Tinbergen Institute Discussion Papers

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20140101: Welfare Benefits of Agglomeration and Worker Heterogeneity

C. N. Teulings, Ioulia Ossokina and Henri de Groot

20140100: Carbon Lock-In: The Role of Expectations

Gerard van der Meijden and Sjak Smulders

20140099: Price Differentiation and Discrimination in Transport Networks

Adriaan van der Weijde

20140098: The Formation of a Core Periphery Structure in Heterogeneous Financial Networks

Marco van der Leij, Daan in 't Veld and Cars Hommes

20140097: Need for Speed? Exchange Latency and Liquidity

Albert Menkveld and Marius Zoican

20140096: On the Invertibility of EGARCH

Guillaume Gaetan Martinet and Michael McAleer

20140095: The Industrial Organisation of the Dance Industry in the Netherlands: a Transaction Cost Perspective on Hybrid Forms of Organisation

Frank Den Butter and Jelle Joustra

20140094: Former Foreign Affiliates: Cast Out and Outperformed?

Beata Javorcik and Steven Poelhekke

20140093: Location Choices of highly Educated Foreign Workers: the Importance of Urban Amenities

Or Levkovich and Jan Rouwendal

20140092: Score Driven exponentially Weighted Moving Average and Value-at-Risk Forecasting

Andre Lucas and Xin Zhang

20140091: Crime, Employment and Social Welfare: an Individual-level Study on Disadvantaged Males

Geert Mesters, Victor van der Geest and Catrien Bijleveld

20140090: Improving Density Forecasts and Value-at-Risk Estimates by Combining Densities

Anne Opschoor, Dick van Dijk and Michel van der Wel

20140089: Regularized Regression Incorporating Network Information: Simultaneous Estimation of Covariate Coefficients and Connection Signs

Matthias Weber, Martin Schumacher and Harald Binder

20140088: Estimating the Skill Bias in Agglomeration Externalities and Social Returns to Education: Evidence from Dutch Matched Worker-Firm Micro-data

Stefan P.T. Groot and Henri de Groot

20140087: A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process

Christian Hafner and Michael McAleer

20140086: Transfers and Exchange-Stability in Two-Sided Matching Problems

Emiliya Lazarova, Peter Borm and Arantza Estévez-Fernández

20140085: On the Rise of Bayesian Econometrics after Cowles Foundation Monographs 10, 14

Nalan Baştürk, Cem Çakmaklı, Sanli Ceyhan Darendeli and Herman van Dijk

20140084: Does Access to Foreign Markets shape Internal Migration? Evidence from Brazil

Laura Hering and Rodrigo Paillacar

20140083: The Impact of Losing in a Competition on the Willingness to seek Further Challenges

Thomas Buser

20140082: Financial Distress and Happiness of Employees in Times of Economic Crisis

Efstratia Arampatzi, Martijn Burger and Ruut Veenhoven

20140081: How Diverse can Spatial Measures of Cultural Diversity be? Results from Monte Carlo Simulations on an Agent-Based Model

Daniel Arribas-Bel, Peter Nijkamp and Jacques Poot

20140080: Prices, Product Differentiation, and Heterogeneous Search Costs

Jose Moraga-Gonzalez, Zsolt Sándor and Matthijs Wildenbeest

20140079: Mutual Funds and Information Diffusion: The Role of Country-Level Governance

Chunmei Lin, Massimo Massa and Hong Zhang

20140078: Probabilistic Choice and Congestion Pricing with Heterogeneous Travellers and Price-Sensitive Demand

Paul Koster, Erik Verhoef, Simon Shepherd and David Watling

20140077: On the Existence and Uniqueness of Equilibrium in the Bottleneck Model with Atomic Users

Hugo Emilio Silva, Charles Lindsey, André de Palma and Vincent van den Berg

20140076: Advances in Financial Risk Management and Economic Policy Uncertainty: An Overview

Shawkat Hammoudeh and Michael McAleer

20140075: Asymmetric Realized Volatility Risk

David Allen, Michael McAleer and Marcel Scharth

20140074: Maximum Likelihood Estimation for correctly Specified Generalized Autoregressive Score Models: Feedback Effects, Contraction Conditions and Asymptotic Properties

Francisco Blasques, Siem Jan Koopman and Andre Lucas

20140073: New HEAVY Models for Fat-Tailed Returns and Realized Covariance Kernels

Pawel Janus, Andre Lucas, Anne Opschoor and Dick van Dijk

20140072: Time Varying Transition Probabilities for Markov Regime Switching Models

Marco Bazzi, Francisco Blasques, Siem Jan Koopman and Andre Lucas

20140071: A Dynamic Yield Curve Model with Stochastic Volatility and Non-Gaussian Interactions: An Empirical Study of Non-standard Monetary Policy in the Euro Area

Geert Mesters, Bernd Schwaab and Siem Jan Koopman

20140070: Common Risk Factors in Equity Markets

Victoria Atanasov

20140069: A One Line Derivation of EGARCH

Michael McAleer and Christian Hafner

20140068: Survival Analysis of very Low Birth Weight Infant Mortality in Taiwan

Chia-Lin Chang, Wei-Chen Chen and Michael McAleer

20140067: Interpreting Financial Market Crashes as Earthquakes: A New early Warning System for Medium Term Crashes

Francine Gresnigt, Erik Kole and Philip Hans Franses

20140066: Cultural Diversity and Cultural Distance as Choice Determinants of Migration Destination

Zhiling Wang, Thomas Graaff and Peter Nijkamp

20140065: Crowded Trades: An Overlooked Systemic Risk for Central Clearing Counterparties

Albert Menkveld

20140064: Welfare Effects of Distortionary Tax Incentives under Preference Heterogeneity: An Application to Employer-provided Electric Cars

Alexandros Dimitropoulos, Jos van Ommeren, Paul Koster and Piet Rietveld

20140063: Bidding for Nothing? The Pitfalls of overly Neutral Framing

Peter Dürsch and Julia Müller

20140062: Just how Good are the Top Three Journals in Finance? An Assessment based on Quantity and Quality Citations

Chia-Lin Chang and Michael McAleer

20140061: Empirical Bayes Methods for Dynamic Factor Models

Siem Jan Koopman and Geert Mesters

20140060: A Tourism Financial Conditions Index

Chia-Lin Chang, Hui-Kuang Hsu and Michael McAleer

20140059: Does Competition make Banks more Risk-seeking?

Stefan Arping

20140058: Mostly Sunny: A Forecast of Tomorrow's Power Index Research

Sascha Kurz, Nicola Maaser, Stefan Napel and Matthias Weber

20140057: Bayesian D-Optimal Choice Designs for Mixtures

Aiste Ruseckaite, Peter Goos and Dennis Fok

20140056: Testing for Distortions in Performance Measures: An Application to Residual Income Based Measures like Economic Value Added

Randolph Sloof and Mirjam Praag

20140055: Entrepreneurial Couples

Michael Dahl, Mirjam Praag and Peter Thompson

20140054: Risk Measurement and Risk Modelling using Applications of Vine Copulas

David Allen, Michael McAleer and Abhay K. Singh

20140053: Ability Dispersion and Team Performance

Sander Hoogendoorn, Simon Parker and Mirjam Praag

20140052: On an Estimation Method for an Alternative Fractionally Cointegrated Model

Federico Carlini and Katarzyna Łasak

20140051: Peers at Work: From the Field to the Lab

Roel van Veldhuizen, Hessel Oosterbeek and Joep Sonnemans

20140050: The Effect of Railway Travel on Urban Spatial Structure

Martijn Dröes and Piet Rietveld

20140049: Cultural Heritage and the Attractiveness of Cities: Evidence from Recreation Trips

Ruben van Loon, Tom Gosens and Jan Rouwendal

20140048: Are CEOs incentivized to avoid Corporate Taxes? - Empirical Evidence on Managerial Bonus Contracts

Heiner Schmittdiel

20140047: The Value of Proximity to Water in Residential Areas

Jan Rouwendal, Ramona van Marwijk and Or Levkovich

20140046: Information Theoretic Optimality of Observation Driven Time Series Models

Francisco Blasques, Siem Jan Koopman and Andre Lucas

20140045: A Field Experiment in Motivating Employee Ideas

Susanne Neckermann, Michael Gibbs and Christoph Siemroth

20140044: Sadder but wiser: The Effects of Affective States and Weather on Ambiguity Attitudes

Aurelien Baillon, Philipp Koellinger and Theresa Treffers

20140043: Knowing that You Matter, Matters! The Interplay of Meaning, Monetary Incentives, and Worker Recognition

Michael Kosfeld, Susanne Neckermann and Xiaolan Yang

20140042: Choosing Voting Systems behind the Veil of Ignorance: A Two-Tier Voting Experiment

Matthias Weber

20140041: Functional and Sectoral Division of Labour within Central and Eastern European Countries: Evidence from Greenfield FDI

Teodora Dogaru, Martijn Burger, Bas Karreman and Frank Oort

20140040: Insurance, Entrepreneurial Start-Up, and Performance

Mette Ejrnæs and Stefan Hochguertel

20140039: Return and Risk of Pairs Trading using a Simulation-based Bayesian Procedure for Predicting Stable Ratios of Stock Prices

Lukasz Gatarek, Lennart Hoogerheide and Herman van Dijk

20140038: Audit Rates and Compliance: A Field Experiment in Long-term Care

Maarten Lindeboom, Bas van der Klaauw and Sandra Vriend

20140037: Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance

Manabu Asai and Michael McAleer

20140036: The Impact of Matching Mission Preferences on Well-being at Work

Robin Zoutenbier

20140035: Shadow Banking and Traditional Bank Lending: The Role of Implicit Guarantees

Lucyna Gornicka

20140034: Task-specific Human Capital and Organizational Inertia

Josse Delfgaauw and Otto Swank

20140033: The Great Divergence: A Network Approach

Ines Lindner and Holger Strulik

20140032: The Dynamic Skellam Model with Applications

Siem Jan Koopman, Rutger Lit and Andre Lucas

20140031: The Magnitude and Distance Decay of Trade in Goods and Services: New Evidence for European Countries

Martijn Burger, Mark Thissen, Frank Oort and Dario Diodato

20140030: Nontransferable Utility Bankruptcy Games

Arantza Estévez-Fernández, Peter Borm and M. Gloria Fiestras-Janeiro

20140029: Maximum Likelihood Estimation for Score-Driven Models

Francisco Blasques, Siem Jan Koopman and Andre Lucas

20140028: A New Bootstrap Test for the Validity of a Set of Marginal Models for Multiple Dependent Time Series: An Application to Risk Analysis

David Ardia, Lukasz Gatarek and Lennart F. Hoogerheide

20140027: Intraday Price Discovery in Fragmented Markets

Sait Ozturk and Michel van der Wel

20140026: Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations

Chia-Lin Chang and Michael McAleer

20140025: Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay

Michael McAleer

20140024: A Test for the Portion of Bivariate Dependence in Multivariate Tail Risk

Carsten Bormann, Melanie Schienle and Julia Schaumburg

20140023: Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences

Chia-Lin Chang and Michael McAleer

20140022: Optimal Hedging with the Vector Autoregressive Model

Lukasz Gatarek and Soren Johansen

20140021: Fractional Cointegration Rank Estimation

Katarzyna Łasak and Carlos Velasco

20140020: What Clients want: Choices between Lawyers' Offerings

Flora Felso, Sander Onderstal and Jo Seldeslachts

20140019: Solving the Inverse Power Problem in Two-Tier Voting Settings

Matthias Weber

20140018: The Effects of Liquidity Regulation on Bank Assets and Liabilities

Patty Duijm and Peter Wierts

20140017: Don't demotivate, discriminate

Jurjen Kamphorst and Otto Swank

20140016: Auctioning and Selling Positions: A Non-cooperative Approach to Queuing Conflicts

Rene van den Brink, Youngsub Chun and Yuan Ju

20140015: How Risk Sharing may enhance Efficiency in English Auctions

Audrey Hu, Theo Offerman and Liang Zou

20140014: Machine News and Volatility: The Dow Jones Industrial Average and the TRNA Sentiment Series

David Allen, Michael McAleer and Abhay K. Singh

20140013: A Simple Model of Group Selection that cannot be analyzed with Inclusive Fitness

Matthijs van Veelen, Shishi Luo and Burton Simon

20140012: The Causal Links between Aid and Government Expenditures

Lukasz Marc

20140011: Skill Variety, Innovation and New Business Formation

Jolanda Hessels, Udo Brixy, Wim Naudé and Thomas Gries

20140010: Testing for Parameter Instability in Competing Modeling Frameworks

Francesco Calvori, Drew Creal, Siem Jan Koopman and Andre Lucas

20140009: Social Relations, Incentives, and Gender in the Workplace

Okemena Onemu

20140008: Prospects for an EMU between Federalism and Nationalism

Frank Den Butter and Mathieu L.L. Segers

20140007: A Tourism Conditions Index

Chia-Lin Chang, Hui-Kuang Hsu and Michael McAleer

20140006: Fiscal and Monetary Policy Coordination, Macroeconomic Stability, and Sovereign Risk

Dennis Bonam and Jasper Lukkezen

20140005: Assessing the Economic and Political Impacts of Climate Change on International River Basins using Surface Wetness in the Zambezi and Mekong Basins

Brian Blankespoor, Alan Basist, Ariel Dinar, Shlomi Dinar, Harold Houba and Neil Thomas

20140004: Financial Fragility and the Fiscal Multiplier

Sweder van Wijnbergen and Christiaan van der Kwaak

20140003: Efficiency Effects of Unit-based Pricing Systems and Institutional Choices of Waste Collection

Elbert Dijkgraaf and Raymond Gradus

20140002: Agriculture, Transportation and the Timing of Urbanization: Global Analysis at the Grid Cell Level

Mesbah J. Motamed, Raymond Florax and William Masters