Report NEP-ORE-2019-11-25

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:

• 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," Documents de travail du Centre d'Economie de la Sorbonne 19023, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Fabio Franco, 2019. "Efficient Particle MCMC with GMM likelihood representation," CEIS Research Paper 473, Tor Vergata University, CEIS, revised 18 Nov 2019.
• Bergantiños, Gustavo & Lorenzo, Leticia, 2019. "Cost additive rules in minimum cost spanning tree problems with multiple sources," MPRA Paper 96937, University Library of Munich, Germany.
• Harold D. Chiang, 2019. "Many Average Partial Effects: with an Application to Text Regression," 2019 Papers pch1836, Job Market Papers.
• Daniel J. Lewis & Davide Melcangi & Laura Pilossoph, 2019. "Latent Heterogeneity in the Marginal Propensity to Consume," Staff Reports 902, Federal Reserve Bank of New York.
• Hammond, Peter J & Qiao, Lei & Sun, Yeneng, 2019. "Monte Carlo Sampling Processes and Incentive Compatible Allocations in Large Economies," The Warwick Economics Research Paper Series (TWERPS) 1229, University of Warwick, Department of Economics.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Carlos Poza, 2019. "Cycles and Long-Range Behaviour in the European Stock Market," CESifo Working Paper Series 7943, CESifo.
• Tauchmann, Harald, 2019. "Fixed-effects estimation of the linear discrete-time hazard model: An adjusted first-differences estimator," FAU Discussion Papers in Economics 09/2019, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
• Yena Park & Yongsung Chang, 2018. "Optimal Taxation with Private Insurance," Working Paper Series no117, Institute of Economic Research, Seoul National University.
• Yu Zheng & Bowei Chen & Timothy M. Hospedales & Yongxin Yang, 2019. "Index Tracking with Cardinality Constraints: A Stochastic Neural Networks Approach," Papers 1911.05052, arXiv.org, revised Nov 2019.
• Hammond, Peter J. & Qiao, Lei & Sun, Yeneng, 2019. "Monte Carlo Sampling Processes and Incentive Compatible Allocations in Large Economies," CRETA Online Discussion Paper Series 54, Centre for Research in Economic Theory and its Applications CRETA.
• Pincheira, Pablo & Hardy, Nicolás, 2019. "Forecasting Aluminum Prices with Commodity Currencies," MPRA Paper 97005, University Library of Munich, Germany.
• Sproule, Robert, 2019. "The Delimitation of Giffenity for The Wold-Juréen (1953) Utility Function Using Relative Prices: A Note," MPRA Paper 96768, University Library of Munich, Germany.
• Ruhnau, Oliver & Hirth, Lion & Praktiknjo, Aaron, 2020. "Heating with wind: Economics of heat pumps and variable renewables," EconStor Preprints 206688, ZBW - Leibniz Information Centre for Economics, revised 2020.
• Liu, Ce & Ali, S. Nageeb, 2019. "Conventions and Coalitions in Repeated Games," Working Papers 2019-8, Michigan State University, Department of Economics.
• Brian C. Albrecht, 2019. "Investment without Coordination Failures," 2019 Papers pal847, Job Market Papers.
• Alloza, Mario & Sanz, Carlos, 2019. "Dynamic Effects of Persistent Shocks," UC3M Working papers. Economics 29187, Universidad Carlos III de Madrid. Departamento de Economía.
• Arantza Estévez-Fernández & José Manuel Giménez-Gómez & María José Solís-Baltadano, 2019. "Sequential bankruptcy problems," Tinbergen Institute Discussion Papers 19-076/II, Tinbergen Institute.
• Chavleishvili, Sulkhan & Manganelli, Simone, 2019. "Forecasting and stress testing with quantile vector autoregression," Working Paper Series 2330, European Central Bank.
• Dmitry Shapiro & Seung Huh, 2019. "Incentives of Low-Quality Sellers to Disclose Negative Information," Working Paper Series no101, Institute of Economic Research, Seoul National University.
• Scott M. R. Mahadeo & Reinhold Heinlein & Gabriella Deborah Legrenzi, 2019. "Tracing the Genesis of Contagion in the Oil-Finance Nexus," CESifo Working Paper Series 7925, CESifo.
• Yanchun Jin & Ryo Okui, 2019. "Testing for Overconfidence Statistically: A Moment Inequality Approach," Working Paper Series no116, Institute of Economic Research, Seoul National University.
• Takanori Ida & Ryo Okui, 2019. "Can information alleviate overconfidence? A randomized experiment on financial market predictions," Working Paper Series no126, Institute of Economic Research, Seoul National University.
• Youngsheng Xu & Naoki Yoshihara, 2019. "Does dynamic market competition with technological innovation leave no one behind?," Working Papers SDES-2019-11, Kochi University of Technology, School of Economics and Management, revised Nov 2019.
• Christian Ewerhart & Dan Kovenock, 2019. "A Class of N-player Colonel Blotto games with multidimensional private information," ECON - Working Papers 336, Department of Economics - University of Zurich, revised Feb 2021.
• Gary S. Anderson & Alena Audzeyeva, 2019. "A Coherent Framework for Predicting Emerging Market Credit Spreads with Support Vector Regression," Finance and Economics Discussion Series 2019-074, Board of Governors of the Federal Reserve System (U.S.).
• Francesco Vercelli, 2019. "The evolution of inequality and social cohesion in Europe: 1957-2017," Questioni di Economia e Finanza (Occasional Papers) 526, Bank of Italy, Economic Research and International Relations Area.
• Ben Wealer & Simon Bauer & Leonard Göke & Christian von Hirschhausen & Claudia Kemfert, 2019. "Economics of Nuclear Power Plant Investment: Monte Carlo Simulations of Generation III/III+ Investment Projects," Discussion Papers of DIW Berlin 1833, DIW Berlin, German Institute for Economic Research.
• Christoph March, 2019. "The Behavioral Economics of Artificial Intelligence: Lessons from Experiments with Computer Players," CESifo Working Paper Series 7926, CESifo.
• Tomaz Cajner & Leland D. Crane & Ryan A. Decker & Adrian Hamins-Puertolas & Christopher J. Kurz, 2019. "Improving the Accuracy of Economic Measurement with Multiple Data Sources: The Case of Payroll Employment Data," Finance and Economics Discussion Series 2019-065, Board of Governors of the Federal Reserve System (U.S.).
• Bo Hyun Chang & Yongsung Chang & Sun-Bin Kim, 2019. "Equilibrium Redistribution under Ex-ante Heterogeneity and Income-Dependent Voting," Working Paper Series no125, Institute of Economic Research, Seoul National University.
• Liu, Ce & Chambers, Christopher & Rehbeck, John, 2019. "Costly Information Acquisition," Working Papers 2019-9, Michigan State University, Department of Economics.
• Xavier Ramos Morilla & Luciana Méndez Errico, 2019. "Selection and educational attainment: Why some children are left behind? Evidence from a middle-income country," Working Papers wpdea1901, Department of Applied Economics at Universitat Autonoma of Barcelona.
• Brigitte Roth Tran, 2019. "Sellin’ in the Rain: Adaptation to Weather and Climate in the Retail Sector," Finance and Economics Discussion Series 2019-067, Board of Governors of the Federal Reserve System (U.S.).
• Luca Fornaro, 2019. "A Theory of monetary union and financial integration," Economics Working Papers 1677, Department of Economics and Business, Universitat Pompeu Fabra, revised Apr 2021.
• Josh Davis & Alan M. Taylor, 2019. "The Leverage Factor: Credit Cycles and Asset Returns," NBER Working Papers 26435, National Bureau of Economic Research, Inc.
• Mark Bils & Yongsung Chang & Sun-Bin Kim, 2019. "How Sticky Wages In Existing Jobs Can Affect Hiring," Working Paper Series no118, Institute of Economic Research, Seoul National University.
• Christian Ewerhart & Dan Kovenock, 2019. "A Class of N-Player Colonel Blotto Games with Multidimensional Private Information," Working Papers 19-29, Chapman University, Economic Science Institute.
• Ojo, Marianne, 2019. "The future of UK Carbon pricing: Artificial Intelligence and the Emissions Trading System," MPRA Paper 94887, University Library of Munich, Germany.
• Syngjoo Choi & Booyuel Kim & Minseon Park & Yoonsoo Park, 2018. "Do Teaching Practices Matter for Cooperation?," Working Paper Series no122, Institute of Economic Research, Seoul National University.
• Olivier J. Walther, 2019. "Frontières, sécurité et développement en Afrique de l’Ouest," Notes ouest-africaines 26, OECD Publishing.
• Alexis Poindron, 2019. "A general model of synchronous updating with binary opinions," Documents de travail du Centre d'Economie de la Sorbonne 19024, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Yossi Yakhin, 2019. "Breaking the UIP: A Model-Equivalence Result," Bank of Israel Working Papers 2019.15, Bank of Israel, revised Mar 2020.
• Merino Troncoso, Carlos, 2019. "Market power and welfare loss," MPRA Paper 96902, University Library of Munich, Germany.
• Maria D. Tito, 2019. "Exporters of Services: A Look at U.S. Exporters Outside of the Manufacturing Sector," Finance and Economics Discussion Series 2019-063, Board of Governors of the Federal Reserve System (U.S.).
• Martin Bruns, 2019. "Proxy VAR models in a data-rich environment," University of East Anglia School of Economics Working Paper Series 2019-03, School of Economics, University of East Anglia, Norwich, UK..
• Youngsheng Xu & Naoki Yoshihara, 2019. "Efficiency invites Divide and Coercion in the Age of Increasing Returns to Scale," Working Papers SDES-2019-12, Kochi University of Technology, School of Economics and Management, revised Nov 2019.
• Mirela Miescu & Haroon Mumtaz, 2019. "Proxy structural vector autoregressions, informational sufficiency and the role of monetary policy," Working Papers 280730188, Lancaster University Management School, Economics Department.
• Taneli M�kinen & Lucio Sarno & Gabriele Zinna, 2019. "Risky bank guarantees," Temi di discussione (Economic working papers) 1232, Bank of Italy, Economic Research and International Relations Area.
• Caglayan, Mustafa & Talavera, Oleksandr & Zhang, Wei, 2019. "Herding behaviour in P2P lending markets," BOFIT Discussion Papers 22/2019, Bank of Finland, Institute for Economies in Transition.
• Korn, Olaf & Möller, Philipp M. & Schwehm, Christian, 2019. "Drawdown measures: Are they all the same?," CFR Working Papers 19-04, University of Cologne, Centre for Financial Research (CFR).
• Kiviet, Jan, 2019. "Causes of haze and its health effects in Singapore; a replication study," MPRA Paper 96950, University Library of Munich, Germany.
• Choo, Lawrence & Zhou, Xiaoyu, 2019. "Can market competition reduce anomalous behaviours," FAU Discussion Papers in Economics 08/2019, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
• Emmanuelle Jay & Thibault Soler & Eugénie Terreaux & Jean-Philippe Ovarlez & Frédéric Pascal & Philippe de Peretti & Christophe Chorro, 2019. "Improving portfolios global performance using a cleaned and robust covariance matrix estimate," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-02354596, HAL.
• Pham, Ngoc-Sang & Le Van, Cuong & Bosi, Stefano, 2019. "Real indeterminacy and dynamics of asset price bubbles in general equilibrium," MPRA Paper 96834, University Library of Munich, Germany.
• Dmitry Shapiro, 2019. "Theoretical Analysis of Heterogeneous Hospital Response to a Per Diem Prospective Payment System," Working Paper Series no104, Institute of Economic Research, Seoul National University.
• Steven Engels & Monika Sherwood, 2019. "What if We All Worked Gigs in the Cloud? The Economic Relevance of Digital Labour Platforms," European Economy - Discussion Papers 099, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
• Mariolis, Theodore, 2019. "The location of the value theories in the complex plane and the degree of regularity-controllability of actual economies," MPRA Paper 96972, University Library of Munich, Germany.
• Juan Carlos Cuestas, 2019. "The current account sustainability in Central and Eastern Europe: Has it changed?," Working Papers 2019/10, Economics Department, Universitat Jaume I, Castellón (Spain).
• Jacob B. Madsen & Peter E. Robertson & Longfeng Ye, 2019. "Malthus Was Right: Explaining a Millennium of Stagnation," Economics Discussion / Working Papers 19-16, The University of Western Australia, Department of Economics.
• Arthur B. Nelson, 2019. "Deterrence in sequential contests: An experimental study," Working Papers wp2019_11_02, Department of Economics, Florida State University.
• Syngjoo Choi & Jos¢¥e-Alberto Guerra & Jinwoo Kim, 2018. "Interdependent Value Auctions with Insider Information: Theory and Experiment," Working Paper Series no114, Institute of Economic Research, Seoul National University.
• Mazur, Stepan & Otryakhin, Dmitry, 2019. "Linear Fractional Stable Motion with the RLFSM R Package," Working Papers 2019:9, Örebro University, School of Business.
• Jeffrey Trossman & Jeffrey Shafer, 2019. "The Big Shakeup: Making Sense of the OECD Digital Tax Proposals," e-briefs 297, C.D. Howe Institute.
• Ji Hyung Lee & Oliver Linton & YOON-JAE WHANG, 2018. "Quantilograms under Strong Dependence," Working Paper Series no111, Institute of Economic Research, Seoul National University.