• Gustav Mahlerplein 117

    1082 MS Amsterdam

    Netherlands

Research Output 1975 2020

2017

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: Working paperAcademic

Displaced Relative Changes in Historical Simulation: Application to Risk Measures of Interest Rates with Phases of Negative Rates

Fries, C., Nigbur, T. & Seeger, N. J., 2017, In : Journal of Empirical Finance. 42, p. 175-198

Research output: Contribution to JournalArticleAcademicpeer-review

Open Access

Do Incentives for Municipalities Reduce the Welfare Caseload? Evaluation of a Welfare Reform in the Netherlands

Kok, L., Tempelman, C., Koning, P. W. C., Kroon, L. & Berden, C., 1 Mar 2017, In : Economist. 165, 1, p. 23-42 20 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Open Access
Evaluation
The Netherlands
Incentives
Welfare reform
Municipalities

Do jobs follow people or people follow jobs? A meta-analysis of Carlino–Mills studies

Hoogstra, G. J., van Dijk, J. & Florax, R. J. G. M., 2 Oct 2017, In : Spatial Economic Analysis. 12, 4, p. 357-378 22 p.

Research output: Contribution to JournalArticleAcademicpeer-review

meta-analysis
economic analysis
spatial resolution
matrix
Economic Analysis

Do negative interest rates make banks less safe?

Nucera, F., Lucas, A., Schaumburg, J. & Schwaab, B., 2017, In : Economics Letters. 159, October, p. 112-115 4 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Interest rates
Business model
Financial crisis
Income
Propensity

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: Working paperAcademic

Dynamic equilibrium at a congestible facility under market power

Verhoef, E. T. & Silva, H. E., 1 Nov 2017, In : Transportation Research Part B: Methodological. 105, p. 174-192 19 p.

Research output: Contribution to JournalArticleAcademicpeer-review

market power
Airports
Dynamic models
firm
Market power

Economic evaluation of urban and spatial policies

Levkovich, O. D., 2017, 191 p.

Research output: PhD ThesisPhD Thesis - Research VU, graduation VUAcademic

Open Access
File

Economic growth and carbon dioxide emissions: An analysis of Latin America and the Caribbean

Jardon Kojakhmetova, A., Kuik, O. J. & Tol, R. S. J., 7 Mar 2017, In : Atmosfera. 30, 2, p. 87-99

Research output: Contribution to JournalArticleAcademicpeer-review

Open Access

Economisch gedrag op televisie

van den Assem, M. J., 2017, In : Economisch Statistische Berichten. 102, 4746, p. 81-83

Research output: Contribution to JournalArticleProfessional

File

Enhanced capital-asset pricing model for the reconstruction of bipartite financial networks

Squartini, T., Almog, A., Caldarelli, G., Van Lelyveld, I., Garlaschelli, D. & Cimini, G., 27 Sep 2017, In : Physical Review E. 96, 3, 032315.

Research output: Contribution to JournalArticleAcademicpeer-review

Capital Asset Pricing Model
Interconnection
Bipartite Network
Biased Estimation
Entropy Maximization

Equity Index Variance: Evidence from Flexible Parametric Jump-Diffusion Models

Kaeck, A., Rodrigues, P. & Seeger, N. J., 2017, In : Journal of Banking and Finance. 83, October, p. 85-103

Research output: Contribution to JournalArticleAcademicpeer-review

Open Access

Essays on Tax Benefit Reforms in a Discrete Choice Framework

de Boer, H. W., 23 Mar 2017, Amsterdam: Vrije Universiteit. 236 p.

Research output: PhD ThesisPhD Thesis - Research external, graduation VUAcademic

Open Access
File

Essays on the role of frictions for firms, sectors and the macroeconomy

Gal, P., 2017, 225 p.

Research output: PhD ThesisPhD Thesis - Research VU, graduation VUAcademic

Open Access
File

Estimating the Value of Proximity to Water, When Ceteris Really Is Paribus

Rouwendal, J., Levkovich, O. & van Marwijk, R., 1 Dec 2017, In : Real Estate Economics. 45, 4, p. 829-860 32 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Water

Excess stock return comovement and the role of investor sentiment

Frijns, B., Verschoor, W. F. C. & Zwinkels, R. C. J., Jul 2017, In : Journal of International Financial Markets, Institutions & Money. 49, July

Research output: Contribution to JournalArticleAcademicpeer-review

Open Access

Exploring the Tractability of the Capped Hose Model

Bosman, T. N. & Olver, N. K., 2017, Proceedings of the 25th Annual European Symposium on Algorithms (ESA). Schloss Dagstuhl, Vol. 87. 12 p. 19. (Leibniz International Proceedings in Informatics (LIPIcs)).

Research output: Chapter in Book / Report / Conference proceedingConference contributionAcademicpeer-review

Open Access

Explosion and linear transit times in infinite trees

Amini, O., Devroye, L., Griffiths, S. & Olver, N. K., 2017, In : Probability Theory and Related Fields. 167, 1-2, p. 325-347

Research output: Contribution to JournalArticleAcademicpeer-review

Open Access

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: Working paperProfessional

Financial incentives and job choice

Lammers, M., 2017, Amsterdam: Tinbergen Institute. 157 p.

Research output: PhD ThesisPhD Thesis - Research VU, graduation VUAcademic

Open Access
File

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: Working paperAcademic

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: Working paperAcademic

Follow the money: The impact of natural resource windfalls on the financial sector [VoxEU]

Beck, T. & Poelhekke, S., 26 Feb 2017

Research output: Online publication or Non-textual formOnline publication or WebsiteAcademic

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: Working paperAcademic

Forecasting Value-at-Risk under Temporal and Portfolio Aggregation*

Kole, E., Markwat, T., Opschoor, A. & Van Dijk, D., 2017, In : Journal of Financial Econometrics. 15, 4, p. 649-677

Research output: Contribution to JournalArticleAcademicpeer-review

From hierarchies to levels: new solutions for games with hierarchical structure

Álvarez-Mozos, M., van den Brink, R., van der Laan, G. & Tejada, O., 1 Nov 2017, In : International Journal of Game Theory. 46, 4, p. 1089-1113 25 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Hierarchical Structure
Game
Cooperative Game Theory
Shapley Value
Economics

From mine to coast: transport infrastructure and the direction of trade in developing countries

Bonfatti, R. & Poelhekke, S., 2017, In : Journal of Development Economics. 127, July, p. 91–108

Research output: Contribution to JournalArticleAcademicpeer-review

Frontiers of Climate Change Economics

van der Meijden, G., van der Ploeg, R. & Withagen, C., 2017, In : Environmental and Resource Economics. 68, 1, p. 1-14

Research output: Contribution to JournalEditorialAcademicpeer-review

Global warming
political economy
Climate change
environmental policy
leakage

Games with a permission structure - A survey on generalizations and applications

van den Brink, R., 1 Apr 2017, In : TOP. 25, 1, p. 1-33

Research output: Contribution to JournalArticleAcademicpeer-review

Open Access
Game
Shapley Value
Restriction
Axiomatization
Communication

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: Working paperAcademic

Genome-wide association meta-analysis of 78,308 individuals identifies new loci and genes influencing human intelligence

Sniekers, S., Stringer, S., Watanabe, K., Jansen, P. R., Coleman, J. R. I., Krapohl, E., Taskesen, E., Hammerschlag, A. R., Okbay, A., Zabaneh, D., Amin, N., Breen, G., Cesarini, D., Chabris, C. F., Iacono, W. G., Ikram, M. A., Johannesson, M., Koellinger, P., Lee, J. J., Magnusson, P. K. E. & 10 othersMcGue, M., Miller, M. B., Ollier, W. E. R., Payton, A., Pendleton, N., Plomin, R., Rietveld, C. A., Tiemeier, H., van Duijn, C. M. & Posthuma, D., Jul 2017, In : Nature Genetics. 49, 7, p. 1107-1112 6 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Open Access
Genome-Wide Association Study
Intelligence
Meta-Analysis
Genes
Single Nucleotide Polymorphism

Global economic impacts of climate variability and change during the 20th century

Estrada, F., Tol, R. S. J. & Botzen, W. J. W., 1 Feb 2017, In : PLoS ONE. 12, 2, e0172201.

Research output: Contribution to JournalReview articleAcademicpeer-review

Open Access
Climate Change
economic impact
Economics
Climate
climate

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: Working paperProfessional

Harnessing hydrocarbon revenues: Reflections on Russia

van der Ploeg, F., Malova, A. & Saltan, A., 2017, In : Vestnik SPbSU, St. Petersburg University Journal of Economic Studies. 33, 3, p. 348-363

Research output: Contribution to JournalArticleAcademicpeer-review

Resources
Russia
Revenue
Gas
Oil

Het publiek belang van innovaties in het betalingsverkeer

den Butter, F. A. G. & Mallekoote, P. M., 2017, In : Economisch Statistische Berichten. 102, 4753S, p. 19-23 5 p.

Research output: Contribution to JournalArticleProfessional

File
World Wide Web
Innovation
Public Interest

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: Working paperAcademic

Historic Amenities and Housing Externalities: Evidence from the Netherlands

Koster, H. R. A. & Rouwendal, J., 2017, In : Economic Journal. 127, 605, p. F396-F420

Research output: Contribution to JournalArticleAcademicpeer-review

Amenities
The Netherlands
Externalities
Cultural heritage
Direct effect

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: Working paperAcademic

Maize
Arbitrage
Rent extraction
Mozambique
Food markets

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: Working paperAcademic

Innovation, Diffusion, Growth and the Environment: Taking Stock and Charting New Directions

Sarr, M. & Noailly, J., 1 Mar 2017, In : Environmental and Resource Economics. 66, 3, p. 393-407 15 p.

Research output: Contribution to JournalEditorialAcademicpeer-review

Open Access
innovation
growth modeling
economic growth
economics
Innovation diffusion

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: Working paperProfessional

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: Working paperAcademic

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: Working paperAcademic

Is there a natural resource curse in finance? [World Bank's All About Finance blog]

Beck, T. & Poelhekke, S., 4 Apr 2017

Research output: Online publication or Non-textual formOnline publication or WebsiteProfessional

Keuzes in het wild

van den Assem, M. J., 21 Sep 2017, Amsterdam: Vrije Universiteit Amsterdam. 22 p.

Research output: Book / ReportInaugural speechProfessional

Open Access
File

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: Working paperAcademic

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: Working paperProfessional

File

Long Term Behavior of Dynamic Equilibria in Fluid Queuing Networks

Cominetti, R., Correa, J. & Olver, N. K., 24 May 2017, Proceedings of 19th Conference on Integer Programming and Combinatorial Optimization (IPCO). Eisenbrand, F. & Koenemann, J. (eds.). p. 161-172 (Lecture Notes in Computer Science; vol. 10328).

Research output: Chapter in Book / Report / Conference proceedingConference contributionAcademicpeer-review