Report NEP-ORE-2021-06-21

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:

• Javed, Farrukh & Mazur, Stepan & Thorsén, Erik, 2021, "Tangency portfolio weights under a skew-normal model in small and large dimensions," Working Papers, Örebro University, School of Business, number 2021:13, Jun.
• Jenkins, Stephen P. & Rios-Avila, Fernando, 2021, "Measurement error in earnings data: replication of Meijer, Rohwedder, and Wansbeek’s mixture model approach to combining survey and register data," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 108951, Jun.
• Kenneth W. Clements & Marc Jim M. Mariano & George Verikios, 2021, "Expenditure Patterns, Heterogeneity And Long-Term Structural Change," Economics Discussion / Working Papers, The University of Western Australia, Department of Economics, number 21-10.
• Luisa Corrado & Stefano Grassi & Aldo Paolillo, 2021, "Modelling and Estimating Large Macroeconomic Shocks During the Pandemic," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 530, Jun.
• Luisa Corrado & Stefano Grassi & Aldo Paolillo, 2021, "Modelling and Estimating Large Macroeconomic Shocks During the Pandemic," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2021-08, Jun.
• Ruijun Bu & Rodrigo Hizmeri & Marwan Izzeldin & Anthony Murphy & Mike G. Tsionas, 2021, "The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility," Working Papers, University of Liverpool, Department of Economics, number 202109.
• Liang Jiang & Peter C. B. Phillips & Yubo Tao & Yichong Zhang, 2021, "Regression-Adjusted Estimation of Quantile Treatment Effects under Covariate-Adaptive Randomizations," Papers, arXiv.org, number 2105.14752, May, revised Sep 2022.
• Alessandro Casini & Pierre Perron, 2021, "Change-Point Analysis of Time Series with Evolutionary Spectra," Papers, arXiv.org, number 2106.02031, Jun, revised Aug 2024.
• Hinterlang, Natascha & Hollmayr, Josef, 2021, "Classification of monetary and fiscal dominance regimes using machine learning techniques," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 160.
• Luca Eduardo Fierro & Alessandro Caiani & Alberto Russo, 2021, "Automation, job polarisation, and structural change," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2021/09.
• Barbora Malinska, 2021, "Forecasting Sovereign Bond Realized Volatility Using Time-Varying Coefficients Model," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2021/19, Jun, revised Jun 2021.
• Sentana, Enrique & Amengual, Dante & Tian, Zhanyuan, 2020, "Gaussian rank correlation and regression," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14914, Jun.
• Eli Ben-Michael & Avi Feller & Jesse Rothstein, 2021, "The Augmented Synthetic Control Method," NBER Working Papers, National Bureau of Economic Research, Inc, number 28885, Jun.
• Galí, Jordi, 2020, "Uncovered Interest Parity, Forward Guidance and the Exchange Rate," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14889, Jun.
• Maria Gabriella Graziano & Claudia Meo & Nicholas C. Yannelis, 2021, "Core and Stable Sets of Exchange Economies with Externalities," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 617, Jun.
• Neil R. Ericsson, 2021, "Dynamic Econometrics in Action: A Biography of David F. Hendry," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1311, Mar, DOI: 10.17016/IFDP.2021.1311.
• Erdinc Akyildirim & Ahmet Goncu & Alper Hekimoglu & Duc Khuong Nguyen & Ahmet Sensoy, 2021, "Statistical Arbitrage: Factor Investing Approach," Working Papers, Department of Research, Ipag Business School, number 2021-003, Jan.
• James M. Nason & Gregor W. Smith, 2021, "UK inflation forecasts since the thirteenth century," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-32, Mar.
• Pliszka, Kamil, 2021, "System-wide and banks' internal stress tests: Regulatory requirements and literature review," Discussion Papers, Deutsche Bundesbank, number 19/2021.
• Auclert, Adrien & Rognlie, Matthew, 2020, "MPCs, MPEs and Multipliers: A Trilemma for New Keynesian Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14977, Jun.
• Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2021, "Fast and Robust Online Inference with Stochastic Gradient Descent via Random Scaling," Papers, arXiv.org, number 2106.03156, Jun, revised Oct 2021.
• Angle, John, 2021, "Generalizing the Inequality Process’ Gamma Model of Particle Wealth Statistics," MPRA Paper, University Library of Munich, Germany, number 107847, Feb, revised 04 Feb 2021.
• Ali Moghaddasi Kelishomi & Roberto Nisticò, 2021, "Employment Effects of Economic Sanctions," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 615, Jun.
• Zingales, Luigi & Barrios, John & Benmelech, Efraim & Hochberg, Yael & Sapienza, Paola, 2020, "Civic Capital and Social Distancing during the Covid-19 Pandemic," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14900, Jun.
• Helpman, Elhanan & Niswonger, Benjamin, 2020, "Dynamics of Markups, Concentration and Product Span," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14881, Jun.
• Nicolo Maffei-Faccioli & Eugenia Vella, 2021, "Does Immigration Grow the Pie? Asymmetric Evidence from Germany," DEOS Working Papers, Athens University of Economics and Business, number 2105, May.
• Acharya, Viral & Bhadury, Soumya & Surti, Jay, 2020, "Financial Vulnerability and Risks to Growth in Emerging Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14962, Jun.
• Laurent Ferrara & Luca Metelli & Filippo Natoli & Daniele Siena, 2021, "Questioning the puzzle: fiscal policy, real exchange rate and inflation," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-38, Apr.
• Andreï Kostyrka & Dmitry Igorevich Malakhov,, 2021, "The good, the bad, and the asymmetric: Evidence from a new conditional density model," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 21-09.
• Milda Norkute & Guowei Cui & Vasilis Sarafidis & Takashi Yamagata, 2021, "Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 90, May.
• Alma Cohen & Moshe Hazan & David Weiss, 2021, "Politics and Gender in the Executive Suite," NBER Working Papers, National Bureau of Economic Research, Inc, number 28893, Jun.
• Eli Ben-Michael & Avi Feller & Jesse Rothstein, 2021, "Synthetic Controls with Staggered Adoption," NBER Working Papers, National Bureau of Economic Research, Inc, number 28886, Jun.
• Ioannis Panageas & Thorben Trobst & Vijay V. Vazirani, 2021, "Time-Efficient Algorithms for Nash-Bargaining-Based Matching Market Models," Papers, arXiv.org, number 2106.02024, Jun, revised Nov 2024.
• Das, Narasingha & Bera, Pinki, 2020, "Modelling cost function approach under panel data framework to estimate total factor productivity growth for the Indian manufacturing industries," MPRA Paper, University Library of Munich, Germany, number 108044, Aug.
• Dennis C. Hutschenreiter & Tommaso Santini & Eugenia Vella, 2021, "Automation and Sectoral Reallocation," DEOS Working Papers, Athens University of Economics and Business, number 2106, Jun.
• Yun Jung Kim & Jing Zhang, 2020, "The Relationship between Debt and Output," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2020-30, Nov, DOI: 10.21033/wp-2020-30.
• Nahrstedt, Jan, 2021, "US economic sanctions on Cuba: An analysis of the reasons for their maintenance," IPE Working Papers, Berlin School of Economics and Law, Institute for International Political Economy (IPE), number 162/2021.
• Becker, Marco & Bröcker, Jan-Oliver, 2021, "Business Model Canvas - Overview of the main advantages and disadvantages," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 234963.
• Enrique G. Mendoza & Eugenio Rojas & Linda L. Tesar & Jing Zhang, 2021, "A Macroeconomic Model of Healthcare Saturation, Inequality and the Output-Pandemia Tradeoff," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2021-02, Feb, DOI: 10.21033/wp-2021-02.
• Acharya, Viral & Crosignani, Matteo & Eisert, Tim & Eufinger, Christian, 2020, "Zombie Credit and (Dis-)Inflation: Evidence from Europe," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14960, Jun.
• Daron Acemoglu & Asuman Ozdaglar & James Siderius, 2021, "A Model of Online Misinformation," NBER Working Papers, National Bureau of Economic Research, Inc, number 28884, Jun.
• Ming Min & Ruimeng Hu, 2021, "Signatured Deep Fictitious Play for Mean Field Games with Common Noise," Papers, arXiv.org, number 2106.03272, Jun.
• Duc Khuong Nguyen & Dinh-Tri Vo, 2021, "Enterprise Risk Management and Solvency: The Case of the Listed EU Insurers," Working Papers, Department of Research, Ipag Business School, number 2021-010, Jan.
• Björklund, Anders & Waldenström, Daniel, 2021, "Facts and Myths in the Popular Debate about Inequality in Sweden," Working Paper Series, Research Institute of Industrial Economics, number 1392, Jun.
• Karbowski, Adam, 2021, "Twórcy i innowacje w myśli J.A. Schumpetera
  [Creators and innovation in Schumpeterian thought]," MPRA Paper, University Library of Munich, Germany, number 108327, Jun.
• Buckley, P. & Roussillon, B. & Teyssier, S., 2021, "Gain and loss framing to encourage effort provision: An experiment," Working Papers, Grenoble Applied Economics Laboratory (GAEL), number 2021-02.
• Christl, Michael & De Poli, Silvia & Kucsera, Dénes & Lorenz, Hanno, 2021, "COVID-19 and (gender) inequality in income: The impact of discretionary policy measures in Austria," Working Papers, Agenda Austria, number 22.
• Diermeier, Matthias & Niehues, Judith & Schüler, Ruth M., 2021, "Sorgen und Demokratiezufriedenheit - das Ruhrgebiet als Sonderfall," IW-Reports, Institut der deutschen Wirtschaft (IW) / German Economic Institute, number 19/2021.
• Persson, Ulf & Olofsson, Sara & Althin, Rikard, 2021, "Värdet av vaccin – Vilken hälsoekonomisk evidens är relevant och vilken efterfrågas av olika intressenter?," IHE Report / IHE Rapport, IHE - The Swedish Institute for Health Economics, number 2021:2.
• Olivier Guéant & Iuliia Manziuk, 2020, "Optimal control on graphs: existence, uniqueness, and long-term behavior," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-03252606, DOI: 10.1051/cocv/2019071.
• Jakub Sokolowski & Jan Frankowski & Joanna Mazurkiewicz, 2021, "How to reduce the social costs of coal mine closures?," IBS Policy Papers, Instytut Badan Strukturalnych, number 02/2021, Mar.
• Daniel Kvíčala & Halina Starzyczná, 2021, "Loajalita zákazníků v e-commerce," Working Papers, Silesian University, School of Business Administration, number 0070, Jan.
• Riboni, Alessandro & Ruge-Murcia, Francisco J., 2020, "The Power of the Federal Reserve Chair," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14878, Jun.
• Chan Mono Oum & Gazi M. Hassan & Mark J. Holmes, 2021, "Direct Monetary Costs and Its Determinants in Migration Decisions: Case of Cross-Border Labour Migration from Cambodia to Thailand," Working Papers in Economics, University of Waikato, number 21/06, Jun.
• Karadi, Peter & Nakov, Anton, 2020, "Effectiveness and Addictiveness of Quantitative Easing," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14951, Jun.
• Cécile Aubert & Emmanuelle Augeraud-Véron, 2021, "The relative power of individual distancing efforts and public policies to curb the COVID-19 epidemics," Post-Print, HAL, number hal-03239997, DOI: 10.1371/journal.pone.0250764.
• Shigeru Fujita & Ippei Fujiwara, 2021, "Aging and the Real Interest Rate in Japan: A Labor Market Channel," Working Papers, Federal Reserve Bank of Philadelphia, number 21-23, Jun, DOI: 10.21799/frbp.wp.2021.23.
• Item repec:blv:doctra:09/2019 is not listed on IDEAS anymore

• Andreas Lange & Claudia Schwirplies, 2021, "Bargaining With Charitable Promises: True Preferences and Strategic Behavior," CESifo Working Paper Series, CESifo, number 9129.
• William Nganga Irungu & Julien Chevallier & Simon Wagura Ndiritu, 2020, "Regime Changes and Fiscal Sustainability in Kenya with Comparative Nonlinear Granger Causalities Across East-African Countries," Working Papers, Department of Research, Ipag Business School, number 2020-011, Jan.
• Morelli, Massimo & Gamalerio, Matteo & Negri, Margherita, 2020, "Immigration, Occupational Choice and Electoral Rules Theory and Evidence on Dual Ballot Openness," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14896, Jun.
• Leopoldo Catania & Alessandra Luati & Pierluigi Vallarino, 2021, "Economic vulnerability is state dependent," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2021-09, Jun.
• Francine D. Blau & Lawrence Kahn & Nikolai Boboshko & Matthew Comey, 2021, "Th Impact of Selection into the Labor Force on the Gender Wage Gap," CESifo Working Paper Series, CESifo, number 9103.
• Alejandro García & Josef Schroth, 2021, "Can regulating bank capital help prevent and mitigate financial downturns?," Staff Analytical Notes, Bank of Canada, number 2021-12, Jun, DOI: 10.34989/san-2021-12.
• Zimmermann, Klaus F. & Baum, Christopher F & Lööf, Hans & Stephan, Andreas, 2020, "Occupational Sorting and Wage Gaps of Refugees," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14917, Jun.
• Becker, Marco & Bröcker, Jan-Oliver, 2021, "Business Model Canvas - Wesentliche Vor- und Nachteile im Überblick," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 234962.
• Kohnert, Dirk, 2021, "L'impact socio-économique du Brexit sur CANZUK et l'Anglosphère lors de la pandémie COVID-19 : Le cas du Canada, de l'Australie et de la Nouvelle-Zélande
  [The socio-economic impact of Brexit on CAN," MPRA Paper, University Library of Munich, Germany, number 108043, May.
• Jacques Bughin & Sybille Berjoan & Francis Hinterman & Yuhui Xiong, 2021, "Is this Time Different? Corporate Resilience in the Age of Covid-19," Working Papers TIMES², ULB -- Universite Libre de Bruxelles, number 2021-046, Jun.
• Giannitsarou, Chryssi & Kissler, Stephen & Toxvaerd, Flavio, 2020, "Waning Immunity and the Second Wave: Some Projections for SARS-CoV-2," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14852, Jun.
• Chao Wang & Richard Gerlach, 2021, "A Bayesian realized threshold measurement GARCH framework for financial tail risk forecasting," Papers, arXiv.org, number 2106.00288, Jun, revised Oct 2022.
• Francesca Vinci & Omar Licandro, 2021, "Switching-Track after the Great Recession," CESifo Working Paper Series, CESifo, number 9107.
• Eichenbaum, Martin & Rebelo, Sérgio & Trabandt, Mathias, 2022, "Epidemics in the Neoclassical and New-Keynesian Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14903, Feb.
• Howard, Greg, 2021, "A check for rational inattention," MPRA Paper, University Library of Munich, Germany, number 108243.
• Lukas Gonon, 2021, "Random feature neural networks learn Black-Scholes type PDEs without curse of dimensionality," Papers, arXiv.org, number 2106.08900, Jun.
• Leonardo Melosi & Matthias Rottner, 2020, "Pandemic Recessions and Contact Tracing," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2020-31, Nov, DOI: 10.21033/wp-2020-30.
• Dimitris Bertsimas & Agni Orfanoudaki, 2021, "Algorithmic Insurance," Papers, arXiv.org, number 2106.00839, Jun, revised Dec 2022.
• Scott A. Carson, 2021, "Nineteenth Century Body Mass, Height, and Weight: Inequality across Quantiles," CESifo Working Paper Series, CESifo, number 9135.
• Bertrand, Marianne & Burgess, Robin & Chawla, Arunish & Xu, Guo, 2020, "The glittering prizes: career incentives and bureaucrat performance," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 100808, Mar.
• Isobel Seabrook & Fabio Caccioli & Tomaso Aste, 2021, "An Information Filtering approach to stress testing: an application to FTSE markets," Papers, arXiv.org, number 2106.08778, Jun.
• Hanna L. Adam & Mario Larch & David Stadelmann, 2021, "Subnational Income Growth and International Border Effects," CESifo Working Paper Series, CESifo, number 9100.
• Min Feng & Driss Bourazzouq, 2021, "Effects of Technostress in the Role Stress Context on Proximity Managers' Performance," Post-Print, HAL, number hal-03233176, Jan.
• Petrova, Bilyana & Ranaldi, Marco, 2021, "Determinants of Income Composition Inequality," SocArXiv, Center for Open Science, number vyrz7, Jun, DOI: 10.31219/osf.io/vyrz7.
• Jorge Guijarro-Ordonez & Markus Pelger & Greg Zanotti, 2021, "Deep Learning Statistical Arbitrage," Papers, arXiv.org, number 2106.04028, Jun, revised Oct 2022.
• Alisa Minina & Jonas Holmqvist, 2021, "Liquid, Solid and In-Between: Service Relationships in Global Mobility," Working Papers, Department of Research, Ipag Business School, number 2021-005, Jan.
• Andreas Siemoneit, 2021, "Justice as a Social Bargain and Optimization Problem," Papers, arXiv.org, number 2106.00830, Jun.
• Kyoji FUKAO & Tatsuji MAKINO, 2021, "Sources of Labor Productivity Growth in the Service Sector: An Industry-Level Empirical Analysis Using the JIP Database, 1955-2015 (Japanese)," Discussion Papers (Japanese), Research Institute of Economy, Trade and Industry (RIETI), number 21018, Mar.

Report NEP-ORE-2021-06-21

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: