Report NEP-ORE-2020-08-10

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:

• Tae-Hwy Lee & Millie Yi Mao & Aman Ullah, 2020, "Maximum Entropy Analysis of Consumption-based Capital Asset Pricing Model and Volatility," Working Papers, University of California at Riverside, Department of Economics, number 202015, Jul.
• Dominik Bertsche & Robin Braun, 2020, "Identification of structural vector autoregressions by stochastic volatility," Bank of England working papers, Bank of England, number 869, Jun.
• Łukasz Balbus & Paweł Dziewulski & Kevin Reffett & Łukasz Woźny, 2020, "Markov distributional equilibrium dynamics in games with complementarities and no aggregate risk," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2020-052, Jul, DOI: 10.33119/kaewps2020052.
• Awijen, Haithem & Ben Zaied, Younes & Nguyen, Duc Khuong & Sensoy, Ahmet, 2020, "Endogenous Financial Uncertainty and Macroeconomic Volatility: Evidence from the United States," MPRA Paper, University Library of Munich, Germany, number 101276, Mar, revised Jun 2020.
• Sithole, Rumbidzai Praise & Eita, Joel Hinaunye, 2020, "A test of integration between the South African and selected African stock markets," MPRA Paper, University Library of Munich, Germany, number 101301, Jan.
• Reh, Laura & Krüger, Fabian & Liesenfeld, Roman, 2020, "Predicting the global minimum variance portfolio," Working Paper Series in Economics, Karlsruhe Institute of Technology (KIT), Department of Economics and Management, number 141, DOI: 10.5445/IR/1000122441.
• Bertille Antoine & Xiaolin Sun, 2020, "Partially Linear Models with Endogeneity: a conditional moment based approach," Discussion Papers, Department of Economics, Simon Fraser University, number dp20-06, Jul.
• Hervé Andres & Pierre-Edouard Arrouy & Paul Bonnefoy & Alexandre Boumezoued & Sophian Mehalla, 2020, "Fast calibration of the LIBOR Market Model with Stochastic Volatility based on analytical gradient," Working Papers, HAL, number hal-02875623, Jun.
• William D. Larson & Tara M. Sinclair, 2020, "Nowcasting Unemployment Insurance Claims in the Time of COVID-19," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-63, Jul.
• Michela Borghesi, 2020, "Metodi statistici per il confronto di serie storiche con applicazioni finanziarie," Working Papers, University of Ferrara, Department of Economics, number 2020049, Jul.
• Zongwu Cai & Meng Shi & Yue Zhao & Wuqing Wu, 2020, "Testing Financial Hierarchy Based on A PDQ-CRE Model," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202011, Jul, revised Jul 2020.
• Anderson, Simon & de Palma, André, 2019, "Decoupling the CES distribution circle with quality and beyond: equilibrium distributions and the CES-Logit nexus," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14168, Dec.
• M. Shahe Emran & Francisco Ferreira & Yajing Jiang & Yan Sun, 2020, "Occupational Dualism and Intergenerational Educational Mobility in the Rural Economy: Evidence from China and India," Working Papers, ECINEQ, Society for the Study of Economic Inequality, number 555, Aug.
• Ankush Agarwal & Christian-Oliver Ewald & Yongjie Wang, 2020, "Sharing of longevity basis risk in pension schemes with income-drawdown guarantees," Working Papers, Business School - Economics, University of Glasgow, number 2020_18, Feb.
• Jin Yeub Kim, 2020, "A Noncooperative Foundation of the Neutral Bargaining Solution," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2020rwp-175, Jun.
• Denni Tommasi & Lina Zhang, 2020, "Bounding Program Benefits When Participation is Misreported," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 24/20.
• Item repec:rim:rimwps:20-23 is not listed on IDEAS anymore

• Dirk Bergemann & Philipp Strack, 2019, "Progressive Participation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2189R2, Aug, revised Jul 2020.
• Pierre-Olivier Weill, 2020, "The search theory of OTC markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 27354, Jun.
• Dominique Guégan, 2020, "A Note on the Interpretability of Machine Learning Algorithms," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2020:20.
• Amodio, Francesco & Martinez-Carrasco, Miguel, 2019, "Inputs, Incentives, and Self-selection At the Workplace," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14213, Dec.
• Irene Botosaru & Chris Muris & Krishna Pendakur, 2020, "Intertemporal Collective Household Models: Identification in Short Panels with Unobserved Heterogeneity in Resource Shares," Department of Economics Working Papers, McMaster University, number 2020-09, Jun.
• Floriana Cerniglia; Riccarda Longaretti; Alberto Zanardi, 2020, "The Emergence of Asymmetric Decentralization: Centrifugal and Centripetal Forces," CRANEC - Working Papers del Centro di Ricerche in Analisi economica e sviluppo economico internazionale, Università Cattolica del Sacro Cuore, Centro di Ricerche in Analisi economica e sviluppo economico internazionale (CRANEC), number crn2001.
• Cédric Clastres & Olivier Rebenaque & Patrick Jochem, 2020, "Provision of Demand Response from the prosumers in multiple markets," Working Papers, Chaire Economie du climat, number 2008.
• Antrà s, Pol, 2019, "Conceptual Aspects of Global Value Chains," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14191, Dec.
• Edwin Fourrier-Nicolai & Michel Lubrano, 2020, "Bayesian Inference for Distributional Changes: The Effect of Western TV on Wage Inequality and Female Participation in Former East Germany," AMSE Working Papers, Aix-Marseille School of Economics, France, number 2027, Jul.
• Roman Inderst & Martin Obradovits, 2020, "Competitive Strategies when Consumers are Relative Thinkers: Implications for Pricing, Promotions, and Product Choice," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2020-25.
• Rossi, Stefano & Weber, Michael & Michaely, Roni, 2019, "Signaling Safety," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14174, Dec.
• Daniele Bianchi & Massimo Guidolin & Manuela Pedio, 2020, "Dissecting Time-Varying Risk Exposures in Cryptocurrency Markets," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 20143.
• Andreeva, Andriyana & Alexandrov, Andrey, 2020, "Понятието „Търговска Тайна“ И Задължението За Опазването Ѝ От Работниците И Служителите
  [The trade secret concept in the context of the obligations of employees and workers]," MPRA Paper, University Library of Munich, Germany, number 101067.
• Ge, S. & Li, S. & Linton, O., 2020, "A Dynamic Network of Arbitrage Characteristics," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2060, Jun.
• Armstrong, Mark & Zhou, Jidong, 2019, "Consumer information and the limits to competition," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14162, Dec.
• Helpman, Elhanan & Grossman, Gene, 2019, "Electoral Competition with Fake News," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14210, Dec.
• Martín Gonzalez-Eiras & Dirk Niepelt, 2020, "Tractable Epidemiological Models for Economic Analysis," CESifo Working Paper Series, CESifo, number 8342.
• Cumpston, Anne & Khezr, Peyman, 2020, "Multi-Unit Auctions: A Survey of Theoretical Literature," MPRA Paper, University Library of Munich, Germany, number 101336, Jun.
• Hyeongwoo Kim & Wen Shi, 2020, "Forecasting Financial Vulnerability in the US: A Factor Model Approach," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2020-04, Jul.
• Marc Baudry & Anouk Faure & Simon Quemin, 2020, "Emissions Trading with Transaction Costs," Working Papers, Chaire Economie du climat, number 2007.
• Farmer, Roger, 2019, "The importance of beliefs in shaping macroeconomic outcomes," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14185, Dec.
• Anouk Faure & Marc Baudry & Simon Quemin, 2020, "Emissions Trading with Transaction Costs," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2020-19.
• Charemza, Wojciech, 2020, "Central banks' voting contest," MPRA Paper, University Library of Munich, Germany, number 101205, May.
• Christopher J. Amante & Jacob Dice & David Rodziewicz & Eugene Wahl, 2020, "Housing Market Value Impairment from Future Sea-level Rise Inundation," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 20-05, Jul, DOI: 10.18651/RWP2020-05.
• Nwonka, Clive James, 2020, "Race and ethnicity in the UK film industry: an analysis of the BFI diversity standards," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 105675, Jul.
• Shreedhar, Ganga & Mourato, Susana, 2020, "Linking human destruction of nature to COVID-19 increases support for wildlife conservation policies," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 105297, Aug.
• Viv B Hall & Peter Thomson, 2020, "Does Hamilton's OLS Regression Provide a Better "Alternative" to the Hodrick-Prescott Filter? A New Zealand Business Cycle Perspective," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-71, Jul.
• Paula Rodríguez–Torrico & Sonia San–Martín & Rebeca San José Cabezudo, 2020, "Consumer behavior using multiple channels: a review," DOCFRADIS Working Papers, Catedra Fundación Ramón Areces de Distribución Comercial, number 2002, Jul, revised Jul 2020.
• Banzhaf, H. Spencer, 2019, "Difference-in-Difference Hedonics," MPRA Paper, University Library of Munich, Germany, number 101194, Aug.
• László Á. Kóczy, 2020, "Core-stability over networks with widespread externalities," KRTK-KTI WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 2026, Jun.
• Alessandro Chiozza & Luca Mattei & Benedetta Torchia, 2020, "Lavoro e identità: otto anni di storia professionale di giovani donne e giovani uomini," Working Papers, ASTRIL - Associazione Studi e Ricerche Interdisciplinari sul Lavoro, number 0054, Jul.
• Xavier Estupinan & Mohit Sharma & Sargam Gupta & Bharti Birla, 2020, "Impact of COVID-19 pandemic on labour supply and gross value added in India," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2020-022, Jun.
• Taylor, Alan M. & Davis, Josh, 2019, "The Leverage Factor: Credit Cycles and Asset Returns," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14115, Nov.
• Michela Borghesi & Michela Brunori, 2020, "Specializzazione economica: concetto e misure," Working Papers, University of Ferrara, Department of Economics, number 2020059, Jul.
• Martinez, Joseba & Sihvonen, Markus, 2019, "Does a Currency Union Need a Capital Market Union? Risk Sharing via Banks and Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14220, Dec.
• Grytten, Ola Honningdal & Lindmark, Magnus & Minde, Kjell Bjørn, 2020, "Energy Intensity and the Environmental Kuznets Curve," Discussion Paper Series in Economics, Norwegian School of Economics, Department of Economics, number 11/2020, Jul.
• Khazaee, Saeed & Hayerikhiyavi, Mohammadali & Montaser Kouhsari, Shahram, 2020, "A direct-based method for real-time transient stability assessment of power systems," MPRA Paper, University Library of Munich, Germany, number 101705, Feb, revised 12 Jan 2020.
• Silvia Blasi & Benedetta Crisafulli & Silvia Rita Sedita, 2020, "Selling the circularity: Investigating the impact of circularity promotion on the performance of Italian manufacturing companies," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0259, Jul.
• Emiko Fukuda & Shuhei Sato & Junyi Shen & Ken-Ichi Shimomura & Takehiko Yamato, 2020, "Walrasian Dynamics with Endowment Changes: The Gale Example in a Laboratory Market Experiment," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number DP2020-20, Jul, revised Apr 2021.
• Anne-Christine Barthel & Eric Hoffmann & Tarun Sabarwal, 2020, "Characterizing Robust Solutions to Monotone Games," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202012, Jul.
• Tatsuyoshi Saijo, 2020, "Global Stability of Voluntary Contribution Mechanism with Heterogeneous Preferences," Working Papers, Kochi University of Technology, School of Economics and Management, number SDES-2020-6, Jul, revised Jul 2020.
• Fausta Pellizzari, 2020, "Responsabilità comune e differenziata nel riscaldamento globale," CRANEC - Working Papers del Centro di Ricerche in Analisi economica e sviluppo economico internazionale, Università Cattolica del Sacro Cuore, Centro di Ricerche in Analisi economica e sviluppo economico internazionale (CRANEC), number crn2003.
• José Luis Espert, 2020, "Política comercial y salarios reales: una aproximación empírica al caso argentino durante el período 2005 - 2011," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 735, Jul.
• Meghir, Costas & Friedrich, Benjamin & Laun, Lisa & Pistaferri, Luigi, 2019, "Earnings Dynamics and Firm-Level Shocks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14240, Dec.
• Jin Yeub Kim, 2020, "Efficient and Neutral Mechanisms in Almost Ex Ante Bargaining Problems," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2020rwp-174, Jun.
• T. Flavin & M.Dongey & L. Sheenan, 2020, "Banks and Sovereigns: Did adversity bring them closer?," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n307-20.pdf.
• Jorge Lemus & Emil Temnyalov, 2019, "Diversification and Information in Contests," Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney, number 2019/12, Jul.
• Bärd Harstad & Francesco Lancia & Alessia Russo, 2020, "Policies and Instruments for Self-Enforcing Treaties," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 572, Jul.
• Bäumle, Philipp & Bizer, Kilian & Proeger, Till, 2020, "Kooperationsstrukturen für die Regionalentwicklung - Erfahrungen aus Südniedersachsen," ifh Working Papers, Volkswirtschaftliches Institut für Mittelstand und Handwerk an der Universität Göttingen (ifh), number 26/2020.
• Saverio M. Fratini, 2020, "Incomes from Capital in Alternative Economic Theories," Centro Sraffa Working Papers, Centro di Ricerche e Documentazione 'Piero Sraffa', number CSWP42, Jul.
• Alisher Tolepbergen, 2019, "The Importance of Terms of Trade Shocks: Kazakhstan," NAC Analytica Working Paper, NAC Analytica, Nazarbayev University, number 4, Dec, revised Jul 2020.
• Matsuyama, Kiminori & Latzer, Helene, 2019, "Reconsidering the Market Size Effect in Innovation and Growth," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14250, Dec.
• Umba, Gilles Bertrand, 2020, "Choc externes et activité économique en RD Congo : une analyse en équilibre général dynamique et stochastique (DSGE)," Dynare Working Papers, CEPREMAP, number 63, Jul.
• Sandra Gschnaller, 2020, "The Albedo Loss from the Melting of the Greenland Ice Sheet and the Social Cost of Carbon," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 332.
• Fabio Caccioli & Gerardo Ferrara & Amanah Ramadiah, 2020, "Modelling fire sale contagion across banks and non-banks," Bank of England working papers, Bank of England, number 878, Jul.
• de Groot, Oliver & Mazelis, Falk, 2020, "Mitigating the forward guidance puzzle: inattention, credibility, finite planning horizons and learning," Working Paper Series, European Central Bank, number 2426, Jun.
• Gharyeni, Abdellatif, 2019, "Gestion des ressources humaines et nouvelles expériences de l’économie sociale : Cas de la France et du Québec
  [Human Resources Management and New Experiences in the Social Economy: The Case of France and Quebec]," MPRA Paper, University Library of Munich, Germany, number 101379, revised 2020.
• Krzywdzinski, Martin, 2020, "Automatisierung, Digitalisierung und Wandel der Beschäftigungsstrukturen in der Automobilindustrie: Eine kurze Geschichte vom Anfang der 1990er bis 2018," Discussion Papers, Research Group Globalization, Work, and Production, WZB Berlin Social Science Center, number SP III 2020-302.
• Andreeva, Andriyana & Yolova, Galina, 2020, "Трудовоправните Принципи – Еволюция И Трансформация В Ерата На Дигитализация И Използването На Изкуствен Интелект
  [The labour-law principles – evolution and transformation in the era of digitalization and using of artificial intellect]," MPRA Paper, University Library of Munich, Germany, number 100887.
• Alessandro Sontuoso & Christina Bicchieri & Alexander Funcke & Einav Hart, 2020, "Strategic Problems with Risky Prospects," Working Papers, Chapman University, Economic Science Institute, number 20-23.
• Michal Franta & Ivan Sutoris, 2020, "Dynamics of Czech Inflation: The Role of the Trend and the Cycle," Working Papers, Czech National Bank, Research and Statistics Department, number 2020/1, Jul.
• Andreeva, Andriyana, 2020, "По Някои Въпроси На Гъвкавите Форми На Заетост И Потребността От Прозрачни И Предвидими Условия На Труд За Работниците И Служителите
  [On some questions of the flexible employment forms and the necessity of transparent and predictable working condi," MPRA Paper, University Library of Munich, Germany, number 101044.
• Dimitrova, Darina & Mateeva, Zhivka, 2020, "Административен Контрол И Административнонаказателна Отговорност За Защита На Потребителите
  [Role of the administrative control and the administrative-penal liability for the consumer protection]," MPRA Paper, University Library of Munich, Germany, number 100882.
• László Czaller & Rikard Eriksson & Balázs Lengyel, 2020, "Automation risk along individual careers: static and dynamic upgrades in cities," KRTK-KTI WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 2028, Jul.
• Bjørnskov, Christian & Voigt, Stefan, 2020, "This Time is Different? - On the Use of Emergency Measures During the Corona Pandemic," ILE Working Paper Series, University of Hamburg, Institute of Law and Economics, number 36.
• Claire MacPherson & Olivier Sterck, 2019, "Humanitarian vs. Development Aid for Refugees: Evidence from a Regression Discontinuity Design," CSAE Working Paper Series, Centre for the Study of African Economies, University of Oxford, number 2019-15.
• Robert Aue, 2020, "Spatial Effects of Price Regulations and Competition. A Dynamic Approach to the German Retail Pharmacy Market," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2020_195, Jul.
• Christoffel, Kai & Mazelis, Falk & Montes-Galdón, Carlos & Müller, Tobias, 2020, "Disciplining expectations and the forward guidance puzzle," Working Paper Series, European Central Bank, number 2424, Jun.
• Benoit Kafando, 2020, "Estimation des effets de l’éducation sur le revenu agricole : cas des ménages agricoles du milieu rural de l’Inde," Cahiers de recherche, Departement d'économique de l'École de gestion à l'Université de Sherbrooke, number 20-06, Jul.
• Hamim, Md. Tanvir, 2020, "R&D Investments and Idiosyncratic Volatility," MPRA Paper, University Library of Munich, Germany, number 101330, Jun.
• Satoru Fujishige & Zaifu Yang, 2020, "A Universal Dynamic Auction for Unimodular Demand Types: An Efficient Auction Design for Various Kinds of Indivisible Commodities," Discussion Papers, Department of Economics, University of York, number 20/08, Jul.
• Soomro, Yasir & Al-Sehli, Ahmed Nafe, 2020, "Determinants of Customer Churn: An Empirical Study Of Cellular Subscribers From Saudi Arabia," MPRA Paper, University Library of Munich, Germany, number 101398, May.
• Carlos Esteban Posada Posada, 2020, "Crecimiento y ciclos de la economía colombiana (2005 – 2019)," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 18255, Jul.
• Kubler, Felix & Malhotra, Raghav & Polemarchakis, Herakles, 2020, "Identification of preferences, demand and equilibrium with finite data," CRETA Online Discussion Paper Series, Centre for Research in Economic Theory and its Applications CRETA, number 60.
• Eun Young Oh & Shuonan Zhang, 2020, "Informal economy and central bank digital currency," Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group, number 2020-11, Jul, revised 23 Jun 2022.
• Bart Golsteyn & Cécile Magnée, 2020, "Does Sibling Gender Affect Personality Traits?," Working Papers, Human Capital and Economic Opportunity Working Group, number 2020-053, Jul.
• Mariarosaria Comunale, 2020, "The persistently high rate of suicide in Lithuania: an updated view," Bank of Lithuania Discussion Paper Series, Bank of Lithuania, number 21, Jul.
• Gaitán Ortiz, Liza Minely, 2020, "El agua, un anhelo permanente. La minería y sus efectos territoriales sobre el agua en la comunidad afrodescendiente de Patilla, La Guajira, Colombia," Avances de Investigación, Grupo de Análisis para el Desarrollo (GRADE), number 0039.
• Item repec:wrk:wrkemf:35 is not listed on IDEAS anymore

Report NEP-ORE-2020-08-10

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: