Search Results

Digitalization as a factor for the development of the modern labour legislation,
Andriyana Andreeva, from University Library of Munich, Germany (2020)
Keywords: digitalization, labour market, labour legislation

Region Search Optimization Algorithm for Economic Energy Management of Grid-Connected Mode Microgrid,
Ashkan Jamaledini, Ali Soltani and Ehsan Khazaei, from University Library of Munich, Germany (2020)
Keywords: Grid-connected microgrid, economic energy management, industry microgrid,

Measuring Energy Efficiency: An Application of Data Envelopment Analysis to Power Sector in Kerala,
Vijayamohanan Pillai N., from University Library of Munich, Germany (2019)
Keywords: Energy efficiency, Kerala, Power sector, Data envelopment, Technical efficiency.

Assessing the role of women in tourism related sectors in the Caribbean,
Francesco Pastore, Allan Webster and Kevin Hope, from Global Labor Organization (GLO) (2020)
Keywords: gender differences, tourism, Propensity score matching, IPWRA, Caribbean

Household Heterogeneity and the Transmission of Foreign Shocks,
Kurt Mitman, Sergio de Ferra and Federica Romei, from C.E.P.R. Discussion Papers (2019)
Keywords: Sudden stops; Foreign currency debt; Exchange rate policy; Incomplete markets

POSA: Policy implementation sensitivity analysis,
Tom Bauermann, Michael W. M. Roos and Frederik Schaff, from RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen (2020)
Keywords: agent-based macroeconomics, policy experiments, sensitivity analyses

Il mercato sociale della cannabis: un’analisi economica,
Marco Rossi, from Sapienza University of Rome, DISS (2020)
Keywords: cannabis, social networks, social supply, social capital.

Relative wealth concerns with partial information and heterogeneous priors,
Chao Deng, Xizhi Su and Chao Zhou, from arXiv.org (2020)

Existence and uniqueness of recursive utilities without boundedness,
Timothy M. Christensen, from arXiv.org (2021)

Symmetry, Efficient Markets and Monetary Neutrality,
Yinghao Luo, from University Library of Munich, Germany (2020)
Keywords: information symmetry; communism; efficient markets; value neutrality; monetary neutrality

A nonparametric eigenvalue-regularized integrated covariance matrix estimator for asset return data,
Clifford Lam and Phoenix Feng, from London School of Economics and Political Science, LSE Library (2018)
Keywords: High frequency data; Microstructure noise; Non-synchronous trading; Integrated covariance matrix; Minimum variance portfolio; Nonlinear shrinkage

The efficient IPO market hypothesis: theory and evidence,
Kevin R. James and Marcela Valenzuela, from London School of Economics and Political Science, LSE Library (2020)

Conditional GMM estimation for gravity models,
Masaya Nishihat and Taisuke Otsu, from London School of Economics and Political Science, LSE Library (2020)

Methods for assessing costs of gambling related harms and cost-effectiveness of interventions,
Anita Patel and David McDaid, from London School of Economics and Political Science, LSE Library (2019)
Keywords: gambling; interventions; economic approach; impacts

Overcoming Free-Riding in Bandit Games,
Sven Rady, Hörner, Johannes and Nicolas Klein, from C.E.P.R. Discussion Papers (2019)
Keywords: Two-armed bandit; Bayesian learning; Strategic experimentation; Strongly symmetric equilibrium

On the problems of sequential statistical inference for Wiener processes with delayed observations,
Pavel V. Gapeev, from London School of Economics and Political Science, LSE Library (2020)
Keywords: sequential testing problem; weighted likelihood ratio; quickest change-point (disorder); delayed optimal stopping problem; quickest change-point (disorder) detection problem; change-of-variable formula with local time on curves; free-boundary problem; (time-homogeneous) diffusion process

Compound poisson models for weighted networks with applications in finance,
Axel Gandy and Luitgard A. M. Veraart, from London School of Economics and Political Science, LSE Library (2021)
Keywords: eighted directed networks; compound Poisson distribution; regression; subnetwork prediction; financial networks; systemic risk

Common Ownership among Private Firms and Privatization Policies,
Junichi Haraguchi and Toshihiro Matsumura, from University Library of Munich, Germany (2020)
Keywords: overlapping ownership, optimal degree of privatization, mixed oligopolies, relative profit maximization, payoff interdependence

Optimal Location-dependent Pricing Policies on Railways and Roads in a Continuous City,
Keigo Joto, Joji Konagane, Tatsuhito Kono and Masao Kuwahara, from University Library of Munich, Germany (2020)
Keywords: Bottleneck road congestion, Congestion toll, Railway fare, Rail overcrowding

Finally a Smoking Gun,
Daniel Wissmann, from University of Munich, Department of Economics (2020)
Keywords: Occupational Wage Differential; Working Conditions; Smoking; Regulated Industries

El rol de las expectativas sobre el ciclo macroeconómico en los procesos de formalización laboral,
Ariel Barraud, from Asociación Argentina de Economía Política (2019)
Keywords: Seguridad Social, Ahorro previsional voluntario, Incentivos tributarios

Localización Óptima de Centros de Transplantes Renales en la Provincia de Buenos Aires. Un Enfoque de Programación Matemática,
María Florencia Arnaudo, Fernando Lago and José Alberto Bandoni, from Asociación Argentina de Economía Política (2019)

Hacia un Esquema Óptimo de Asignaciones Familiares. Un Análisis del Caso Argentino,
Alejandro Calabria and Julio Gaiada, from Asociación Argentina de Economía Política (2019)
Keywords: asignaciones para niños, cobertura infantil, protección infantil, políticas públicas

Google Correlate y Google Trends como herramientas para realizar un nowcast de las ventas minoristas,
María Florencia Camusso and Ramiro Emmanuel Jorge, from Asociación Argentina de Economía Política (2019)
Keywords: Cycles, nowcast, big data, Google tools Argentino

Competencia Imperfecta con Costos de Sustitución y Efectos de Red,
Favio D’Ercole, from Asociación Argentina de Economía Política (2019)
Keywords: Competencia Imperfecta; Costos de Sustitución; Efectos de Red; Duopolio

Diferencias inter e intra-provinciales en el logro de aprendizajes básicos en Matemática,
Natalia Krüger and María Marta Formichella, from Asociación Argentina de Economía Política (2019)
Keywords: fracaso educativo, análisis multinivel, provincias, Aprender

Periodización de Procesos Económicos Mediante K-Means: Aplicación para el Caso del Mercosur,
Germán González and Fernando Delbianco, from Asociación Argentina de Economía Política (2019)
Keywords: periodizacion, metodos multivariantes, integracion, regionalismo, mercosur

Convenio Colectivo, Sindicatos y Dispersi ́on Salarial: Evidencia de Argentina,
Carlo Lombardo and Julián Martinez-Correa, from Asociación Argentina de Economía Política (2019)
Keywords: convenio colectivo, sindicatos, brecha salarial, dispersión salarial, descomposición

Estimación y pronóstico de demanda de transporte urbano en la ciudad de Villa,
Walter Javier Romano and Juan José Pompilio Sartori, from Asociación Argentina de Economía Política (2019)
Keywords: demanda de transporte; preferencias declaradas; logit multinomial; logit multinomial mixto, elasticidad de la demanda

El Impacto Económico de las Invasiones Biológicas en Argentina: Cuánto Cuesta no Proteger la Biodiversidad,
Mariana I. Zilio, from Asociación Argentina de Economía Política (2019)

Inference on trending panel data,
Peter Robinson and Carlos Velasco, from London School of Economics and Political Science, LSE Library (2018)
Keywords: Semiparametric panel data modelling; Nonparametrically time-trending individual effects; Nonparametric cross-sectional correlation and heteroscedasticitySpatial model; Parametric fractional dependence; Consistency; Asymptotic normality

Lasso Inference for High-Dimensional Time Series,
Robert Adamek, Stephan Smeekes and Ines Wilms, from arXiv.org (2022)

A Signal of (Train)ability? Grade Repetition and Hiring Chances,
Stijn Baert and Matteo Picchio, from Global Labor Organization (GLO) (2020)
Keywords: grade retention, hiring youth, training, signalling, queuing

Bargaining at Retail Stores: Evidence from Vienna,
Sandro Shelegia and Joshua Sherman, from C.E.P.R. Discussion Papers (2019)
Keywords: Bargaining; Posted price; Trading mechanism; Audit study

Tackling youth unemployment: evidence from a labor market experiment in Uganda,
Livia Alfonsi, Oriana Bandiera, Vittorio Bassi, Robin Burgess, Imran Rasul, Munshi Sulaiman and Anna Vitali, from London School of Economics and Political Science, LSE Library (2020)
Keywords: vocational training; on-the-job training; human capital; youth unemployment

Robust utility maximization under model uncertainty via a penalization approach,
Ivan Guo, Nicolas Langrené, Gregoire Loeper and Wei Ning, from HAL (2020)
Keywords: robust portfolio optimization,differential games,HJBI equation,Generative adversarial networks,GANs,Monte Carlo

The Sensitivity of Cash Savings to the Cost of Capital,
Viral Acharya, Soku Byoun and Zhaoxia Xu, from National Bureau of Economic Research, Inc (2020)

Tipo de cambio real y crecimiento económico: Un análisis de robustez,
Esteban Javier Leguizamón and Pablo Gluzmann, from Asociación Argentina de Economía Política (2019)
Keywords: Tipo de cambio real, Crecimiento económico, Robustez

THE DISTRIBUTION OF ROLLING REGRESSION ESTIMATORS,
Zongwu Cai and Ted Juhl, from University of Kansas, Department of Economics (2020)
Keywords: Asymptotic distribution; Bias correction; Nonparametric estimation; Rolling regressions; Time-varying parameters.

Reciprocity and gift exchange in markets for credence goods,
Serhiy Kandul, Bruno Lanz and Evert Reins, from IRENE Institute of Economic Research (2020)
Keywords: Credence Goods; Expert-sellers; Gift Exchange; Reciprocity; Asymmetric Information; Lab Experiment.

Markov Chain Monte Carlo Procedure to Generate Revealed Preference Consistent Datasets,
Thomas Demuynck, from ULB -- Universite Libre de Bruxelles (2020)
Keywords: Revealed preference; Markov Chain Monte Carlo; Bronars Power

Export performance and capacity pressures in Central and Eastern Europe,
Karsten Staehr, from Bank of Estonia (2020)
Keywords: export, competitiveness, capacity utilisation, output gap, unemployment, Central and Eastern Europe

Hidden benefits of peace: The case of sexual violence,
Ana Diaz Escobar, Luz Magdalena Salas and Ana Tribin, from Banco de la Republica de Colombia (2020)
Keywords: Sexual assaults, demobilization, FARC, Colombia, Peace Process, postconflict, violencia sexual, desmovilización, FARC, Colombia, proceso de paz, post-conflicto.

Older Women and Older Black Workers Are Overrepresented in High-Risk Jobs,
Aida Farmand, Teresa Ghilarducci, Siavash Radpour and Bridget Fisher, from Schwartz Center for Economic Policy Analysis (SCEPA), The New School (2020)
Keywords: Covid-19, Public health, Workers, Jobs, Unemployment, Risk, Frontline, Race, Older workers

Extreme Retirement Inequality Persists, Even Among Those With Similar Earnings,
Teresa Ghilarducci, Siavash Radpour, Owen Davis and Anthony Webb, from Schwartz Center for Economic Policy Analysis (SCEPA), The New School (2019)
Keywords: Retirement, Inequality, Wealth, Disparities, Retirement savings

Replicating and Projecting the Path of COVID-19 with a Model-Implied Reproduction Number,
Shelby R. Buckman, Reuven Glick, Kevin Lansing, Nicolas Petrosky-Nadeau and Lily Seitelman, from Federal Reserve Bank of San Francisco (2020)
Keywords: Coronavirus; Reproduction number; Epidemics; SEIR Model; COVID-19

A General Framework for Studying Contests,
Spencer Bastani, Thomas Giebe and Oliver Gürtler, from University of Bonn and University of Cologne, Germany (2020)
Keywords: contest theory, symmetric equilibrium, heterogeneity, risk, stochastic dominance

Entry and Exit, Unemployment, and the Business Cycle,
Joshua Bernstein, Alexander Richter and Nathaniel Throckmorton, from Federal Reserve Bank of Dallas (2021)
Keywords: Unemployment; Firm Dynamics; Nonlinear; Skewness; Tail Risk; Uncertainty

Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors,
Silvia Goncalves, Ana María Herrera, Lutz Kilian and Elena Pesavento, from Federal Reserve Bank of Dallas (2020)
Keywords: local projections; structural models; censored regressor; nonlinear transformation; nonlinear responses; Monte Carlo integration

Harry Johnson's "case for flexible exchange rates"—50 years later,
Maurice Obstfeld, from Peterson Institute for International Economics (2020)
Keywords: Monetary policy, natural rate of interest, Phillips curve, current account, capital flows, policy spillbacks

Appendix to “Cost pass-through in Commercial Aviation: Theory and Evidence” – Theoretical Derivations,
Philip Gayle and Ying Lin, from University Library of Munich, Germany (2020)
Keywords: Crude oil-Airfare Cost Pass-through; Jet fuel hedging

Reported MPC and Unobserved Heterogeneity,
Luigi Pistaferri, from C.E.P.R. Discussion Papers (2019)
Keywords: Transitory income shocks; Marginal propensity to consume; Panel data

Water the Flowers You Want to Grow? Evidence on Private Recognition and Donor Loyalty,
Benjamin Bittschi, Nadja Dwenger and Johannes Rincke, from CESifo (2020)
Keywords: private recognition, donor loyalty, charitable giving, field experiment, recurring donors

Wage Bargaining and Employment Revisited: Separability and Efficiency in Collective Bargaining,
Claus-Jochen Haake, Thorsten Upmann and Papatya Duman, from CESifo (2020)
Keywords: labour market negotiations, efficient bargains, Nash bargaining solution, sequential bargaining, restricted bargaining games

The Political Economy of Reconciliation: A Theoretical Primer,
Atin Basuchoudhary and Andreas Freytag, from CESifo (2020)
Keywords: conflict, reconciliation

A Dynamic Model of Political Party Equilibrium: The Evolution of ENP in Canada, 1870-2015,
J. Stephen Ferris, Stanley Winer and Derek E. H. Olmstead, from CESifo (2020)
Keywords: expected number of parties and candidates, contestability, entry and exit, Duverger’s Law, political competitiveness, asymmetric adjustment, ARDL and NARDL modeling

A Political-Economy Analysis of the Provision of Urban Anti-Crime Technologies in a Model With Three Cities,
Amitrajeet Batabyal, Karima Kourtit and Peter Nijkamp, from University Library of Munich, Germany (2020)
Keywords: Centralization, Decentralization, Political-Economy, Technology, Urban Crime

HRP performance comparison in portfolio optimization under various codependence and distance metrics,
Illya Barziy and Marcin Chlebus, from Faculty of Economic Sciences, University of Warsaw (2020)
Keywords: Hierarchical Risk Parity, portfolio optimization, ETF, hierarchical structure, clustering, backtesting, distance metrics, risk management, machine learning

Nvidia’s stock returns prediction using machine learning techniques for time series forecasting problem,
Marcin Chlebus, Michał Dyczko and Michał Woźniak, from Faculty of Economic Sciences, University of Warsaw (2020)
Keywords: nvidia, stock returns, machine learning, technical analysis, fundamental analysis, google trends, stationarity, ensembling

From 8,000 to 1,000? Rationalization and governance of Italian Government-owned enterprises,
Sauro Mocetti and Giacomo Roma, from Bank of Italy, Economic Research and International Relations Area (2020)
Keywords: government-owned enterprises, state-owned enterprises, local public enterprises, public utilities, governance

Connected Italy,
Emanuela Ciapanna and Giacomo Roma, from Bank of Italy, Economic Research and International Relations Area (2020)
Keywords: telecommunication networks, telecommunication regulation, broadband, 5G, digital skills, smart working, e-commerce, e-government, Covid-19

Bounded rationality and expectations in economics,
Ignazio Visco and Giordano Zevi, from Bank of Italy, Economic Research and International Relations Area (2020)
Keywords: bounded rationality, expectations, Herbert Simon

Reveal it or conceal it: On the value of second opinions in a low-entry-barriers credence goods market,
Parampreet Christopher Bindra, Rudolf Kerschbamer, Daniel Neururer and Matthias Sutter, from University of Bonn and University of Cologne, Germany (2020)
Keywords: Credence goods, expert services, second opinions, natural field experiment

Are Economists’ Preferences Psychologists’ Personality Traits? A Structural Approach,
Tomáš Jagelka, from University of Bonn and University of Cologne, Germany (2020)
Keywords: economic preferences, personality traits, decision error, measurement error, stochastic discrete choice

Microlevel Analyses of DSGE Model Parameters: Evidence from Kazakhstan,
Zarina Adilkhanova, from NAC Analytica, Nazarbayev University (2020)
Keywords: DSGE; CRRA; Frisch Elasticity of Labor Supply; Depreciation rate; Capital and Labor Shares; Nontradables

A Two-Country Macroeconometric Model,
Aizhan Bolatbayeva, from NAC Analytica, Nazarbayev University (2020)
Keywords: Two-country macroeconometric model; Cowles Commission approach; Structural macroeconomic model; Scenario analysis

Search for Yield in Large International Corporate Bonds: Investor Behavior and Firm Responses,
Charles Calomiris, Mauricio Larrain, Sergio Schmukler and Tomas Williams, from Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences (2020)
Keywords: benchmark indexes, bond issuance, corporate financing, emerging markets, institutional investors

The Effect of Dispatch Methods on a Recruiting Campaign for a Business Survey: Evidence from Germany,
Przemyslaw Brandt, Katrin Demmelhuber and Klaus Wohlrabe, from CESifo (2020)
Keywords: business survey, recruitment, response rate, postage, bulk mail, envelope

Testing a Class of Semi- or Nonparametric Conditional Moment Restriction Models using Series Methods,
Jesper R.-V. Soerensen, from University of Copenhagen. Department of Economics (2020)
Keywords: Omnibus specification testing; Semiparametric; Conditional moment restrictions; Conditional expectation; Series estimation; Bootstrap; Cramér-von Mises distance.

Endogenous Group Formation and its impact on Cooperation and Surplus Allocation - An Experimental Analysis,
Sibilla Di Guida, The Anh Han, Georg Kirchsteiger, Tom Lenaerts and Ioannis Zisis, from University of Southern Denmark, Department of Economics (2020)
Keywords: Cooperation; surplus distribution; exogenous group formation; endogenous group formation

A Note on the Interpretability of Machine Learning Algorithms,
Dominique Guégan, from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2020)
Keywords: Agnostic models; Artificial Intelligence; Counterfactual approach; Interpretability; LIME method; Machine learning

Multiplier Stabilization Applied to Two-Stage Stochastic Programs,
Clara Lage, Claudia Sagastizábal and Mikhail Solodov, from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2020)
Keywords: Multiplier stability; Dual regularization; Penalty method; Stochastic programming; Two-stage stochastic programming; Empirical approximations

Characterization of TU games with stable cores by nested balancedness,
Michel Grabisch and Peter Sudhölter, from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2020)
Keywords: Domination; stable set; core; TU game

Recursive objective and subjective multiple priors,
Federica Ceron and Vassili Vergopoulos, from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2020)
Keywords: Rectangularity; Rectangularization; Maxmin Expected Utility; Unanimity Rule; Dynamic Consistency; Prior-by-prior Updating; Objective and Subjective Rationality

The State Dependent Effectiveness of Hiring Subsidies,
Sebastian Graves, from Board of Governors of the Federal Reserve System (U.S.) (2020)
Keywords: Labor market frictions; Hiring costs; Hiring subsidies; Employment stabilization policies; Time-varying volatility

Probabilistic Forecast Reconciliation: Properties, Evaluation and Score Optimisation,
Anastasios Panagiotelis, Puwasala Gamakumara, George Athanasopoulos and Rob Hyndman, from Monash University, Department of Econometrics and Business Statistics (2020)
Keywords: scoring rules, probabilistic forecasting, hierarchical time series, stochastic gradient descent

Scalable Bayesian Estimation in the Multinomial Probit Model,
Ruben Loaiza-Maya and Didier Nibbering, from Monash University, Department of Econometrics and Business Statistics (2020)
Keywords: multinomial probit model, factor analysis, parameter identification, spherical coordinates

Conflict and Religious Preferences: Evidence from a Civil Conflict in Pakistan,
Karim Khan and Muhsin Ali, from Pakistan Institute of Development Economics (2020)
Keywords: Conflict, Religious Preferences, Ordinary Least Square (OLS) and Spatial Regression Discontinuity (SRDD)

Real Options: Capital Investment Appraisal; Estimating the Market Price of Risk and Application to the Valuation of a New Business,
Muhammad Rashid, from University Library of Munich, Germany (2020)
Keywords: Real Options, Capital Investment Appraisal, Market Price of Risk, New Business Valuation, Internet Companies, Amazon

Oil Price and Exchange Rate Behaviour of the BRICS for Over a Century,
Afees Salisu, Juncal Cuñado, Kazeem Isah and Rangan Gupta, from University of Pretoria, Department of Economics (2020)
Keywords: Oil price, Exchange rate return, BRICS, Asymmetry, Predictability, Forecast evaluation

Estimating U.S. Housing Price Network Connectedness: Evidence from Dynamic Elastic Net, Lasso, and Ridge Vector Autoregressive Models,
David Gabauer, Rangan Gupta, Hardik Marfatia and Stephen Miller, from University of Pretoria, Department of Economics (2020)
Keywords: Dynamic Connectedness, Elastic Net VAR, Lasso VAR, Ridge VAR, U.S. Housing

On the Power of the Conditional Likelihood Ratio and Related Tests for Weak-Instrument Robust Inference,
Nicolas Van de Sijpe and Frank Windmeijer, from Economics Group, Nuffield College, University of Oxford (2021)

The Age Distribution of Business Firms,
Flavio Calvino, Daniele Giachini and Mattia Guerini, from Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France (2020)
Keywords: Firm demographics, age distribution, business dynamism

Urban Density and COVID-19,
Felipe Carozzi, Sandro Provenzano and Sefi Roth, from Institute of Labor Economics (IZA) (2020)
Keywords: congestion forces, density, COVID-19

Deep xVA solver - A neural network based counterparty credit risk management framework,
Alessandro Gnoatto, Athena Picarelli and Christoph Reisinger, from University of Verona, Department of Economics (2020)
Keywords: CVA, DVA, FVA, ColVA, xVA, EPE, Collateral, xVA hedging, Deep BSDE Solver

Preference Aggregation for Couples,
Rouzbeh Ghouchani and Szilvia Pápai, from Concordia University, Department of Economics (2020)
Keywords: matching with couples; preference aggregation; leximin; compromise; togetherness

What Time Use Surveys Can (And Cannot) Tell Us About Labor Supply,
Cheng Chou and Ruoyao Shi, from University of California at Riverside, Department of Economics (2020)
Keywords: labor supply, time specificity, impute estimator, relative asymptotic efficiency, survey methods

125 Years of Time-Varying Effects of Fiscal Policy on Financial Markets,
Hardik Marfatia, Rangan Gupta and Stephen Miller, from University of Connecticut, Department of Economics (2020)
Keywords: Fiscal Policy; Time-Varying impact; Financial returns and risks

Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting,
Heni Boubaker, Giorgio Canarella, Rangan Gupta and Stephen Miller, from University of Connecticut, Department of Economics (2020)
Keywords: Wavelet decomposition, WLLWNN, Neural network, ARFIMA, HYGARCH

The Time-Varying Nature of Risk Aversion: Evidence from 60 Years of U.S. Stock Market Data,
Dominique Pépin and Stephen Miller, from University of Connecticut, Department of Economics (2020)
Keywords: Time-varying risk aversion, Price-dividend ratio, Short-term interest rate, Return predictors