Report NEP-CWA-2021-09-13
This is the archive for NEP-CWA, a report on new working papers in the area of Central and Western Asia. Avinash Vats issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon.
Other reports in NEP-CWA
The following items were announced in this report:
- Firmin Doko Tchatoka & Qazi Haque, 2021. "Revisiting the macroeconomic effects of monetary policy shocks," School of Economics and Public Policy Working Papers 2021-02 Classification-E3, University of Adelaide, School of Economics and Public Policy.
- Sangyup Choi & Junhyeok Shin, 2021. "Bitcoin An Inflation Hedge but Not a Safe Haven," GRU Working Paper Series GRU_2021_030, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Jakub Grossmann, 2021. "The Effects of Minimum Wage Increases in the Czech Republic," Working Papers 2021/2, Czech National Bank.
- Cho, Thummim, 2020. "Turning alphas into betas: arbitrage and endogenous risk," LSE Research Online Documents on Economics 102085, London School of Economics and Political Science, LSE Library.
- Felix Brandt & Carsten Lausberg, 2021. "Risk and Return of German Real Estate Stocks: A Simulation Approach with Geometric Brownian Motion," ERES eres2021_86, European Real Estate Society (ERES).
- Andrew F. Haughwout & Belicia Rodriguez, 2021. "If Prices Fall, Mortgage Foreclosures Will Rise," Liberty Street Economics 20210908b, Federal Reserve Bank of New York.
- Gee Hee Hong & Matthew Klepacz & Ernesto Pasten & Raphael Schoenle, 2021. "The Real Effects of Monetary Shocks: Evidence from Micro Pricing Moments," Working Papers 21-17, Federal Reserve Bank of Cleveland.
- Itzhak Ben-David & Mark J. Johnson & René M. Stulz, 2021. "Models Behaving Badly: The Limits of Data-Driven Lending," NBER Working Papers 29205, National Bureau of Economic Research, Inc.
- Chengcheng Jia & Jing Cynthia Wu, 2021. "Average Inflation Targeting: Time Inconsistency And Intentional Ambiguity," Working Papers 21-19R, Federal Reserve Bank of Cleveland, revised 01 Feb 2022.
- Samia Badji & Nicole Black & David W. Johnston, 2021. "Consequences of Greater Gambling Accessibility," Papers 2021-06, Centre for Health Economics, Monash University.
- Czyżewski, Daniel, 2021. "The relationship between the international trade and economic growth accounting for model uncertainty and reverse causality," MPRA Paper 108405, University Library of Munich, Germany.
- Paul Bilokon & David Finkelstein, 2021. "Iterated and exponentially weighted moving principal component analysis," Papers 2108.13072, arXiv.org.
- Marcos Escobar-Anel & Maximilian Gollart & Rudi Zagst, 2021. "Closed-form portfolio optimization under GARCH models," Papers 2109.00433, arXiv.org.
- Jain, Neha & Goli, Srinivas, 2021. "Demographic Change and Economic Growth in India," MPRA Paper 109560, University Library of Munich, Germany.
- Maëlle VAILLE, 2021. "Central bank balance sheet and systemic risk," Bordeaux Economics Working Papers 2021-15, Bordeaux School of Economics (BSE).
- Benjamin Caswell, 2021. "Investment Shocks," Working Papers 335109180, Lancaster University Management School, Economics Department.
- Andr'es Garc'ia-Medina & Toan Luu Duc Huynh3, 2021. "What drives bitcoin? An approach from continuous local transfer entropy and deep learning classification models," Papers 2109.01214, arXiv.org.
- Rishabh, Kumar, 2021. "Bank as a Venture Capitalist," Working papers 2021/09, Faculty of Business and Economics - University of Basel.
- Zhang, Bo & Zhou, Peng, 2021. "Financial Development and Economic Growth in a Microfounded Small Open Economy Model," Cardiff Economics Working Papers E2021/21, Cardiff University, Cardiff Business School, Economics Section.
- Noam, Eli, 2021. "The Macro-Economics of Crypto-Currencies: The Role of Private Moneys in Monetary Policy," 23rd ITS Biennial Conference, Online Conference / Gothenburg 2021. Digital societies and industrial transformations: Policies, markets, and technologies in a post-Covid world 238043, International Telecommunications Society (ITS).
- Lucien Boulet, 2021. "Forecasting High-Dimensional Covariance Matrices of Asset Returns with Hybrid GARCH-LSTMs," Papers 2109.01044, arXiv.org.
- Herpfer, Christoph & Maturana, Gonzalo, 2020. "Credit Rating Inflation: Is It Still Relevant and Who Prices It?," MPRA Paper 109461, University Library of Munich, Germany.
- Christian Richter & Sara El Asy, 2019. "Is Public Debt Always Harmful to Economic Growth," Working Papers 52, The German University in Cairo, Faculty of Management Technology.
- Takeshi Murooka & Takuro Yamashita, 2021. "Optimal Trade Mechanisms with Adverse Selection and Inferential Mistakes," OSIPP Discussion Paper 21E006, Osaka School of International Public Policy, Osaka University.
- Jain, Neha & Goli, Srinivas, 2021. "Potential demographic dividend for India, 2001 to 2061: A macro-simulation projection using the spectrum model," MPRA Paper 109562, University Library of Munich, Germany.
- Jun Chen & Michael Ewens, 2021. "Venture Capital and Startup Agglomeration," NBER Working Papers 29211, National Bureau of Economic Research, Inc.
- Guido Neidhöfer & Matías Ciaschi & Leonardo Gasparini & Joaquín Serrano, 2021. "Social Mobility and Economic Development: Evidence from a Panel of Latin American Regions," CEDLAS, Working Papers 0286, CEDLAS, Universidad Nacional de La Plata.
- Pollitt, M .G., 2021. "The Further Economic Consequences of Brexit: Energy," Cambridge Working Papers in Economics 2161, Faculty of Economics, University of Cambridge.
- Okumura, Tsunao & Usui, Emiko, 2021. "Pension Expectations and Household Portfolio Choice of the Elderly in Japan," CIS Discussion paper series 694, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
- Stephen Lee, 2021. "Idiosyncratic Risk and Private Real Estate Returns," ERES eres2021_219, European Real Estate Society (ERES).
- Simplice A. Asongu & Alex Adegboye & Joseph Nnanna, 2020. "Promoting Female Economic Inclusion for Tax Performance in Sub-Saharan Africa," Working Papers of The Association for Promoting Women in Research and Development in Africa (ASPROWORDA). 20/002, The Association for Promoting Women in Research and Development in Africa (ASPROWORDA).
- Jain, Neha & Goli, Srinivas, 2021. "Demographic Change and Private Savings in India," MPRA Paper 109561, University Library of Munich, Germany.
- Steven C. Bourassa & Martijn Dröes & Martin Hoesli, 2021. "Hedonic Models and Market Segmentation," Swiss Finance Institute Research Paper Series 21-62, Swiss Finance Institute.
- J. Scott Davis & Eric van Wincoop, 2021. "A Theory of the Global Financial Cycle," NBER Working Papers 29217, National Bureau of Economic Research, Inc.
- Johnny Flentø, 2021. "Ending Poverty in All its Forms Everywhere," DERG working paper series 21-13, University of Copenhagen. Department of Economics. Development Economics Research Group (DERG).
- Fabio Canova & Filippo Ferroni, 2021. "A Hitchhiker’s Guide to Empirical Macro Models," Working Paper Series WP-2021-15, Federal Reserve Bank of Chicago, revised 03 Oct 2021.
- Prado, Tiago S., 2021. "Kill Zones? Effects of Big Tech Start-up Acquisitions on Innovation," 23rd ITS Biennial Conference, Online Conference / Gothenburg 2021. Digital societies and industrial transformations: Policies, markets, and technologies in a post-Covid world 238049, International Telecommunications Society (ITS).
- Adejimi Adebayo, 2021. "Datafication of Commercial Property Markets: Using Accessibility and Rental Value Data to Estimate Future Performance of Commercial Properties," ERES eres2021_114, European Real Estate Society (ERES).
- Koen van Ruijven & Joep Tijm, 2021. "Housing Market Effects of a Railroad Tunneling: Evidence from a quasi-experiment," CPB Discussion Paper 423, CPB Netherlands Bureau for Economic Policy Analysis.
- Julius O. Campeci~no, 2021. "Portfolio Theory and Security Investment Risk Analysis Using Coefficient of Variation: An Alternative to Mean-Variance Analysis," Papers 2109.03977, arXiv.org, revised Jun 2022.
- Gero Junike & Konstantin Pankrashkin, 2021. "Precise option pricing by the COS method--How to choose the truncation range," Papers 2109.01030, arXiv.org, revised Jan 2022.
- Donatella Baiardi & Maria Gaia Soana, 2021. "Macroeconomic and microeconomic environmental and energy policies: are they effective for improving the environmental performance of listed companies?," Working Papers 478, University of Milano-Bicocca, Department of Economics, revised Aug 2021.
- Makariou, Despoina & Barrieu, Pauline & Chen, Yining, 2021. "A random forest based approach for predicting spreads in the primary catastrophe bond market," LSE Research Online Documents on Economics 111529, London School of Economics and Political Science, LSE Library.
- Fernández-Bonilla, Fernando & Navío-Marco, Julio & Gijón, Covadonga, 2021. "Business Innovation in the Spanish Companies (2003-2016): The Human Factors Definitively Count," 23rd ITS Biennial Conference, Online Conference / Gothenburg 2021. Digital societies and industrial transformations: Policies, markets, and technologies in a post-Covid world 238021, International Telecommunications Society (ITS).
- Kristy A. Anderson & Jeffrey Hemmeter & David Wittenburg & Julia Baller & Anne M. Roux & Jessica E. Rast & Paul Shattuck, "undated". "National and State Trends in Autistic Adult Supplemental Security Income Awardees: 2005–2019," Mathematica Policy Research Reports 03e478314c3b4a60a431e2d21, Mathematica Policy Research.
- Jung, Benjamin & Kohler, Wilhelm, 2021. "Input-output linkages and monopolistic competition: Input distortion and optimal policies," Hohenheim Discussion Papers in Business, Economics and Social Sciences 06-2021, University of Hohenheim, Faculty of Business, Economics and Social Sciences.