EconPapers    
Economics at your fingertips  
 

Tinbergen Institute Discussion Papers

from Tinbergen Institute
Series data maintained by Antoine Maartens (+31 626 - 160 892) ().

Access Statistics for this working paper series.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.


13-062/III: Solution-Driven Specification of DSGE Models Downloads
Francisco A. A. Blasques
13-061/III: Comparing the Accuracy of Copula-Based Multivariate Density Forecasts in Selected Regions of Support Downloads
Cees Diks, Valentyn Panchenko, Oleg Sokolinskiy and Dick van Dijk
13-060/III: Censored Posterior and Predictive Likelihood in Left-Tail Prediction for Accurate Value at Risk Estimation Downloads
Lukasz Gatarek, Lennart Hoogerheide, Koen Hooning and Herman K. van Dijk
13-059/VIII: Residential Parking Permits and Parking Supply Downloads
Jos van Ommeren, Jesper de Groote and Giuliano Mingardo
13-058/IV: Quantifying Productivity Gains from Foreign Investment Downloads
Christian Fons-Rosen, Sebnem Kalemli-Ozcan, Bent E. Sorensen, Carolina Villegas-Sanchez and Vadym Volosovych
13-057/III: Analyzing Fixed-Event Forecast Revisions Downloads
Chia-Lin Chang, Bert de Bruijn, Philip Hans Franses and Michael McAleer
13-056/VIII: The User Costs of Air Travel Delay Variability Downloads
Paul Koster, Eric Pels and Erik Teodoor Verhoef
13-055/III: Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox Downloads
Roberto Casarin, Stefano Grassi, Francesco Ravazzolo and Herman K. van Dijk
13-054/III: On the Phase Dependence in Time-Varying Correlations Between Time-Series Downloads
Francisco A. A. Blasques
13-053/II: Saving Private Pareto Downloads
Harold Houba, Roland Iwan Luttens and Hans-Peter Weikard
13-052/VI/DSF 55: Long Term Government Debt, Financial Fragility and Sovereign Default Risk Downloads
Christiaan van der Kwaak and Sweder van Wijnbergen
13-051/II: Asymmetric Nash Solutions in the River Sharing Problem Downloads
Harold Houba, Gerard van der Laan and Yuyu Zeng
13-050/III: Joint Independent Metropolis-Hastings Methods for Nonlinear Non-Gaussian State Space Models Downloads
Istvan Barra, Lennart Hoogerheide, Siem Jan Koopman and André Lucas
13-049/III: Are Forecast Updates Progressive? Downloads
Chia-Lin Chang, Philip Hans Franses and Michael McAleer
13-048/III: Ten Things you should know about DCC Downloads
Massimiliano Caporin and Michael McAleer
13-047/III: GARCH Models for Daily Stock Returns: Impact of Estimation Frequency on Value-at-Risk and Expected Shortfall Forecasts Downloads
David Ardia and Lennart Hoogerheide
13-046/I: Democracy and Regulation: The Effects of Electoral Competition on Infrastructure Investments Downloads
Arthur Jan Hendricus Christoffel Schram and Aljaz Ule
13-045/II: In Defense of Trusts: R&D Cooperation in Global Perspective Downloads
Jeroen Hinloopen, Grega Smrkolj and Florian Oskar Ottokar Wagener
13-044/V: Education and Health: The Role of Cognitive Ability Downloads
Govert Ewout Bijwaard, Hans van Kippersluis and Justus Veenman
13-043/I: Strategies and Evolution in the Minority Game: A Multi- Round Strategy Experiment Downloads
Jona Linde, Joep Sonnemans and Jan Tuinstra
13-042/VIII: From Mine to Coast: Transport Infrastructure and the Direction of Trade in Developing Countries Downloads
Roberto Bonfatti and Steven Poelhekke
13-041/III: Prediction Bias Correction for Dynamic Term Structure Models Downloads
Eran Raviv
13-040/III: Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence Downloads
Chia-Lin Chang, Michael McAleer and Les Oxley
13-039/VI/DSF54: Recessions after Systemic Banking Crises: Does it matter how Governments intervene? Downloads
Sweder van Wijnbergen and Timotej Homar
13-038/VII: Employee Recognition and Performance: A Field Experiment Downloads
Christiane Bradler, Robert Dur, Susanne Neckermann and Arjan Non
13-037/VII: Product and Labor Market Imperfections and Scale Economies: Micro-Evidence on France, Japan and the Netherlands Downloads
Sabien Dobbelaere, Kozo Kiyota and Jacques MAIRESSE
13-036/III: Robust Estimation and Forecasting of the Capital Asset Pricing Model Downloads
Guorui Bian, Michael McAleer and Wing-Keung Wong
13-035/V: Why the Rich drink more but smoke less: The Impact of Wealth on Health Behaviors Downloads
Hans van Kippersluis and Titus J. Galama
13-034/IV/DSF53: The Political Economy of Finance Downloads
Enrico Perotti
13-033/VIII: Over- and Under-Bidding in Tendering Downloads
Vincent A.C. van den Berg
13-032/IV/DSF52: Proprietary Trading and the Real Economy Downloads
Stefan Arping
13-031/VIII: On Revenue Recycling and the Welfare Effects of Second-Best Congestion Pricing in a Monocentric City Downloads
Ioannis Tikoudis, Erik Teodoor Verhoef and Jos van Ommeren
13-030/I: The Non-Equivalence of Labor Market Taxes: A Real-Effort Experiment Downloads
Matthias Weber and Arthur Jan Hendricus Christoffel Schram
13-029/III: What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance Downloads
Chia-Lin Chang and Michael McAleer
13-028/VIII: Equilibrium at a Bottleneck when Long-Run and Short-Run Scheduling Preferences diverge Downloads
Stefanie Peer and Erik Teodoor Verhoef
13-027/VII: Gaming in Combinatorial Clock Auctions Downloads
Maarten Janssen and Vladimir A. Karamychev
13-026/IV/DSF51: Efficiency Gains of a European Banking Union Downloads
Dirk Schoenmaker and Arjen Siegmann
13-025/III: A Fractionally Integrated Wishart Stochastic Volatility Model Downloads
Manabu Asai and Michael McAleer
13-024/III: Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility Downloads
Ping-Yu Chen, Chia-Lin Chang, Chi-Chung Chen and Michael McAleer
13-023/II: The Average Tree Permission Value for Games with a Permission Tree Downloads
Rene van den Brink, P. Jean-Jacques Herings, Gerard van der Laan and Dolf Talman
13-022/III: Financial Dependence Analysis: Applications of Vine Copulae Downloads
David Edmund Allen, Mohammad A. Ashraf, Michael McAleer, Robert John Powell and Abhay K. Singh
13-021/III: Recent Developments in Financial Economics and Econometrics: An Overview Downloads
Chia-Lin Chang, David Edmund Allen and Michael McAleer
13-020/III: Return-Volatility Relationship: Insights from Linear and Non-Linear Quantile Regression Downloads
David Edmund Allen, Abhay K. Singh, Robert John Powell, Michael McAleer, James Taylor and Lyn Thomas
13-019/VIII: Regulation of Road Accident Externalities when Insurance Companies have Market Power Downloads
Maria Dementyeva, Paul Koster and Erik Teodoor Verhoef
13-018/III: A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500 Downloads
David Edmund Allen, Michael McAleer, Robert John Powell and Abhay K. Singh
13-017/V: Can Risk Adjustment prevent Risk Selection in a Competitive Long-Term Care Insurance Market? Downloads
Piet Bakx, Erik Schut and Eddy K.A. Van Doorslaer
13-016/II: Individual Expectations and Aggregate Macro Behavior Downloads
Tiziana Assenza, Peter Heemeijer, Cars Hommes and Domenico Massaro
13-015/II: Behavioral Heterogeneity in U.S. Inflation Dynamics Downloads
Adriana Cornea, Cars Hommes and Domenico Massaro
13-014/II: Behavioral Learning Equilibria Downloads
Cars Hommes and Mei Zhu
13-013/VI/DSF50: Financial Frictions and the Credit Transmission Channel: Capital Requirements and Bank Capital Downloads
Lucyna Gornicka and Sweder van Wijnbergen
13-012/VII: Mergers in Bidding Markets Downloads
Maarten Janssen and Vladimir A. Karamychev
13-011/III: Posterior-Predictive Evidence on US Inflation using Phillips Curve Models with Non-Filtered Time Series Downloads
Nalan Baştürk, Cem Çakmaklı, Sanli Pinar Ceyhan and Herman K. van Dijk
13-010/III: Has the Basel Accord Improved Risk Management During the Global Financial Crisis? Downloads
Michael McAleer, Juan Angel Jimenez-Martin and Teodosio Perez-Amaral
13-009/III: Volatility Spillovers from the US to Australia and China across the GFC Downloads
David Edmund Allen, Michael McAleer, Robert John Powell and A.K. Singh
13-008/III: Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism Downloads
Chia-Lin Chang, Hui-Kuang Hsu and Michael McAleer
13-007/III: How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy? Downloads
Lan-Fen Chu, Michael McAleer and Chi-Chung Chen
13-006/III: Statistical Modelling of Extreme Rainfall in Taiwan Downloads
Lan-Fen Chu, Michael McAleer and Ching-Chung Chang
13-005/III: Estimating Implied Recovery Rates from the Term Structure of CDS Spreads Downloads
Marcin Jaskowski and Michael McAleer
13-004/III: Statistical Modelling of Recent Changes in Extreme Rainfall in Taiwan Downloads
Lan-Fen Chu, Michael McAleer and Szu-Hua Wang
13-003/III: Leverage and Feedback Effects on Multifactor Wishart Stochastic Volatility for Option Pricing Downloads
Manabu Asai and Michael McAleer
13-002/III: Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence Downloads
Chia-Lin Chang, Michael McAleer and Les Oxley
13-001/III: Tail Probabilities and Partial Moments for Quadratic Forms in Multivariate Generalized Hyperbolic Random Vectors Downloads
Simon A. Broda
12-146/IV/DSF49: Banking Competition and Soft Budget Constraints: How Market Power can threaten Discipline in Lending Downloads
Stefan Arping
12-145/V: The Social Dilemma of Microinsurance: A Framed Field Experiment on Free-Riding and Coordination Downloads
Wendy Janssens and Berber Kramer
12-144/VI: Business Cycle Fluctuations and Private Savings in OECD Countries: A Panel Data Analysis Downloads
Yvonne Adema and Lorenzo Pozzi
12-143/VII: Information at a Cost: A Lab Experiment Downloads
Pedro Robalo and Rei S. Sayag
12-142/IV/DSF48: Credit Protection and Lending Relationships Downloads
Stefan Arping
12-141/IV/DSF47: Sunshine Trading: Flashes of Trading Intent at the NASDAQ Downloads
Johannes Atle Skjeltorp, Elvira Sojli and Wing Wah Tham
12-140/IV/DSF46: Aggregate Stock Market Illiquidity and Bond Risk Premia Downloads
Kees E. Bouwman, Elvira Sojli and Wing Wah Tham
12-139/II: Market Power in Bilateral Oligopoly Markets with Nonexpandable Infrastructures Downloads
Yukihiko Funaki, Harold Houba and Evgenia Motchenkova
12-138/V: Middlemen: A Directed Search Equilibrium Approach Downloads
Makoto Watanabe
12-137/VIII: Dynamic Congestion and Urban Equilibrium Downloads
Sergejs Gubins and Erik Teodoor Verhoef
12-136/II: Consistency, Population Solidarity, and Egalitarian Solutions for TU-Games Downloads
Rene van den Brink, Youngsub Chun, Yukihiko Funaki and Boram Park
12-135/VII: Intrinsic Motivations of Public Sector Employees: Evidence for Germany Downloads
Robert Dur and Robin Zoutenbier
12-134/VII: Do More Powerful Interest Groups have a Disproportionate Influence on Policy? Downloads
Zara Sharif and Otto H. Swank
12-133/III: Transformed Polynomials for Nonlinear Autoregressive Models of the Conditional Mean Downloads
Francisco A. A. Blasques
12-132/I: Fostering Cooperation through the Enhancement of Own Vulnerability Downloads
Anita Kopanyi-Peuker, Theo Offerman and Randolph Sloof
12-131/III: Managing Sales Forecasters Downloads
Bert de Bruijn and Philip Hans Franses
12-130/VII: Ability Dispersion and Team Performance: A Field Experiment Downloads
Sander Hoogendoorn, Simon C. Parker and Mirjam van Praag
12-129/V: Nash Bargaining and the Wage Consequences of Educational Mismatches Downloads
Joop Hartog and Michael Sattinger
12-128/III: Identification and Inference in a Simultaneous Equation under Alternative Information Sets and Sampling Schemes Downloads
Jan F. Kiviet
12-127/VII: What to put on and what to keep off the Table? A Politician's Choice of which Issues to address Downloads
Rei S. Sayag and Otto H. Swank
12-126/II: Games with a Local Permission Structure: Separation of Authority and Value Generation Downloads
Rene van den Brink and Chris Dietz
12-125/IV/DSF45: Stock Market Asymmetries: A Copula Diffusion Downloads
Denitsa Stefanova
12-124/VIII: Digital Urban Network Connectivity: Global and Chinese Internet Patterns Downloads
Emmanouil Tranos, Karima Karima Kourtit and Peter Nijkamp
12-123/VIII: International Migration: A Global Complex Network Downloads
Emmanouil Tranos, Masood Gheasi and Peter Nijkamp
12-122/VIII: Car User Taxes, Quality Characteristics and Fuel Efficiency: Household Behavior and Market Adjustment Downloads
Bruno De Borger and Jan Rouwendal
12-121/III: Speed, Algorithmic Trading, and Market Quality around Macroeconomic News Announcements Downloads
Martin L. Scholtus, Dick van Dijk and Bart Frijns
12-120/II: Social Networks and Labor Market Inequality between Ethnicities and Races Downloads
Ott Toomet, Marco Juri van der Leij and Meredith Rolfe
12-119/VIII: Hotelling Models with Price-Sensitive Demand and Asymmetric Transport Costs: An Application to Public Transport Scheduling Downloads
Adriaan Hendrik van der Weijde, Erik Teodoor Verhoef and Vincent A.C. van den Berg
12-118/III: Time-varying Combinations of Predictive Densities using Nonlinear Filtering Downloads
Monica Billio, Roberto Casarin, Francesco Ravazzolo and Herman K. van Dijk
12-117/VIII: Advantaged Bidders in Franchise Auctions Downloads
Vincent A.C. van den Berg
12-116/VIII: Competition in Multi-Modal Transport Networks: A Dynamic Approach Downloads
Adriaan Hendrik van der Weijde, Erik Teodoor Verhoef and Vincent A.C. van den Berg
12-115/IV/DSF44: Ranking Systemically Important Financial Institutions Downloads
Mardi Dungey, Matteo Luciani and David Veredas
12-114/IV: Top Incomes, Rising Inequality, and Welfare Downloads
Kevin J. Lansing and Agnieszka Markiewicz
12-113/VIII: Capacity Choice under Uncertainty with Product Differentiation Downloads
Christiaan Behrens and Mark Glenn Lijesen
12-112/VIII: Climate Change Skepticism in the Face of Catastrophe Downloads
Mark Kagan
12-111/IV/DSF43: Can European Bank Bailouts work? Downloads
Dirk Schoenmaker and Arjen Siegmann
12-110/III: A Forty Year Assessment of Forecasting the Boat Race Downloads
Geert Mesters and Siem Jan Koopman
12-109/III: Strong Consistency of the Least-Squares Estimator in Simple Regression Models with Stochastic Regressors Downloads
Norbert Christopeit and Michael Massmann
Page updated 2014-04-25
Sorted by number, 2d-year left