Tinbergen Institute Discussion Papers

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20130152: Does it pay to invest in Art? A Selection-corrected Returns Perspective

Arthur Korteweg, Roman Kräussl and Patrick Verwijmeren

20130151: A Note on an Estimation Problem in Models with Adaptive Learning

Norbert Christopeit and Michael Massmann

20130150: Price Effects of Sovereign Debt Auctions in the Euro-zone: The Role of the Crisis

Roel Beetsma, Massimo Giuliodori, Frank de Jong and Daniel Widijanto

20130149: Participation Constraints in Pension Systems

Roel Beetsma and Ward Romp

20130148: Space and Knowledge Spillovers in European Regions

Andrea Caragliu and Peter Nijkamp

20130147: Assessment of Local Key Sectors in a Triple-Layer Spatial System

Eveline van Leeuwen, Yoshifumi Ishikawa and Peter Nijkamp

20130146: Crowding Externalities from Tourist Use of Urban Space

Bart Neuts, Peter Nijkamp and Eveline van Leeuwen

20130145: Modelling Tourism Development and Long-run Economic Growth in Aruba

Jorge Ridderstaat, Robertico Croes and Peter Nijkamp

20130144: Homeownership, Unemployment and Commuting Distances

Yuval Kantor, Peter Nijkamp and Jan Rouwendal

20130143: The Wear and Tear on Health: What is the Role of Occupation?

Bastian Ravesteijn, Hans van Kippersluis and Eddy Van Doorslaer

20130142: Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model

Monica Billio, Roberto Casarin, Francesco Ravazzolo and Herman van Dijk

20130141: From Islands to Hubs of Innovation: Connecting Innovative Regions

Andrea Caragliu and Peter Nijkamp

20130140: An Exploratory Landscape Metrics Approach to Agricultural Changes: Applications of Spatial Economic Consequences for the Algarve, Portugal

Eric de Noronha Vaz, Teresa de Noronha and Peter Nijkamp

20130139: Mobile Phone Data and Urban Analysis: An Exploratory Space – Time Study

Emmanouil Tranos, John Steenbruggen and Peter Nijkamp

20130138: Digital Destinations in the Tourist Sector: A Path Model for the Impact of e-Services on Tourist Expenditures in Amsterdam

Bart Neuts, Joao Romao, Peter Nijkamp and Eveline van Leeuwen

20130137: A Target-Oriented Data Envelopment Analysis for Energy-Environment Efficiency Improvement in Japan

Soushi Suzuki, Peter Nijkamp and Piet Rietveld

20130136: Labour Market Effects of International Fragmentation of Production; Evidence from a Survey and Case Studies in the Dutch Industry

Ebel Berghuis and Frank Den Butter

20130135: Managing Transaction Costs in International Production; Evidence on Entrepreneurship from Case Studies in The Netherlands

Ebel Berghuis and Frank Den Butter

20130134: Firm Formation and Agglomeration under Monopolistic Competition

Stephan Brunow and Peter Nijkamp

20130133: The Firms behind the Regions: Analysis of Regional Innovation Performance in Portugal by External Logistic Biplots

Teresa de Noronha, Purificación Vicente Galindo, Peter Nijkamp and Eric de Noronha Vaz

20130132: Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures

Hooi Hooi Lean and Michael McAleer

20130131: Aggressive Reporting and Probabilistic Auditing in a Principles-Based Environment

Suzanne H. Bijkerk, Vladimir Karamychev and Otto Swank

20130130: Modified Ramsey Discounting for Climate Change

Richard Tol

20130129: Self-employment and Health: Barriers or Benefits?

Cornelius A. Rietveld, Hans van Kippersluis and Roy Thurik

20130128: Market Integration Dynamics and Asymptotic Price Convergence in Distribution

Alfredo Garcia-Hiernaux, David Guerrero and Michael McAleer

20130127: Semiparametric Cross Entropy for Rare-Event Simulation

Zdravko Botev, Ad Ridder and Leonardo Rojas-Nandayapa

20130126: A Real Option Perspective on Valuing Gas Fields

Lin Zhao and Sweder van Wijnbergen

20130125: Expectations in Experiments

Florian Wagener

20130124: Reconciling Consumption Inequality with Income Inequality

Vadym Lepetyuk and Christian Stoltenberg

20130123: Overreporting vs. Overreacting: Commuters' Perceptions of Travel Times

Stefanie Peer, Jasper Knockaert, Paul Koster and Erik Verhoef

20130122: Sequential Monte Carlo for Counting Vertex Covers in General Graphs

Radislav Vaisman, Zdravko Botev and Ad Ridder

20130121: Forecasting Earnings Forecasts

Bert de Bruijn and Philip Hans Franses

20130120: Coarse Tolling with Heterogeneous Preferences

Vincent van den Berg

20130119: The Causal Effect of Retirement on Mortality - Evidence from Targeted Incentives to retire early

Hans Bloemen, Stefan Hochguertel and Jochem Zweerink

20130118: The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry

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

20130117: Tender Auctions with Existing Operators Bidding

Vincent van den Berg

20130116: Measuring Pattern, Amplitude and Timing Differences between Monetary and Non-Monetary Seasonal Factors of Tourism - the Case of Aruba

Jorge Ridderstaat and Peter Nijkamp

20130115: Dynamics in Aceh and North Sumatera after the Twin Disasters: An Investigation into the Relevance of the Locational Fundamental Theory

Aloysius Brata, Henri de Groot and Piet Rietveld

20130114: Volatility Smirk as an Externality of Agency Conflict and Growing Debt

Marcin Jaskowski and Michael McAleer

20130113: Predicting Covariance Matrices with Financial Conditions Indexes

Anne Opschoor, Dick van Dijk and Michel van der Wel

20130112: Superstars need Social Benefits: An Experiment on Network Formation

Boris van Leeuwen, Theo Offerman and Arthur Schram

20130111: Estimating Structural Parameters in Regression Models with Adaptive Learning

Norbert Christopeit and Michael Massmann

20130110: Socio-cultural Diversity and Urban Buzz

Daniel Arribas-Bel, Karima Kourtit and Peter Nijkamp

20130109: Herding Behaviour, Bubbles and Log Periodic Power Laws in Illiquid Stock Markets. A Case Study on the Bucharest Stock Exchange

Daniel Traian Pele, Miruna Mazurencu-Marinescu and Peter Nijkamp

20130108: A Multi-Actor Multi-Criteria Analysis of the Performance of Global Cities

Karima Kourtit, Cathy Macharis and Peter Nijkamp

20130107: Modelling R&D and Innovation Support Systems – Analysis of Regional Cluster Structures in Innovation in Portugal

Teresa de Noronha, Purificación Vicente Galindo and Peter Nijkamp

20130106: The Creative Urban Diaspora Economy: A Disparity Analysis among Migrant Entrepreneurs

Karima Kourtit, Peter Nijkamp and Daniel Arribas-Bel

20130105: A Stepwise Efficiency Improvement DEA Model for Airport Management with a Fixed Runway Capacity

Soushi Suzuki and Peter Nijkamp

20130104: The Rat Race between World Cities: In Search of Exceptional Places by Means of Super-Efficient Data Development Analysis

Karima Kourtit, Peter Nijkamp and Soushi Suzuki

20130103: Residents’ Appreciation of Cultural Heritage in Tourist Centres - A Micro-simulation Modelling Approach to Amsterdam

Eveline van Leeuwen, Karima Kourtit and Peter Nijkamp

20130102: The Spatial-Institutional Architecture of Firms’ Innovative Behaviour

Eric de Noronha Vaz, Teresa de Noronha and Peter Nijkamp

20130101: Costly Location in Hotelling Duopoly

Jeroen Hinloopen and Stephen Martin

20130100: Adoption of Electric Vehicle in the Netherlands – A Stated Choice Experiment

Marija Bockarjova, Piet Rietveld and J.S.A. Knockaert

20130099: Innovate or imitate? Behavioural Technological Change

Cars Hommes and Paolo Zeppini

20130098: International Technology Diffusion of Joint and Cross-border Patents

Chia-Lin Chang, Michael McAleer and Ju-Ting Tang

20130097: Stationarity and Ergodicity Regions for Score Driven Dynamic Correlation Models

Francisco Blasques, Andre Lucas and Erkki Silde

20130096: The Economics of First-Contract Mediation

Sabien Dobbelaere and Roland Iwan Luttens

20130095: Allocation of Human Capital and Innovation at the Frontier: Firm-level Evidence on Germany and the Netherlands

Eric Bartelsman, Sabien Dobbelaere and Bettina Peters

20130094: Resource Extraction in a Political Economy Framework

Karolina Ryszka

20130093: Order Monotonic Solutions for Generalized Characteristic Functions

Rene van den Brink, Enrique González-Aranguena, Conrado Manuel and Mónica del Pozo

20130092: Realized Volatility Risk

David Allen, Michael McAleer and Marcel Scharth

20130091: Flexible Pension Take-up in Social Security

Yvonne Adema, Jan Bonenkamp and Lex Meijdam

20130090: Posterior-Predictive Evidence on US Inflation using Extended New Keynesian Phillips Curve Models with Non-filtered Data

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

20130089: Road Congestion and Incident Duration

Martin W. Adler, Jos van Ommeren and Piet Rietveld

20130088: Behavioural Real Estate

Diego A. Salzman and Remco Zwinkels

20130087: Sukuk Defaults: On Distress Resolution in Islamic Finance

Sweder van Wijnbergen and Sajjad Zaheer

20130086: Herding, Information Cascades and Volatility Spillovers in Futures Markets

Michael McAleer and Kim Radalj

20130085: Risk Modelling and Management: An Overview

Chia-Lin Chang, David Allen, Michael McAleer and Teodosio Perez Amaral

20130084: Towards a General Theory of Mixed Zones: The Role of Congestion

Yuval Kantor, Piet Rietveld and Jos van Ommeren

20130083: Congestible Goods and Hoarding: A Test based on Students' Use of University Computers

Martijn B.W. Kobus, Jos van Ommeren, Hans Koster and Piet Rietveld

20130082: A Measure-Valued Differentiation Approach to Sensitivity Analysis of Quantiles

Bernd Heidergott and Warren Volk-Makarewicz

20130081: Robust Ranking of Journal Quality: An Application to Economics

Chia-Lin Chang, Esfandiar Maasoumi and Michael McAleer

20130080: The Structure of Firm-Specific Labour Unions

Thorsten Upmann and Julia Müller

20130079: Other-regarding Preferences, Group Identity and Political Participation: An Experiment

Pedro Robalo, Arthur Schram and Joep Sonnemans

20130078: Ten Things you should know about the Dynamic Conditional Correlation Representation

Massimiliano Caporin and Michael McAleer

20130077: Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis

Michael McAleer, John Suen and Wing-Keung Wong

20130076: Health Inequalities through the Lens of Health Capital Theory: Issues, Solutions, and Future Directions

Titus Galama and Hans van Kippersluis

20130075: Commuters' Preferences for Fast and Reliable Travel

Paul Koster and Hans Koster

20130074: Changing with the Tide: Semi-Parametric Estimation of Preference Dynamics

Thijs Dekker, Paul Koster and Roy Brouwer

20130073: Forecasting Value-at-Risk using Block Structure Multivariate Stochastic Volatility Models

Manabu Asai, Massimiliano Caporin and Michael McAleer

20130072: Nonparametric Multiple Change Point Analysis of the Global Financial Crisis

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

20130071: Taking Punishment into Your Own Hands: An Experiment

Peter Duersch and Julia Müller

20130070: GFC-Robust Risk Management under the Basel Accord using Extreme Value Methodologies

Juan Jimenez-Martin, Michael McAleer, Teodosio Perez Amaral and Paulo Araujo Santos

20130069: Modelling and Simulation: An Overview

Michael McAleer, Felix Chan and Les Oxley

20130068: Forecasting Day-Ahead Electricity Prices: Utilizing Hourly Prices

Eran Raviv, Kees E. Bouwman and Dick van Dijk

20130067: Universal Coverage on a Budget: Impacts on Health Care Utilization and Out-Of-Pocket Expenditures in Thailand

Supon Limwattananon, Sven Neelsen, Owen O'Donnell, Phusit Prakongsai, Viroj Tangcharoensathien and Eddy Van Doorslaer

20130066: The Impact of Scoring Weights on Price and Quality Outcomes: An Application to the Procurement of Welfare-to-Work Contracts

Pierre Koning and Arthur van de Meerendonk

20130065: Using Preferred Outcome Distributions to estimate Value and Probability Weighting Functions in Decisions under Risk

Bas Donkers, Carlos J.S. Lourenco, Benedict Dellaert and Daniel Goldstein

20130064: Optimal Fiscal Policy

Jasper Lukkezen and C. N. Teulings

20130063: Measuring Credit Risk in a Large Banking System: Econometric Modeling and Empirics

Andre Lucas, Bernd Schwaab and Xin Zhang

20130062: Solution-Driven Specification of DSGE Models

Francisco Blasques

20130061: Comparing the Accuracy of Copula-Based Multivariate Density Forecasts in Selected Regions of Support

Cees Diks, Valentyn Panchenko, Oleg Sokolinskiy, and Dick van Dijk

20130060: Censored Posterior and Predictive Likelihood in Left-Tail Prediction for Accurate Value at Risk Estimation

Lukasz Gatarek, Lennart Hoogerheide, Koen Hooning and Herman van Dijk

20130059: Residential Parking Permits and Parking Supply

Jos van Ommeren, Jesper de Groote and Giuliano Mingardo

20130058: Quantifying Productivity Gains from Foreign Investment

Christian Fons-Rosen, Sebnem Kalemli-Ozcan, Bent Sorensen, Carolina Villegas-Sanchez and Vadym Volosovych

20130057: Analyzing Fixed-Event Forecast Revisions

Chia-Lin Chang, Bert de Bruijn, Philip Hans Franses and Michael McAleer

20130056: The User Costs of Air Travel Delay Variability

Paul Koster, Eric Pels and Erik Verhoef

20130055: Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox

Roberto Casarin, Stefano Grassi, Francesco Ravazzolo and Herman van Dijk

20130054: On the Phase Dependence in Time-Varying Correlations Between Time-Series

Francisco Blasques

20130053: Saving Private Pareto

Harold Houba, Roland Iwan Luttens and Hans-Peter Weikard