Report NEP-ORE-2020-07-13

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:

• Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2020. "Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting," Working Papers 202056, University of Pretoria, Department of Economics.
• Linton, O. & Seo, M. & Whang, Y-J., 2020. "Testing Stochastic Dominance with Many Conditioning Variables," Cambridge Working Papers in Economics 2004, Faculty of Economics, University of Cambridge.
• Wu, R. & Weeks, M., 2020. "A Semi-Parametric Bayesian Generalized Least Square Estimator," Cambridge Working Papers in Economics 2011, Faculty of Economics, University of Cambridge.
• Rabovic, R. & Cizek, P., 2020. "Estimation of Spatial Sample Selection Models: A Partial Maximum Likelihood Approach," Cambridge Working Papers in Economics 2012, Faculty of Economics, University of Cambridge.
• Jan R. Magnus & Henk G.J. Pijls & Enrique Sentana, 2020. "The Jacobian of the exponential function," Tinbergen Institute Discussion Papers 20-035/III, Tinbergen Institute.
• Matsushita, Yukitoshi & Otsu, Taisuke, 2020. "Likelihood inference on semiparametric models with generated regressors," LSE Research Online Documents on Economics 102696, London School of Economics and Political Science, LSE Library.
• Massimo Guidolin & Manuela Pedio, 2020. "Distilling Large Information Sets to Forecast Commodity Returns: Automatic Variable Selection or HiddenMarkov Models?," BAFFI CAREFIN Working Papers 20140, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
• William C. Horrace & Yulong Wang, 2020. "Nonparametric Tests of Tail Behavior in Stochastic Frontier Models," Center for Policy Research Working Papers 230, Center for Policy Research, Maxwell School, Syracuse University.
• Rebucci, Alessandro & Benigno, Gianluca & Foerster, Andrew & Otrok, Christopher, 2020. "Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime-Switching Approach," CEPR Discussion Papers 14545, C.E.P.R. Discussion Papers.
• Julia P Araujo & Mauro Rodrigues, 2020. "Evidence on search costs under hyperinflation in Brazil: the effect of Plano Real," Working Papers, Department of Economics 2020_09, University of São Paulo (FEA-USP).
• David Dillenberger & R. Vijay Krishna & Philipp Sadowski, 2020. "Subjective Information Choice Processes," PIER Working Paper Archive 20-021, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Constantin Bürgi & Dorine Boumans, 2020. "Categorical Forecasts and Non-Categorical Loss Functions," CESifo Working Paper Series 8266, CESifo.
• Hernández, Juan R., 2020. "Covered Interest Parity: A Stochastic Volatility Approach to Estimate the Neutral Band," MPRA Paper 100744, University Library of Munich, Germany.
• Morris, Stephen & Bergemann, Dirk & Brooks, Benjamin A, 2020. "Search, Information and Prices," CEPR Discussion Papers 14521, C.E.P.R. Discussion Papers.
• Bartram, Söhnke & Branke, Jürgen & Motahari, Mehrshad, 2020. "Artificial Intelligence in Asset Management," CEPR Discussion Papers 14525, C.E.P.R. Discussion Papers.
• Guo, Lu & Yang, Wei, 2020. "The existence and uniqueness of the steady equilibrium in the endogenous economic growth model," MPRA Paper 100703, University Library of Munich, Germany.
• Adrien LAGARDE & Luc DOYEN & Joachim CLAUDET & Olivier THEBAUD, 2020. "Ecological-economic resilience of a fished coral reef through stochastic multi-species MSY," Bordeaux Economics Working Papers 2020-11, Bordeaux School of Economics (BSE).
• Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee, 2020. "Energy Markets and Global Economic Conditions," CESifo Working Paper Series 8282, CESifo.
• Harrison Hong & Neng Wang & Jinqiang Yang, 2020. "Implications of Stochastic Transmission Rates for Managing Pandemic Risks," NBER Working Papers 27218, National Bureau of Economic Research, Inc.
• Favero, Carlo A. & Melone, Alessandro, 2020. "Asset Pricing vs Asset Expected Returning in Factor-Portfolio Models," CEPR Discussion Papers 14417, C.E.P.R. Discussion Papers.
• Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2020. "Point and Density Forecasting of Macroeconomic and Financial Uncertainties of the United States," Working Papers 202058, University of Pretoria, Department of Economics.
• Lin William Cong & Ye Li & Neng Wang, 2020. "Tokenomics: Dynamic Adoption and Valuation," NBER Working Papers 27222, National Bureau of Economic Research, Inc.
• Andy Wilson & William J Nuttall & Bartek A Glowacki, 2020. "Techno-economic study of output-flexible light water nuclear reactor systems with cryogenic energy storage," Working Papers EPRG2001, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
• Ludwig, Alexander & Busch, Christopher, 2020. "Higher-Order Income Risk over the Business Cycle," CEPR Discussion Papers 14538, C.E.P.R. Discussion Papers.
• Graziella Magalhaes & David Turchick, 2020. "Growth and inequality under different hierarchical education regimes," Working Papers, Department of Economics 2020_07, University of São Paulo (FEA-USP), revised 25 Jun 2020.
• Biglaiser, Gary & Crémer, Jacques & Veiga, Andre, 2022. "Should I stay or should I go? Migrating away from an incumbent platform," CEPR Discussion Papers 14496, C.E.P.R. Discussion Papers.
• Andrew Caplin & Daniel J. Martin, 2020. "Framing, Information, and Welfare," NBER Working Papers 27265, National Bureau of Economic Research, Inc.
• Paul Simshauser, 2020. "Merchant utilities and boundaries of the firm: vertical integration in energy-only markets," Working Papers EPRG2008, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
• Niklas Potrafke & Marcus Rösch & Heinrich Ursprung, 2020. "Election Systems, the "Beauty Premium" in Politics, and the Beauty of Dissent," CESifo Working Paper Series 8296, CESifo.
• Bodenstein, M. & Corsetti, G. & Guerrieri, L., 2020. "The Elusive Gains from Nationally-Oriented Monetary Policy," Cambridge Working Papers in Economics 2006, Faculty of Economics, University of Cambridge.
• Neary, Peter & Carrère, Céline & Mrázová, Monika, 2020. "Gravity without Apologies: The Science of Elasticities, Distance, and Trade," CEPR Discussion Papers 14473, C.E.P.R. Discussion Papers.
• Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2020. "Panel Forecasts of Country-Level Covid-19 Infections," NBER Working Papers 27248, National Bureau of Economic Research, Inc.
• David Newbery, 2020. "The cost of CO2 abatement from Britain's only PWR: Sizewell B," Working Papers EPRG2013, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
• Eurilton Araujo & Ricardo D. Brito & Antonio Z. Sanvicente, 2020. "Long-term stock returns in Brazil: volatile equity returns for U.S.-like investors," Working Papers, Department of Economics 2020_06, University of São Paulo (FEA-USP).
• Paul Simshauser, 2020. "Merchant renewables and the valuation of peaking plant in energy-only markets," Working Papers EPRG2002, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
• Stephen Littlechild, 2020. "The CMA's assessment of customer detriment in the UK retail energy market," Working Papers EPRG2015, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
• Voth, Hans-Joachim & Xu, Guo, 2020. "Encouraging Others: Punishment and Performance in the Royal Navy," CEPR Discussion Papers 14476, C.E.P.R. Discussion Papers.
• Tate, John William, 2019. "Liberalism, conservatism and contested boundaries," Newcastle Business School Discussion Paper Series: Research on the Frontiers of Knowledge 2019-05, The University of Newcastle, Australia.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Laura Sauci, 2020. "US Sea Level Data: Time Trends and Persistence," CESifo Working Paper Series 8274, CESifo.
• Alexander M. Chinco & Samuel M. Hartzmark & Abigail B. Sussman, 2020. "Necessary Evidence For A Risk Factor’s Relevance," NBER Working Papers 27227, National Bureau of Economic Research, Inc.
• Saverio M. Fratini, 2020. "Interest, profit and saving in Arrow-Debreu equilibrium models," Departmental Working Papers of Economics - University 'Roma Tre' 0254, Department of Economics - University Roma Tre.
• Dupuy, Arnaud & Galichon, Alfred & Jaffe, Sonia & Kominers, Scott Duke, 2020. "Taxation in Matching Markets," IZA Discussion Papers 13328, Institute of Labor Economics (IZA).
• Jonathan I. Dingel & Felix Tintelnot, 2020. "Spatial Economics for Granular Settings," NBER Working Papers 27287, National Bureau of Economic Research, Inc.
• Kilian, Lutz & Zhou, Xiaoqing, 2020. "The Econometrics of Oil Market VAR Models," CEPR Discussion Papers 14460, C.E.P.R. Discussion Papers.
• Fornaro, Luca & ,, 2020. "Covid-19 Coronavirus and Macroeconomic Policy," CEPR Discussion Papers 14529, C.E.P.R. Discussion Papers.
• Lang, Kevin & Leong, Kaiwen & Li, Huailu & Xu, Haibo, 2020. "Lending to the Unbanked: Relational Contracting with Loan Sharks," IZA Discussion Papers 13360, Institute of Labor Economics (IZA).
• Ruf, Johannes & Xie, Kangjianan, 2020. "Impact of proportional transaction costs on systematically generated portfolios," LSE Research Online Documents on Economics 104696, London School of Economics and Political Science, LSE Library.
• Grilli, Luca & Santoro, Domenico, 2020. "Dualism in Bitcoin Dynamics: existence of an Upper Bound in Poincaré Recurrence Theorem for Deterministic vs Stochastic Behavior," MPRA Paper 101057, University Library of Munich, Germany.
• George-Marios Angeletos & Zhen Huo & Karthik A. Sastry, 2020. "Imperfect Macroeconomic Expectations: Evidence and Theory," NBER Working Papers 27308, National Bureau of Economic Research, Inc.
• Christoph Berninger & Almond Stocker & David Rugamer, 2020. "A Bayesian Time-Varying Autoregressive Model for Improved Short- and Long-Term Prediction," Papers 2006.05750, arXiv.org, revised Feb 2021.
• Robert E. Hall & Charles I. Jones & Peter J. Klenow, 2020. "Trading Off Consumption and COVID-19 Deaths," NBER Working Papers 27340, National Bureau of Economic Research, Inc.
• Michael Barnett & Greg Buchak & Constantine Yannelis, 2020. "Epidemic Responses Under Uncertainty," NBER Working Papers 27289, National Bureau of Economic Research, Inc.
• Tate, John William, 2019. "Kant, providence, and the 'guarantee' of progress," Newcastle Business School Discussion Paper Series: Research on the Frontiers of Knowledge 2019-09, The University of Newcastle, Australia.
• Polinder, G.-J. & Cacchiani, V. & Schmidt, M.E. & Huisman, D., 2020. "An iterative heuristic for passenger-centric train timetabling with integrated adaption times," ERIM Report Series Research in Management ERS-2020-006-LIS, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
• Richard S.J. Tol, 2020. "The distributional impact of climate change," Working Paper Series 1220, Department of Economics, University of Sussex Business School.
• Francesco Flaviano Russo, 2020. "Epidemics and Policy: The Dismal Trade-off," CSEF Working Papers 570, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
• William D. Larson & Tara M. Sinclair, 2020. "Nowcasting Unemployment Insurance Claims in the Time of COVID-19," FHFA Staff Working Papers 20-02, Federal Housing Finance Agency.
• Adams-Prassl, Abi & Boneva, Teodora & Golin, Marta & Rauh, Christopher, 2020. "Work That Can Be Done from Home: Evidence on Variation within and across Occupations and Industries," IZA Discussion Papers 13374, Institute of Labor Economics (IZA).
• Graetz, Georg & Öckert, Björn & Nordström Skans, Oskar, 2020. "Family Background and the Responses to Higher SAT Scores," IZA Discussion Papers 13343, Institute of Labor Economics (IZA).
• Nicklas Werge & Olivier Wintenberger, 2021. "AdaVol: An Adaptive Recursive Volatility Prediction Method," Working Papers hal-02733439, HAL.
• Phiri, Andrew, 2020. "Genetic diversity, disease prevalence and the coronavirus pandemic," MPRA Paper 101175, University Library of Munich, Germany.
• Yuta Inoue & Koji Shirai, 2020. "On the observable restrictions of limited consideration models: theory and application," Discussion Paper Series 217, School of Economics, Kwansei Gakuin University.
• Bowei Guo & Giorgio Castagneto Gissey, 2019. "Cost Pass-through in the British Wholesale Electricity Market: Implications of Brexit and the ETS reform," Working Papers EPRG1937, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
• Hung Do & Rabindra Nepal & Tooraj Jamasb, 2020. "Electricity Market Integration, Decarbonisation and Security of Supply: Dynamic Volatility Connectedness in the Irish and Great Britain Markets," Working Papers EPRG2003, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
• van Wijnbergen, Sweder & Fatouh, Mahmoud & Neamtu, Ioana, 2020. "Risk-Taking, Competition and Uncertainty: Do CoCo Bonds Increase the Risk Appetite of Banks?," CEPR Discussion Papers 14530, C.E.P.R. Discussion Papers.
• Nicolas Brisset, 2020. "Qu’est-ce qu'un contexte ? Quentin Skinner et l'histoire des idées," GREDEG Working Papers 2020-31, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
• Item repec:spo:wpmain:info:hdl:2441/j27962rn8r5qgvg0f7t0vk5q is not listed on IDEAS anymore

• Tate, John William, 2019. "Al Qaeda, fundamentalism and modernity," Newcastle Business School Discussion Paper Series: Research on the Frontiers of Knowledge 2019-07, The University of Newcastle, Australia.
• Jiaming Mao & Jingzhi Xu, 2020. "Ensemble Learning with Statistical and Structural Models," Papers 2006.05308, arXiv.org.
• Obstfeld, Maurice, 2020. "Harry Johnson’s “Case for Flexible Exchange Rates†– 50 Years Later," CEPR Discussion Papers 14488, C.E.P.R. Discussion Papers.
• Kitov, Ivan, 2020. "Race and gender income inequality in the USA: black women vs. white men," MPRA Paper 101019, University Library of Munich, Germany, revised 10 Jun 2020.
• Wilson, A. & Nuttall, W. & Glowacki, B., 2020. "Techno-economic study of output-flexible light water nuclear reactor systems with cryogenic energy storage," Cambridge Working Papers in Economics 2001, Faculty of Economics, University of Cambridge.
• Janusz Bialek, 2020. "What does the power outage on 9 August 2019 tell us about GB power system," Working Papers EPRG2006, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
• Ek, Claes, 2020. "Serial-correlation-robust power calculation for the analysis-of-covariance estimator," Working Papers in Economics 788, University of Gothenburg, Department of Economics, revised Nov 2021.
• Eric Bettinger & Nina Cunha & Guilherme Lichand & Ricardo Madeira, 2020. "Are the effects of informational interventions driven by salience?," ECON - Working Papers 350, Department of Economics - University of Zurich, revised May 2021.
• John M. Barrios & Efraim Benmelech & Yael V. Hochberg & Paola Sapienza & Luigi Zingales, 2020. "Civic Capital and Social Distancing during the Covid-19 Pandemic," NBER Working Papers 27320, National Bureau of Economic Research, Inc.
• Wyeth Pullyblank, Ryan & Laudicella, Mauro & Rose Olsen, Kim, 2020. "Cost and quality impacts of treatment loci for type 2 diabetes patients with moderate disease severity: Hospital- vs. GP-basedmonitoring," DaCHE discussion papers 2020:1, University of Southern Denmark, Dache - Danish Centre for Health Economics.
• Christoph Breunig & Xiaohong Chen, 2020. "Adaptive, Rate-Optimal Testing in Instrumental Variables Models," Cowles Foundation Discussion Papers 2238, Cowles Foundation for Research in Economics, Yale University.
• Theodore Papageorgiou, 2020. "Occupational Matching and Cities," Boston College Working Papers in Economics 1011, Boston College Department of Economics.
• Edward J. Kane, 2020. "Good News and Bad News about Newly Imagined Federal Reserve Credit-Allocation Policies," Boston College Working Papers in Economics 1012, Boston College Department of Economics.
• Castillo, Marco & Petrie, Ragan, 2020. "Optimal Incentives to Give," IZA Discussion Papers 13321, Institute of Labor Economics (IZA).
• Ashish Kumar Sedai & Rabindra Nepal & Tooraj Jamasb, 2020. "Electrification and Socio-Economic Empowerment of Women in India," Working Papers EPRG2012, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
• Cristina Arellano & Yan Bai & Gabriel P. Mihalache, 2020. "Deadly Debt Crises: COVID-19 in Emerging Markets," NBER Working Papers 27275, National Bureau of Economic Research, Inc.
• Tate, John William, 2019. "Liberty, toleration and persecution: Locke, Mill and the liberal tradition," Newcastle Business School Discussion Paper Series: Research on the Frontiers of Knowledge 2019-11, The University of Newcastle, Australia.
• Valeriu Nalban & Andra Smadu, 2020. "Financial disruptions and heightened uncertainty: a case for timely policy action," Working Papers 687, DNB.
• Christopher R. Knittel & Bora Ozaltun, 2020. "What Does and Does Not Correlate with COVID-19 Death Rates," NBER Working Papers 27391, National Bureau of Economic Research, Inc.
• Fu Ouyang & Thomas Tao Yang, 2020. "Semiparametric Estimation of Dynamic Binary Choice Panel Data Models," Discussion Papers Series 626, School of Economics, University of Queensland, Australia.
• Craig Burnside & Mario Cerrato & Zhekai Zhang, 2020. "Foreign Exchange Order Flow as a Risk Factor," NBER Working Papers 27199, National Bureau of Economic Research, Inc.
• Stähler, Nikolai, 2020. "The impact of aging and automation on the macroeconomy and inequality," Discussion Papers 30/2020, Deutsche Bundesbank.
• Sauermann, Jan, 2020. "Worker reciprocity and the returns to training: evidence from a field experiment," Working Paper Series 6/2020, Stockholm University, Swedish Institute for Social Research.
• Karlan, Dean & Baldwin, Katharine & Udry, Christopher & Appiah, Ernest, 2020. "How Political Insiders Lose Out When International Aid Underperforms: Evidence from a Participatory Development Experiment in G," CEPR Discussion Papers 14537, C.E.P.R. Discussion Papers.
• Dongshuang Hou & Aymeric Lardon & Hao Sun, 2020. "On the Internal and External Stability of Coalitions and Application to Group Purchasing Organizations," Working Papers 2019, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
• David Dillenberger & Collin Raymond, 2019. "Additive-Belief-Based Preferences," PIER Working Paper Archive 20-020, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 13 Jul 2020.
• Boyarchenko, Nina & Larsen, Lars & Whelan, Paul, 2020. "The Overnight Drift," CEPR Discussion Papers 14462, C.E.P.R. Discussion Papers.
• Patrick A. McLaughlin & Casey B. Mulligan, 2020. "Three Myths about Federal Regulation," NBER Working Papers 27233, National Bureau of Economic Research, Inc.
• Pedro Bordalo & Nicola Gennaioli & Rafael La Porta & Andrei Shleifer, 2020. "Belief Overreaction and Stock Market Puzzles," NBER Working Papers 27283, National Bureau of Economic Research, Inc.
• Armenak Antinyan & Thomas Bassetti & Luca Corazzini & Filippo Pavesi, 2020. "Trust in the Healthcare System and COVID-19 Treatment in the Developing World. Survey and Experimental Evidence from Armenia," Working Papers 2020:10, Department of Economics, University of Venice "Ca' Foscari".
• Lukas Kiessling, 2020. "How Do Parents Perceive the Returns to Parenting Styles and Neighborhoods?," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2020_14, Max Planck Institute for Research on Collective Goods.
• Whittaker, John, 2020. "Financial support for Italy will be costless," MPRA Paper 101025, University Library of Munich, Germany.
• Olivia S. Mitchell, 2020. "Building Better Retirement Systems in the Wake of the Global Pandemic," NBER Working Papers 27261, National Bureau of Economic Research, Inc.
• Suman Seth, Gaston Yalonetzky, 2018. "Assessing Deprivation with Ordinal Variables: Depth Sensitivity and Poverty Aversion," OPHI Working Papers 123, Queen Elizabeth House, University of Oxford.
• Julia Ackermann & Thomas Kruse & Mikhail Urusov, 2020. "C\`adl\`ag semimartingale strategies for optimal trade execution in stochastic order book models," Papers 2006.05863, arXiv.org, revised Jul 2021.
• Taguchi, Hiroyuki, 2020. "Monetary Policy Rule and Taylor Principle in Emerging ASEAN Economies: GMM and DSGE Approaches," MPRA Paper 100847, University Library of Munich, Germany.
• Kumar, Vijay, 2020. "Impact of COVID-19 in India: An Analysis of the Adversely Affected States and Districts," MPRA Paper 101117, University Library of Munich, Germany.
• Erich Muehlegger & David S. Rapson, 2020. "Correcting Estimates of Electric Vehicle Emissions Abatement: Implications for Climate Policy," NBER Working Papers 27197, National Bureau of Economic Research, Inc.
• Julien Jacob & Caroline Orset, 2020. "Innovation, information, lobby and tort law under uncertainty," Working Papers of BETA 2020-25, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
• Stefano Comino & Fabio M. Manenti, 2020. "Patent Portfolios and Firms Technological Choices," "Marco Fanno" Working Papers 0254, Dipartimento di Scienze Economiche "Marco Fanno".
• Baum, Christopher F. & Lööf, Hans & Stephan, Andreas & Zimmermann, Klaus F., 2020. "Occupational Sorting and Wage Gaps of Refugees," GLO Discussion Paper Series 562, Global Labor Organization (GLO).