Econometric Institute Research Papers
From Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Contact information at EDIRC. Bibliographic data for series maintained by RePub ( this e-mail address is bad, please contact ). Access Statistics for this working paper series.
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- 17296: Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence

- Abdul Hakim and Michael McAleer
- 17295: VaR Forecast and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds

- Abdul Hakim and Michael McAleer
- 17159: Forecasting Sales

- Philip Hans Franses
- 17112: Rostering at a Dutch Security Firm

- Richard Freling, Nanda Piersma, Albert Wagelmans and A. van de Wetering
- 17106: Generalized canonical correlation analysis with missing values

- Michel van de Velden and Y. Takane
- 17018: Macroeconomic forecasting with real-time data: an empirical comparison

- Christiaan Heij, Dick van Dijk and Patrick Groenen
- 17017: Modeling and prediction of surgical procedure times

- Pieter Stepaniak, Christiaan Heij and Guus de Vries
- 17016: Labour Market Status and Migration Dynamics

- Govert Bijwaard
- 16746: Railway Crew Rescheduling with Retiming

- Lucas Veelenturf, Daniel Potthoff, Dennis Huisman and Leo Kroon
- 16722: The effect of changes in wind strength and wave heights on the safety of vessels in shipping

- Sabine Knapp and Jiajun Shen
- 16709: Real-time inflation forecasting in a changing world

- Jan Groen and Richard Paap
- 16708: Estimating the impact of whaling on global whale watching

- Hsiao-I Kuo, Chi-Chung Chen and Michael McAleer
- 16707: A framework for closed-loop supply chains of reusable articles

- Ruth Carrasco-Gallego, Eva Ponce-Cueto and Rommert Dekker
- 16675: On the Economic Order Quantity Model With Transportation Costs

- Ilker Birbil, K. Bulbul, Hans Frenk and Martyn Mulder
- 16513: How Volatile is ENSO?

- LanFen Chu, Michael McAleer and Chi-Chung Chen
- 16512: What Happened to Risk Management During the 2008-09 Financial Crisis?

- Michael McAleer, Juan Jimenez-Martin and Teodosio Pérez-Amaral
- 16331: ICT as an Enabler for Innovation Adoption

- Michel Verkerk, Gert van der Pijl and Eelco van Asperen
- 16265: Finding optimal policies in the (S - 1, S ) lost sales inventory model with multiple demand classes

- Willem van Jaarsveld and Rommert Dekker
- 16264: How Accurate are Government Forecast of Economic Fundamentals?

- Chia-Lin Chang, Philip Hans Franses and Michael McAleer
- 16216: Testing Changing Harmonic Regressors

- Philip Hans Franses
- 16107: Forecasting volatility and spillovers in crude oil spot, forward and future markets

- Chia-Lin Chang, Michael McAleer and Roengchai Tansuchat
- 16105: Modelling conditional correlations for risk diversification in crude oil markets

- Chia-Lin Chang, Michael McAleer and Roengchai Tansuchat
- 16100: Yet another bidirectional algorithm for shortest paths

- Wim Pijls and Henk Post
- 15779: Cointegration in a historical perspective

- Philip Hans Franses and Dick van Dijk
- 15564: Testing Non-nested Demand Relations: Linear Expenditure System versus Indirect Addilog

- Paul de Boer and Richard Paap
- 15112: A Bayesian approach to two-mode clustering

- Bram van Dijk, Joost van Rosmalen and Richard Paap
- 14861: Testing for seasonal unit roots in monthly panels of time series

- Robert Kunst and Philip Hans Franses
- 14823: Does ratification matter and do major conventions improve safety and decrease pollution in shipping?

- Sabine Knapp and Philip Hans Franses
- 14704: A method to measure flag performance for the shipping industry

- Mikhail Perepelkin, Sabine Knapp, German Perepelkin and Michiel De Pooter
- 14454: Risk-based stock decisions for projects

- Willem van Jaarsveld and Rommert Dekker
- 14423: Column generation with dynamic duty selection for railway crew rescheduling

- Daniel Potthoff, Dennis Huisman and Guy Desaulniers
- 14351: Economic Lot-Sizing Problem with Bounded Inventory and Lost-Sales

- Hark-Chin Hwang
- 14154: Moment-bases estimation of smooth transition regression models with endogenous variables

- Waldyr Areosa, Michael McAleer and Marcelo Medeiros
- 13992: A simple expected volatility (SEV) index

- Chatayan Wiphatthanananthakul and Michael McAleer
- 13986: A decision rule to minimize daily capital charges in forecasting value-at-risk

- Michael McAleer, Juan Jimenez-Martin and Teodosio Pérez-Amaral
- 13980: Does the ROMC have expertise, and can it forecast?

- Philip Hans Franses, Michael McAleer and Rianne Legerstee
- 13910: The ten commandments for optimizing value-at-risk and daily capital charges

- Michael McAleer
- 13904: Asymmetry and leverage in realized volatility

- Manabu Asai, Michael McAleer and Marcelo Medeiros
- 13902: Expert opinion versus expertise in forecasting

- Philip Hans Franses, Michael McAleer and Rianne Legerstee
- 13901: A new bidirectional algorithm for shortest paths

- Wim Pijls and Henk Post
- 13780: Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets

- Shawkat Hammoudeh, Yun Yuan and Michael McAleer
- 13778: Managerial implications and suitability of a master surgical scheduling approach

- Jeroen van Oostrum, Eelco Bredenhoff and Erwin Hans
- 13777: A method for clustering surgical cases to allow master surgical scheduling

- Jeroen van Oostrum, Tessa Parlevliet, Albert Wagelmans and Geert Kazemier
- 13776: Mining frequent itemsets a perspective from operations research

- Wim Pijls and Walter A. Kosters
- 13775: Lack of peaceful resolution with Israel: economic cost for Palestinians

- Paul de Boer
- 13773: Modelling sustainable international tourism demand to the Brazilian Amazon

- Jose Angelo Divino and Michael McAleer
- 13771: An econometric analysis of SARS and Avian flu on international tourist arrivals to Asia

- Michael McAleer, Bing-Wen Huang, Hsiao-I Kuo, Chi-Chung Chen and Chia-Lin Chang
- 13768: Axiomatic characterization of the interval function of a graph

- Martyn Mulder and L. Nebesky
- 13767: The new Dutch timetable: The OR revolution

- Leo Kroon, Dennis Huisman, Erwin Abbink, Pieter-Jan Fioole, Matteo Fischetti, Gábor Maróti, Lex Schrijver, Adri Steenbeek and Roelof Ybema
- 13100: Product bundling in global ocean transportation

- Michele Acciaro and Hercules Haralambides
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