Tinbergen Institute Discussion Papers

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20170033: Measuring Productivity Dispersion

Eric Bartelsman and Zoltán Wolf

20170032: Inference in high-dimensional linear regression models

Tom Boot and Didier Nibbering

20170031: Poor Health Reporting? Using Vignettes to Recover the Health Gradient by Wealth

Laura Rossouw, Teresa Bago d'Uva and Eddy Van Doorslaer

20170030: The Impact of Later Tracking on Mortality by Parental Income in Finland

Bastian Ravesteijn, Hans van Kippersluis, Mauricio Avendano, Pekka Martikainen, Hannu Vessari and Eddy Van Doorslaer

20170029: Weighted-Average Least Squares Estimation of Generalized Linear Models

Giuseppe De Luca, Jan Magnus and Franco Peracchi

20170028: Measuring Diverging House Prices

Jan Rouwendal and Mark van Duijn

20170027: Follow the money: Does the Financial Sector Intermediate Natural Resource Windfalls?

Thorsten Beck and Steven Poelhekke

20170026: Private Road Networks with Uncertain Demand

Xinying Fu, Vincent van den Berg and Erik Verhoef

20170025: Private Road Supply in Networks with Heterogeneous Users

Xinying Fu, Vincent van den Berg and Erik Verhoef

20170024: Premium Auctions in the Field

Sander Onderstal

20170023: Public vs Nonprofit Incarceration: The Case of The Netherlands

Mattheus Wassenaar, Raymond Gradus and Toon Molleman

20170022: Testing for Volatility Co-movement in Bivariate Stochastic Volatility Models

Jinghui Chen, Masahito Kobayashi and Michael McAleer

20170021: Impact of Mobile Phones on Staple Food Markets in Mozambique: Improved Arbitrage or Increased Rent Extraction?

Wouter Zant

20170020: R&D Cooperatives and Market Collusion: A Global Dynamic Approach

Jeroen Hinloopen, Grega Smrkolj and Florian Wagener

20170019: Comparing Econometric Methods to Empirically Evaluate Job-Search Assistance

Paul Muller, Bas van der Klaauw and Arjan Heyma

20170018: From self-fulfilling mistakes to behavioral learning equilibria

Cars Hommes

20170017: Forecasting the Volatility of Nikkei 225 Futures

Manabu Asai and Michael McAleer

20170016: Games with a Permission Structure: a survey on generalizations and applications

Rene van den Brink

20170015: The Fiction of Full BEKK: Pricing Fossil Fuels and Carbon Emissions

Chia-Lin Chang and Michael McAleer

20170014: Theravada Buddhism and Thai Luxury Fashion Consumption

Mao Ning and Michael McAleer

20170013: A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies

David Allen, Michael McAleer and Abhay K. Singh

20170012: Market Knowledge: Evidence from Importers

Aksel Erbahar

20170011: Why is the Long-Run Tax on Capital Income Zero? Explaining the Chamley-Judd Result

Bas Jacobs and Alexandra Victoria Rusu

20170010: Welfare Effects of Short-Time Compensation

Helge Braun and Björn Brügemann

20170009: Domestic Market Power in the International Airline Industry

G. de Jong, C.L. Behrens, H. van Herk and Erik Verhoef

20170008: Place-based policies and the housing market

Hans Koster and Jos van Ommeren

20170007: Salience of Law Enforcement: A Field Experiment

Robert Dur and Ben Vollaard

20170006: The Origins and Extent of Entrepreneurial Action-Orientedness: An Experimental Study

Ahmad Barirani, Randolph Sloof and Mirjam Praag

20170005: Debt Overhang, Exchange Rates and the Macroeconomics of Carry Trade

Sweder van Wijnbergen and Egle Jakucionyte

20170004: Early Cannabis Use and School to Work Transition of Young Men

Jenny Williams and Jan van Ours

20170003: Micro Moments Database for Cross-Country Analysis of ICT, Innovation, and Economic Outcomes

Eric Bartelsman, Eva Hagsten and Michael Polder

20170002: Implied Volatility Sentiment: A Tale of Two Tails

Philip Stork, Luiz Felix and Roman Kräussl

20170001: Goal Setting and Raising the Bar: A Field Experiment

Max van Lent and Michiel Souverijn

20160110: How do Entrepreneurial Bosses influence their Employees' Future Entrepreneurship Choices?

Vera Rocha and Mirjam Praag

20160109: Serving the Public Interest in Several Ways: Theory and Empirics

Robert Dur and Max van Lent

20160108: The Reverse TAL-family of Rules for Bankruptcy Problems

Rene van den Brink and Juan Moreno-Ternero

20160107: A Bayesian Infinite Hidden Markov Vector Autoregressive Model

Didier Nibbering, Richard Paap and Michel van der Wel

20160106: Will you still need me, will you still feed me when I’m 64? The Health Impact of Caregiving

P.L. de Zwart, P. Bakx and Eddy Van Doorslaer

20160105: The Dynamic Factor Network Model with an Application to Global Credit-Risk

Falk Bräuning and Siem Jan Koopman

20160104: Tourism Stocks in Times of Crises: An Econometric Investigation of Non-macro Factors

Anastasios Zopiatis, Christos Savva, Neophytos Lambertides and Michael McAleer

20160103: Post Separation of Plastic Waste: Better for the Environment and Lower Collection Costs

Elbert Dijkgraaf and Raymond Gradus

20160102: Time-Varying Degree of Wage Indexation and the New Keynesian Wage Phillips Curve

Jonathan A. Attey

20160101: ‘High’ Achievers? Cannabis Access and Academic Performance

Olivier Marie and Ulf Zoelitz

20160100: Is a Minimum Wage an Appropriate Instrument for Redistribution?

Aart Gerritsen and Bas Jacobs

20160099: Time-varying Combinations of Bayesian Dynamic Models and Equity Momentum Strategies

Nalan Baştürk, Stefano Grassi, Lennart Hoogerheide and Herman van Dijk

20160098: Financial Globalization and Foreign Direct Investment

Steven Poelhekke

20160097: Mining Matters: Natural Resource Extraction and Local Business Constraints

Ralph De Haas and Steven Poelhekke

20160096: Do Women give up Competing more easily? Evidence from the Lab and the Dutch Math Olympiad

Thomas Buser and Huaiping Yuan

20160095: Afriat in the Lab

Jan Heufer and Paul van Bruggen

20160094: A Simple Test for Causality in Volatility

Chia-Lin Chang and Michael McAleer

20160093: The (Self-)Funding of Intangibles

Robin Döttling, Tomislav Ladika and Enrico Perotti

20160092: Cartel Dating

H. Peter Boswijk, Maurice J.G. Bun and Maarten Pieter Schinkel

20160091: The Wage Penalty of Dialect-Speaking

Jan van Ours and Yuxin Yao

20160090: Damming Trans-boundary Rivers: A Welfare Analysis of Conflict and Cooperation

Yuyu Zeng, Harold Houba, Ariel Dinar and Miroslav Marence

20160089: Limit Pricing, Climate Policies, and Imperfect Substitution

Gerard van der Meijden and Cees Withagen

20160088: Is there really a Global Business Cycle? A Dynamic Factor Model with Stochastic Factor Selection

Tino Berger and Lorenzo Pozzi

20160087: Liquidity Runs

Rafael Matta and Enrico Perotti

20160086: Monetary Policy in the Presence of Random Wage Indexation

Jonathan A. Attey and Casper de Vries

20160085: Social Network Sites, Individual Social Capital and Happiness

Efstratia Arampatzi, Martijn Burger and Natallia A. Novik

20160084: Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events

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

20160083: US Antidumping Petitions and Revealed Comparative Advantage of Shrimp Exporting Countries

Chia-Lin Chang, Michael McAleer and Dang-Khoa Nguyen

20160082: Feasible Invertibility Conditions and Maximum Likelihood Estimation for Observation-Driven Models

Francisco Blasques, Paolo Gorgi, Siem Jan Koopman and Olivier Wintenberger

20160081: Secular Stagnation, Rational Bubbles, and Fiscal Policy

C. N. Teulings

20160080: Returns to On-the-Job Search and the Dispersion of Wages

Axel Gottfries and C. N. Teulings

20160079: Cascading Trade Protection: Evidence from the US

Aksel Erbahar and Yuan Zi

20160078: Location Choices of Chinese Multinationals in Europe: The Role of Overseas Communities

Bas Karreman, Martijn Burger and Frank Oort

20160077: On the Origins of Entrepreneurship: Evidence from Sibling Correlations

Matthew Lindquist, Joeri Sol, Mirjam Praag and Theodor Vladasel

20160076: Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers

Manabu Asai, Chia-Lin Chang and Michael McAleer

20160075: Flexible Mixture-Amount Models for Business and Industry using Gaussian Processes

Aiste Ruseckaite, Dennis Fok and Peter Goos

20160074: Network, Market, and Book-Based Systemic Risk Rankings

Michiel van de Leur and Andre Lucas

20160073: Forecasting Using Random Subspace Methods

Tom Boot and Didier Nibbering

20160072: The Schumpeterian Entrepreneur: A Review of the Empirical Evidence on the Antecedents, Behavior, and Consequences of Innovative Entrepreneurship

Joern Block, Christian O. Fisch and Mirjam Praag

20160071: Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes

Manabu Asai and Michael McAleer

20160070: Centrality Rewarding Shapley and Myerson Values for Undirected Graph Games

Anna Khmelnitskaya, Gerard van der Laan and Adolphus Talman

20160069: Fractional Integration and Fat Tails for Realized Covariance Kernels and Returns

Andre Lucas and Anne Opschoor

20160068: A Comment on Revealed Preference with a Subset of Goods

Paul van Bruggen

20160067: Accounting for Missing Values in Score-Driven Time-Varying Parameter Models

Andre Lucas, Anne Opschoor and Julia Schaumburg

20160066: Bank Business Models at Zero Interest Rates

Andre Lucas, Julia Schaumburg and Bernd Schwaab

20160065: A Multivariate Asymmetric Long Memory Conditional Volatility Model with X, Regularity and Asymptotics

Manabu Asai and Michael McAleer

20160064: Score-Driven Systemic Risk Signaling for European Sovereign Bond Yields and CDS Spreads

Rutger-Jan Lange, Andre Lucas and Arjen Siegmann

20160063: Gender and Redistribution: Experimental Evidence

Thomas Buser, Louis Putterman and Joël van der Weele

20160062: Ethnic Drift and White Flight: A Gravity Model of Neighborhood Formation

Jessie Bakens, Raymond Florax and Peter Mulder

20160061: Realized Wishart-GARCH: A Score-driven Multi-Asset Volatility Model

Peter Hansen, Pawel Janus and Siem Jan Koopman

20160060: Marketmaking Middlemen

Pieter Gautier, Bo Hu and Makoto Watanabe

20160059: An Experimental Study of Bond Market Pricing

Matthias Weber, John Duffy and Arthur Schram

20160058: International Trade and Labor Market Discrimination

Richard Chisik and Julian Emami Namini

20160057: Trade Policy Options of Ukraine: East or West

Irena Mikolajun, Richard Paap, Jean-Marie Viaene and Olga Zelenko

20160056: Fiscal Policy with Limited-Time Commitment

Alex Clymo and Andrea Lanteri

20160055: Inclusive Fitness

Matthijs van Veelen, Benjamin Allen, Moshe Hoffman, Burton Simon and Carl Veller

20160054: How does Market Access for Smallholders affect Export Supply? The Case of Tobacco Marketing in Malawi

Wouter Zant

20160053: Modelling and Testing Volatility Spillovers in Oil and Financial Markets for USA, UK and China

Chia-Lin Chang, Michael McAleer and Jiarong Tian

20160052: An Econometric Analysis of ETF and ETF Futures in Financial and Energy Markets using Generated Regressors

Chia-Lin Chang, Michael McAleer and Chien-Hsun Wang

20160051: Model-based Business Cycle and Financial Cycle Decomposition for Europe and the U.S

Siem Jan Koopman, Rutger Lit and Andre Lucas

20160050: Communication versus (Restricted) Delegation: An Experimental Comparison

Silvia Dominguez-Martinez and Randolph Sloof

20160049: Risk and Loss Aversion, Price Uncertainty and the Implications for Consumer Search

Adriaan Soetevent and Tadas Bružikas

20160048: R&D Cooperatives and Market Collusion: A Global Dynamic Approach

Jeroen Hinloopen, Grega Smrkolj and Florian Wagener

20160047: Testing Co-Volatility Spillovers for Natural Gas Spot, Futures and ETF Spot using Dynamic Conditional Covariances

Chia-Lin Chang, Michael McAleer and Yanghuiting Wang

20160046: Volatility Spillovers for Spot, Futures, and ETF Prices in Energy and Agriculture

Chia-Lin Chang, Chia-Ping Liu and Michael McAleer

20160045: The Magic of the Personal Touch: Field Experimental Evidence on Money and Appreciation as Gifts

Christiane Bradler and Susanne Neckermann

20160044: Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models

Shelton Peiris, Manabu Asai and Michael McAleer