Report NEP-ORE-2020-05-04

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.

Other reports in NEP-ORE

The following items were announced in this report:

• David Harris & Hsein Kew & A. M. Robert Taylor, 2020. "Level Shift Estimation in the Presence of Non-stationary Volatility with an Application to the Unit Root Testing Problem," Monash Econometrics and Business Statistics Working Papers 8/20, Monash University, Department of Econometrics and Business Statistics.
• Natalia Bailey & George Kapetanios & M. Hashem Pesaran, 2020. "Measurement of Factor Strength: Theory and Practice," Monash Econometrics and Business Statistics Working Papers 7/20, Monash University, Department of Econometrics and Business Statistics.
• S. Boragan Aruoba & Pablo A. Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2020. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," International Finance Discussion Papers 1272, Board of Governors of the Federal Reserve System (U.S.).
• Andrea Gazzani & Alejandro Vicondoa, 2020. "Bridge Proxy-SVAR: estimating the macroeconomic effects of shocks identified at high-frequency," Temi di discussione (Economic working papers) 1274, Bank of Italy, Economic Research and International Relations Area.
• Bo Zhang & Jiti Gao & Guangming Pan, 2020. "Estimation and Testing for High-Dimensional Near Unit Root Time Series," Monash Econometrics and Business Statistics Working Papers 12/20, Monash University, Department of Econometrics and Business Statistics.
• Guowei Cui & Vasilis Sarafidis & Takashi Yamagata, 2020. "IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude," Monash Econometrics and Business Statistics Working Papers 11/20, Monash University, Department of Econometrics and Business Statistics.
• S. Boragan Aruoba & Pablo A. Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2020. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," Working Papers 20-13, Federal Reserve Bank of Philadelphia.
• Raquel M. Gaspar & Sara D. Lopes & Bernardo Sequeira, 2020. "Neural Network pricing of American put options," Working Papers REM 2020/0122, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
• Steve Bond & Arshia Hashemi & Greg Kaplan & Piotr Zoch, 2020. "Some Unpleasant Markup Arithmetic: Production Function Elasticities and their Estimation from Production Data," NBER Working Papers 27002, National Bureau of Economic Research, Inc.
• Babii, Andrii & Florens, Jean-Pierre, 2020. "Is completeness necessary? Estimation in nonidentified linear models," TSE Working Papers 20-1091, Toulouse School of Economics (TSE).
• Sergio De Ferra & Enrico Mallucci, 2020. "Sovereign Risk Matters: The Effects of Endogenous Default Risk on the Time-Varying Volatility of Interest Rate Spreads," International Finance Discussion Papers 1276, Board of Governors of the Federal Reserve System (U.S.).
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Miguel Martin-Valmayor, 2020. "Persistence in the Market Risk Premium: Evidence across Countries," CESifo Working Paper Series 8211, CESifo.
• Yi He & Sombut Jaidee & Jiti Gao, 2020. "Most Powerful Test against High Dimensional Free Alternatives," Monash Econometrics and Business Statistics Working Papers 13/20, Monash University, Department of Econometrics and Business Statistics.
• Niko Jaakkola & Florian Wagener, 2020. "All symmetric equilibria in differential games with public goods," Tinbergen Institute Discussion Papers 20-020/II, Tinbergen Institute.
• Faria, Gonçalo & Verona, Fabio, 2020. "Time-frequency forecast of the equity premium," Research Discussion Papers 6/2020, Bank of Finland.
• Marek Stelmach & Marcin Chlebus, 2020. "Novel multilayer stacking framework with weighted ensemble approach for multiclass credit scoring problem application," Working Papers 2020-08, Faculty of Economic Sciences, University of Warsaw.
• Chao Gu & Guido Menzio & Randall Wright & Yu Zhu, 2020. "Toxic Assets and Market Freezes," Working Papers 2001, Department of Economics, University of Missouri.
• Oliver de Groot & Bora Durdu & Enrique G. Mendoza, 2020. "Approximately Right?: Global v. Local Methods for Open-Economy Models with Incomplete Markets," Finance and Economics Discussion Series 2020-006, Board of Governors of the Federal Reserve System (U.S.).
• Pascal J. Maenhout & Andrea Vedolin & Hao Xing, 2020. "Generalized Robustness and Dynamic Pessimism," NBER Working Papers 26970, National Bureau of Economic Research, Inc.
• Watanabe, Axel, 2020. "The Size Distribution of Cities with Distance-Bound Households," MPRA Paper 99746, University Library of Munich, Germany.
• Christiane Baumeister & James D. Hamilton, 2020. "Advances in Using Vector Autoregressions to Estimate Structural Magnitudes," NBER Working Papers 27014, National Bureau of Economic Research, Inc.
• Francesca MARTINELLI & Samuele BOZZONI & Simone CAROLI & Francesca TAMASCELLI & Giuseppe GUERINI, 2019. "Platform Cooperativism in Italy and in Europe," CIRIEC Working Papers 1927, CIRIEC - Université de Liège.
• Francisco Ilabaca & Fabio Milani, 2020. "Heterogeneous Expectations, Indeterminacy, and Postwar US Business Cycles," CESifo Working Paper Series 8224, CESifo.
• Krouglov, Alexei, 2020. "Mathematical model of the supply shock crisis (COVID – 19)," MPRA Paper 99912, University Library of Munich, Germany.
• Olkhov, Victor, 2020. "Classical Option Pricing and Some Steps Further," MPRA Paper 99918, University Library of Munich, Germany.
• Axel Watanabe, 2020. "The Size Distribution of Cities with Distance-Bound Households," Working Papers 20001, Concordia University, Department of Economics.
• Klaudijo Klaser & Lorenzo Sacconi & Marco Faillo, 2020. "Climate Change and Intergenerational Social Contract: Insights From a Laboratory Experiment in Rawlsian Perspective," CEEL Working Papers 2003, Cognitive and Experimental Economics Laboratory, Department of Economics, University of Trento, Italia.
• Alexander Mihailov, 2020. "Quantifying the Macroeconomic Effects of the COVID-19 Lockdown: Comparative Simulations of the Estimated Galí-Smets-Wouters Model," Economics Discussion Papers em-dp2020-07, Department of Economics, University of Reading.
• Jean-Baptiste Hasse & Quentin Lajaunie, 2020. "Does the Yield Curve Signal Recessions? New Evidence from an International Panel Data Analysis," AMSE Working Papers 2013, Aix-Marseille School of Economics, France.
• Gary Biglaiser & Jacques Crémer & André Veiga, 2020. "Migration between Platforms," CESifo Working Paper Series 8185, CESifo.
• Grilli, Luca & Santoro, Domenico, 2020. "Generative Adversarial Network for Market Hourly Discrimination," MPRA Paper 99846, University Library of Munich, Germany.
• Sebastian Gechert & Tomas Havranek & Zuzana Irsova & Dominika Ehrenbergerova, 2019. "Death to the Cobb-Douglas Production Function? A Quantitative Survey of the Capital-Labor Substitution Elasticity," Working Papers 2019/8, Czech National Bank.
• Mikhail Drugov & Dmitry Ryvkin, 2020. "How noise affects effort in tournaments," Working Papers w0256, New Economic School (NES).
• Neville Arjani & Ronald Heijmans, 2020. "Is there anybody out there? Detecting operational outages from LVTS transaction data," Working Papers 683, DNB.
• Brada, Josef C. & Chen, Chunda & Jia, Jingyi & Kutan, Ali M., 2020. "Does bilateral investment treaty arbitration have any value for multinational corporations?," BOFIT Discussion Papers 10/2020, Bank of Finland, Institute for Economies in Transition.
• Podshivalov, Georgii, 2020. "Deus Ex Pandemus: Is Movement Control Here to Stay?," MPRA Paper 99690, University Library of Munich, Germany.
• Anja Kukuvec & Harald Oberhofer, 2020. "The Propagation of Business Expectations within the European Union," CESifo Working Paper Series 8198, CESifo.
• Oskar Gustafsson & Mattias Villani & Par Stockhammar, 2020. "Bayesian Optimization of Hyperparameters from Noisy Marginal Likelihood Estimates," Papers 2004.10092, arXiv.org, revised Aug 2022.
• John Y. Campbell & Roman Sigalov, 2020. "Portfolio Choice with Sustainable Spending: A Model of Reaching for Yield," NBER Working Papers 27025, National Bureau of Economic Research, Inc.
• Andrey Itkin & Dmitry Muravey, 2020. "Semi-closed form prices of barrier options in the Hull-White model," Papers 2004.09591, arXiv.org, revised Sep 2020.
• Giuseppe Ferro & Didier Sornette, 2020. "Stochastic representation decision theory: How probabilities and values are entangled dual characteristics in cognitive processes," Swiss Finance Institute Research Paper Series 20-25, Swiss Finance Institute.
• Laurent Bach & Remy Guichardaz & Eric Schenk, 2020. "Technologie Blockchain et intermédiation dans l'industrie musicale," Working Papers of BETA 2020-16, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
• Item repec:cte:whrepe:30248 is not listed on IDEAS anymore

• Yuan Hsiao & Lee Fiorio & Jonathan Wakefield & Emilio Zagheni, 2020. "Modeling the bias of digital data: an approach to combining digital and survey data to estimate and predict migration trends," MPIDR Working Papers WP-2020-019, Max Planck Institute for Demographic Research, Rostock, Germany.
• Kevin Lang & Kaiwen Leong & Huailu Li & Haibo Xu, 2020. "Lending to the Unbanked: Relational Contracting with Loan Sharks," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series dp-338, Boston University - Department of Economics.
• Wei Wei & Asger Lunde, 2020. "Identifying Risk Factors and Their Premia: A Study on Electricity Prices," Monash Econometrics and Business Statistics Working Papers 10/20, Monash University, Department of Econometrics and Business Statistics.
• Syed Hasan & Robert Breunig, 2020. "Article length and citation outcomes," Discussion Papers 2003, School of Economics and Finance, Massey University, New Zealand.
• Theodore Breton, 2020. "The Effect of Temperature on the Spread of the Coronavirus in the U.S," Documentos de Trabajo de Valor Público 18117, Universidad EAFIT.
• Ngasuko, Tri Achya, 2018. "Mengejar Ketertinggalan Indonesia di Era Digital [Pursuing Indonesia's Limitation in the Digital Era]," MPRA Paper 99537, University Library of Munich, Germany, revised 01 Dec 2018.
• Klus, Milan Frederik, 2020. "From signalling to endorsement: The valorisation of fledgling digital ventures [Vom Signalisieren zur Unterstützung: Die Aufwertung junger digitaler Unternehmen]," Discussion Papers of the Institute for Organisational Economics 3/2020, University of Münster, Institute for Organisational Economics.
• Ibrahim A. Adekunle & Ayomide O. Ogunade & Toluwanimi G. Kalejaiye & Adewale M. Balogun, 2020. "Capital Inflow and Industrial Performance in Nigeria: Including the Excluded," Working Papers 20/021, European Xtramile Centre of African Studies (EXCAS).
• Ibrahim A. Adekunle & Ayomide O. Ogunade & Toluwanimi G. Kalejaiye & Adewale M. Balogun, 2020. "Capital Inflow and Industrial Performance in Nigeria: Including the Excluded," Working Papers of the African Governance and Development Institute. 20/021, African Governance and Development Institute..
• Nakamoto, Yasuhiro, 2020. "The Pareto distribution, asymmetric shape parameters, and equilibrium in an asymmetric Melitz model," MPRA Paper 99750, University Library of Munich, Germany.
• Leonard Sabetti & Ronald Heijmans, 2020. "Shallow or deep? Detecting anomalous flows in the Canadian Automated Clearing and Settlement System using an autoencoder," Working Papers 681, DNB.
• Wohlrabe, Klaus & Gralka, Sabine Marlene, 2020. "Classifying top economists using archetypoid analysis," CEPIE Working Papers 01/20, Technische Universität Dresden, Center of Public and International Economics (CEPIE).
• Eduardo da Motta e Albuquerque, 2020. "Aprendizado tecnológico: capacidade de absorção, conhecimento e processos de Catching Up," Textos para Discussão Cedeplar-UFMG 622, Cedeplar, Universidade Federal de Minas Gerais.
• Klaudijo Klaser & Luigi Mittone, 2020. "Neither Punishments nor Rewards: Fostering Tax Compliance through the Rawlsian Veil of Ignorance in a Laboratory Experiment," CEEL Working Papers 2002, Cognitive and Experimental Economics Laboratory, Department of Economics, University of Trento, Italia.
• Ana Flávia Machado & Débora Freire & Rodrigo Cavalcante Michel & Gabriel Vaz de Melo & Alice Demattos, 2020. "Efeitos da Covid-19 na Economia da Cultura no Brasil," Notas Técnicas Cedeplar-UFMG 011, Cedeplar, Universidade Federal de Minas Gerais.
• Michaël Rubens, 2020. "Managerial knowledge and technology choice: evidence from U.S. mining schools," Working Papers of Department of Economics, Leuven 653398, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
• Darrin Baines & Robert J R Elliott, 2020. "Defining misinformation, disinformation and malinformation: An urgent need for clarity during the COVID-19 infodemic," Discussion Papers 20-06, Department of Economics, University of Birmingham.
• Borrás, Susana & Edler, Jakob, 2020. "The roles of the state in the governance of socio-technical systems' transformation," Discussion Papers "Innovation Systems and Policy Analysis" 65, Fraunhofer Institute for Systems and Innovation Research (ISI).
• Kerstin Hotte & Anton Pichler & Franc{c}ois Lafond, 2020. "The rise of science in low-carbon energy technologies," Papers 2004.09959, arXiv.org, revised Sep 2020.
• Enkhbayar Shagdar & Tomoyoshi Nakajima, 2020. "Economic Impacts to Be Brought by the DPRK's Return to International Society: CGE Analysis with the GTAP 9A Data Base," Discussion papers 2003, ERINA - Economic Research Institute for Northeast Asia.
• Wöhner, Thomas & Scholz, Michael, 2020. "Epirus: Ein Modell zur Verbreitung von Infektionskrankheiten auf Basis des sozialen Graphen," Wirtschaftswissenschaftliche Schriften 01/2020, Ernst-Abbe-Hochschule Jena – University of Applied Sciences, Department of Business Administration.
• Dhammika Dharmapala, 2020. "A New Measure of Foreign Rule Based on Genetic Distance," CESifo Working Paper Series 8202, CESifo.
• Stefan Avdjiev & Egemen Eren & Patrick McGuire, 2020. "Dollar funding costs during the Covid-19 crisis through the lens of the FX swap market," BIS Bulletins 1, Bank for International Settlements.
• Daria Dzyabura & Renana Peres, 2019. "Visual Elicitation of Brand Perception," Working Papers w0260, New Economic School (NES).
• Shaheen, Susan PhD & Cohen, Adam, 2020. "Mobility on Demand in the United States," Institute of Transportation Studies, Research Reports, Working Papers, Proceedings qt14f893rv, Institute of Transportation Studies, UC Berkeley.
• Salomon Bernier-Khedache, 2019. "Workforce management: a conventionalist reading of coordination between management control and human ressources [Le pilotage des effectifs : Une lecture conventionnaliste de la coordination entre f," Post-Print hal-02539321, HAL.
• Philipp Harms & Claudia Landwehr & Maximilian Lutz & Markus Tepe, 2020. "Procedural Preferences, Self-Interest, and Communication. Evidence from a Laboratory Experiment," Working Papers 2011, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz.
• Felix Laumann & Julius von Kugelgen & Mauricio Barahona, 2020. "Non-linear interlinkages and key objectives amongst the Paris Agreement and the Sustainable Development Goals," Papers 2004.09318, arXiv.org.
• Takahiro Yabe & Yunchang Zhang & Satish Ukkusuri, 2020. "Quantifying the Economic Impact of Extreme Shocks on Businesses using Human Mobility Data: a Bayesian Causal Inference Approach," Papers 2004.11121, arXiv.org.
• Marcel Boyer, 2020. "Défis et embûches dans l’évaluation des PPP : Pour un secteur public efficace et efficient," CIRANO Working Papers 2020s-25, CIRANO.
• Ina Ganguli & Martina Viarengo & Ricardo Hausmann, 2020. "Gender Differences in Professional Career Dynamics: New Evidence from a Global Law Firm," CID Working Papers 378, Center for International Development at Harvard University.
• Bubeck, Johannes & Maddaloni, Angela & Peydró, José-Luis, 2020. "Negative monetary policy rates and systemic banks’ risk-taking: evidence from the euro area securities register," Working Paper Series 2398, European Central Bank.
• Mathias Dolls, 2020. "An Unemployment Re-Insurance Scheme for the Eurozone? Stabilizing and Redistributive Effects," CESifo Working Paper Series 8219, CESifo.
• Didier Brandao,Tatiana & Huneeus,Federico & Larrain,Mauricio & Schmukler,Sergio L., 2020. "Financing Firms in Hibernation During the COVID-19 Pandemic," Research and Policy Briefs 147598, The World Bank.
• Francine D. Blau & Lawrence Kahn & Matthew Comey & Amanda Eng & Pamela Meyerhofer & Alexander Willén, 2020. "Culture and Gender Allocation of Tasks: Source Country Characteristics and the Division of Non-Market Work among US Immigrants," CESifo Working Paper Series 8195, CESifo.
• Tom'av{s} Evan & Vladim'ir Hol'y, 2020. "Economic Conditions for Innovation: Private vs. Public Sector," Papers 2004.07814, arXiv.org, revised Oct 2020.
• -, 2020. "U.S. Economic Outlook: 2019 in review and early 2020 developments," Oficina de la CEPAL en Washington (Estudios e Investigaciones) 45420, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL).
• Easterly,William R. & Pennings,Steven Michael, 2020. "Leader Value Added : Assessing the Growth Contribution of Individual National Leaders," Policy Research Working Paper Series 9215, The World Bank.
• Chiara Perillo & Stefano Battiston, 2020. "Real implications of Quantitative Easing in the euro area: a complex-network perspective," Papers 2004.09418, arXiv.org.
• Alicia H. Munnell, 2020. "Social SecurityÕs Financial Outlook: The 2020 Update in Perspective," Issues in Brief 2020-7, Center for Retirement Research.