Tinbergen Institute Discussion Papers

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20150044: Bibliometric Rankings of Journals based on the Thomson Reuters Citations Database

Chia-Lin Chang and Michael McAleer

20150043: The Impact of Financial Education for Youth in Ghana

James Berry, Dean Karlan and Menno Pradhan

20150042: The R-package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference

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

20150041: Can market power be controlled by regulation of core prices alone?: An empirical analysis of airport demand and car rental price

Achim I. Czerny, Zijun Shi and Anming Zhang

20150040: Testing for Stock Market Contagion: A Quantile Regression Approach

Sungyong Park, Wendun Wang and Naijing Huang

20150039: Measuring the Rebound Effect with Micro Data

Bruno De Borger, Ismir Mulalic and Jan Rouwendal

20150038: Natural Gas Extraction, Earthquakes and House Prices

Hans Koster and Jos van Ommeren

20150037: Intraday Stock Price Dependence using Dynamic Discrete Copula Distributions

Siem Jan Koopman, Rutger Lit and Andre Lucas

20150036: Cheap but Flighty: How Global Imbalances create Financial Fragility

Enrico Perotti and Toni Ahnert

20150035: Insecure Debt

Enrico Perotti and Rafael Matta

20150034: Thought for Food: Understanding Educational Disparities in Food Consumption

Hale Koç and Hans van Kippersluis

20150033: Consumer Search and Prices in the Automobile Market

Jose Moraga-Gonzalez, Zsolt Sándor and Matthijs Wildenbeest

20150032: How Informative are the Unpredictable Components of Earnings Forecasts?

Bert de Bruijn and Philip Hans Franses

20150031: A Theory of Education and Health

Titus Galama and Hans van Kippersluis

20150030: Sorting based on Urban Heritage and Income: Evidence from the Amsterdam Metropolitan Area

Mark van Duijn and Jan Rouwendal

20150029: Global Credit Risk: World, Country and Industry Factors

Bernd Schwaab, Siem Jan Koopman and Andre Lucas

20150028: Joint Retirement of Couples: Evidence from a Natural Experiment

Hans Bloemen, Stefan Hochguertel and Jochem Zweerink

20150027: In-Sample Bounds for Time-Varying Parameters of Observation Driven Models

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

20150026: Frontiers in Time Series and Financial Econometrics: An Overview

Shiqing Ling, Michael McAleer and Howell Tong

20150025: Miles, Speed and Technology: Traffic Safety under Oligopolistic Insurance

Maria Dementyeva and Erik Verhoef

20150024: Tail Mutual Exclusivity and Tail-Var Lower Bounds

Ka Chun Cheung, Michel Denuit and Jan Dhaene

20150023: Historic Amenities and Housing Externalities: Evidence from The Netherlands

Hans Koster and Jan Rouwendal

20150022: On the Invertibility of EGARCH(p,q)

Guillaume Gaetan Martinet and Michael McAleer

20150021: Comparable Characterizations of Four Solutions for Permission Tree Games

Rene van den Brink, Chris Dietz, Gerard van der Laan and Genjiu Xu

20150020: Banks and Market Liquidity

Stefan Arping

20150019: Sharp Threshold Detection based on Sup-Norm Error Rates in High-dimensional Models

Laurent Callot, Mehmet Caner, Anders Kock and Juan Andres Riquelme

20150018: The Impact of Jumps and Leverage in Forecasting Co-Volatility

Manabu Asai and Michael McAleer

20150017: Labor Market Equilibrium with Public Employment Agency

Christian Holzner and Makoto Watanabe

20150016: On-the-Job Search and City Structure

Aico van Vuuren

20150015: International Environmental Agreements with Support

Erik Ansink, Hans-Peter Weikard and Cees Withagen

20150014: Data Sparseness and Variance in Accounting Profitability

Spyridon Stavropoulos, Martijn Burger and Dimitris Skuras

20150013: Start-up Costs, Taxes and Innovative Entrepreneurship

Pourya Darnihamedani, Joern Block, Jolanda Hessels and Aram Simonyan

20150012: Equilibrium Selection in Experimental Cheap Talk Games

Adrian de Groot Ruiz, Theo Offerman and Sander Onderstal

20150011: Does Public Transit reduce Car Travel Externalities?

Martin W. Adler and Jos van Ommeren

20150010: Costless Delay in Negotiations

P. Jean-Jacques Herings and Harold Houba

20150009: Penalized Indirect Inference

Francisco Blasques and Artem Duplinskiy

20150008: Comonotonic Approximations of Risk Measures for Variable Annuity Guaranteed Benefits with Dynamic Policyholder Behavior

Runhuan Feng, Xiaochen Jing and Jan Dhaene

20150007: Power Measures and Solutions for Games under Precedence Constraints

Encarnacion Algaba, Rene van den Brink and Chris Dietz

20150006: Second-best Urban Tolls in a Monocentric City with Housing Market Regulations

Ioannis Tikoudis, Erik Verhoef and Jos van Ommeren

20150005: Quality Weighted Citations versus Total Citations in the Sciences and Social Sciences, with an Application to Finance and Accounting

Chia-Lin Chang and Michael McAleer

20150004: Efficiency of Health Investment: Education or Intelligence?

Govert Bijwaard and Hans van Kippersluis

20150003: Mixed Density based Copula Likelihood

Kazim Azam and Andre Lucas

20150002: Option Prices and Model-free Measurement of Implied Herd Behavior in Stock Markets

Daniël Linders, Jan Dhaene and Wim Schoutens

20150001: River Sharing and Water Trade

Erik Ansink, Michael Gengenbach and Hans-Peter Weikard

20140157: Identifying Booms and Busts in House Prices under Heterogeneous Expectations

Wilko Bolt, Maria Demertzis, Cees Diks, Cars Hommes and Marco van der Leij

20140156: On the Effectiveness of Feed-in Tariffs in the Development of Photovoltaic Solar

Elbert Dijkgraaf, Tom van Dorp and Emiel Maasland

20140155: The Effectiveness of Dutch Municipal Recycling Policies

Elbert Dijkgraaf and Raymond Gradus

20140154: Memory, Expectation Formation and Scheduling Choices

Paul Koster, Stefanie Peer and Thijs Dekker

20140153: Econometric Analysis of Financial Derivatives: An Overview

Chia-Lin Chang and Michael McAleer

20140152: Combined Density Nowcasting in an Uncertain Economic Environment

Knut Are Aastveit, Francesco Ravazzolo and Herman van Dijk

20140151: Hedge Fund Portfolio Diversification Strategies across the GFC

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

20140150: Social Network Effects and Green Consumerism

Dominic Hauck, Erik Ansink, Jetske Bouma and Daan van Soest

20140149: Decision Making in Incomplete Markets with Ambiguity -- A Case Study of a Gas Field Acquisition

Lin Zhao and Sweder van Wijnbergen

20140148: Language Proficiency of Migrants: The Relation with Job Satisfaction and Skill Matching

Hans Bloemen

20140147: Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice

Laurent Callot, Anders Kock and Marcelo Medeiros

20140146: The Effects of Leniency on Cartel Pricing

Harold Houba, Evgenia Motchenkova and Quan Wen

20140145: Vector Autoregressions with parsimoniously Time Varying Parameters and an Application to Monetary Policy

Laurent Callot and Johannes Kristensen

20140144: Pareto Efficiency in the Jungle

Harold Houba, Roland Iwan Luttens and Hans-Peter Weikard

20140143: Capacity Choice of Dams under Rivalry Use and Externalities

Harold Houba, Kim Hang Pham Do and Xueqin Zhu

20140142: Market Structure and the Pricing of New Products: A Nested Logit Approach with Asymmetric Firms

Sylvia Bleker, Christiaan Behrens, Paul Koster and Erik Verhoef

20140141: Border Effects in House Prices

Martin Micheli, Jan Rouwendal and Jasper Dekkers

20140140: Third-degree Price Discrimination in the Presence of Congestion Externality

Achim I. Czerny and Anming Zhang

20140139: Sequential Auctions, Price Trends, and Risk Preferences

Audrey Hu and Liang Zou

20140138: The Determinants of CDS Bid-ask Spreads

Marcin Wojtowicz

20140137: Capital Structure Arbitrage revisited

Marcin Wojtowicz

20140136: Risk, Uncertainty and Entrepreneurship: Evidence From a Lab-in-the-Field Experiment

Martin Koudstaal, Randolph Sloof and Mirjam Praag

20140135: Temporal, Spatial, Economic and Crime Factors in Illicit Drug Usage across European Cities

Jacques J.F. Commandeur, Sunčica Vujić, Siem Jan Koopman and Barbara Kasprzyk-Hordern

20140134: European Market Portfolio Diversification Strategies across the GFC

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

20140133: Expected Utility and Catastrophic Risk

Masako Ikefuji, Roger Laeven, Jan Magnus and Chris Muris

20140132: The Economics of Transboundary River Management

Erik Ansink and Harold Houba

20140131: Price Competition on Graphs

Pim Heijnen and Adriaan Soetevent

20140130: A Practical Method to estimate the Benefits of Improved Network Reliability: An Application to Departing Air Passengers

Eric Kroes, Paul Koster and Stefanie Peer

20140129: Penalizing Cartels: The Case for Basing Penalties on Price Overcharge

Yannis Katsoulacos, Evgenia Motchenkova and David Ulph

20140128: The Influence of Environmental Concerns on Drivers’ Preferences for Electric Cars

Alexandros Dimitropoulos

20140127: The Forecast Combination Puzzle: A Simple Theoretical Explanation

Gerda Claeskens, Jan Magnus, Andrey Vasnev and Wendun Wang

20140126: Adaptation for Mitigation

Masako Ikefuji, Jan Magnus and Hiroaki Sakamoto

20140125: Asymmetry and Leverage in Conditional Volatility Models

Michael McAleer

20140124: Renewable Energy and Negative Externalities: The Effect of Wind Turbines on House Prices

Martijn Dröes and Hans Koster

20140123: Detailed Data and Changes in Market Structure: The Move to Unmanned Gasoline Service Stations

Tadas Bružikas and Adriaan Soetevent

20140122: Transformations of Industrial Heritage: Insights into External Effects on House Prices

Mark van Duijn, Jan Rouwendal and Richard Boersema

20140121: When a Price is Enough: Implementation in Optimal Tax Design

Sander Renes and Floris T. Zoutman

20140120: Local Economic Conditions and the Nature of New Housing Supply

Christian Hilber, Jan Rouwendal and Wouter Vermeulen

20140119: Bayesian Forecasting of US Growth using Basic Time Varying Parameter Models and Expectations Data

Nalan Baştürk, Sanli Ceyhan Darendeli and Herman van Dijk

20140118: Joint Bayesian Analysis of Parameters and States in Nonlinear, Non-Gaussian State Space Models

István Barra, Lennart Hoogerheide, Siem Jan Koopman and Andre Lucas

20140117: Reserve-Dependent Benefits and Costs in Life and Health Insurance Contracts

Marcus C. Christiansen, Michel M. Denuit and Jan Dhaene

20140116: Does Relative Grading help Male Students? Evidence from a Field Experiment in the Classroom

Eszter Czibor, Sander Onderstal, Randolph Sloof and Mirjam Praag

20140115: Biased Supervision

Josse Delfgaauw and Michiel Souverijn

20140114: Do Organic Inputs in African Subsistence Agriculture Raise Productivity? Evidence from Plot Data of Malawi Household Surveys

Wouter Zant

20140113: Nowcasting and Forecasting Economic Growth in the Euro Area using Principal Components

Irma Hindrayanto, Siem Jan Koopman and Jasper de Winter

20140112: Research among Copycats: R&D, Spillovers, and Feedback Strategies

Grega Smrkolj and Florian Wagener

20140111: Loss Modification Incentives for Insurers under Expected Utility and Loss Aversion

Adriaan Soetevent and Liting Zhou

20140110: Cocos, Contagion and Systemic Risk

Stephanie Chan and Sweder van Wijnbergen

20140109: The Stature of the Self-employed and its Premium

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

20140108: Technological Change during the Energy Transition

Gerard van der Meijden and Sjak Smulders

20140107: Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models

Francisco Blasques, Siem Jan Koopman, Andre Lucas and Julia Schaumburg

20140106: Volatility Spillovers from Australia's Major Trading Partners across the GFC

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

20140105: Low Frequency and Weighted Likelihood Solutions for Mixed Frequency Dynamic Factor Models

Francisco Blasques, Siem Jan Koopman and Max Mallee

20140104: The Minimal Entropy Martingale Measure in a Market of Traded Financial and Actuarial Risks

Jan Dhaene, Ben Stassen, Pierre Devolder and Michel Vellekoop

20140103: Optimal Formulations for Nonlinear Autoregressive Processes

Francisco Blasques, Siem Jan Koopman and Andre Lucas

20140102: Mortality Effects of Containing Moral Hazard: Evidence from Disability Insurance Reform

Pilar Garcia-Gomez and Anne Gielen