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202200071: Import competition and domestic transport costs Downloads
Michiel Gerritse and Andrea Caragliu
202200065: Can Communication Mitigate Strategic Delays in Investment Timing? Downloads
Ayse Gul Mermer, Sander Onderstal and Joep Sonnemans
20230030: The Fast and The Studious? Ramadan Observance and Student Performance Downloads
Kyra Hanemaaijer, Olivier Marie and Marco Musumeci
20230028: History-Dependent Monetary Regimes: A Lab Experiment and a Henk Model Downloads
Jasmina Arifovic, Isabelle Salle and Hung Truong
20230027: Who’s Afraid of Policy Experiments? Downloads
Robert Dur, Arjan Non, Paul Prottung and Benedetta Ricci
20230026: The Gasoline Climate Trap Downloads
Josse Delfgaauw and Otto Swank
20230025: Homo Moralis and regular altruists II Downloads
Aslihan Akdeniz, Christopher Graser and Matthijs van Veelen
20230024: An urban overhead? Crime, agglomeration, and amenity Downloads
Stuart Donovan, Thomas de Graaff, Henri de Groot and Aaron Schiff
20230022: Consumption Choices and Earnings Expectations: Empirical Evidence and Structural Estimation Downloads
Christian Stoltenberg and Arne Uhlendorff
20230021: A Multilevel Factor Model for Economic Activity with Observation Driven Dynamic Factors Downloads
Mariia Artemova, Francisco Blasques and Siem Jan Koopman
20230020: Competing for Dark Trades Downloads
Paul J. Irvine and Egle Karmaziene
20230019: Aversion to Health Inequality - Pure, Income-Related and Income-Caused Downloads
Matthew Robson, Owen O’Donnell and Tom Van Ourti
20230018: Slow Expectation-Maximization Convergence in Low-Noise Dynamic Factor Models Downloads
Daan Opschoor and Dick van Dijk
20230017: Distributionally Sensitive Measurement and Valuation of Population Health Downloads
Shaun Da Costa, Owen O'Donnell and Raf Van Gestel
20230016: Extremum Monte Carlo Filters: Real-Time Signal Extraction via Simulation and Regression Downloads
Francisco Blasques, Siem Jan Koopman and Karim Moussa
20230015: A Framework for the Estimation of Demand for Differentiated Products with Simultaneous Consumer Search Downloads
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 Downloads
Yasmine van der Straten
20230013: Analyzing and forecasting economic crises with an agent-based model of the euro area Downloads
Cars Hommes and Sebastian Poledna
20230012: Preference estimation from point allocation experiments Downloads
Marion Collewet and Paul Koster
20230011: An inexact science: Accounting for measurement error and downward bias in mode and location choice models Downloads
Stuart Donovan, Thomas de Graaff and Henri de Groot
20230010: Stronger together: Group incentives and the demand for prevention Downloads
Mylène Lagarde and Carlos Riumallo Herl
20230009: Urban income inequality and social welfare Downloads
Paul Koster
20230008: Counting what counts: Moral considerations and market surplus Downloads
Paul Koster
20230007: Does trade integration imply growth in Latin America? Evidence from a dynamic spatial spillover model Downloads
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 Downloads
Sabien Dobbelaere, Catherine Fuss and Mark Vancauteren
20230005: Borrowing constraints, housing tenure choice and buy-to-let investors: An assignment model Downloads
Jan Rouwendal, Florian Sniekers and Ning Jia
20230004: Time-Weighted Difference-in-Differences: Accounting for Common Factors in Short T Panels Downloads
Timo Schenk
20230003: Activating the Long-Term Inactive: Labor Market and Mental Health Effects Downloads
Mareen Bastiaans, Robert Dur and Anne C. Gielen
20230002: Macroprudential Regulation: A Risk Management Approach Downloads
Sweder van Wijnbergen and Daniël Dimitrov
20230001: Regional Capital No More. How the Reform of the Territorial Government has Marginalized Polish Middle-sized Cities Downloads
Borys Cie?lak, Paula Nagler and Frank van Oort
20220098: Skills, Parental Sorting, and Child Inequality Downloads
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 Downloads
Saeed Badri, Bernd Heidergott and Ines Lindner
20220096: Working from Home in the Netherlands: Looking Inside the Blackbox of Work and Occupations Downloads
Emil Mihaylov
20220095: Selective Exercise of Discretion in Disability Insurance Awards Downloads
Pilar Garcia-Gomez, Pierre Koning, Owen O'Donnell and Carlos Riumallo Herl
20220094: Multivariate quantile regression using superlevel sets of conditional densities Downloads
Annika Camehl, Dennis Fok and Kathrin Gruber
20220093: Fully Modified Estimation in Cointegrating Polynomial Regressions: Extensions and Monte Carlo Comparison Downloads
Yicong Lin and Hanno Reuvers
20220092: Cointegrating Polynomial Regressions With Power Law Trends: Environmental Kuznets Curve or Omitted Time Effects? Downloads
Yicong Lin and Hanno Reuvers
20220091: Two Birds with One Stone: Technology Adoption and Market Participation through Protection against Crop Failure Downloads
Wouter Zant
20220090: Nevertheless, they persist: Cross-Country Differences in Homeownership Behavior Downloads
Stefanie Huber and Tobias Schmidt
20220089: Finding the European crime drop using a panel data model with stochastic trends Downloads
Ilka van de Werve and Siem Jan Koopman
20220088: Intergenerational Sharing ofUnhedgeable Inflation Risk Downloads
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 Downloads
Rachel Cassidy, Anaya Dam, Wendy Janssens, Umair Kiani and Karlijn Morsink
20220086: Disinformation for Hire: Examining the Production of False COVID-19 Information Downloads
Alain Cohn, Jan Stoop and Hatim A. Rahman
20220085: Firm Consolidation and Labor Market Outcomes Downloads
Sabien Dobbelaere, Grace McCormack, Daniel Prinz and Sándor Sóvágó
20220084: Comparing Crowdfunding Mechanisms: Introducing the Generalized Moulin-Shenker Mechanism Downloads
Andrej Woerner, Sander Onderstal and Arthur Schram
20220083: Empirical Evaluation of Broader Job Search Requirements for Unemployed Workers Downloads
Bas van der Klaauw and Heike Vethaak
20220082: Optimal Commodity Taxation When Households Earn Multiple Incomes Downloads
Kevin Spiritus
20220081: Why life gets better after age 50, for some: mental well-being and the social norm of work Downloads
Coen van de Kraats, Titus Galama and Maarten Lindeboom
20220080: Gender Differences in Private and Public Goal Setting Downloads
Jordi Brandts, Sabrine El Baroudi, Stefanie Huber and Christina Rott
20220079: Mental Health Literacy, Beliefs and Demand for Mental Health Support among University Students Downloads
Michelle Acampora, Francesco Capozza and Vahid Moghani
20220078: Firm subsidies, financial intermediation, and bank stability Downloads
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 Downloads
Henri Bussink and Bas ter Weel
20220076: The Demand for Programmable Payments Downloads
Charles Kahn and Maarten van Oordt
20220075: Estimating Option Pricing Models Using a Characteristic Function Based Linear State Space Representation Downloads
H. Peter Boswijk, Roger Laeven and Evgenii Vladimirov
20220074: Political Regimes, Party Ideological Homogeneity and Polarization Downloads
Micael Castanheira and Benoit S Y Crutzen
20220073: Comparative Politics with Intraparty Candidate Selection Downloads
Benoit S Y Crutzen and Nicolas Sahuguet
20220072: Long-term returns to local health-care spending Downloads
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 Downloads
Jean-Claude Hessing, Rutger-Jan Lange and Daniel Ralph
20220069: Does economic uncertainty predict real activity in real-time? Downloads
Bart Keijsers and Dick van Dijk
20220068: Tax incentives for high skilled migrants: evidence from a preferential tax scheme in the Netherlands Downloads
Lisa Marie Timm, Massimo Giuliodori and Paul Muller
20220067: Artificial Collusion: Examining Supracompetitive Pricing by Q-learning Algorithms Downloads
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 Downloads
Rutger-Jan Lange, Bram van Os and Dick van Dijk
20220064: A Note on the Use of Syndicated Loan Data Downloads
Isabella Müller, Felix Noth and Lena Tonzer
20220062: Occupational sorting on genes Downloads
Thomas Buser, Rafael Ahlskog, Magnus Johannesson and Sven Oskarsson
20220061: Competitiveness and investments under emissions trading Downloads
Leon Bremer and Konstantin Sommer
20220060: Optimal Taxation with Multiple Incomes and Types Downloads
Kevin Spiritus, Etienne Lehmann and Sander Renes
20220059: Do early episodes of depression and anxiety make homelessness more likely? Downloads
Julie Moschion and Jan C. van Ours
20220058: The river pollution claims problem Downloads
Yuzhi Yang and Erik Ansink
20220057: International Assortative Matching in the European Labor Market Downloads
Thomas Peeters and Jan C. van Ours
20220056: A meta-analysis of the total economic impact of climate change Downloads
Richard Tol
20220055: Pitfalls of pay transparency: Evidence from the lab and the field Downloads
Katharina Brütt and Huaiping Yuan
20220054: Time Pressure Preferences Downloads
Thomas Buser, Roel van Veldhuizen and Yang Zhong
20220053: A Flexible Predictive Density Combination for Large Financial Data Sets in Regular and Crisis Periods Downloads
Roberto Casarin, Stefano Grassi, Francesco Ravazzolo and Herman K. van Dijk
20220052: The Impact of Absent Coworkers on Productivity in Teams Downloads
Sam Hoey, Thomas Peeters and Jan van Ours
20220050: How to reduce discrimination? Evidence from a field experiment in amateur soccer Downloads
Robert Dur, Carlos Gomez-Gonzalez and Cornel Nesseler
20220049: Consumption Choices and Earnings Expectations: Empirical Evidence and Structural Estimation Downloads
Christian Stoltenberg and Arne Uhlendorff
20220048: Till debt do us part: strategic divorces and a test of moral hazard Downloads
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 Downloads
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 Downloads
Alejandro Hirmas and Jan Engelmann
20220044: Housing returns and intertemporal substitution in consumption: estimates for industrial economies Downloads
Lorenzo Pozzi
20220043: Cross-border Electricity Transfers in the case of differentiated Renewable Energy Sources: A Simulation Analysis for Germany and Spain Downloads
Andreas Coester, Marjan Hofkes and Elissaios Papyrakis
20220042: Property transfer taxes, residential mobility, and welfare Downloads
Daniel Jonas Schmidt
20220041: Carbon Capture: Storage vs. Utilization Downloads
Michel Moreaux, Jean-Pierre Amigues, Gerard van der Meijden and Cees Withagen
20220040: Identifying Risk-based Selection in Social Insurance: New Approaches and Findings Downloads
Mette Ejrnæs and Stefan Hochguertel
20220039: The effects of market integration on pollution: an analysis of EU enlargements Downloads
Konstantin Sommer, Henri de Groot and Franc Klaassen
20220038: Confidence Intervals for Recursive Journal Impact Factors Downloads
Johannes König, David Stern and Richard Tol
20220037: The locally partial permission value for games with a permission structure Downloads
Hao Wu, Rene van den Brink and Arantza Estevez-Fernandez
20220036: Highway toll allocation Downloads
Hao Wu, Rene van den Brink and Arantza Estevez-Fernandez
20220035: Public transport investments, commuting and gentrification: Evidence from Copenhagen Downloads
Ismir Mulalic and Jan Rouwendal
20220034: Quantifying Systemic Risk in the Presence of Unlisted Banks: Application to the Dutch Financial Sector Downloads
Daniel Dimitrov and Sweder van Wijnbergen
20220033: Prolonged worklife among grandfathers: Spillover effects on grandchildren's educational outcomes Downloads
Jim Been, Anne C. Gielen, Marike Knoef and Gloria Moroni
20220032: Advance Information and Consumption Insurance: Evidence from Panel Data Downloads
Marcelo Pedroni, Swapnil Singh and Christian Stoltenberg
20220031: Output Divergence in Fixed Exchange Rate Regimes: Is the Euro Area Growing Apart? Downloads
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 Downloads
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 Downloads
Stefanie Huber
20220028: Intergenerational Risk Sharing with Market Liquidity Risk Downloads
Daniel Dimitrov
20220027: Human Capital Formation: The Effect of a Miscarriage on Mental Health, Labour Market, and Family Outcomes Downloads
Sara Rellstab, Pieter Bakx and Pilar Garci‡-G—mez
20220026: Human Capital Formation: The Importance of Endogenous Longevity Downloads
Titus Galama and Hans van Kippersluis
20220025: Good or Bad? Short- versus Long-Term Effects of Multigrading on Child Achievement Downloads
Gian Paolo Barbetta, Patrick Chuard-Keller, Giuseppe Sorrenti and Gilberto Turati
20220024: Why Do Temporary Workers Have Higher Disability Insurance Risks Than Permanent Workers? Downloads
Pierre Koning, Paul Muller and Roger Prudon
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