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.

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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 103250, University Library of Munich, Germany, revised 01 Oct 2020.
• Haroon Mumtaz, 2020. "A Generalised Stochastic Volatility in Mean VAR. An Updated Algorithm," Working Papers 908, Queen Mary University of London, School of Economics and Finance.
• Zongwu Cai & Chaoqun Ma & Xianhua Mi, 2020. "Realized Volatility Forecasting Based on Dynamic Quantile Model Averaging," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202016, University of Kansas, Department of Economics, revised Sep 2020.
• Jonathan F. Cogliano & Roberto Veneziani & Naoki Yoshihara, 2020. "Computational Methods and Classical-Marxian Economics," Working Papers 913, Queen Mary University of London, School of Economics and Finance.
• Karlsson, Sune & Mazur, Stepan & Muhinyuza, Stanislas, 2020. "Statistical Inference for the Tangency Portfolio in High Dimension," Working Papers 2020:10, Örebro University, School of Business.
• Luidas Giraitis & George Kapetanios & Massimiliano Marcellino, 2020. "Time-Varying Instrumental Variable Estimation," Working Papers 911, Queen Mary University of London, School of Economics and Finance.
• Dibyendu Maiti & Chiranjib Neogi, 2020. "Endogeneity Corrected Stochastic Frontier with Market Imperfections," Working papers 313, Centre for Development Economics, Delhi School of Economics.
• Chiba, Asako, 2020. "Modeling the effects of contact-tracing apps on the spread of the coronavirus disease: mechanisms, conditions, and efficiency," MPRA Paper 103299, University Library of Munich, Germany.
• Christopher M. Gunn & Alok Johri & Marc-Andre Letendre, 2020. "Charge-offs, Defaults and the Financial Accelerator," Department of Economics Working Papers 2020-17, McMaster University.
• 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 2016, Koc University-TUSIAD Economic Research Forum.
• 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 2009.09592, arXiv.org.
• Garance Génicot & Laurent Bouton & Micael Castanheira De Moura, 2020. "Electoral Systems and Inequalities in Government Interventions," Working Papers ECARES 2020-44, ULB -- Universite Libre de Bruxelles.
• Sara Lowes, 2020. "Ethnographic and Field Data in Historical Economics," NBER Working Papers 27918, National Bureau of Economic Research, Inc.
• Jesus Otero & Theodore Panagiotidis & Georgios Papapanagiotou, 2020. "Multivariate cointegration and temporal aggregation: some further simulation results," Discussion Paper Series 2020_05, Department of Economics, University of Macedonia, 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 2001, Instituto de Políticas y Bienes Públicos (IPP), CSIC.
• Ryo Arawatari & Takeo Hori & Kazuo Mino, 2020. "Productive government expenditure and economic growth in a heterogeneous-agents model," KIER Working Papers 1044, Kyoto University, Institute of Economic Research.
• Holden, Stein T. & Sommervoll, Dag Einar & Tilahun, Mesfin, 2020. "Mental Zooming as Variable Asset Integration in Inter-temporal Choice," CLTS Working Papers 7/20, Norwegian University of Life Sciences, Centre for Land Tenure Studies.
• Bampinas, Georgios & Panagiotidis, Theodore & Politsidis, Panagiotis, 2020. "Sovereign bond and CDS market contagion: A story from the Eurozone crisis," MPRA Paper 102846, University Library of Munich, Germany.
• Alejandro Caparrós, 2020. "Pledge and implement bargaining in the Paris Agreement on climate change," Working Papers 2003, Instituto de Políticas y Bienes Públicos (IPP), CSIC.
• Rashad Ahmed & M. Hashem Pesaran, 2020. "Regional Heterogeneity and U.S. Presidential Elections," CESifo Working Paper Series 8615, CESifo.
• Ahmed, R. & Pesaran, M. H., 2020. "Regional Heterogeneity and U.S. Presidential Elections," Cambridge Working Papers in Economics 2092, Faculty of Economics, University of Cambridge.
• Ala Avoyan & Robizon Khubulashvili & Giorgi Mekerishvili, 2020. "Call It a Day: History Dependent Stopping Behavior," CESifo Working Paper Series 8603, CESifo.
• Matti Liski & Francois Salanie, 2020. "Catastrophes, delays, and learning," Working Papers 2020.20, FAERE - French Association of Environmental and Resource Economists.
• Alessandro Giovannelli & Daniele Massacci & Stefano Soccorsi, 2020. "Forecasting Stock Returns with Large Dimensional Factor Models," Working Papers 305661169, Lancaster University Management School, Economics Department.
• George Casamatta, 2020. "Optimal income taxation with tax avoidance," Working Papers 015, Laboratoire Lieux, Identités, eSpaces et Activités (LISA).
• Brian Hartley, 2020. "Corridor stability of the Kaleckian growth model: a Markov-switching approach," Working Papers 2013, New School for Social Research, Department of Economics, 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 20/11, Royal Institute of Technology, Department of Real Estate and Construction Management & Banking and Finance.
• Gomez-Ruano, Gerardo, 2020. "Data Science: A Primer for Economists," MPRA Paper 102928, University Library of Munich, Germany.
• 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 27927, National Bureau of Economic Research, Inc.
• Zhu, Tao & Wallace, Neil, 2020. "Fixed and Flexible Exchange-rates in Two Matching Models: Non-equivalence Results," MPRA Paper 102913, University Library of Munich, Germany.
• Jugal Garg & Thorben Trobst & Vijay V. Vazirani, 2020. "One-Sided Matching Markets with Endowments: Equilibria and Algorithms," Papers 2009.10320, arXiv.org, 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 202092, University of Pretoria, Department of Economics.
• Baranowski, Rafal & Chen, Yining & Fryzlewicz, Piotr, 2020. "Ranking-based variable selection for high-dimensional data," LSE Research Online Documents on Economics 90233, London School of Economics and Political Science, LSE Library.
• Malhi, Fareena Noor, 2020. "Unconditional Cash Transfers: Do They Impact Aspirations of the Poor?," MPRA Paper 102509, University Library of Munich, Germany.
• 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 8579, CESifo.
• Gruber, Noam, 2020. "A Relative Answer to the Growth-Saving Puzzle," MPRA Paper 103349, University Library of Munich, Germany.
• Christopher Roth & Sonja Settele & Johannes Wohlfart, 2021. "Risk Exposure and Acquisition of Macroeconomic Information," CEBI working paper series 20-24, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI).
• Mauricio Contreras G, 2020. "Endogenous Stochastic Arbitrage Bubbles and the Black--Scholes model," Papers 2009.09329, arXiv.org.
• E. Boguslavskaya & M. Boguslavsky & D. Muravey, 2020. "Trading multiple mean reversion," Papers 2009.09816, arXiv.org.
• Dieter Pennerstorfer & Nora Schindler & Christoph Weiss & Biliana Yontcheva, 2020. "Income Inequality and Product Variety: Empirical Evidence," Economics working papers 2020-17, Department of Economics, Johannes Kepler University Linz, Austria.
• Jordi Paniagua & Jesús Peiró-Palomino & Andrés J. Picazo-Tadeo, 2020. "Asylum migration in OECD countries: In search of lost well-being," Working Papers 2008, Department of Applied Economics II, Universidad de Valencia.
• Committee, Nobel Prize, 2020. "The quest for the perfect auction," Nobel Prize in Economics documents 2020-1, Nobel Prize Committee.
• Dagsvik, John K., 2020. "Equilibria in Logit Models of Social Interaction and Quantal Response Equilibrium," HERO Online Working Paper Series 2020:5, University of Oslo, Health Economics Research Programme, 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 2020:4, Lund University, Division of Real Estate Science.
• Ichiro Iwasaki & Evzen Kocenda & Yoshisada Shida, 2020. "Institutions, Financial Development, and Small Business Survival: Evidence from European Emerging Markets," Working Papers IES 2020/39, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Oct 2020.
• Friedrich, Thomas, 2020. "Inflation and deflation of the transfer space," MPRA Paper 103402, University Library of Munich, Germany.
• Benjamin J. Keys & Philip Mulder, 2020. "Neglected No More: Housing Markets, Mortgage Lending, and Sea Level Rise," NBER Working Papers 27930, National Bureau of Economic Research, Inc.
• Kiho Yoon, 2020. "Upstream competition, exclusive content provision, and vertical integration in media markets," Discussion Paper Series 2009, Institute of Economic Research, Korea University.
• Alejandro Caparrós & Esther Blanco & Philipp Buchenauer & Michael Finus, 2020. "Team Formation in Coordination Games with Fixed Neighborhoods," Working Papers 2004, Instituto de Políticas y Bienes Públicos (IPP), CSIC.
• Parui, Pintu, 2020. "Corporate Debt, Rentiers' Portfolio Dynamics, Instability and Growth: A neo-Kaleckian Perspective," MPRA Paper 102870, University Library of Munich, Germany.
• Stefan Tübbicke, 2020. "Entropy Balancing for Continuous Treatments," CEPA Discussion Papers 21, Center for Economic Policy Analysis.
• 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-02519104, HAL.
• Leonardo N. Ferreira, 2020. "Forward Guidance Matters: Disentangling Monetary Policy Shocks," Working Papers 912, Queen Mary University of London, School of Economics and Finance.
• Raúl López-Pérez & Ágnes Pintér & Rocío Sánchez-Mangas, 2020. "Some Conditions (Not) Affecting Selection Neglect: Evidence From The Lab," Working Papers 2002, Instituto de Políticas y Bienes Públicos (IPP), CSIC.
• Aubhik Khan & Latchezar Popov & B. Ravikumar, 2020. "Enduring Relationships in an Economy with Capital and Private Information," Working Papers 2020-034, Federal Reserve Bank of St. Louis, revised Sep 2020.
• Wei Zhou & Zidong Wang, 2020. "Competing for Search Traffic in Query Markets: Entry Strategy, Platform Design, and Entrepreneurship," Working Papers 20-12, NET Institute.
• Elizabeth U. Cascio & Ethan G. Lewis, 2020. "Opening the Door: Immigrant Legalization and Family Reunification in the United States," NBER Working Papers 27874, National Bureau of Economic Research, Inc.
• Kluge, Jan & Lappoehn, Sarah & Plank, Kerstin, 2020. "The Determinants of Economic Competitiveness," IHS Working Paper Series 24, Institute for Advanced Studies.
• Tsuyoshi Toshimitsu, 2020. "On excess capacity in a monopoly market with network externalities," Discussion Paper Series 220, School of Economics, Kwansei Gakuin University.
• Fatma Aslan & Papatya Duman & Walter Trockel, 2020. "Non-cohesive TU-games: Duality and P-core," Working Papers CIE 136, Paderborn University, CIE Center for International Economics.
• Hecht, Katharina & Summers, Kate, 2020. "The long and short of it: the temporal significance of wealth and income," LSE Research Online Documents on Economics 106519, London School of Economics and Political Science, LSE Library.
• Walter Farkas & Fulvia Fringuellotti & Radu Tunaru, 2020. "A Cost-Benefit Analysis of Capital Requirements Adjusted for Model Risk," Swiss Finance Institute Research Paper Series 20-86, Swiss Finance Institute.
• Alexey A. Kozlov, 2020. "Case Matters For Chukchi Np Structure," HSE Working papers WP BRP 93/LNG/2020, National Research University Higher School of Economics.
• Degiannakis, Stavros & Floros, Christos & Salvador, Enrique & Vougas, Dimitrios, 2020. "On the Stationarity of Futures Hedge Ratios," MPRA Paper 102907, University Library of Munich, Germany.
• Sandra Cortés Acosta & Arthur Grimes & Catherine Leining, 2020. "Decision trees: Forestry in the New Zealand Emissions Trading Scheme post-2020," Working Papers 20_11, Motu Economic and Public Policy Research.
• 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 2010.02670, arXiv.org.
• 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 2010.02673, arXiv.org.
• Sergey Nasekin & Wolfgang Karl Hardle, 2020. "Model-driven statistical arbitrage on LETF option markets," Papers 2009.09713, arXiv.org.
• Jean-Luc Gaffard, 2020. "De la crise sanitaire à la crise économique ou la double exigence," GREDEG Working Papers 2020-41, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
• Jessica Gallant & Kory Kroft & Fabian Lange & Matthew J. Notowidigdo, 2020. "Temporary Unemployment and Labor Market Dynamics During the COVID-19 Recession," NBER Working Papers 27924, National Bureau of Economic Research, Inc.
• Javed, Farrukh & Loperfido, Nicola & Mazur, Stepan, 2020. "Edgeworth Expansions for Multivariate Random Sums," Working Papers 2020:9, Örebro University, School of Business.
• Yongjoon Park, 2020. "Competition Effects of Airport Slot-Swap: An Analysis of the Delta/US Airways Deal," Working Papers 20-11, NET Institute.
• Kilkki, Kalevi, 2020. "On the Modeling of Mobile Service Ecosystems," ITS Conference, Online Event 2020 224862, International Telecommunications Society (ITS).
• Oh, Joonseok & Rogantini Picco, Anna, 2020. "Macro Uncertainty and Unemployment Risk," Working Paper Series 395, Sveriges Riksbank (Central Bank of Sweden).
• Pierre-Richard Agénor & Timothy P. Jackson & Luiz Pereira da Silva, 2020. "Cross-Border Regulatory Spillovers and Macroprudential Policy Coordination," Working Papers 202028, University of Liverpool, Department of Economics.
• 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 202001, National Center for Environmental Economics, U.S. Environmental Protection Agency.
• Augusto Cerqua & Emma Galli, 2020. "Income tax rate increases and heterogeneous taxpayers’ reactions: a spatial regression discontinuity design," Working Papers 17/20, Sapienza University of Rome, DISS.
• 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 106986, London School of Economics and Political Science, LSE Library.
• 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 102873, University Library of Munich, Germany.
• Been-Lon Chen & Yunfang Hu & Kazuo Mino, 2020. "Capital Allocation and Wealth Distribution in a Global Economy with Financial Frictions," KIER Working Papers 1045, Kyoto University, Institute of Economic Research.
• Kartik B. Athreya & Ryan Mather & Jose Mustre-del-Rio & Juan M. Sanchez, 2020. "Household Financial Distress and the Burden of ‘Aggregate’ Shocks," Research Working Paper RWP 20-13, Federal Reserve Bank of Kansas City.
• Vanessa Alviarez & Javier Cravino & Natalia Ramondo, 2020. "Firm-Embedded Productivity and Cross-Country Income Differences," Opportunity and Inclusive Growth Institute Working Papers 39, Federal Reserve Bank of Minneapolis.
• Fernández-Bonilla, Fernando, 2020. "E-commerce: Determining factors and the importance of the e-trust," ITS Conference, Online Event 2020 224853, International Telecommunications Society (ITS).
• Roy, Tirthankar, 2020. "Reading the economic history of Aghanistan," LSE Research Online Documents on Economics 106957, London School of Economics and Political Science, LSE Library.
• Alessio Gaggero & Denni Tommasi, 2020. "Time of Day, Cognitive Tasks and Efficiency Gains," Monash Econometrics and Business Statistics Working Papers 38/20, Monash University, Department of Econometrics and Business Statistics.
• Bruno Spilak & Wolfgang Karl Hardle, 2020. "Tail-risk protection: Machine Learning meets modern Econometrics," Papers 2010.03315, arXiv.org, 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 WP 2020-10-01, Indian Institute of Management Ahmedabad, Research and Publication Department.
• Albarrán, Irene & Molina, José Manuel & Gijón, Covadonga, 2020. "Perception of Artificial Intelligence in Spain," ITS Conference, Online Event 2020 224843, International Telecommunications Society (ITS).
• George Casamatta, 2020. "Optimal income taxation with tax avoidance and endogenous labor supply," Working Papers 017, Laboratoire Lieux, Identités, eSpaces et Activités (LISA).
• 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 512, Competitive Advantage in the Global Economy (CAGE).
• Ai Jun Hou & Weining Wang & Cathy Y. H. Chen & Wolfgang Karl Hardle, 2020. "Pricing Cryptocurrency Options," Papers 2009.11007, arXiv.org.