Tinbergen Institute Discussion Papers

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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

20150083: In-Sample Confidence Bands and Out-of-Sample Forecast Bands for Time-Varying Parameters in Observation Driven Models

Francisco Blasques, Siem Jan Koopman, Katarzyna Łasak and Andre Lucas

20150082: Why do Pit-Hours outlive the Pit?

Sait Ozturk, Michel van der Wel and Dick van Dijk

20150081: Employers Opting Out of Public Disability Insurance: Selection or Incentive Effects?

Wolter H.J. Hassink, Pierre Koning and Wim Zwinkels

20150080: Note on ‘Competition in Two-sided Markets’

Yuyu Zeng, Harold Houba and Gerard van der Laan

20150079: Mortgage Finance and Technological Change

Robin Döttling and Enrico Perotti

20150078: Train Commuters' Scheduling Preferences: Evidence from a Large-Scale Peak Avoidance Experiment

Stefanie Peer, Jasper Knockaert and Erik Verhoef

20150077: Volatility Spillovers between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice

Chia-Lin Chang, Yiying Li and Michael McAleer

20150076: Intraday Stochastic Volatility in Discrete Price Changes: the Dynamic Skellam Model

Siem Jan Koopman, Rutger Lit and Andre Lucas

20150075: Measuring Competition Intensity; An Application to Air/HSR Transport Markets

Christiaan Behrens and Mark Leijsen

20150074: On Positive Value of Information in Risk Sharing

Piotr Denderski and Christian Stoltenberg

20150073: The Effect of Sibling's Gender on Earnings, Education and Family Formation

Noemi Peter, Petter Lundborg and Dinand Webbink

20150072: From Hierarchies to Levels: New Solutions for Games

Mikel Álvarez-Mozos, Rene van den Brink, Gerard van der Laan and Oriol Tejada

20150071: A Bargaining Experiment with Asymmetric Institutions and Preferences

Aaron Kamm and Harold Houba

20150070: The Information in Systemic Risk Rankings

Federico Calogero Nucera, Bernd Schwaab, Siem Jan Koopman and Andre Lucas

20150069: Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation

Laurent Callot and Johannes Kristensen

20150068: Comparing Micro-Evidence on Rent Sharing from Three Different Approaches

Sabien Dobbelaere and Jacques Mairesse

20150067: Team Production benefits from a Permanent Fear of Exclusion

Anita Kopányi-Peuker, Theo Offerman and Randolph Sloof

20150066: Inflation, Endogenous Market Segmentation and the Term Structure of Interest Rates

Casper de Vries and Xuedong Wang

20150065: A Theory of Continuous Uncertainty Types

Achim I. Czerny, Erik Verhoef and Anming Zhang

20150064: Homothetic Efficiency and Test Power: A Non-Parametric Approach

Jan Heufer and Per Hjertstrand

20150063: Trading Places: An Experimental Comparison of Reallocation Mechanisms for Priority Queuing

Anouar El Haji and Sander Onderstal

20150062: Robot Cars and Dynamic Bottleneck Congestion: The Effects on Capacity, Value of Time and Preference Heterogeneity

Vincent van den Berg and Erik Verhoef

20150061: On the Ambiguous Consequences of Omitting Variables

Giuseppe De Luca, Jan Magnus and Franco Peracchi

20150060: Economic Impact of Illness with Health Insurance but without Income Insurance

Sven Neelsen, Supon Limwattananon, Owen O'Donnell and Eddy Van Doorslaer

20150059: Stress Reactions cannot explain the Gender Gap in Willingness to compete

Thomas Buser, Anna Dreber and Johanna Mollerstrom

20150058: Discretionary Authority and Prioritizing in Government Agencies

Maarten Pieter Schinkel, Lukas Toth and Jan Tuinstra

20150057: Regulating the Financial Cycle: An Integrated Approach with a Leverage Ratio

Dirk Schoenmaker and Peter Wierts

20150056: A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?

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

20150055: Trains, Trade and Transaction Costs: How does Domestic Trade by Rail affect Market Prices of Malawi Agricultural Commodities?

Wouter Zant

20150054: Firm-Specific Information and Explicit Collusion in Experimental Oligopolies

Francisco Gomez-Martin, Sander Onderstal and Joep Sonnemans

20150053: Joint and Cross-border Patents as Proxies for International Technology Diffusion

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

20150052: Who can predict their Own Demise? Accuracy of Longevity Expectations by Education and Cognition

Teresa Bago d'Uva, Esen Erdogan Ciftci, Owen O'Donnell and Eddy Van Doorslaer

20150051: Will Islamic Banking make the World less risky? An Empirical Analysis of Capital Structure, Risk Shifting and Financial Stability

Moazzam Farooq, Sweder van Wijnbergen and Sajjad Zaheer

20150050: Cyclicality in Losses on Bank Loans

Bart Keijsers, Bart Diris and Erik Kole

20150049: Single-Till versus Dual-Till Regulation of Airports

Achim I. Czerny and Anmin Zhang

20150048: Loyalty Programs and Consumer Behaviour: The Impact of FFPs on Consumer Surplus

Christiaan Behrens and Nathalie McCaughey

20150047: The Importance of Being in Control of Business: Work Satisfaction of Employers, Own-account Workers and Employees

Jolanda Hessels, Jose Maria Millan and Concepción Román

20150046: Investor Sentiment and Employment

Maurizio Montone and Remco Zwinkels

20150045: Dynamic Equilibrium at a Congestible Facility under Market Power

Erik Verhoef and Hugo E. Silva