Tinbergen Institute Discussion Papers

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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

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