Report NEP-ORE-2021-07-26

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:

• Li, Wei & Paraschiv, Florentina & Sermpinis, Georgios, 2021, "A data-driven explainable case-based reasoning approach for financial risk detection," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2021-010.
• Chabi-Yo, Fousseni & Huggenberger, Markus & Weigert, Florian, 2021, "Multivariate crash risk," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 21-07.
• Leonid Kogan & Indrajit Mitra, 2021, "Near-Rational Equilibria in Heterogeneous-Agent Models: A Verification Method," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2021-16, Jun, DOI: 10.29338/wp2021-16.
• Joshua Bernstein & Michael D. Plante & Alexander W. Richter & Nathaniel A. Throckmorton, 2021, "Countercyclical Fluctuations in Uncertainty are Endogenous," Working Papers, Federal Reserve Bank of Dallas, number 2109, Jul, DOI: 10.24149/wp2109.
• Myrto Kalouptsidi & Yuichi Kitamura & Lucas Lima & Eduardo Souza-Rodrigues, 2020, "Partial Identi?cation and Inference for Dynamic Models and Counterfactuals," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP6/20, Feb.
• Daisuke Kurisu & Taisuke Otsu, 2021, "On linearization of nonparametric deconvolution estimators for repeated measurements model," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 615, Jul.
• Wellenreuther, Claudia & Wolf, André & Zander, Nils, 2021, "Cost structure of bio-based plastics: A Monte-Carlo-analysis for PLA," HWWI Research Papers, Hamburg Institute of International Economics (HWWI), number 197.
• James Hebden & Fabian Winkler, 2021, "Computation of Policy Counterfactuals in Sequence Space," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2021-042r1, Jul, revised 01 Sep 2024, DOI: 10.17016/FEDS.2021.042r1.
• Shosei Sakaguchi, 2020, "Partial Identification and Inference in Duration Models with Endogenous Censoring," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP8/20, Feb.
• Albert Jan Hummel, 2021, "Unemployment and Tax Design," CESifo Working Paper Series, CESifo, number 9177.
• Masahiko Shibamoto & Shoka Hayaki & Yoshitaka Ogisu, 2021, "COVID-19 Infection Spread and Human Mobility," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number DP2021-16, Jul, revised Feb 2022.
• Nicklas Werge, 2021, "Predicting Risk-adjusted Returns using an Asset Independent Regime-switching Model," Papers, arXiv.org, number 2107.05535, Jul.
• Christian Meier & Lingfei Li & Gongqiu Zhang, 2021, "Simulation of Multidimensional Diffusions with Sticky Boundaries via Markov Chain Approximation," Papers, arXiv.org, number 2107.04260, Jul.
• Sushant Acharya & Jess Benhabib & Zhen Huo, 2021, "The Anatomy of Sentiment-Driven Fluctuations," Staff Working Papers, Bank of Canada, number 21-33, Jul, DOI: 10.34989/swp-2021-33.
• Luke A. Boosey & Christopher Brown, 2021, "Contests with Network Externalities: Theory & Evidence," Working Papers, Department of Economics, Florida State University, number wp2021_07_02, Jul.
• Claudia Keser & Maximilian Späth, 2021, "Charitable Giving: Framing and the Role of Information," CIRANO Working Papers, CIRANO, number 2021s-23, Jul.
• Shosei Sakaguchi, 2021, "Partial Identification and Inference in Duration Models with Endogenous Censoring," Papers, arXiv.org, number 2107.00928, Jul.
• Kalaitzi, Athanasia & Chamberlain, Trevor William, 2021, "Export diversification in the Gulf: the Kuwait experience," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 110860, Jul.
• Mehmet Ayaz & Lea Fricke & Clemens Fuest & Dominik Sachs, 2021, "Who Should Bear the Burden of Covid-19 Related Fiscal Pressure? An Optimal Income Taxation Perspective," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 358.
• Burda, Michael C., 2021, "Valuing cryptocurrencies: Three easy pieces," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2021-011.
• Tongseok Lim, 2021, "Hodge theoretic reward allocation for generalized cooperative games on graphs," Papers, arXiv.org, number 2107.10510, Jul, revised Jan 2022.
• Afridi, Farzana & Dhillon, Amrita & Chaudhuri, Arka Roy & Saattvic,, 2021, "Measuring Performance: Ranking State Success over Two Decades in India," IZA Discussion Papers, IZA Network @ LISER, number 14522, Jun.
• M. Scott Taylor, 2021, "Trade, Competitive Exclusion, and the Slow-Motion Extinction of the Southern Resident Killer Whales," NBER Working Papers, National Bureau of Economic Research, Inc, number 29014, Jul.
• Fischer, Andreas & Fluchs, Sarah, 2021, "Investitionen in den Klimaschutz: Die Kosten des Wartens," IW-Kurzberichte, Institut der deutschen Wirtschaft (IW) / German Economic Institute, number 46/2021.
• Herings, P. Jean-Jacques & Mauleon, Ana & Vannetelbosch, Vincent, 2021, "Horizon-K Farsightedness in Criminal Networks," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 008, May, DOI: 10.26481/umagsb.2021008.
• Giacomo Bormetti & Fulvio Corsi, 2021, "A Lucas Critique Compliant SVAR model with Observation-driven Time-varying Parameters," Papers, arXiv.org, number 2107.05263, Jul, revised Feb 2022.
• Minford, Patrick & Ou, Zhirong & Wickens, Michael & Zhu, Zheyi, 2021, "The eurozone: what is to be done?," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2021/11, Jun.
• Thomas Jorgensen, 2020, "Sensitivity to Calibrated Parameters," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP16/20, May.
• Anantha Divakaruni & Peter Zimmerman, 2021, "Uncovering Retail Trading in Bitcoin: The Impact of COVID-19 Stimulus Checks," Working Papers, Federal Reserve Bank of Cleveland, number 21-13, Jul, DOI: 10.26509/frbc-wp-202113.
• Albrecht, James & Cai, Xiaoming & Gautier, Pieter A. & Vroman, Susan, 2021, "On the Foundations of Competitive Search Equilibrium with and without Market Makers," IZA Discussion Papers, IZA Network @ LISER, number 14524, Jun.
• Cole, Stephen J. & Milani, Fabio, 2021, "Heterogeneity in Individual Expectations, Sentiment, and Constant-Gain Learning," Working Papers and Research, Marquette University, Center for Global and Economic Studies and Department of Economics, number 2021-05, Jun.
• Kyle Colangelo & Ying-Ying Lee, 2019, "Double debiased machine learning nonparametric inference with continuous treatments," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP72/19, Dec.
• Item repec:fem:femwpa:2021.1p is not listed on IDEAS anymore

• Bryan S. Graham, 2019, "Network Data," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP71/19, Dec.
• Stojkoski, Viktor & Toshevska-Trpchevska, Katerina & Makrevska Disoska, Elena & Tevdovski, Dragan, 2021, "Identifying complementary relationships between different types of innovation: Evidence from Community Innovation Survey 2012," MPRA Paper, University Library of Munich, Germany, number 108753, Jul.
• Fateh BELAID & Christophe RAULT, 2021, "Energy Expenditure in Egypt: Empirical Evidence Based on a Quantile Regression Approach," LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans, number 2893.
• Fabian Kindermann & Veronika Püschel, 2021, "Progressive Pensions as an Incentive for Labor Force Participation," Working Papers, Human Capital and Economic Opportunity Working Group, number 2021-038, Jul.
• Manuel Amador & Christopher Phelan, 2021, "Reputation and Partial Default," NBER Working Papers, National Bureau of Economic Research, Inc, number 28997, Jul.
• James Heckman, 2020, "Randomization and Social Policy Evaluation Revisited," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP7/20, Feb.
• Mark A. Aguiar & Manuel Amador & Cristina Arellano, 2021, "Micro Risks and (Robust) Pareto Improving Policies," NBER Working Papers, National Bureau of Economic Research, Inc, number 28996, Jul.
• Franz Dietrich & Brian Jabarian, 2020, "Decision Under Normative Uncertainty," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 20015rr, Sep, revised Jun 2021.
• Alfandari, Laurent & Hassanzadeh, Alborz & Ljubic, Ivana, 2020, "An Exact Method for Assortment Optimization under the Nested Logit Model," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP2001, revised 2020.
• Ardizzi Guerino & Alessandro Gambini & Andrea Nobili & Emanuele Pimpini & Giorgia Rocco, 2021, "L'impatto della pandemia sull'uso degli strumenti di pagamento in Italia," Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems), Bank of Italy, Directorate General for Markets and Payment System, number 8, Jul.
• Benjamin Patrick Evans & Mikhail Prokopenko, 2021, "Bounded rationality for relaxing best response and mutual consistency: The Quantal Hierarchy model of decision-making," Papers, arXiv.org, number 2106.15844, Jun, revised Mar 2023.
• Nicolas Caramp & Dejanir H. Silva, 2021, "Monetary Policy and Wealth Effects: The Role of Risk and Heterogeneity," Working Papers, University of California, Davis, Department of Economics, number 341, Jul.
• Makarov, Dmitry, 2020, "Optimal portfolio under ambiguous ambiguity," MPRA Paper, University Library of Munich, Germany, number 108837, Jun, revised Dec 2020.
• Jhon James Mora & Diana Herrera & Juan Fernando ÔøΩlvarez, 2021, "Los Efectos del Covid-19 Sobre la Duraci√≥n del Desempleo Juvenil en Cali (Colombia)," Icesi Economics Working Papers, Universidad Icesi, number 19404, May.
• Koffi, Siméon, 2021, "Analyse de la politique budgétaire en Côte d’ivoire à partir d’une estimation Bayésienne d’un modèle d'Equilibre Général Dynamique Stochastique (DSGE)," Dynare Working Papers, CEPREMAP, number 69, Jul.
• Maria Elvira Arboleda Castro, 2021, "Breve introducción a los conceptos de oferta, demanda y mercado," Icesi Economics Lecture Notes, Universidad Icesi, number 19407, Apr.
• Ivan Guo & Gregoire Loeper & Jan Obloj & Shiyi Wang, 2021, "Optimal transport for model calibration," Papers, arXiv.org, number 2107.01978, Jul.
• Gluschenko, Konstantin, 2021, "Regional inequality in Russia: Anatomy of convergence," MPRA Paper, University Library of Munich, Germany, number 108756, Jul.
• Laurent Bouton & Aniol Llorente-Saguer & Antonin Macé & Dimitrios Xefteris, 2021, "Voting Rights, Agenda Control and Information Aggregation," NBER Working Papers, National Bureau of Economic Research, Inc, number 29005, Jul.
• Tanweer Akram, 2021, "Multifactor Keynesian Models of the Long-Term Interest Rate," Economics Working Paper Archive, Levy Economics Institute, number wp_991, Jul.
• Fitriah, Nuraida, 2021, "Ekonomi Sosialis dan Kapitalisme," OSF Preprints, Center for Open Science, number d8ycs, Jun, DOI: 10.31219/osf.io/d8ycs.
• Zdzislaw Burda & Andrzej Jarosz, 2021, "Cleaning large-dimensional covariance matrices for correlated samples," Papers, arXiv.org, number 2107.01352, Jul, revised Feb 2022.
• Bester, Helmut, 2021, "Fairness and competition in a bilateral matching market," Discussion Papers, Free University Berlin, School of Business & Economics, number 2021/11, DOI: 10.17169/refubium-30998.
• Albanese, Andrea & Fallucchi, Francesco & Verheyden, Bertrand, 2021, "Can a Supranational Medicines Agency Restore Trust After Vaccine Suspensions? The Case of Vaxzevria," IZA Discussion Papers, IZA Network @ LISER, number 14553, Jul.
• Francesca Micocci & Armando Rungi, 2021, "Predicting Exporters with Machine Learning," Working Papers, IMT School for Advanced Studies Lucca, number 03/2021, Jul, revised Jul 2021.
• Matteo Aquilina & Eric Budish & Peter O'Neill, 2021, "Quantifying the High-Frequency Trading "Arms Race"," NBER Working Papers, National Bureau of Economic Research, Inc, number 29011, Jul.
• Wing Fung Chong & Haoen Cui & Yuxuan Li, 2021, "Pseudo-Model-Free Hedging for Variable Annuities via Deep Reinforcement Learning," Papers, arXiv.org, number 2107.03340, Jul, revised Oct 2022.
• Peter Carr & Roger Lee & Matthew Lorig, 2021, "Robust Replication of Volatility and Hybrid Derivatives on Jump Diffusions," Papers, arXiv.org, number 2107.00554, Jul.
• Doruk Cetemen & Can Urgun & Leeat Yariv, 2021, "Collective Progress: Dynamics of Exit Waves," Papers, arXiv.org, number 2107.00406, Jul.

Report NEP-ORE-2021-07-26

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: