Report NEP-ORE-2020-10-26

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:

• Dimitrakopoulos, Stefanos & Tsionas, Mike G. & Aknouche, Abdelhakim, 2020, "Ordinal-response models for irregularly spaced transactions: A forecasting exercise," MPRA Paper, University Library of Munich, Germany, number 103250, Oct, revised 01 Oct 2020.
• Haroon Mumtaz, 2020, "A Generalised Stochastic Volatility in Mean VAR. An Updated Algorithm," Working Papers, Queen Mary University of London, School of Economics and Finance, number 908, Jul.
• Zongwu Cai & Chaoqun Ma & Xianhua Mi, 2020, "Realized Volatility Forecasting Based on Dynamic Quantile Model Averaging," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202016, Sep, revised Sep 2020.
• Jonathan F. Cogliano & Roberto Veneziani & Naoki Yoshihara, 2020, "Computational Methods and Classical-Marxian Economics," Working Papers, Queen Mary University of London, School of Economics and Finance, number 913, Oct.
• Karlsson, Sune & Mazur, Stepan & Muhinyuza, Stanislas, 2020, "Statistical Inference for the Tangency Portfolio in High Dimension," Working Papers, Örebro University, School of Business, number 2020:10, Oct.
• Luidas Giraitis & George Kapetanios & Massimiliano Marcellino, 2020, "Time-Varying Instrumental Variable Estimation," Working Papers, Queen Mary University of London, School of Economics and Finance, number 911, Aug.
• Dibyendu Maiti & Chiranjib Neogi, 2020, "Endogeneity Corrected Stochastic Frontier with Market Imperfections," Working papers, Centre for Development Economics, Delhi School of Economics, number 313, Oct.
• Chiba, Asako, 2020, "Modeling the effects of contact-tracing apps on the spread of the coronavirus disease: mechanisms, conditions, and efficiency," MPRA Paper, University Library of Munich, Germany, number 103299, Oct.
• Christopher M. Gunn & Alok Johri & Marc-Andre Letendre, 2020, "Charge-offs, Defaults and the Financial Accelerator," Department of Economics Working Papers, McMaster University, number 2020-17, Oct.
• Cem Cakmakli & Hamza Demircan, 2020, "Using Survey Information for Improving the Density Nowcasting of US GDP with a Focus on Predictive Performance during Covid-19 Pandemic," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 2016, Oct.
• Gael M. Martin & Rub'en Loaiza-Maya & David T. Frazier & Worapree Maneesoonthorn & Andr'es Ram'irez Hassan, 2020, "Optimal probabilistic forecasts: When do they work?," Papers, arXiv.org, number 2009.09592, Sep.
• Garance Génicot & Laurent Bouton & Micael Castanheira De Moura, 2020, "Electoral Systems and Inequalities in Government Interventions," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2020-44, Oct.
• Sara Lowes, 2020, "Ethnographic and Field Data in Historical Economics," NBER Working Papers, National Bureau of Economic Research, Inc, number 27918, Oct.
• Jesus Otero & Theodore Panagiotidis & Georgios Papapanagiotou, 2020, "Multivariate cointegration and temporal aggregation: some further simulation results," Discussion Paper Series, Department of Economics, University of Macedonia, number 2020_05, Oct, revised Oct 2020.
• Raúl López-Pérez & Eli Spiegelman, 2020, "Using Eye-Tracking Techniques To Understand The Role Of Attention On Choice And Reversals," Working Papers, Instituto de Políticas y Bienes Públicos (IPP), CSIC, number 2001, Apr.
• Ryo Arawatari & Takeo Hori & Kazuo Mino, 2020, "Productive government expenditure and economic growth in a heterogeneous-agents model," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1044, Oct.
• Holden, Stein T. & Sommervoll, Dag Einar & Tilahun, Mesfin, 2020, "Mental Zooming as Variable Asset Integration in Inter-temporal Choice," CLTS Working Papers, Norwegian University of Life Sciences, Centre for Land Tenure Studies, number 7/20, Oct.
• Bampinas, Georgios & Panagiotidis, Theodore & Politsidis, Panagiotis, 2020, "Sovereign bond and CDS market contagion: A story from the Eurozone crisis," MPRA Paper, University Library of Munich, Germany, number 102846, Aug.
• Alejandro Caparrós, 2020, "Pledge and implement bargaining in the Paris Agreement on climate change," Working Papers, Instituto de Políticas y Bienes Públicos (IPP), CSIC, number 2003, May.
• Rashad Ahmed & M. Hashem Pesaran, 2020, "Regional Heterogeneity and U.S. Presidential Elections," CESifo Working Paper Series, CESifo, number 8615.
• Ahmed, R. & Pesaran, M. H., 2020, "Regional Heterogeneity and U.S. Presidential Elections," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2092, Oct.
• Ala Avoyan & Robizon Khubulashvili & Giorgi Mekerishvili, 2020, "Call It a Day: History Dependent Stopping Behavior," CESifo Working Paper Series, CESifo, number 8603.
• Matti Liski & Francois Salanie, 2020, "Catastrophes, delays, and learning," Working Papers, FAERE - French Association of Environmental and Resource Economists, number 2020.20.
• Alessandro Giovannelli & Daniele Massacci & Stefano Soccorsi, 2020, "Forecasting Stock Returns with Large Dimensional Factor Models," Working Papers, Lancaster University Management School, Economics Department, number 305661169.
• George Casamatta, 2020, "Optimal income taxation with tax avoidance," Working Papers, Laboratoire Lieux, Identités, eSpaces et Activités (LISA), number 015, May.
• Brian Hartley, 2020, "Corridor stability of the Kaleckian growth model: a Markov-switching approach," Working Papers, New School for Social Research, Department of Economics, number 2013, Oct, revised Nov 2020.
• Steininger, Bertram & Groth, Martin & Weber, Birgitte, 2020, "Cost overruns and delays in infrastructure projects: the case of Stuttgart 21," Working Paper Series, Royal Institute of Technology, Department of Real Estate and Construction Management & Banking and Finance, number 20/11, Oct.
• Gomez-Ruano, Gerardo, 2020, "Data Science: A Primer for Economists," MPRA Paper, University Library of Munich, Germany, number 102928.
• Anusha Chari & Karlye Dilts Stedman & Christian Lundblad, 2020, "Capital Flows in Risky Times: Risk-on/Risk-off and Emerging Market Tail Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 27927, Oct.
• Zhu, Tao & Wallace, Neil, 2020, "Fixed and Flexible Exchange-rates in Two Matching Models: Non-equivalence Results," MPRA Paper, University Library of Munich, Germany, number 102913, Sep.
• Jugal Garg & Thorben Trobst & Vijay V. Vazirani, 2020, "One-Sided Matching Markets with Endowments: Equilibria and Algorithms," Papers, arXiv.org, number 2009.10320, Sep, revised Jul 2021.
• Xin Sheng & Rangan Gupta & Qiang Ji, 2020, "Forecasting Charge-Off Rates with a Panel Tobit Model: The Role of Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202092, Oct.
• Baranowski, Rafal & Chen, Yining & Fryzlewicz, Piotr, 2020, "Ranking-based variable selection for high-dimensional data," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 90233, Jul.
• Malhi, Fareena Noor, 2020, "Unconditional Cash Transfers: Do They Impact Aspirations of the Poor?," MPRA Paper, University Library of Munich, Germany, number 102509, Jul.
• Johanna Bocklet & Martin Hintermayer, 2020, "How Does the EU ETS Reform Impact Allowance Prices? The Role of Myopia, Hedging Requirements and the Hotelling Rule," CESifo Working Paper Series, CESifo, number 8579.
• Gruber, Noam, 2020, "A Relative Answer to the Growth-Saving Puzzle," MPRA Paper, University Library of Munich, Germany, number 103349, Oct.
• Christopher Roth & Sonja Settele & Johannes Wohlfart, 2021, "Risk Exposure and Acquisition of Macroeconomic Information," CEBI working paper series, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI), number 20-24, 01.
• Mauricio Contreras G, 2020, "Endogenous Stochastic Arbitrage Bubbles and the Black--Scholes model," Papers, arXiv.org, number 2009.09329, Sep.
• E. Boguslavskaya & M. Boguslavsky & D. Muravey, 2020, "Trading multiple mean reversion," Papers, arXiv.org, number 2009.09816, Sep.
• Dieter Pennerstorfer & Nora Schindler & Christoph Weiss & Biliana Yontcheva, 2020, "Income Inequality and Product Variety: Empirical Evidence," Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria, number 2020-17, Sep.
• Jordi Paniagua & Jesús Peiró-Palomino & Andrés J. Picazo-Tadeo, 2020, "Asylum migration in OECD countries: In search of lost well-being," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 2008, Oct.
• Nobel Prize Committee, 2020, "The quest for the perfect auction," Nobel Prize in Economics documents, Nobel Prize Committee, number 2020-1, Oct.
• Dagsvik, John K., 2020, "Equilibria in Logit Models of Social Interaction and Quantal Response Equilibrium," HERO Online Working Paper Series, University of Oslo, Health Economics Research Programme, number 2020:5, Oct, revised 09 Mar 2023.
• Treschow, Anna & Bengtsson, Ingemar & Norén, Eric & Sjöstrand, Malin, 2020, "Konflikterna i skogen – en analys av regelkonflikter och myndighetsagerande," Working papers in Real Estate Law and Real Estate Economics, Lund University, Division of Real Estate Science, number 2020:4, Oct.
• Ichiro Iwasaki & Evzen Kocenda & Yoshisada Shida, 2020, "Institutions, Financial Development, and Small Business Survival: Evidence from European Emerging Markets," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2020/39, Oct, revised Oct 2020.
• Friedrich, Thomas, 2020, "Inflation and deflation of the transfer space," MPRA Paper, University Library of Munich, Germany, number 103402, Oct.
• Benjamin J. Keys & Philip Mulder, 2020, "Neglected No More: Housing Markets, Mortgage Lending, and Sea Level Rise," NBER Working Papers, National Bureau of Economic Research, Inc, number 27930, Oct.
• Kiho Yoon, 2020, "Upstream competition, exclusive content provision, and vertical integration in media markets," Discussion Paper Series, Institute of Economic Research, Korea University, number 2009.
• Alejandro Caparrós & Esther Blanco & Philipp Buchenauer & Michael Finus, 2020, "Team Formation in Coordination Games with Fixed Neighborhoods," Working Papers, Instituto de Políticas y Bienes Públicos (IPP), CSIC, number 2004, Jul.
• Parui, Pintu, 2020, "Corporate Debt, Rentiers' Portfolio Dynamics, Instability and Growth: A neo-Kaleckian Perspective," MPRA Paper, University Library of Munich, Germany, number 102870, Sep.
• Stefan Tübbicke, 2020, "Entropy Balancing for Continuous Treatments," CEPA Discussion Papers, Center for Economic Policy Analysis, number 21, Oct, DOI: 10.25932/publishup-47895.
• Fabian Thomas & Estelle Midler & Marianne Lefebvre & Stefanie Engel, 2019, "Greening the common agricultural policy: a behavioural perspective and lab-in-the-field experiment in Germany," Post-Print, HAL, number hal-02519104, Jul, DOI: 10.1093/erae/jbz014.
• Leonardo N. Ferreira, 2020, "Forward Guidance Matters: Disentangling Monetary Policy Shocks," Working Papers, Queen Mary University of London, School of Economics and Finance, number 912, Sep.
• Raúl López-Pérez & Ágnes Pintér & Rocío Sánchez-Mangas, 2020, "Some Conditions (Not) Affecting Selection Neglect: Evidence From The Lab," Working Papers, Instituto de Políticas y Bienes Públicos (IPP), CSIC, number 2002, Apr.
• Aubhik Khan & Latchezar Popov & B. Ravikumar, 2020, "Enduring Relationships in an Economy with Capital and Private Information," Working Papers, Federal Reserve Bank of St. Louis, number 2020-034, Sep, revised Sep 2020, DOI: 10.20955/wp.2020.034.
• Wei Zhou & Zidong Wang, 2020, "Competing for Search Traffic in Query Markets: Entry Strategy, Platform Design, and Entrepreneurship," Working Papers, NET Institute, number 20-12, Oct.
• Elizabeth U. Cascio & Ethan G. Lewis, 2020, "Opening the Door: Immigrant Legalization and Family Reunification in the United States," NBER Working Papers, National Bureau of Economic Research, Inc, number 27874, Oct.
• Kluge, Jan & Lappoehn, Sarah & Plank, Kerstin, 2020, "The Determinants of Economic Competitiveness," IHS Working Paper Series, Institute for Advanced Studies, number 24, Oct.
• Tsuyoshi Toshimitsu, 2020, "On excess capacity in a monopoly market with network externalities," Discussion Paper Series, School of Economics, Kwansei Gakuin University, number 220, Oct.
• Item repec:pdn:ciepap:136 is not listed on IDEAS anymore

• Hecht, Katharina & Summers, Kate, 2020, "The long and short of it: the temporal significance of wealth and income," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 106519, Oct.
• Walter Farkas & Fulvia Fringuellotti & Radu Tunaru, 2020, "A Cost-Benefit Analysis of Capital Requirements Adjusted for Model Risk," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-86, Oct.
• Alexey A. Kozlov, 2020, "Case Matters For Chukchi Np Structure," HSE Working papers, National Research University Higher School of Economics, number WP BRP 93/LNG/2020.
• Degiannakis, Stavros & Floros, Christos & Salvador, Enrique & Vougas, Dimitrios, 2020, "On the Stationarity of Futures Hedge Ratios," MPRA Paper, University Library of Munich, Germany, number 102907, Aug.
• Sandra Cortés Acosta & Arthur Grimes & Catherine Leining, 2020, "Decision trees: Forestry in the New Zealand Emissions Trading Scheme post-2020," Motu Working Papers, Motu Economic and Public Policy Research, number 20_11, Oct.
• Saeed Nosratabadi & Amir Mosavi & Ramin Keivani & Sina Ardabili & Farshid Aram, 2020, "State of the Art Survey of Deep Learning and Machine Learning Models for Smart Cities and Urban Sustainability," Papers, arXiv.org, number 2010.02670, Oct.
• Sina Ardabili & Amir Mosavi & Asghar Mahmoudi & Tarahom Mesri Gundoshmian & Saeed Nosratabadi & Annamaria R. Varkonyi-Koczy, 2020, "Modelling Temperature Variation of Mushroom Growing Hall Using Artificial Neural Networks," Papers, arXiv.org, number 2010.02673, Oct.
• Sergey Nasekin & Wolfgang Karl Hardle, 2020, "Model-driven statistical arbitrage on LETF option markets," Papers, arXiv.org, number 2009.09713, Sep.
• Jean-Luc Gaffard, 2020, "De la crise sanitaire à la crise économique ou la double exigence," GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, number 2020-41, Oct.
• Jessica Gallant & Kory Kroft & Fabian Lange & Matthew J. Notowidigdo, 2020, "Temporary Unemployment and Labor Market Dynamics During the COVID-19 Recession," NBER Working Papers, National Bureau of Economic Research, Inc, number 27924, Oct.
• Javed, Farrukh & Loperfido, Nicola & Mazur, Stepan, 2020, "Edgeworth Expansions for Multivariate Random Sums," Working Papers, Örebro University, School of Business, number 2020:9, Oct.
• Yongjoon Park, 2020, "Competition Effects of Airport Slot-Swap: An Analysis of the Delta/US Airways Deal," Working Papers, NET Institute, number 20-11, Sep.
• Kilkki, Kalevi, 2020, "On the Modeling of Mobile Service Ecosystems," ITS Conference, Online Event 2020, International Telecommunications Society (ITS), number 224862.
• Oh, Joonseok & Rogantini Picco, Anna, 2020, "Macro Uncertainty and Unemployment Risk," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 395, Oct.
• Pierre-Richard Agénor & Timothy P. Jackson & Luiz Pereira da Silva, 2020, "Cross-Border Regulatory Spillovers and Macroprudential Policy Coordination," Working Papers, University of Liverpool, Department of Economics, number 202028, Sep.
• Dennis Guignet & Christoper Moore & Haoluan Wang, 2020, "Hot Spots, Cold Feet, and Warm Glow: Identifying Spatial Heterogeneity in Willingness to Pay," NCEE Working Paper Series, National Center for Environmental Economics, U.S. Environmental Protection Agency, number 202001, Mar.
• Augusto Cerqua & Emma Galli, 2020, "Income tax rate increases and heterogeneous taxpayers’ reactions: a spatial regression discontinuity design," Working Papers, Sapienza University of Rome, DISS, number 17/20, Sep.
• Horrell, Sara & Humphries, Jane & Weisdorf, Jacob, 2020, "Life-cycle living standards of intact and disrupted English working families, 1260-1850," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 106986, Oct.
• Yaya, OlaOluwa S & Oyekunrin, Oluwaseun A & Ogbonna, Ahamuefula E, 2020, "Life Expectancy in West African Countries: Evidence of Convergence and Catching Up with the North," MPRA Paper, University Library of Munich, Germany, number 102873, Aug.
• Been-Lon Chen & Yunfang Hu & Kazuo Mino, 2020, "Capital Allocation and Wealth Distribution in a Global Economy with Financial Frictions," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1045, Oct.
• Kartik B. Athreya & Ryan Mather & Jose Mustre-del-Rio & Juan M. Sanchez, 2020, "The Effects of Macroeconomic Shocks: Household Financial Distress Matters," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 20-13, Oct, revised 04 Jan 2024, DOI: 10.18651/RWP2020-13.
• Vanessa Alviarez & Javier Cravino & Natalia Ramondo, 2020, "Firm-Embedded Productivity and Cross-Country Income Differences," Opportunity and Inclusive Growth Institute Working Papers, Federal Reserve Bank of Minneapolis, number 39, Oct, DOI: 10.21034/iwp.39.
• Fernández-Bonilla, Fernando, 2020, "E-commerce: Determining factors and the importance of the e-trust," ITS Conference, Online Event 2020, International Telecommunications Society (ITS), number 224853.
• Roy, Tirthankar, 2020, "Reading the economic history of Afghanistan," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 106957, Oct.
• Alessio Gaggero & Denni Tommasi, 2020, "Time of Day, Cognitive Tasks and Efficiency Gains," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 38/20.
• Bruno Spilak & Wolfgang Karl Hardle, 2020, "Tail-risk protection: Machine Learning meets modern Econometrics," Papers, arXiv.org, number 2010.03315, Oct, revised Aug 2021.
• Ram Mohan, M.P. & Murugavelu, Promode & Ray, Gaurav & Parakh, Kritika, 2020, "The Doctrine of Frustration under section 56 of the Indian Contract Act," IIMA Working Papers, Indian Institute of Management Ahmedabad, Research and Publication Department, number WP 2020-10-01, Oct.
• Albarrán, Irene & Molina, José Manuel & Gijón, Covadonga, 2020, "Perception of Artificial Intelligence in Spain," ITS Conference, Online Event 2020, International Telecommunications Society (ITS), number 224843.
• George Casamatta, 2020, "Optimal income taxation with tax avoidance and endogenous labor supply," Working Papers, Laboratoire Lieux, Identités, eSpaces et Activités (LISA), number 017, Jun.
• Aburto, Jose Manuel & Kristensen, Frederikke Frehr & Sharp, Paul, 2020, "Black-White Disparities During an Epidemic: Life Expectancy and Lifespan Disparity in the US, 1980-2000," CAGE Online Working Paper Series, Competitive Advantage in the Global Economy (CAGE), number 512.
• Ai Jun Hou & Weining Wang & Cathy Y. H. Chen & Wolfgang Karl Hardle, 2020, "Pricing Cryptocurrency Options," Papers, arXiv.org, number 2009.11007, Sep.

Report NEP-ORE-2020-10-26

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: