Tinbergen Institute Discussion Papers

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20140140: Third-degree Price Discrimination in the Presence of Congestion Externality

Achim I. Czerny and Anming Zhang

20140139: Sequential Auctions, Price Trends, and Risk Preferences

Audrey Hu and Liang Zou

20140138: The Determinants of CDS Bid-ask Spreads

Marcin Wojtowicz

20140137: Capital Structure Arbitrage revisited

Marcin Wojtowicz

20140136: Risk, Uncertainty and Entrepreneurship: Evidence From a Lab-in-the-Field Experiment

Martin Koudstaal, Randolph Sloof and Mirjam Praag

20140135: Temporal, Spatial, Economic and Crime Factors in Illicit Drug Usage across European Cities

Jacques J.F. Commandeur, Sunčica Vujić, Siem Jan Koopman and Barbara Kasprzyk-Hordern

20140134: European Market Portfolio Diversification Strategies across the GFC

David Allen, Michael McAleer, Robert Powell and Abhay K. Singh

20140133: Expected Utility and Catastrophic Risk

Masako Ikefuji, Roger Laeven, Jan Magnus and Chris Muris

20140132: The Economics of Transboundary River Management

Erik Ansink and Harold Houba

20140131: Price Competition on Graphs

Pim Heijnen and Adriaan Soetevent

20140130: A Practical Method to estimate the Benefits of Improved Network Reliability: An Application to Departing Air Passengers

Eric Kroes, Paul Koster and Stefanie Peer

20140129: Penalizing Cartels: The Case for Basing Penalties on Price Overcharge

Yannis Katsoulacos, Evgenia Motchenkova and David Ulph

20140128: The Influence of Environmental Concerns on Drivers’ Preferences for Electric Cars

Alexandros Dimitropoulos

20140127: The Forecast Combination Puzzle: A Simple Theoretical Explanation

Gerda Claeskens, Jan Magnus, Andrey Vasnev and Wendun Wang

20140126: Adaptation for Mitigation

Masako Ikefuji, Jan Magnus and Hiroaki Sakamoto

20140125: Asymmetry and Leverage in Conditional Volatility Models

Michael McAleer

20140124: Renewable Energy and Negative Externalities: The Effect of Wind Turbines on House Prices

Martijn Dröes and Hans Koster

20140123: Detailed Data and Changes in Market Structure: The Move to Unmanned Gasoline Service Stations

Tadas Bružikas and Adriaan Soetevent

20140122: Transformations of Industrial Heritage: Insights into External Effects on House Prices

Mark van Duijn, Jan Rouwendal and Richard Boersema

20140121: When a Price is Enough: Implementation in Optimal Tax Design

Sander Renes and Floris T. Zoutman

20140120: Local Economic Conditions and the Nature of New Housing Supply

Christian Hilber, Jan Rouwendal and Wouter Vermeulen

20140119: Bayesian Forecasting of US Growth using Basic Time Varying Parameter Models and Expectations Data

Nalan Baştürk, Sanli Ceyhan Darendeli and Herman van Dijk

20140118: Joint Bayesian Analysis of Parameters and States in Nonlinear, Non-Gaussian State Space Models

István Barra, Lennart Hoogerheide, Siem Jan Koopman and Andre Lucas

20140117: Reserve-Dependent Benefits and Costs in Life and Health Insurance Contracts

Marcus C. Christiansen, Michel M. Denuit and Jan Dhaene

20140116: Does Relative Grading help Male Students? Evidence from a Field Experiment in the Classroom

Eszter Czibor, Sander Onderstal, Randolph Sloof and Mirjam Praag

20140115: Biased Supervision

Josse Delfgaauw and Michiel Souverijn

20140114: Do Organic Inputs in African Subsistence Agriculture Raise Productivity? Evidence from Plot Data of Malawi Household Surveys

Wouter Zant

20140113: Nowcasting and Forecasting Economic Growth in the Euro Area using Principal Components

Irma Hindrayanto, Siem Jan Koopman and Jasper de Winter

20140112: Research among Copycats: R&D, Spillovers, and Feedback Strategies

Grega Smrkolj and Florian Wagener

20140111: Loss Modification Incentives for Insurers under Expected Utility and Loss Aversion

Adriaan Soetevent and Liting Zhou

20140110: Cocos, Contagion and Systemic Risk

Stephanie Chan and Sweder van Wijnbergen

20140109: The Stature of the Self-employed and its Premium

Cornelius A. Rietveld, Jolanda Hessels and Peter van der Zwan

20140108: Technological Change during the Energy Transition

Gerard van der Meijden and Sjak Smulders

20140107: Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models

Francisco Blasques, Siem Jan Koopman, Andre Lucas and Julia Schaumburg

20140106: Volatility Spillovers from Australia's Major Trading Partners across the GFC

David Allen, Michael McAleer, Robert Powell and Abhay K. Singh

20140105: Low Frequency and Weighted Likelihood Solutions for Mixed Frequency Dynamic Factor Models

Francisco Blasques, Siem Jan Koopman and Max Mallee

20140104: The Minimal Entropy Martingale Measure in a Market of Traded Financial and Actuarial Risks

Jan Dhaene, Ben Stassen, Pierre Devolder and Michel Vellekoop

20140103: Optimal Formulations for Nonlinear Autoregressive Processes

Francisco Blasques, Siem Jan Koopman and Andre Lucas

20140102: Mortality Effects of Containing Moral Hazard: Evidence from Disability Insurance Reform

Pilar Garcia-Gomez and Anne Gielen

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