Tinbergen Institute Discussion Papers

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20160043: Measuring Responsiveness to Feedback as a Personal Trait

Thomas Buser, Leonie Gerhards and Joël J. van der Weele

20160042: An Axiomatic Analysis of Joint Liability Problems with Rooted -Tree Structure

Takayuki Oishi, Gerard van der Laan and Rene van den Brink

20160041: Understanding the Role of the Public Employment Agency

Christian Holzner and Makoto Watanabe

20160040: Management Science, Economics and Finance: A Connection

Chia-Lin Chang, Michael McAleer and Wing-Keung Wong

20160039: A Cost-Effectiveness Analysis for Incineration or Recycling of Dutch Household Plastics

Raymond Gradus, Rick van Koppen, Elbert Dijkgraaf and Paul Nillesen

20160038: A Cointegration Analysis of Agricultural, Energy and Bio-Fuel Spot and Futures Prices

David Allen, Chia-Lin Chang, Michael McAleer and Abhay K. Singh

20160037: Unconditional Aid and Green Growth

Moutaz Altaghlibi and Florian Wagener

20160036: Search Frictions, Competing Mechanisms and Optimal Market Segmentation

Xiaoming Cai, Pieter Gautier and Ronald Wolthoff

20160035: Incentivizing Creativity: A Large-Scale Experiment with Tournaments and Gifts

Christiane Bradler, Susanne Neckermann and Arne Warnke

20160034: Interest Rate Rules, Exchange Market Pressure, and Successful Exchange Rate Management

Franc Klaassen and Kostas(Konstantinos) Mavromatis

20160033: (Non-)Insurance Markets, Loss Size Manipulation and Competition - Experimental Evidence

Jeroen Hinloopen and Adriaan Soetevent

20160032: Redistributive Politics and the Tyranny of the Middle Class

Floris T. Zoutman, Bas Jacobs and Egbert L. W. Jongen

20160031: A Statistical Analysis of Industrial Penetration and Internet Intensity in Taiwan

Chia-Lin Chang, Michael McAleer and Yu-Chieh Wu

20160030: Entrepreneurial Choices of Initial Human Capital Endowments and New Venture Success

Vera Rocha, Mirjam Praag, Timothy B. Folta and Anabela Carneiro

20160029: Measuring Financial Cycles in a Model-Based Analysis: Empirical Evidence for the United States and the Euro Area

Gabriele Galati, Irma Hindrayanto, Siem Jan Koopman and Marente Vlekke

20160028: Bayesian Dynamic Modeling of High-Frequency Integer Price Changes

Istvan Barra, Siem Jan Koopman and Agnieszka Borowska

20160027: Prediction of Gas Concentration based on the Opposite Degree Algorithm

Xiaoguang Yue, Rui Gao and Michael McAleer

20160026: An Entropy Based Analysis of the Relationship between the DOW JONES Index and the TRNA Sentiment Series

David Allen, Michael McAleer and Abhay K. Singh

20160025: Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization

Zhidong Bai, Hua Li, Michael McAleer and Wing-Keung Wong

20160024: Spending on Health Care in the Netherlands: Not going so Dutch

Pieter Bakx, Owen O’Donnell and Eddy Van Doorslaer

20160023: Everybody's doing it: On the Emergence and Persistence of Bad Social Norms

David Smerdon, Theo Offerman and Uri Gneezy

20160022: Single Stock Call Options as Lottery Tickets - Overpricing and Investor Sentiment

Luiz Felix, Roman Kräussl and Philip Stork

20160021: Place-based Policies, Firm Productivity and Displacement Effects: Evidence from Shenzhen, China

Hans Koster, Fang Fang Cheng, Michiel Gerritse and Frank Oort

20160020: Market Structure and Advance Selling

Marc Möller and Makoto Watanabe

20160019: Progressive Universalism? The Impact of Targeted Coverage on Healthcare Access and Expenditures in Peru

Sven Neelsen and Owen O’Donnell

20160018: Spatial Planning and Segmentation of the Land Market

Or Levkovich and Jan Rouwendal

20160017: How does the Gender Difference in Willingness to Compete evolve with Experience?

Thomas Buser

20160016: Sequential Auctions with Generalized Interdependent Values

Audrey Hu and Liang Zou

20160015: Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models

Jinghui Chen, Masahito Kobayashi and Michael McAleer

20160014: Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices

Chia-Lin Chang, Michael McAleer and Yu-Ann Wang

20160013: Job-Search Periods for Welfare Applicants: Evidence from a Randomized Experiment

Jonneke Bolhaar, Nadine Ketel and Bas van der Klaauw

20160012: Deception and Self-Deception

Peter Schwardmann and Joël van der Weele

20160011: Generalization of Binomial Coefficients to Numbers on the Nodes of Graphs

Anna Khmelnitskaya, Gerard van der Laan and Adolphus Talman

20160010: Connecting VIX and Stock Index ETF

Chia-Lin Chang, Tai-Lin Hsieh and Michael McAleer

20160009: A Commercial Gift for Charity

Adriaan Soetevent, Te Bao and Anouk L. Schippers

20160008: What causes the Positive Price-Turnover Correlation in European Housing Markets?

Martijn Dröes and Marc K. Francke

20160007: Coco Design, Risk Shifting Incentives and Capital Regulation

Stephanie Chan and Sweder van Wijnbergen

20160006: Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures related for Intra-Day Data?

Massimiliano Caporin, Chia-Lin Chang and Michael McAleer

20160005: Parallelization Experience with Four Canonical Econometric Models using ParMitISEM

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

20160004: Gradual Collective Wage Bargaining

Sabien Dobbelaere and Roland Iwan Luttens

20160003: A Bayesian Approach to Excess Volatility, Short-term Underreaction and Long-term Overreaction During Financial Crises

Xu Guo, Michael McAleer, Wing-Keung Wong and Lixing Zhu

20160002: Measuring the Effectiveness of Anti-Cartel Interventions: A Conceptual Framework

Yannis Katsoulacos, Evgenia Motchenkova and David Ulph

20160001: Making Disability Work? The Effect of Financial Incentives on Partially Disabled Workers

Pierre Koning and Jan-Maarten Van Sonsbeek

20150140: Forecasting Value-at-Risk under Temporal and Portfolio Aggregation

Erik Kole, Thijs Markwat, Anne Opschoor and Dick van Dijk

20150139: Does improving Public Transport decrease Car Ownership? Evidence from the Copenhagen Metropolitan Area

Ismir Mulalic, Ninette Pilegaard and Jan Rouwendal

20150138: Generalized Autoregressive Method of Moments

Drew Creal, Siem Jan Koopman, Andre Lucas and Marcin Zamojski

20150137: Untangling Fixed Effects and Constant Regressors

Franc Klaassen and Rutger Teulings

20150136: Double Limit Pricing

Gerard van der Meijden, Karolina Ryszka and Cees Withagen

20150135: Business Networks and Crisis Performance: Professional, Political, and Family Ties

Richard W. Carney and Travers Barclay Child

20150134: Complementary Alliances with Endogenous Fleets and Load Factors

Achim I. Czerny, Vincent van den Berg and Erik Verhoef

20150133: Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance

Chia-Lin Chang, Juan Jimenez-Martin, Esfandiar Maasoumi, Michael McAleer and Teodosio Pérez-Amaral

20150132: Tail Distribution of the Maximum of Correlated Gaussian Random Variables

Zdravko Botev, Michel Mandjes and Ad Ridder

20150131: A Note on “Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model”

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

20150130: Health Disparities by Income in Spain before and after the Economic Crisis

Max Coveney, Pilar Garcia-Gomez, Eddy Van Doorslaer and Tom Van Ourti

20150129: The Fundamental Equation in Tourism Finance

Michael McAleer

20150128: Voluntary Disclosure Programs for Tax Evaders

Heiner Schmittdiel

20150127: Job Loss, Firm-Level Heterogeneity and Mortality: Evidence from Administrative Data

Hans Bloemen, Stefan Hochguertel and Jochem Zweerink

20150126: A Nonparametric Method for Predicting Survival Probabilities

Bas van der Klaauw and Sandra Vriend

20150125: Nonlinear Time Series and Neural-Network Models of Exchange Rates between the US Dollar and Major Currencies

David Allen, Michael McAleer, Shelton Peiris and Abhay K. Singh

20150124: Are Entrepreneurs more Optimistic and Overconfident than Managers and Employees?

Martin Koudstaal, Randolph Sloof and Mirjam Praag

20150123: On the 1-Nucleolus for Classes of Cooperative Games

A. Estévez-Fernández, Peter Borm, M.G. Fiestras-Janeiro, M.A. Mosquera and E. Sánchez-Rodríguez

20150122: Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC

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

20150121: Collective Labour Supply, Taxes, and Intrahousehold Allocation: An Empirical Approach

Hans Bloemen

20150120: Subjective Expectations of Medical Expenditures and Insurance in Rural Ethiopia

Zelalem Yilma, Owen O’Donnell, Anagaw Mebratie, Getnet Alemu and Arjun Bedi

20150119: From Disorder to Order

Xiaoguang Yue, Yong Cao and Michael McAleer

20150118: Exploiting Spillovers to forecast Crashes

Francine Gresnigt, Erik Kole and Philip Hans Franses

20150117: The External Cruising Costs of Parking

Eren Inci, Jos van Ommeren and Martijn Kobus

20150116: Car Ownership and Residential Parking Subsidies: Evidence from Amsterdam

Jesper de Groote, Jos van Ommeren and Hans Koster

20150115: Matching and Winning? The Impact of Upper and Middle Managers on Team Performance in Major League Baseball

Thomas Peeters, Steven Salaga and Matthew Juravich

20150114: The Endowment Effect in Games

Michalis Drouvelis and Joep Sonnemans

20150113: Aggregate Risk and Efficiency of Mutual Funds

Simas Kucinskas

20150112: A New View on Panel Econometrics. Is Probit feasible after all ?

Bernard van Praag

20150111: Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode

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

20150110: How to Construct Nationally Representative Firm Level Data from the Orbis Global Database: New Facts on SMEs and Aggregate Implications for Industry Concentration

Sebnem Kalemli-Ozcan, Bent Sørensen, Carolina Villegas-Sanchez, Vadym Volosovych and Sevcan Yesiltas

20150109: Employee Health and Employer Incentives

Patrick Hullegie and Pierre Koning

20150108: Polluted River Problems and Games with a Permission Structure

Rene van den Brink, Simin He and Jia-Ping Huang

20150107: Bubble Formation and (In)Efficient Markets in Learning-to-Forecast and -optimise Experiments

Te Bao, Cars Hommes and Tomasz Makarewicz

20150106: Estimating Structural Parameters in Regression Models with Adaptive Learning

Norbert Christopeit and Michael Massmann

20150105: Decision Initiation, Decision Implementation, and the Allocation of Decision Rights

Randolph Sloof and Ferdinand von Siemens

20150104: Asset Pricing in Incomplete Markets: Valuing Gas Storage Capacity

Lin Zhao and Sweder van Wijnbergen

20150103: That's Just - Not Fair: Gender Differences in Notions of Justice

Nicole Becker, Kirsten Häger and Jan Heufer

20150102: Assigning Multiple Job Types to Parallel Specialized Servers

Dinard van der Laan

20150101: Liquidity Creation without Banks

Simas Kucinskas

20150100: Intra Firm Bargaining and Shapley Values

Björn Brügemann, Pieter Gautier and Guido Menzio

20150099: The Pleasures and Pains of Self-Employment: A Panel Data Analysis of Satisfaction with Life, Work, and Leisure

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

20150098: Industrial Agglomeration and Use of the Internet

Chia-Lin Chang, Michael McAleer and Yu-Chieh Wu

20150097: Be patient when measuring Hyperbolic Discounting: Stationarity, Time Consistency and Time Invariance in a Field Experiment

Wendy Janssens, Berber Kramer and Lisette Swart

20150096: Trade, Factor Mobility and the Extent of Economic Integration: Theory and Evidence

Irena Mikolajun and Jean-Marie Viaene

20150095: What Do Professional Forecasters Actually Predict?

Didier Nibbering, Richard Paap and Michel van der Wel

20150094: Early Life Circumstances and Life Cycle Labor Market Outcomes

Manuel Flores, Pilar Garcia-Gomez and Adriaan Kalwij

20150093: Smoking Initiation: Peers and Personality

Chih-Sheng Hsieh and Hans van Kippersluis

20150092: Private Road Networks with Uncertain Demand

Xinying Fu, Vincent van den Berg and Erik Verhoef

20150091: Difference-in-Differences Techniques for Spatial Data: Local Autocorrelation and Spatial Interaction

Michael S. Delgado and Raymond Florax

20150090: Daily Market News Sentiment and Stock Prices

David Allen, Michael McAleer and Abhay K. Singh

20150089: Multivariate Volatility Impulse Response Analysis of GFC News Events

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

20150088: Booms, Busts and Behavioural Heterogeneity in Stock Prices

Cars Hommes and Daan in't Veld

20150087: Monetary Policy under Behavioral Expectations: Theory and Experiment

Cars Hommes, Domenico Massaro and Matthias Weber

20150086: Specification Testing in Hawkes Models

Francine Gresnigt, Erik Kole and Philip Hans Franses

20150085: Congestion Pricing in Urban Polycentric Networks with Distorted Labor Markets: A Spatial General Equilibrium Model for the Area Randstad

Ioannis Tikoudis

20150084: Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance

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