocation of Tasks: Source Country Characteristics and the Division of Non-Market Work among US Immigrants," CESifo Working Paper Series, CESifo, number 8195.
• Tom'av{s} Evan & Vladim'ir Hol'y, 2020, "Economic Conditions for Innovation: Private vs. Public Sector," Papers, arXiv.org, number 2004.07814, Apr, revised Oct 2020.
• -, 2020, "U.S. Economic Outlook: 2019 in review and early 2020 developments," Oficina de la CEPAL en Washington (Estudios e Investigaciones), Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), number 45420, Apr.
• Easterly,William R. & Pennings,Steven Michael, 2020, "Leader Value Added : Assessing the Growth Contribution of Individual National Leaders," Policy Research Working Paper Series, The World Bank, number 9215, Apr.
• Chiara Perillo & Stefano Battiston, 2020, "Real implications of Quantitative Easing in the euro area: a complex-network perspective," Papers, arXiv.org, number 2004.09418, Apr.
• Alicia H. Munnell, 2020, "Social SecurityÕs Financial Outlook: The 2020 Update in Perspective," Issues in Brief, Center for Retirement Research, number 2020-7, Apr.

Report NEP-ORE-2020-05-04

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: