Report NEP-ORE-2020-05-18

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:

• Milan Fičura, 2019, "Forecasting Foreign Exchange Rate Movements with k-Nearest-Neighbour, Ridge Regression and Feed-Forward Neural Networks," FFA Working Papers, Prague University of Economics and Business, number 1.001, Nov, revised 24 Nov 2019.
• Ramos, Sofía B. & Taamouti, Abderrahim & Lopes Moreira da Veiga, María Helena & Wang, Chih-Wei, 2020, "Quantile Consumption-Capital Asset Pricing," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 30332, May.
• Samuele Centorrino & Mar'ia P'erez-Urdiales, 2020, "Maximum Likelihood Estimation of Stochastic Frontier Models with Endogeneity," Papers, arXiv.org, number 2004.12369, Apr, revised Mar 2021.
• Zhonghao SHUI, 2020, "Degree-K subgame perfect Nash equilibria and the folk theorem," Discussion papers, Graduate School of Economics , Kyoto University, number e-20-001, May.
• Oguzhan Cepni & Riza Demirer & Rangan Gupta & Ahmet Sensoy, 2020, "Interest Rate Uncertainty and the Predictability of Bank Revenues," Working Papers, University of Pretoria, Department of Economics, number 202040, May.
• Candelaria, Luis E. & Ura, Takuya, 2020, "Identification and Inference of Network Formation Games with Misclassified Links," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1258.
• Shino Takayama, 2020, "Price Manipulation, Dynamic Informed Trading, and the Uniqueness of Equilibrium in Sequential Trading," Discussion Papers Series, School of Economics, University of Queensland, Australia, number 621, May.
• Daniel Felix Ahelegbey & Paolo Giudici, 2020, "Market Risk, Connectedness and Turbulence: A Comparison of 21st Century Financial Crises," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 188, May.
• Item repec:rim:rimwps:20-16 is not listed on IDEAS anymore

• Fatemeh Mojtahedi & Seyed Mojtaba Mojaverian & Daniel Felix Ahelegbey & Paolo Giudici, 2020, "Tail Risk Transmission: A Study of Iran Food Industry," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 189, May.
• Rui Pedro Brito & Pedro Alarcão Judice, 2020, "Asset classification under the IFRS 9 framework for the construction of a banking investment portfolio," CeBER Working Papers, Centre for Business and Economics Research (CeBER), University of Coimbra, number 2020-06, May.
• Cecilia POGGI & Juliette WALTMANN, 2019, "La (re)production des inégalités de genre : quels enjeux dans l’éducation, la santé et la protection sociale ?," Working Paper, Agence française de développement, number 70b23cbb-6ae8-4765-aece-2, Dec.
• Christos Bouras & Christina Christou & Rangan Gupta & Keagile Lesame, 2020, "Forecasting State- and MSA-Level Housing Returns of the US: The Role of Mortgage Default Risks," Working Papers, University of Pretoria, Department of Economics, number 202037, May.
• Jiang, Gege & Fosgerau, Mogens & Lo, Hong, 2020, "Route choice, travel time variability, and rational inattention," MPRA Paper, University Library of Munich, Germany, number 99944.
• Item repec:aez:wpaper:01/2019 is not listed on IDEAS anymore

• Bienz, Carsten & Juranek, Steffen, 2020, "Software vulnerabilities and bug bounty programs," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2020/4, May.
• Martin Emil Jakobsen & Jonas Peters, 2020, "Distributional robustness of K-class estimators and the PULSE," Papers, arXiv.org, number 2005.03353, May, revised Mar 2022.
• Kvaløy, Ola & Olsen, Trond E., 2020, "Balanced scorecards: a relational contract approach," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2020/3, May.
• Afees A. Salisu & Rangan Gupta, 2020, "Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility in the United Kingdom," Working Papers, University of Pretoria, Department of Economics, number 202041, May.
• Chao Gu & Cyril Monnet & Ed Nosal & Randall Wright, 2020, "On the instability of banking and other financial intermediation," BIS Working Papers, Bank for International Settlements, number 862, May.
• Item repec:iab:iabdpa:202013 is not listed on IDEAS anymore

• Bertrand SAVOYE, 2019, "Émergence économique et développement durable et inclusif du Maroc," Working Paper, Agence française de développement, number 1b2984fc-d188-4112-bd34-c, Dec.
• Maud HAZAN & Claire ZANUSO & Rafael NOVELLA, 2018, "Aspirations, attentes et réalités de la jeunesse dans un Etat fragile : le cas haïtien," Working Paper, Agence française de développement, number 98e53f2a-19d2-4649-a3e5-6, Dec.
• Blazsek, Szabolcs & Escribano, Álvaro & Licht, Adrian, 2020, "Nonlinear common trends for the global crude oil market: Markov-switching score-driven models of the multivariate t-distribution," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 30346, May.
• Anna Mikusheva & Liyang Sun, 2020, "Inference with Many Weak Instruments," Papers, arXiv.org, number 2004.12445, Apr, revised Oct 2021.
• Thomas H. Jørgensen, 2021, "Sensitivity to Calibrated Parameters," CEBI working paper series, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI), number 20-14, Mar.
• Filippo Di Pietro & Patrizio Lecca & Simone Salotti, 2020, "Regional economic resilience in the European Union: a numerical general equilibrium analysis," JRC Working Papers on Territorial Modelling and Analysis, Joint Research Centre, number 2020-03, Apr.
• Samuel Brien & Michael Jansson & Morten Ørregaard Nielsen, 2022, "Nearly Efficient Likelihood Ratio Tests of a Unit Root in an Autoregressive Model of Arbitrary Order," Working Paper, Economics Department, Queen's University, number 1429, Mar.
• Jean-Philippe BERROU & Dominique DARBON & Anne BEKELYNCK & Christian BOUQUET & Matthieu CLEMENT & François COMBARNOUS & Éric ROUGIER, 2018, "Le réveil des classes moyennes ivoiriennes ? Identification, caractérisation et implications pour les politiques publiques," Working Paper, Agence française de développement, number 6e6633ec-f96a-4f9f-a240-7, Jul.
• Cecilia POGGI & Juliette WALTMANN, 2019, "La (re)production des inégalités de genre dans le monde du travail : des discriminations légales à l’autonomisation," Working Paper, Agence française de développement, number 20fc1a1b-66df-4548-85a5-5, Dec.
• Niko Hauzenberger & Florian Huber & Gary Koop, 2020, "Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods," Papers, arXiv.org, number 2005.03906, May, revised May 2023.
• Dolan, Paul & Jenkins, Pinar, 2020, "Estimating the monetary value of the deaths prevented from the UK Covid-19 lockdown when it was decided upon -- and the value of "flattening the curve"," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 104355, Apr.
• Frank T Denton & Byron G Spencer, 2020, "In Living Memory: The Dynamics of Event Recollection in a Stable Population," Department of Economics Working Papers, McMaster University, number 2020-04, May.
• Darvas, Zsolt & Schepp, Zoltán, 2020, "Forecasting exchange rates of major currencies with long maturity forward rates," Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest, number 2020/01, Mar.
• Christian Dudel & Timothy Riffe & Enrique Acosta & Alyson A. van Raalte & Cosmo Strozza & Mikko Myrskylä, 2020, "Monitoring trends and differences in COVID-19 case-fatality rates using decomposition methods: contributions of age structure and age-specific fatality," MPIDR Working Papers, Max Planck Institute for Demographic Research, Rostock, Germany, number WP-2020-020, DOI: 10.4054/MPIDR-WP-2020-020.
• Lillestøl, Jostein, 2020, "Sampling risk evaluations in a tax fraud case: Some modelling issues," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2020/5, May.
• Dertwinkel-Kalt, Markus & Wey, Christian, 2020, "Third-degree price discrimination in oligopoly when markets are covered," DICE Discussion Papers, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE), number 336.
• Ewa Pralat, 2020, "Internet in purchase processes of Polish SMEs," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/20/06, May.
• Kei Nakagawa & Shuhei Noma & Masaya Abe, 2020, "RM-CVaR: Regularized Multiple $\beta$-CVaR Portfolio," Papers, arXiv.org, number 2004.13347, Apr, revised May 2020.
• Antoine Bommier & Daniel Harenberg & François Le Grand & Cormac O'Dea, 2020, "Recursive Preferences, the Value of Life, and Household Finance," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2231, May.
• Ahmed Ahmed & Anna Zabai, 2020, "Pension contributions and tax-based incentives: evidence from the TCJA," BIS Working Papers, Bank for International Settlements, number 863, May.
• Arghyrou, Michael G & Lu, Wenna & Pourpourides, Panayiotis M., 2020, "Exchange Rate Risk and Deviations from Purchasing Power Parity," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2020/5, May.
• Yamamura, Eiji, 2020, "Transmission mechanism and gender identity: Smoking behavior between parents and their children of the same gender," MPRA Paper, University Library of Munich, Germany, number 99988, Apr.
• Ewa Pralat, 2020, "The use of ICT tools in the communication between students and academic teachers," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/20/05, May.
• Florian Baumann & Tim Friehe & Pascal Langenbach, 2020, "Fines versus Damages: Experimental Evidence on Care Investments," Discussion Paper Series of the Max Planck Institute for Behavioral Economics, Max Planck Institute for Behavioral Economics, number 2020_08, May, revised Mar 2024.
• Edgar Villa; Luz Karime Abadía; Ernesto A. Cárdenas & Luz Karime Abad�a & Ernesto A. C�rdenas, 2020, "A theory of the gender pay gap. Evidence from Colombia and the United States," Vniversitas Económica, Universidad Javeriana - Bogotá, volume 0, issue 0, pages 1-49.
• Schildberg-Hörisch, Hannah & Trieu, Chi & Willrodt, Jana, 2020, "Perceived fairness and consequences of affirmative action policies," DICE Discussion Papers, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE), number 338.
• Alhassan A. Karakara & Evans S. Osabuohien, 2020, "ICT Adoption, Competition and Innovation of Informal Firms in West Africa: Comparative Study of Ghana and Nigeria," Working Papers, European Xtramile Centre of African Studies (EXCAS), number 20/023, Jan.
• Tadumadze, Giorgi & Emde, Simon & Diefenbach, Heiko, 2020, "Exact and heuristic algorithms for scheduling jobs with time windows on unrelated parallel machines," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 120609.
• Giovanni Nicolo, 2020, "Monetary Policy, Self-Fulfilling Expectations and the U.S. Business Cycle," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-035, May, DOI: 10.17016/FEDS.2020.035.
• Jean-Bernard Chatelain & Kirsten Ralf, 2019, "A Simple Algorithm for Solving Ramsey Optimal Policy with Exogenous Forcing Variables," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-01577606, Oct.
• Nir Jaimovich & Itay Saporta-Eksten & Henry E. Siu & Yaniv Yedid-Levi, 2020, "The Macroeconomics of Automation: Data, Theory, and Policy Analysis," NBER Working Papers, National Bureau of Economic Research, Inc, number 27122, May.

Report NEP-ORE-2020-05-18

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: