Report NEP-ORE-2019-12-02

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:

• Claus-Jochen Haake & Thorsten Upmann & Papatya Duman, 2019. "The Decomposability of the Nash Bargaining Solution in Labor Markets," Working Papers CIE 128, Paderborn University, CIE Center for International Economics.
• Josune Albizuri, M. & Dietzenbacher, Bas & Zarzuelo, J., 2019. "Bargaining with Independence of Higher or Irrelevant Claims," Discussion Paper 2019-033, Tilburg University, Center for Economic Research.
• Komarova, Tatiana & Sanches, Fábio Adriano & Silva Junior, Daniel & Srisuma, Sorawoot, 2018. "Joint analysis of the discount factor and payoff parameters in dynamic discrete choice games," LSE Research Online Documents on Economics 86858, London School of Economics and Political Science, LSE Library.
• Mikkel Bennedsen & Eric Hillebrand & Siem Jan Koopman, 2019. "Modeling, Forecasting, and Nowcasting U.S. CO2 Emissions Using Many Macroeconomic Predictors," CREATES Research Papers 2019-21, Department of Economics and Business Economics, Aarhus University.
• Anna Conte & Peter G Moffatt & Mary Riddel, 2019. "The Multivariate Random Preference Estimatorfor Switching Multiple Price List Data," University of East Anglia School of Economics Working Paper Series 2019-04, School of Economics, University of East Anglia, Norwich, UK..
• Ngo Van Long, 2019. "How to Manage, Induce, or Prevent Regime Shifts: A Selective Survey," CIRANO Working Papers 2019s-27, CIRANO.
• Ivan Khotulev & Konstantin Styrin, 2019. "Optimal monetary and macroprudential policies for financial stability in a commodity-exporting economy," Bank of Russia Working Paper Series wps52, Bank of Russia.
• Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2019. "A Moving Average Heterogeneous Autoregressive Model for Forecasting the Realized Volatility of the US Stock Market: Evidence from Over a Century of Data," Working Papers 201978, University of Pretoria, Department of Economics.
• Doanh Khanh Nguyen & Van Ngoc Thi Pham & Heo, Yoon, 2019. "Impact of institutional and cultural distance on ASEAN's trade efficiency," Economics Discussion Papers 2019-57, Kiel Institute for the World Economy (IfW Kiel).
• Riza Demirer & Rangan Gupta & Hossein Hassani & Xu Huang, 2019. "Time-Varying Risk Aversion and the Profitability of Carry Trades: Evidence from the Cross-Quantilogram," Working Papers 201979, University of Pretoria, Department of Economics.
• Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2019. "Forecasting with instabilities: an application to DSGE models with financial frictions," Temi di discussione (Economic working papers) 1234, Bank of Italy, Economic Research and International Relations Area.
• Fousseni Chabi-Yo & Markus Huggenberger & Florian Weigert, 2019. "Multivariate Crash Risk," Working Papers on Finance 1901, University of St. Gallen, School of Finance.
• Shayan Zakipour-Saber, 2019. "Markov-Switching Proxy BVARs," Working Papers 896, Queen Mary University of London, School of Economics and Finance.
• Nasledskova Polina, 2019. "The Structure Of Kina Rutul Noun Phrase," HSE Working papers WP BRP 82/LNG/2019, National Research University Higher School of Economics.
• Bierbrauer, Felix & Tsyvinski, Aleh & Werquin, Nicolas, 2019. "Taxes and Turnout," TSE Working Papers 19-1050, Toulouse School of Economics (TSE).
• Dmytro Ivasiuk, 2019. "An approximate solution for the power utility optimization under predictable returns," Papers 1911.06552, arXiv.org, revised Oct 2021.
• Emilio Zanetti Chini, 2019. "Strategic judgment: its game-theoretic foundations,its econometric elicitation," Working Papers in Public Economics 190, Department of Economics and Law, Sapienza University of Roma.
• Matthias Weber & John Duffy & Arthur Schram, 2019. "Credit Default Swap Regulation in Experimental Bond Markets," Working Papers on Finance 1905, University of St. Gallen, School of Finance.
• Luca Benzoni & Lorenzo Garlappi & Robert S. Goldstein, 2019. "Asymmetric Information, Dynamic Debt Issuance, and the Term Structure of Credit Spreads," Working Paper Series WP-2019-8, Federal Reserve Bank of Chicago.
• Kiviet, Jan, 2019. "Instrument-free inference under confined regressor endogeneity; derivations and applications," MPRA Paper 96839, University Library of Munich, Germany.
• Movahedi, Mohammad & Shahbazi, Kiumars & Abdessalam, Ahmed Haidara Ould, 2019. "Firms' export decisions: Selection versus trial-and-error," Economics Discussion Papers 2019-58, Kiel Institute for the World Economy (IfW Kiel).
• Groba, Carlos & Sartal, Antonio & Bergantiños, Gustavo, 2019. "Optimization of tuna shing logistic routes through information sharing policies: A game theory-based approach," MPRA Paper 96938, University Library of Munich, Germany.
• Katsuhiro Oshima, 2019. "Heterogeneous Beliefs, Monetary Policy, and Stock Price Volatility," KIER Working Papers 1013, Kyoto University, Institute of Economic Research.
• Marco Cipriani & Ana Fostel & Daniel Houser, 2019. "Endogenous Leverage and Default in the Laboratory," NBER Working Papers 26469, National Bureau of Economic Research, Inc.
• Anette Borge & Gunnar Bårdsen & Junior Maih, 2019. "Expectations switching in a DSGE model for the UK," Working Paper Series 18119, Department of Economics, Norwegian University of Science and Technology.
• Xu, Yongsheng & Yoshihara, Naoki, 2019. "Does dynamic market competition with technological innovation leave no one behind?," Discussion Paper Series 699, Institute of Economic Research, Hitotsubashi University.
• Kirk, H., 2019. "Cooperation and Creed: An Experimental Study of Religious Affiliation in Strategic and Societal Interactions," Cambridge Working Papers in Economics 1995, Faculty of Economics, University of Cambridge.
• Shayan Zakipour-Saber, 2019. "Monetary policy regimes and inflation persistence in the United Kingdom," Working Papers 895, Queen Mary University of London, School of Economics and Finance.
• Ponomarenko, Alexey, 2019. "A note on observational equivalence of micro assumptions on macro level," Economics Discussion Papers 2019-51, Kiel Institute for the World Economy (IfW Kiel).
• Zhou, Haiwen, 2019. "Market Structure and Organizational Form," MPRA Paper 96882, University Library of Munich, Germany.
• Chen, Hongyi & Cao, Shuo, 2019. "Exchange Rate Movements and Fundamentals: Impact of Oil Prices and the People’s Republic of China’s Growth," ADBI Working Papers 938, Asian Development Bank Institute.
• James J. Heckman & Sidharth Moktan, 2018. "Publishing and Promotion in Economics: The Tyranny of the Top Five," Working Papers Series 82, Institute for New Economic Thinking.
• Hintermaier, Thomas & Koeniger, Winfried, 2019. "Differences in Euro-Area Household Finances and their Relevance for Monetary-Policy Transmission," IZA Discussion Papers 12743, Institute of Labor Economics (IZA).
• Ryan, John, 2018. "The European Central Bank, Italy and the next Eurozone crisis," LSE Research Online Documents on Economics 91314, London School of Economics and Political Science, LSE Library.
• Sariev, Eduard & Germano, Guido, 2020. "Bayesian regularized artificial neural networks for the estimation of the probability of default," LSE Research Online Documents on Economics 101029, London School of Economics and Political Science, LSE Library.
• Gunnar Bårdsen & Stan Hurn & Kenneth Lindsay, 2019. "Modelling and forecasting wind drought," Working Paper Series 18219, Department of Economics, Norwegian University of Science and Technology.
• Gino Gancia & Giacomo A. M. Ponzetto & Jaume Ventura, 2019. "A Theory of Economic Unions," NBER Working Papers 26473, National Bureau of Economic Research, Inc.
• Samuele Centorrino & Aman Ullah & Jing Xue, 2019. "Semiparametric Estimation of Correlated Random Coefficient Models without Instrumental Variables," Papers 1911.06857, arXiv.org.
• Luca Metelli & Filippo Natoli, 2019. "The international transmission of US tax shocks: a proxy-SVAR approach," Temi di discussione (Economic working papers) 1223, Bank of Italy, Economic Research and International Relations Area.
• Emmanuelle Jay & Thibault Soler & Jean-Philippe Ovarlez & Philippe de Peretti & Christophe Chorro, 2019. "Robust covariance matrix estimation and portfolio allocation: the case of non-homogeneous assets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-02372443, HAL.
• Van der Stede, Wim A., 2019. "Accounting matters," LSE Research Online Documents on Economics 102381, London School of Economics and Political Science, LSE Library.
• Elwell, James & Corinth, Kevin & Burkhauser, Richard V., 2019. "Income Growth and its Distribution from Eisenhower to Obama: The Growing Importance of In-Kind Transfers (1959-2016)," IZA Discussion Papers 12757, Institute of Labor Economics (IZA).
• Manuel Ammann & Mathis Mörke, 2019. "Credit Variance Risk Premiums," Working Papers on Finance 1908, University of St. Gallen, School of Finance.
• Kukic, Leonard, 2019. "The last Yugoslavs: ethnic diversity, national identity and civil war," LSE Research Online Documents on Economics 102323, London School of Economics and Political Science, LSE Library.
• Martin Bruns, 2019. "Proxy VAR Models in a Data-Rich Environment," Discussion Papers of DIW Berlin 1831, DIW Berlin, German Institute for Economic Research.
• Boris Giannetto & Pasquale Digregorio, 2019. "Development of a cyber threat intelligence apparatus in a central bank," Questioni di Economia e Finanza (Occasional Papers) 517, Bank of Italy, Economic Research and International Relations Area.
• Mirela S. Miescu & Haroon Mumtaz, 2019. "Proxy structural vector autoregressions, informational sufficiency and the role of monetary policy," Working Papers 894, Queen Mary University of London, School of Economics and Finance.
• Xu, Yongsheng & Yoshihara, Naoki, 2019. "Efficiency Invites Divide and Coercion in the Age of Increasing Returns to Scale," Discussion Paper Series 700, Institute of Economic Research, Hitotsubashi University.
• Roland Füss & Massimo Guidolin & Christian Koeppel, 2019. "Sentiment Risk Premia In The Cross-Section of Global Equity," Working Papers on Finance 1913, University of St. Gallen, School of Finance, revised May 2020.
• Doda, Baran & Quemin, Simon & Taschini, Luca, 2019. "Linking permit markets multilaterally," LSE Research Online Documents on Economics 101670, London School of Economics and Political Science, LSE Library.
• Congressional Budget Office, 2019. "The Cost of Supporting Military Bases," Reports 55849, Congressional Budget Office.
• Ruiqi Liu & Ben Boukai & Zuofeng Shang, 2019. "Statistical Inference on Partially Linear Panel Model under Unobserved Linearity," Papers 1911.08830, arXiv.org.
• Atkinson, A. B. & Jenkins, Stephen P., 2020. "A different perspective on the evolution of UK income inequality," LSE Research Online Documents on Economics 100037, London School of Economics and Political Science, LSE Library.
• Greenwood, Jeremy & Guner, Nezih & Kopecky, Karen A., 2019. "The Wife's Protector: A Quantitative Theory Linking Contraceptive Technology with the Decline in Marriage," IZA Discussion Papers 12760, Institute of Labor Economics (IZA).
• Priyaranjan Jha & Jae Yoon Lee & Yang Liang & Devashish Mitra, 2019. "International Trade and Employment: Theory and Evidence from Korean Firms," Working Papers 192002, University of California-Irvine, Department of Economics.
• Daniel Chomsky, 2018. "A Distorting Mirror: Major Media Coverage of Americans` Tax Policy Preferences," Working Papers Series 73, Institute for New Economic Thinking.
• Claudia Pigini & Stefano Staffolani, 2019. "Firing Costs And Job Loss: The Case Of The Italian Jobs Act," Working Papers 443, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
• Matthias Aistleitner & Jakob Kapeller & Stefan Steinerberger, 2018. "Citation Patterns in Economics and Beyond," Working Papers Series 85, Institute for New Economic Thinking.
• Haruhiko Inatsugu & Tomiyuki Kitamura & Taichi Matsuda, 2019. "The Formation of Firms' Inflation Expectations: A Survey Data Analysis," Bank of Japan Working Paper Series 19-E-15, Bank of Japan.
• Andreeva, Andriyana & Dimitrova, Darina, 2019. "Административноправни Аспекти На Трудовата Миграция И Трудовата Мобилност В Националното Ни Законодателство [Administrative-legal aspects in the labour migration and labour mobility in the Bulgaria," MPRA Paper 97006, University Library of Munich, Germany.
• Henriques, David, 2018. "Cards on the table: efficiency and welfare effects of the no-surcharge rule," LSE Research Online Documents on Economics 90664, London School of Economics and Political Science, LSE Library.
• Mehmet Balcilar & Edmond Berisha & Oguzhan Cepni & Rangan Gupta, 2019. "The Predictive Power of the Term Spread on Inequality in the United Kingdom: An Empirical Analysis," Working Papers 201981, University of Pretoria, Department of Economics.
• Tito Yepes & Juan Mauricio Ramírez, 2019. "Mercado de derechos de autor en Colombia," Libros Fedesarrollo 17612, Fedesarrollo.
• Enrico S. Levrero, 2019. "Estimates of the Natural Rate of Interest and the Stance of Monetary Policies: A Critical Assessment," Working Papers Series 88, Institute for New Economic Thinking.
• Masaaki Fujii, 2019. "Probabilistic Approach to Mean Field Games and Mean Field Type Control Problems with Multiple Populations," CARF F-Series CARF-F-467, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
• Anders Poulsen & Graciela Zevallos-Porles, 2019. "Sender-Receiver Games with Endogenous Ex-Post Information Acquisition: Experimental Evidence," Working Paper series, University of East Anglia, Centre for Behavioural and Experimental Social Science (CBESS) 19-04, School of Economics, University of East Anglia, Norwich, UK..
• Peter K. Kruse-Andersen, 2019. "Directed Technical Change, Environmental Sustainability, and Population Growth," Discussion Papers 19-12, University of Copenhagen. Department of Economics.
• Tito Yepes & Juan Mauricio Ramírez, 2019. "Copyright Market in Colombia," Libros Fedesarrollo 17611, Fedesarrollo.
• Amalia R. Miller & Ragan Petrie & Carmit Segal, 2019. "Does Workplace Competition Increase Labor Supply? Evidence from a Field Experiment," Melbourne Institute Working Paper Series wp2019n14, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
• Antoine Billot & Sujoy Mukerji & Jean-Marc Tallon, 2019. "Market Allocations under Ambiguity: A Survey," Working Papers 897, Queen Mary University of London, School of Economics and Finance.
• Asen Ivanov, 2019. "Optimal Pension Plan Default Policies when Employees are Biased," Working Papers 893, Queen Mary University of London, School of Economics and Finance.
• Hernando Matallana, 2019. "Monetary Circuit, Capitalist Reproduction and Financial Accounting," Documentos de Trabajo, Escuela de Economía 17616, Universidad Nacional de Colombia, FCE, CID.
• Damien Talbot, 2018. "Proximités et contrôles," Post-Print halshs-02351806, HAL.
• Jonathan Sadighian, 2019. "Deep Reinforcement Learning in Cryptocurrency Market Making," Papers 1911.08647, arXiv.org.
• Salzmann, Leonard, 2019. "The Impact of Uncertainty and Financial Shocks in Recessions and Booms," EconStor Preprints 206691, ZBW - Leibniz Information Centre for Economics.