Tinbergen Institute Discussion Papers

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20130052: Long Term Government Debt, Financial Fragility and Sovereign Default Risk

Christiaan van der Kwaak and Sweder van Wijnbergen

20130051: Asymmetric Nash Solutions in the River Sharing Problem

Harold Houba, Gerard van der Laan and Yuyu Zeng

20130049: Are Forecast Updates Progressive?

Chia-Lin Chang, Philip Hans Franses and Michael McAleer

20130048: Ten Things you should know about DCC

Massimiliano Caporin and Michael McAleer

20130047: GARCH Models for Daily Stock Returns: Impact of Estimation Frequency on Value-at-Risk and Expected Shortfall Forecasts

David Ardia and Lennart Hoogerheide

20130046: Democracy and Regulation: The Effects of Electoral Competition on Infrastructure Investments

Arthur Schram and Aljaz Ule

20130045: In Defense of Trusts: R&D Cooperation in Global Perspective

Jeroen Hinloopen, Grega Smrkolj and Florian Wagener

20130044: Education and Health: The Role of Cognitive Ability

Govert Bijwaard, Hans van Kippersluis and Justus Veenman

20130043: Strategies and Evolution in the Minority Game: A Multi- Round Strategy Experiment

Jona Linde, Joep Sonnemans and Jan Tuinstra

20130042: From Mine to Coast: Transport Infrastructure and the Direction of Trade in Developing Countries

Roberto Bonfatti and Steven Poelhekke

20130041: Prediction Bias Correction for Dynamic Term Structure Models

Eran Raviv

20130040: Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence

Chia-Lin Chang, Michael McAleer and Les Oxley

20130039: Recessions after Systemic Banking Crises: Does it matter how Governments intervene?

Sweder van Wijnbergen and Timotej Homar

20130038: Employee Recognition and Performance: A Field Experiment

Christiane Bradler, Robert Dur, Susanne Neckermann and Arjan Non

20130037: Product and Labor Market Imperfections and Scale Economies: Micro-Evidence on France, Japan and the Netherlands

Sabien Dobbelaere, Kozo Kiyota and Jacques Mairesse

20130036: Robust Estimation and Forecasting of the Capital Asset Pricing Model

Guorui Bian, Michael McAleer and Wing-Keung Wong

20130035: Why the Rich drink more but smoke less: The Impact of Wealth on Health Behaviors

Hans van Kippersluis and Titus Galama

20130034: The Political Economy of Finance

Enrico Perotti

20130033: Over- and Under-Bidding in Tendering

Vincent van den Berg

20130032: Proprietary Trading and the Real Economy

Stefan Arping

20130031: On Revenue Recycling and the Welfare Effects of Second-Best Congestion Pricing in a Monocentric City

Ioannis Tikoudis, Erik Verhoef and Jos van Ommeren

20130030: The Non-Equivalence of Labor Market Taxes: A Real-Effort Experiment

Matthias Weber and Arthur Schram

20130029: What do Experts know about Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance

Chia-Lin Chang and Michael McAleer

20130028: Equilibrium at a Bottleneck when Long-Run and Short-Run Scheduling Preferences diverge

Stefanie Peer and Erik Verhoef

20130027: Gaming in Combinatorial Clock Auctions

Maarten Janssen and Vladimir Karamychev

20130026: Efficiency Gains of a European Banking Union

Dirk Schoenmaker and Arjen Siegmann

20130025: A Fractionally Integrated Wishart Stochastic Volatility Model

Manabu Asai and Michael McAleer

20130024: Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility

Ping-Yu Chen, Chia-Lin Chang, Chi-Chung Chen and Michael McAleer

20130023: The Average Tree Permission Value for Games with a Permission Tree

Rene van den Brink, P. Jean-Jacques Herings, Gerard van der Laan and Adolphus Talman

20130022: Financial Dependence Analysis: Applications of Vine Copulae

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

20130021: Recent Developments in Financial Economics and Econometrics: An Overview

Chia-Lin Chang, David Allen and Michael McAleer

20130020: Return-Volatility Relationship: Insights from Linear and Non-Linear Quantile Regression

David Allen, Abhay K. Singh, Robert Powell, Michael McAleer, James Taylor and Lyn Thomas

20130019: Regulation of Road Accident Externalities when Insurance Companies have Market Power

Maria Dementyeva, Paul Koster and Erik Verhoef

20130018: A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500

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

20130017: Can Risk Adjustment prevent Risk Selection in a Competitive Long-Term Care Insurance Market?

Piet Bakx, Erik Schut and Eddy Van Doorslaer

20130016: Individual Expectations and Aggregate Macro Behavior

Tiziana Assenza, Peter Heemeijer, Cars Hommes and Domenico Massaro

20130015: Behavioral Heterogeneity in U.S. Inflation Dynamics

Adriana Cornea, Cars Hommes and Domenico Massaro

20130014: Behavioral Learning Equilibria

Cars Hommes and Mei Zhu

20130013: Financial Frictions and the Credit Transmission Channel: Capital Requirements and Bank Capital

Lucyna Gornicka and Sweder van Wijnbergen

20130012: Mergers in Bidding Markets

Maarten Janssen and Vladimir Karamychev

20130011: Posterior-Predictive Evidence on US Inflation using Phillips Curve Models with Non-Filtered Time Series

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

20130010: Has the Basel Accord Improved Risk Management During the Global Financial Crisis?

Michael McAleer, Juan Jimenez-Martin and Teodosio Pérez-Amaral

20130009: Volatility Spillovers from the US to Australia and China across the GFC

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

20130008: Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism

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

20130007: How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy?

Lan-Fen Chu, Michael McAleer and Chi-Chung Chen

20130006: Statistical Modelling of Extreme Rainfall in Taiwan

Lan-Fen Chu, Michael McAleer and Ching-Chung Chang

20130005: Estimating Implied Recovery Rates from the Term Structure of CDS Spreads

Marcin Jaskowski and Michael McAleer

20130004: Statistical Modelling of Recent Changes in Extreme Rainfall in Taiwan

Lan-Fen Chu, Michael McAleer and Szu-Hua Wang

20130003: Leverage and Feedback Effects on Multifactor Wishart Stochastic Volatility for Option Pricing

Manabu Asai and Michael McAleer

20130002: Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence

Chia-Lin Chang, Michael McAleer and Les Oxley

20130001: Tail Probabilities and Partial Moments for Quadratic Forms in Multivariate Generalized Hyperbolic Random Vectors

Simon Broda

20120146: Banking Competition and Soft Budget Constraints: How Market Power can threaten Discipline in Lending

Stefan Arping

20120145: The Social Dilemma of Microinsurance: A Framed Field Experiment on Free-Riding and Coordination

Wendy Janssens and Berber Kramer

20120144: Business Cycle Fluctuations and Private Savings in OECD Countries: A Panel Data Analysis

Yvonne Adema and Lorenzo Pozzi

20120143: Information at a Cost: A Lab Experiment

Pedro Robalo and Rei Sayag

20120142: Credit Protection and Lending Relationships

Stefan Arping

20120141: Sunshine Trading: Flashes of Trading Intent at the NASDAQ

Johannes Skjeltorp, Elvira Sojli and Wing Wah Tham

20120140: Aggregate Stock Market Illiquidity and Bond Risk Premia

Kees E. Bouwman, Elvira Sojli and Wing Wah Tham

20120139: Market Power in Bilateral Oligopoly Markets with Nonexpandable Infrastructures

Yukihiko Funaki, Harold Houba and Evgenia Motchenkova

20120138: Middlemen: A Directed Search Equilibrium Approach

Makoto Watanabe

20120137: Dynamic Congestion and Urban Equilibrium

Sergejs Gubins and Erik Verhoef

20120136: Consistency, Population Solidarity, and Egalitarian Solutions for TU-Games

Rene van den Brink, Youngsub Chun, Yukihiko Funaki and Boram Park

20120135: Intrinsic Motivations of Public Sector Employees: Evidence for Germany

Robert Dur and Robin Zoutenbier

20120134: Do More Powerful Interest Groups have a Disproportionate Influence on Policy?

Zara Sharif and Otto Swank

20120133: Transformed Polynomials for Nonlinear Autoregressive Models of the Conditional Mean

Francisco Blasques

20120132: Fostering Cooperation through the Enhancement of Own Vulnerability

Anita Kopányi-Peuker, Theo Offerman and Randolph Sloof

20120131: Managing Sales Forecasters

Bert de Bruijn and Philip Hans Franses

20120130: Ability Dispersion and Team Performance: A Field Experiment

Sander Hoogendoorn, Simon Parker and Mirjam Praag

20120129: Nash Bargaining and the Wage Consequences of Educational Mismatches

Joop Hartog and Michael Sattinger

20120128: Identification and Inference in a Simultaneous Equation under Alternative Information Sets and Sampling Schemes

Jan Kiviet

20120127: What to put on and what to keep off the Table? A Politician's Choice of which Issues to address

Rei Sayag and Otto Swank

20120126: Games with a Local Permission Structure: Separation of Authority and Value Generation

Rene van den Brink and Chris Dietz

20120125: Stock Market Asymmetries: A Copula Diffusion

Denitsa Stefanova

20120124: Digital Urban Network Connectivity: Global and Chinese Internet Patterns

Emmanouil Tranos, Karima Kourtit and Peter Nijkamp

20120123: International Migration: A Global Complex Network

Emmanouil Tranos, Masood Gheasi and Peter Nijkamp

20120122: Car User Taxes, Quality Characteristics and Fuel Efficiency: Household Behavior and Market Adjustment

Bruno De Borger and Jan Rouwendal

20120121: Speed, Algorithmic Trading, and Market Quality around Macroeconomic News Announcements

Martin L. Scholtus, Dick van Dijk and Bart Frijns

20120120: Social Networks and Labor Market Inequality between Ethnicities and Races

Ott Toomet, Marco van der Leij and Meredith Rolfe

20120119: Hotelling Models with Price-Sensitive Demand and Asymmetric Transport Costs: An Application to Public Transport Scheduling

Adriaan van der Weijde, Erik Verhoef and Vincent van den Berg

20120118: Time-varying Combinations of Predictive Densities using Nonlinear Filtering

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

20120117: Advantaged Bidders in Franchise Auctions

Vincent van den Berg

20120116: Competition in Multi-Modal Transport Networks: A Dynamic Approach

Adriaan van der Weijde, Erik Verhoef and Vincent van den Berg

20120115: Ranking Systemically Important Financial Institutions

Mardi Dungey, Matteo Luciani and David Veredas

20120114: Top Incomes, Rising Inequality, and Welfare

Kevin Lansing and Agnieszka Markiewicz

20120113: Capacity Choice under Uncertainty with Product Differentiation

Christiaan Behrens and Mark Lijesen

20120112: Climate Change Skepticism in the Face of Catastrophe

Mark Kagan

20120111: Can European Bank Bailouts work?

Dirk Schoenmaker and Arjen Siegmann

20120110: A Forty Year Assessment of Forecasting the Boat Race

Geert Mesters and Siem Jan Koopman

20120109: Strong Consistency of the Least-Squares Estimator in Simple Regression Models with Stochastic Regressors

Norbert Christopeit and Michael Massmann

20120108: Social Interactions and Crime revisited: An Investigation using Individual Offender Data in Dutch Neighborhoods

Wim Bernasco, Thomas Graaff, Jan Rouwendal and Wouter Steenbeek

20120107: Banking and Trading

Arnoud Boot and Lev Ratnovski

20120106: Convertible Bonds and Bank Risk-Taking

Natalya Martynova and Enrico Perotti

20120105: Associated Consistency Characterization of Two Linear Values for TU Games by Matrix Approach

Genjiu Xu, Rene van den Brink, Gerard van der Laan and Hao Sun

20120104: Tax Rates as Strategic Substitutes

Ruud de Mooij and Hendrik Vrijburg

20120103: Probabilistic Bounded Relative Error Property for Learning Rare Event Simulation Techniques

Ad Ridder and Bruno Tuffin

20120102: Corporate Social Responsibility, Negative Externalities, and Financial Risk: The Case of Climate Change

Timo Busch, Nils Lehmann and Volker H. Hoffmann

20120101: On the Core of Cost-Revenue Games: Minimum Cost Spanning Tree Games with Revenues

Arantza Estevez-Fernandez and Hans Reijnierse

20120100: Capital Gains Taxation and the Cost of Capital: Evidence from Unanticipated Cross-Border Transfers of Tax Bases

Harry Huizinga, Johannes Voget and Wolf Wagner

20120099: A Dynamic Bivariate Poisson Model for Analysing and Forecasting Match Results in the English Premier League

Siem Jan Koopman and Rutger Lit

20120098: Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo

Arnold Zellner, Tomohiro Ando, Nalan Baştürk, Lennart Hoogerheide and Herman van Dijk