Tinbergen Institute Discussion Papers
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- 202200071: Import competition and domestic transport costs

- Michiel Gerritse and Andrea Caragliu
- 202200065: Can Communication Mitigate Strategic Delays in Investment Timing?

- Ayse Gul Mermer, Sander Onderstal and Joep Sonnemans
- 20230030: The Fast and The Studious? Ramadan Observance and Student Performance

- Kyra Hanemaaijer, Olivier Marie and Marco Musumeci
- 20230028: History-Dependent Monetary Regimes: A Lab Experiment and a Henk Model

- Jasmina Arifovic, Isabelle Salle and Hung Truong
- 20230027: Who’s Afraid of Policy Experiments?

- Robert Dur, Arjan Non, Paul Prottung and Benedetta Ricci
- 20230026: The Gasoline Climate Trap

- Josse Delfgaauw and Otto Swank
- 20230025: Homo Moralis and regular altruists II

- Aslihan Akdeniz, Christopher Graser and Matthijs van Veelen
- 20230024: An urban overhead? Crime, agglomeration, and amenity

- Stuart Donovan, Thomas de Graaff, Henri de Groot and Aaron Schiff
- 20230022: Consumption Choices and Earnings Expectations: Empirical Evidence and Structural Estimation

- Christian Stoltenberg and Arne Uhlendorff
- 20230021: A Multilevel Factor Model for Economic Activity with Observation Driven Dynamic Factors

- Mariia Artemova, Francisco Blasques and Siem Jan Koopman
- 20230020: Competing for Dark Trades

- Paul J. Irvine and Egle Karmaziene
- 20230019: Aversion to Health Inequality - Pure, Income-Related and Income-Caused

- Matthew Robson, Owen O’Donnell and Tom Van Ourti
- 20230018: Slow Expectation-Maximization Convergence in Low-Noise Dynamic Factor Models

- Daan Opschoor and Dick van Dijk
- 20230017: Distributionally Sensitive Measurement and Valuation of Population Health

- Shaun Da Costa, Owen O'Donnell and Raf Van Gestel
- 20230016: Extremum Monte Carlo Filters: Real-Time Signal Extraction via Simulation and Regression

- Francisco Blasques, Siem Jan Koopman and Karim Moussa
- 20230015: A Framework for the Estimation of Demand for Differentiated Products with Simultaneous Consumer Search

- Josè L. Moraga González, Zsolt Sándor and Matthijs Wildenbeest
- 20230014: Flooded House or Underwater Mortgage? The Implications of Climate Change and Adaptation on Housing, Income & Wealth

- Yasmine van der Straten
- 20230013: Analyzing and forecasting economic crises with an agent-based model of the euro area

- Cars Hommes and Sebastian Poledna
- 20230012: Preference estimation from point allocation experiments

- Marion Collewet and Paul Koster
- 20230011: An inexact science: Accounting for measurement error and downward bias in mode and location choice models

- Stuart Donovan, Thomas de Graaff and Henri de Groot
- 20230010: Stronger together: Group incentives and the demand for prevention

- Mylène Lagarde and Carlos Riumallo Herl
- 20230009: Urban income inequality and social welfare

- Paul Koster
- 20230008: Counting what counts: Moral considerations and market surplus

- Paul Koster
- 20230007: Does trade integration imply growth in Latin America? Evidence from a dynamic spatial spillover model

- F. Blasques, P. Gorgi, S. J. Koopman and James Sampi
- 20230006: Does offshoring shape labor market imperfections? A comparative analysis of Belgian and Dutch firms

- Sabien Dobbelaere, Catherine Fuss and Mark Vancauteren
- 20230005: Borrowing constraints, housing tenure choice and buy-to-let investors: An assignment model

- Jan Rouwendal, Florian Sniekers and Ning Jia
- 20230004: Time-Weighted Difference-in-Differences: Accounting for Common Factors in Short T Panels

- Timo Schenk
- 20230003: Activating the Long-Term Inactive: Labor Market and Mental Health Effects

- Mareen Bastiaans, Robert Dur and Anne C. Gielen
- 20230002: Macroprudential Regulation: A Risk Management Approach

- Sweder van Wijnbergen and Daniël Dimitrov
- 20230001: Regional Capital No More. How the Reform of the Territorial Government has Marginalized Polish Middle-sized Cities

- Borys Cie?lak, Paula Nagler and Frank van Oort
- 20220098: Skills, Parental Sorting, and Child Inequality

- Martin Nybom, Erik Plug, Bas van der Klaauw and Lennart Ziegler
- 20220097: Na?ve Learning in Social Networks with Fake News: Bots as a Singularity

- Saeed Badri, Bernd Heidergott and Ines Lindner
- 20220096: Working from Home in the Netherlands: Looking Inside the Blackbox of Work and Occupations

- Emil Mihaylov
- 20220095: Selective Exercise of Discretion in Disability Insurance Awards

- Pilar Garcia-Gomez, Pierre Koning, Owen O'Donnell and Carlos Riumallo Herl
- 20220094: Multivariate quantile regression using superlevel sets of conditional densities

- Annika Camehl, Dennis Fok and Kathrin Gruber
- 20220093: Fully Modified Estimation in Cointegrating Polynomial Regressions: Extensions and Monte Carlo Comparison

- Yicong Lin and Hanno Reuvers
- 20220092: Cointegrating Polynomial Regressions With Power Law Trends: Environmental Kuznets Curve or Omitted Time Effects?

- Yicong Lin and Hanno Reuvers
- 20220091: Two Birds with One Stone: Technology Adoption and Market Participation through Protection against Crop Failure

- Wouter Zant
- 20220090: Nevertheless, they persist: Cross-Country Differences in Homeownership Behavior

- Stefanie Huber and Tobias Schmidt
- 20220089: Finding the European crime drop using a panel data model with stochastic trends

- Ilka van de Werve and Siem Jan Koopman
- 20220088: Intergenerational Sharing ofUnhedgeable Inflation Risk

- Damiaan H.J. Chen, Roel Beetsma and Sweder van Wijnbergen
- 20220087: Father of the Bride, or Steel Magnolias? Targeting men, women or both to reduce child marriage

- Rachel Cassidy, Anaya Dam, Wendy Janssens, Umair Kiani and Karlijn Morsink
- 20220086: Disinformation for Hire: Examining the Production of False COVID-19 Information

- Alain Cohn, Jan Stoop and Hatim A. Rahman
- 20220085: Firm Consolidation and Labor Market Outcomes

- Sabien Dobbelaere, Grace McCormack, Daniel Prinz and Sándor Sóvágó
- 20220084: Comparing Crowdfunding Mechanisms: Introducing the Generalized Moulin-Shenker Mechanism

- Andrej Woerner, Sander Onderstal and Arthur Schram
- 20220083: Empirical Evaluation of Broader Job Search Requirements for Unemployed Workers

- Bas van der Klaauw and Heike Vethaak
- 20220082: Optimal Commodity Taxation When Households Earn Multiple Incomes

- Kevin Spiritus
- 20220081: Why life gets better after age 50, for some: mental well-being and the social norm of work

- Coen van de Kraats, Titus Galama and Maarten Lindeboom
- 20220080: Gender Differences in Private and Public Goal Setting

- Jordi Brandts, Sabrine El Baroudi, Stefanie Huber and Christina Rott
- 20220079: Mental Health Literacy, Beliefs and Demand for Mental Health Support among University Students

- Michelle Acampora, Francesco Capozza and Vahid Moghani
- 20220078: Firm subsidies, financial intermediation, and bank stability

- Aleksandr Kazakov, Michael Koetter, Mirko Titze and Lena Tonzer
- 20220077: Costs and benefits of an Individual Learning Account (ILA): A simulation analysis for the Netherlands

- Henri Bussink and Bas ter Weel
- 20220076: The Demand for Programmable Payments

- Charles Kahn and Maarten van Oordt
- 20220075: Estimating Option Pricing Models Using a Characteristic Function Based Linear State Space Representation

- H. Peter Boswijk, Roger Laeven and Evgenii Vladimirov
- 20220074: Political Regimes, Party Ideological Homogeneity and Polarization

- Micael Castanheira and Benoit S Y Crutzen
- 20220073: Comparative Politics with Intraparty Candidate Selection

- Benoit S Y Crutzen and Nicolas Sahuguet
- 20220072: Long-term returns to local health-care spending

- Jakub Cerveny and Jan C. van Ours
- 20220070: This article establishes the Poisson optional stopping times (POST) method by Lange et al. (2020) as a near-universal method for solving liquidity-constrained American options, or, equivalently, penalised optimal-stopping problems. In this setup, the decision maker is permitted to “stopâ€, i.e. exercise the option, only at a set of Poisson arrival times; this can be viewed as a liquidity constraint or “penalty†that limits access to optionality. We use monotonicity arguments in function space to establish that the POST algorithm either (i) finds the solution or (ii) demonstrates that no solution exists. The monotonicity of POST carries over to the discretised setting, where we additionally show geometric convergence and provide convergence bounds. For jump-diffusion processes, dense matrix factorisation may be avoided by using a suitable operator-splitting method for which we prove convergence. We also highlight a connection with linear complementarity problems (LCPs). We use the POST algorithm to value American options and compute early-exercise boundaries for Kou’s jump-diffusion model and Heston’s stochastic volatility model, illustrating the breadth of application and numerical reliability of the method

- Jean-Claude Hessing, Rutger-Jan Lange and Daniel Ralph
- 20220069: Does economic uncertainty predict real activity in real-time?

- Bart Keijsers and Dick van Dijk
- 20220068: Tax incentives for high skilled migrants: evidence from a preferential tax scheme in the Netherlands

- Lisa Marie Timm, Massimo Giuliodori and Paul Muller
- 20220067: Artificial Collusion: Examining Supracompetitive Pricing by Q-learning Algorithms

- Arnoud V. den Boer, Janusz M. Meylahn and Maarten Pieter Schinkel
- 20220066: Robust Observation-Driven Models Using Proximal-Parameter Updates Abstract We propose an observation-driven modelling framework that permits time variation in the model’s parameters using a proximal-parameter (ProPar) update. ProPar maximizes the observation log-density with respect to the parameter vector, while penalizing the weighted ?2 norm relative to the one-step-ahead prediction. This yields an implicit stochastic-gradient update; taking instead the explicit version would produce the popular class of score-driven models. For log-concave observation densities (even when misspecified), ProPar’s robustness is evident from its muted response to outliers, stability under poorly specified learning rates, and global contractivity towards a pseudo-truth. We illustrate ProPar’s usefulness for estimating time-varying regressions, volatility, and quantiles.Classification-JEL: C10, C32, C51

- Rutger-Jan Lange, Bram van Os and Dick van Dijk
- 20220064: A Note on the Use of Syndicated Loan Data

- Isabella Müller, Felix Noth and Lena Tonzer
- 20220062: Occupational sorting on genes

- Thomas Buser, Rafael Ahlskog, Magnus Johannesson and Sven Oskarsson
- 20220061: Competitiveness and investments under emissions trading

- Leon Bremer and Konstantin Sommer
- 20220060: Optimal Taxation with Multiple Incomes and Types

- Kevin Spiritus, Etienne Lehmann and Sander Renes
- 20220059: Do early episodes of depression and anxiety make homelessness more likely?

- Julie Moschion and Jan C. van Ours
- 20220058: The river pollution claims problem

- Yuzhi Yang and Erik Ansink
- 20220057: International Assortative Matching in the European Labor Market

- Thomas Peeters and Jan C. van Ours
- 20220056: A meta-analysis of the total economic impact of climate change

- Richard Tol
- 20220055: Pitfalls of pay transparency: Evidence from the lab and the field

- Katharina Brütt and Huaiping Yuan
- 20220054: Time Pressure Preferences

- Thomas Buser, Roel van Veldhuizen and Yang Zhong
- 20220053: A Flexible Predictive Density Combination for Large Financial Data Sets in Regular and Crisis Periods

- Roberto Casarin, Stefano Grassi, Francesco Ravazzolo and Herman K. van Dijk
- 20220052: The Impact of Absent Coworkers on Productivity in Teams

- Sam Hoey, Thomas Peeters and Jan van Ours
- 20220050: How to reduce discrimination? Evidence from a field experiment in amateur soccer

- Robert Dur, Carlos Gomez-Gonzalez and Cornel Nesseler
- 20220049: Consumption Choices and Earnings Expectations: Empirical Evidence and Structural Estimation

- Christian Stoltenberg and Arne Uhlendorff
- 20220048: Till debt do us part: strategic divorces and a test of moral hazard

- Yeorim Kim, Mauro Mastrogiacomo, Stefan Hochguertel and Hans Bloemen
- 20220047: Does Growing up in Economic Hard Times Increase Compassion? The Case of Attitudes towards Immigration

- Maria Cotofan, Robert Dur and Stephan Meier
- 20220046: Impulsiveness moderates the effects of exogenous attention on the sensitivity to gains and losses in risky lotteries

- Alejandro Hirmas and Jan Engelmann
- 20220044: Housing returns and intertemporal substitution in consumption: estimates for industrial economies

- Lorenzo Pozzi
- 20220043: Cross-border Electricity Transfers in the case of differentiated Renewable Energy Sources: A Simulation Analysis for Germany and Spain

- Andreas Coester, Marjan Hofkes and Elissaios Papyrakis
- 20220042: Property transfer taxes, residential mobility, and welfare

- Daniel Jonas Schmidt
- 20220041: Carbon Capture: Storage vs. Utilization

- Michel Moreaux, Jean-Pierre Amigues, Gerard van der Meijden and Cees Withagen
- 20220040: Identifying Risk-based Selection in Social Insurance: New Approaches and Findings

- Mette Ejrnæs and Stefan Hochguertel
- 20220039: The effects of market integration on pollution: an analysis of EU enlargements

- Konstantin Sommer, Henri de Groot and Franc Klaassen
- 20220038: Confidence Intervals for Recursive Journal Impact Factors

- Johannes König, David Stern and Richard Tol
- 20220037: The locally partial permission value for games with a permission structure

- Hao Wu, Rene van den Brink and Arantza Estevez-Fernandez
- 20220036: Highway toll allocation

- Hao Wu, Rene van den Brink and Arantza Estevez-Fernandez
- 20220035: Public transport investments, commuting and gentrification: Evidence from Copenhagen

- Ismir Mulalic and Jan Rouwendal
- 20220034: Quantifying Systemic Risk in the Presence of Unlisted Banks: Application to the Dutch Financial Sector

- Daniel Dimitrov and Sweder van Wijnbergen
- 20220033: Prolonged worklife among grandfathers: Spillover effects on grandchildren's educational outcomes

- Jim Been, Anne C. Gielen, Marike Knoef and Gloria Moroni
- 20220032: Advance Information and Consumption Insurance: Evidence from Panel Data

- Marcelo Pedroni, Swapnil Singh and Christian Stoltenberg
- 20220031: Output Divergence in Fixed Exchange Rate Regimes: Is the Euro Area Growing Apart?

- Yao Chen and Felix Ward
- 20220030: The short-term effect of the COVID-19 crisis on employment probabilities of labour-market entrants in the Netherlands

- Henri Bussink, Tobias Vervliet and Bas ter Weel
- 20220029: SHE canÕt afford it and HE doesnÕt want it: The gender gap in the COVID-19 consumption response

- Stefanie Huber
- 20220028: Intergenerational Risk Sharing with Market Liquidity Risk

- Daniel Dimitrov
- 20220027: Human Capital Formation: The Effect of a Miscarriage on Mental Health, Labour Market, and Family Outcomes

- Sara Rellstab, Pieter Bakx and Pilar Garci‡-G—mez
- 20220026: Human Capital Formation: The Importance of Endogenous Longevity

- Titus Galama and Hans van Kippersluis
- 20220025: Good or Bad? Short- versus Long-Term Effects of Multigrading on Child Achievement

- Gian Paolo Barbetta, Patrick Chuard-Keller, Giuseppe Sorrenti and Gilberto Turati
- 20220024: Why Do Temporary Workers Have Higher Disability Insurance Risks Than Permanent Workers?

- Pierre Koning, Paul Muller and Roger Prudon
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