School of Business and Economics

  • De Boelelaan 1105

    1081 HV Amsterdam

    Netherlands

Research Output 1973 2018

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Working paper
2018

DSGE Models with Observation-Driven Time-Varying parameters

Angelini, G. & Gorgi, P. 2018 Amsterdam: Tinbergen Institute, 10 p.(TI Discussion Paper Series; vol. 18, no. 030/III)

Research output: ScientificWorking paper

Forecasting economic time series using score-driven dynamic models with mixed-data sampling

Gorgi, P. & Koopman, S. J. 2018 Amsterdam: Tinbergen Institute, 25 p.(TI Discussion Paper Series; vol. 18, no. 026/III)

Research output: ScientificWorking paper

Forecasting with Bayesian Vector Autoregressions with Time Variation in the Mean

Banbura, M. & van Vlodrop, A. C. 2018 Amsterdam: Tinbergen Institute, 54 p.(TI Discussion Paper Series; vol. 18, no. 025/IV)

Research output: ScientificWorking paper

Gentrification through the sale of rental housing? Evidence from Amsterdam

Rouwendal, J., Keus, A. & Dekkers, J. E. C. 2018 022/VIII ed., Amsterdam: Tinbergen Institute, 29 p.(TI Discussion Paper Series; vol. 18, no. 022/VIII)

Research output: ScientificWorking paper

Intertemporal Choice and Income Regularity: Non-Fungibility in a Lab-in-the-Field Experiment

Kramer, B. & Kunst, D. M. 2018 Amsterdam: Tinbergen Institute, 48 p.(TI Discussion Paper Series; vol. 18, no. 012/V)

Research output: ScientificWorking paper

Living Apart Together: The Economic Value of Ethnic Diversity in Cities

Bakens, J., Florax, R. J. G. M., de Groot, H. L. F. & Mulder, P. 2018 Amsterdam: Tinbergen Institute, 37 p.(TI Discussion Paper Series; vol. 18, no. 029/VIII)

Research output: ScientificWorking paper

Missing Observations in Observation-Driven Time Series Models

Blasques Albergaria Amaral, F., Gorgi, P. & Koopman, S. J. 2018 013/III ed., Amsterdam: Tinbergen Institute, 39 p.(TI Discussion Paper Series; vol. 2018, no. 013/III)

Research output: ScientificWorking paper

Naive Learning in Social Networks with Random Communication

Heidergott, B. F., Huang, J. & Lindner, I. 2018 018/II ed., Amsterdam: Tinbergen Institute, 33 p.(TI Discussion Paper Series; vol. 2018, no. 018/II)

Research output: ScientificWorking paper

Shaking Up the Firm Survival: Evidence from Yogyakarta (Indonesia)

Brata, A. G., de Groot, H. L. F. & Zant, W. 2018 021/VIII ed., Amsterdam: Tinbergen Institute, 23 p.(TI Discussion Paper Series; vol. 2018, no. 021/VIII)

Research output: ScientificWorking paper

The analysis and forecasting of ATP tennis matches using a high-dimensional dynamic model

Gorgi, P., Koopman, S. J. & Lit, R. 2018 Amsterdam: Tinbergen Institute, 18 p.(TI Discussion Paper Series; vol. 18, no. 009/III)

Research output: ScientificWorking paper

The Effect of Community Engagement on Healthcare Utilization and Health Insurance Enrolment in Ghana: Results from a Randomized Experiment

Duku, S. K. O., Nketiah-Amponsah, E., Fenenga, C., Arhinful, D., Janssens, W. & Pradhan, M. P. Feb 2018 017/V ed., Amsterdam: Tinbergen Institute, 33 p.(Tinbergen Institute Discussion Paper Series; no. TI 2018-017/V)

Research output: ScientificWorking paper

File

The family of ideal values for cooperative games

Wang, W., Sun, H., van den Brink, R. & Xy, G. 2018 Amsterdam: Tinbergen Institute, 27 p.(TI Discussion Paper Series; vol. 18, no. 002/II)

Research output: ScientificWorking paper

Unobserved Components with Stochastic Volatility in U.S. Inflation: Estimation and Signal Extraction

Li, M. & Koopman, S. J. 2018 Amsterdam: Tinbergen Institute, 37 p.(TI Discussion Paper Series; vol. 18, no. 027/III)

Research output: ScientificWorking paper

2017

A Model of Collateral

Awaya, Y. & Watanabe, M. 2017 Amsterdam: Tinbergen Institute, 22 p.(TI Discussion Paper Series; vol. 17, no. 098/VII)

Research output: ScientificWorking paper

Assessing Electronic Service Delivery in Municipalities

Budding, G., Faber, A. S. C. & Gradus, R. H. J. M. 2017 Amsterdam: Tinbergen Institute, 20 p.(TI Discussion Paper Series; vol. 17, no. 087/VIII)

Research output: ScientificWorking paper

A Stochastic Recurrence Equation Approach to Stationarity and phi-Mixing of a Class of Nonlinear ARCH Models

Blasques Albergaria Amaral, F. & Nientker, M. H. C. 2017 Amsterdam: Tinbergen Institute, 18 p.(TI Discussion Paper Series; vol. 17, no. 072/III)

Research output: ScientificWorking paper

Banking Panics and Liquidity in a Monetary Economy

Matsuoka, T. & Watanabe, M. 2017 Amsterdam: Tinbergen Institute, 41 p.(TI Discussion Paper Series; vol. 17, no. 091/VII)

Research output: ScientificWorking paper

Bayesian Analysis of Boundary and Near-Boundary Evidence in Econometric Models with Reduced Rank

Basturk, N., Hoogerheide, L. F. & van Dijk, H. K. 2017 Amsterdam: Tinbergen Institute, 91 p.(TI Discussion Paper Series; vol. 17, no. 058/III)

Research output: ProfessionalWorking paper

Bridges

Zant, W. 8 Dec 2017 117/V ed., Amsterdam: Tinbergen Institute, p. 1-48 51 p.(Tinbergen Institute Discussion Papers; no. 17-117/V)

Research output: ScientificWorking paper

Buyouts and Agglomeration Bonuses in Wildlife Corridor Auctions

Dijk, J. J., Ansink, E. & van Soest, D. P. 2017 Amsterdam: Tinbergen Institute, (TI Discussion Paper Series; vol. 17-036/VIII)

Research output: ProfessionalWorking paper

Comparing Econometric Methods to Empirically Evaluate Job-Search Assistance

Muller, P., van der Klaauw, B. & Heyma, A. 2017 Amsterdam: Tinbergen Institute, 58 p.(TI Discussion Paper Series; no. 17-019/V )

Research output: ScientificWorking paper

Comparing micro-evidence on rent sharing from two different econometric models

Dobbelaere, S. & Mairesse, J. 2017 Amsterdam: Tinbergen Institute, 44 p.(TI Discussion Paper Series; vol. 17, no. 112/V)

Research output: ScientificWorking paper

Cooperation in Polygynous Households

Barr, A., Dekker, M., Janssens, W., Kebede, B. & Kramer, B. N. Mar 2017 International Food Policy Research Institute, (IFPRI Discussion Paper; no. 01625)

Research output: ProfessionalWorking paper

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Crowdfunding public goods: An experiment

Ansink, E., Koetse, M. J., Bouma, J. A., Hauck, D. & van Soest, D. P. 2017 Amsterdam: Tinbergen Insitute, (TI Discussion Paper Series; no. 17-119/VIII)

Research output: ProfessionalWorking paper

Debt Boundaries Matter: Evidence From The Subsidiary Debt

Altieri, M. 7 Oct 2017 SSRN

Research output: ProfessionalWorking paper

Discrete Choice Models for Commuting Interactions

Rouwendal, J., Levkovich, O. D. & Mulalic, I. 2017 Amsterdam: Tinbergen Institute, 21 p.(TI Discussion Paper Series; vol. 17, no. 067/VIII)

Research output: ScientificWorking paper

Domestic Market Power in the International Airline Industry

de Jong, G., Behrens, C. L., van Herk, H. & Verhoef, E. T. 2017 Amsterdam: Tinbergen Institute, 34 p.(Tinbergen Institute Discussion Paper; no. 17-009/VIII)

Research output: ProfessionalWorking paper

Do Negative Interest Rates Make Banks Less Safe?

Nucera, F., Lucas, A., Schaumburg, J. & Schwaab, B. 2017 Amsterdam: Tinbergen Institute, 9 p.(TI Discussion Paper Series; no. 17-041/IV)

Research output: ScientificWorking paper

Dutch Municipalities are Becoming Greener: Some Political and Institutional Explanations

Gradus, R. H. J. M. & Dijkgraaf, E. 2017 Amsterdam: Tinbergen Institute, 27 p.(TI Discussion Paper Series; vol. 17, no. 086/VIII)

Research output: ScientificWorking paper

Economics of a new German market design for conventional power plants

Coester, A., Hofkes, M. W. & Papyrakis, E. 2017 Amsterdam: IVM-VU, (IVM Report; vol. 17/3)

Research output: ProfessionalWorking paper

Extracting revenues and government spending: Short- versus long-run considerations

van der Ploeg, F. & Venables, A. J. 2017 UNU-WIDER, (WIDER Working Paper; no. 2017-45)

Research output: ProfessionalWorking paper

Finite Sample Optimality of Score-Driven Volatility Models

Blasques Albergaria Amaral, F., Lucas, A. & van Vlodrop, A. C. 2017 Amsterdam: Tinbergen Institute, 23 p.(TI Discussion Paper Series; vol. 17, no. 111/III)

Research output: ScientificWorking paper

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

Beck, T. & Poelhekke, S. 2017 Amsterdam: Tinbergen Institute, (Tinbergen Institute Discussion Paper)

Research output: ScientificWorking paper

Forecasting Football Match Results in National League Competitions Using Score-Driven Time Series Models

Koopman, S. J. & Lit, R. 2017 Amsterdam: Tinbergen Institute, 42 p.(TI Discussion Paper Series; vol. 17, no. 062/III)

Research output: ScientificWorking paper

Games with a Permission Structure - a survey on generalizations and applications

van den Brink, R. 2017 Amsterdam: Tinbergen Institute, 44 p.(TI Discussion Paper Series; no. 17-016/II )

Research output: ScientificWorking paper

Grade Expectations: Rationality and Overconfidence

Magnus, J. R. & Peresetsky, A. A. 2017 Amsterdam: Tinbergen Institute, 28 p.(TI Discussion Paper Series; vol. 17, no. 054/III)

Research output: ProfessionalWorking paper

Green Innovation and Economic Growth in a North-South Model

Witajewski-Baltvilks, J. & Fischer, C. 2017 Institute for Structural Research, Warsaw

Research output: ProfessionalWorking paper

Health Insurance, a Friend in Need?: Evidence from Financial and Health Diaries inKenya

Geng, X., Ide, V., Janssens, W., Kramer, B. N. & van der List, M. Jul 2017 International Food Policy Research Institute, (IFPRI Discussion Paper; no. 01664)

Research output: ProfessionalWorking paper

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High-Frequency Trading around Large Institutional Orders

van Kervel, V. L. & Menkveld, A. J. 2017 Amsterdam: Tinbergen Institute, 53 p.(TI Discussion Paper Series; vol. 17, no. 092/IV)

Research output: ScientificWorking paper

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

Zant, W. 2017 Amsterdam: Tinbergen Institute, 38 p.(Tinbergen Institute Discussion Paper; no. 17-021/V)

Research output: ScientificWorking paper

Implied Volatility Sentiment: A Tale of Two Tails

Stork, P. A., Fortes Felix, L. F. & Kraeussl, R. G. W. 2017 Amsterdam: Tinbergen Institute, 48 p.(Tinbergen Institute Discussion Paper; no. 17-002/IV)

Research output: ScientificWorking paper

Innovation and Inequality in a Small World

Lindner, I. & Strulik, H. 2017 Amsterdam: Tinbergen Institute, 43 p.(TI Discussion Paper Series; vol. 17, no. 057/II)

Research output: ProfessionalWorking paper

Intermediation Services and Search Frictions

Holzner, C. L. & Watanabe, M. 2017 Amsterdam: Tinbergen Insitute, 24 p.(TI Discussion Paper Series; no. 17-042/VII)

Research output: ScientificWorking paper

Interval Solutions for Tu-games

van den Brink, R., Palanci, O. & Alparslan-Gök, S. Z. 2017 Amsterdam: Tinbergen Institute, 24 p.(TI Discussion Paper Series; vol. 17, no. 094/II)

Research output: ScientificWorking paper

Labor market imperfections, markups and productivity in multinationals and exporters

Dobbelaere, S. & Kiyota, K. 2017 Amsterdam: Tinbergen Institute, 57 p.(TI Discussion Paper Series; vol. 17, no. 113/V)

Research output: ScientificWorking paper

Liquid Milk: Cash Constraints and Day-to-Day Intertemporal Choice in Financial Diaries

Geng, X., Janssens, W. & Kramer, B. N. Jan 2017 International Food Policy Research Institute, (IFPRI Discussion Paper; no. 01602)

Research output: ProfessionalWorking paper

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Measuring Diverging House Prices

Rouwendal, J. & van Duijn, M. 2017 Amsterdam: Tinbergen Institute, 38 p.(TI Discussion Paper Series; no. 17-028/VIII)

Research output: ScientificWorking paper