• Gustav Mahlerplein 117

    1082 MS Amsterdam

    Netherlands

Research Output 1975 2020

Article

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

Distinct Loci in the CHRNA5/CHRNA3/CHRNB4 Gene Cluster Are Associated With Onset of Regular Smoking

Stephens, S. H., Hartz, S. M., Hoft, N. R., Saccone, N. L., Corley, R. C., Hewitt, J. K., Hopfer, C. J., Breslau, N., Coon, H., Chen, X., Ducci, F., Dueker, N., Franceschini, N., Frank, J., Han, Y., Hansel, N. N., Jiang, C., Korhonen, T., Lind, P. A., Liu, J. & 106 othersLyytikäinen, L. P., Michel, M., Shaffer, J. R., Short, S. E., Sun, J., Teumer, A., Thompson, J. R., Vogelzangs, N., Vink, J. M., Wenzlaff, A. S., Wheeler, W., Yang, B. Z., Aggen, S. H., Balmforth, A. J., Baumeister, S. E., Beaty, T., Benjamin, D. J., Bergen, A. W., Broms, U., Cesarini, D., Chatterjee, N., Chen, J., Cheng, Y. C., Cichon, S., Couper, D., Cucca, F., Dick, D., Foroud, T., Furberg, H., Giegling, I., Gillespie, N. A., Gu, F., Hall, A. S., Hällfors, J., Han, S., Hartmann, A. M., Heikkilä, K., Hickie, I. B., Hottenga, J. J., Jousilahti, P., Kaakinen, M., Kähönen, M., Koellinger, P. D., Kittner, S. J., Konte, B., Landi, M. T., Laatikainen, T., Leppert, M., Levy, S. M., Mathias, R. A., McNeil, D. W., Medland, S. E., Montgomery, G. W., Murray, T., Nauck, M., North, K. E., Paré, P. D., Pergadia, M. L., Ruczinski, I., Salomaa, V., Viikari, J., Willemsen, G., Barnes, K. C., Boerwinkle, E., Boomsma, D. I., Caporaso, N., Edenberg, H. J., Francks, C., Gelernter, J., Grabe, H. J., Hops, H., Järvelin, M. R., Johannesson, M., Kendler, K. S., Lehtimäki, T., Magnusson, P. K. E., Marazita, M. L., Marchini, J., Mitchell, B. D., Nöthen, M. M., Penninx, B. W. J. H., Raitakari, O., Rietschel, M., Rujescu, D., Samani, N. J., Schwartz, A. G., Shete, S., Spitz, M., Swan, G. E., Völzke, H., Veijola, J., Wei, Q., Amos, C. I., Cannon, D. S., Grucza, R. A., Hatsukami, D., Heath, A. C., Johnson, E. O., Kaprio, J., Madden, P. A. F., Martin, N. G., Stevens, V. L., Weiss, R. B., Kraft, P., Bierut, L. J. & Ehringer, M., 2013, In : Genetic Epidemiology. 37, 8, p. 846-859

Research output: Contribution to JournalArticleAcademicpeer-review

Multigene Family
Smoking
Tobacco Use Disorder
Phenotype
Tobacco

Do Dutch dentists extract monopoly rents?

Ketel, N., Leuven, E., Oosterbeek, H. & van der Klaauw, B., 1 Jan 2019, In : Journal of Health Economics. 63, p. 145-158 14 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Dentists
Netherlands
Costs and Cost Analysis
Dental Schools
Dentistry

Does banking competition alleviate or worsen credit constraints faced by small- and medium-sized enterprises? Evidence from China

Chong, T. T. L., Lu, L. & Ongena, S., 1 Sep 2013, In : Journal of Banking and Finance. 37, 9, p. 3412-3424 13 p.

Research output: Contribution to JournalArticleAcademicpeer-review

China
Credit constraints
Banking competition
Small and medium-sized enterprises
State-owned banks

Does new information technology change commuting behavior?

Gubins, S., van Ommeren, J. & de Graaff, T., 2019, In : Annals of Regional Science. 62, 1, p. 187-210

Research output: Contribution to JournalArticleAcademicpeer-review

commuting
information technology
new technology
profession
technology adoption

Does price fixing benefit corporate managers?

Artiga González, T., Schmid, M. & Yermack, D., Oct 2019, In : Management Science. 65, 10, p. 4813-4840 28 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Open Access
Price fixing
Managers
Cartel
Enforcement
Bonuses

Does the housing market reflect cultural heritage? A case study of Greater Dublin

Moro, M., Mayor, K., Lyons, S. & Tol, R. S. J., 2013, In : Environment and Planning A. 45, 12, p. 2884-2903 20 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Open Access
cultural heritage
housing market
housing
historic building
amenity

Do financial conglomerates create or destroy value? Evidence for the EU

van Lelyveld, I. & Knot, K., Dec 2009, In : Journal of Banking and Finance. 33, 12, p. 2312-2321 10 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Financial conglomerates
Conglomerate
Diversification discount
Discount
Peer group

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
Incentives
Welfare reform
Municipalities
The Netherlands
Evaluation

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

Domestic Market Power in the International Airline Industry

de Jong, G., Behrens, C. L., van Herk, H. & Verhoef, E., 2019, In : Transportation Science. 53, 3, p. 796-810 14 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Open Access
File
domestic market
market power
Airports
airport
pricing

Do metro interruptions increase the demand for public rental bicycles? Evidence from Paris

Klingen, J., 2019, In : Transportation Research Part A: Policy and Practice. 123, May, p. 216-228 13 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Bicycles
bicycle
demand
evidence
transport network

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 Parental Networks Pay Off? Linking Children's Labor-Market Outcomes to Their Parents' Friends

Plug, E., van der Klaauw, B. & Ziegler, L., 17 Jan 2018, In : Scandinavian Journal of Economics. 120, 1, p. 268-295 28 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Labor market outcomes
Child labor
High school
Friendship
Occupational choice

Double for nothing? Experimental evidence on an unconditional teacher salary increase in Indonesia

De Ree, J., Muralidharan, K., Pradhan, M. & Rogers, H., 1 May 2018, In : Quarterly Journal of Economics. 133, 2, p. 993-1039 47 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Teacher salaries
Indonesia
Incumbents
Public sector
Salary

Double limit pricing

van der Meijden, G., Ryszka, K. & Withagen, C., May 2018, In : Journal of Environmental Economics and Management. 89, p. 153-167 15 p.

Research output: Contribution to JournalArticleAcademicpeer-review

climate
pollution tax
environmental policy
oil
damage

Downsizing and productivity growth: Myth or reality?

Baily, M. N., Bartelsman, E. J. & Haltiwanger, J., 1996, In : Small Business Economics. 8, 4, p. 259-278 20 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Downsizing
Productivity
Productivity growth
Wisdom
Wages

Dynamic discrete copula models for high-frequency stock price changes

Koopman, S. J., Lit, R., Lucas, A. & Opschoor, A., Nov 2018, In : Journal of Applied Econometrics. 33, 7, p. 966-985 20 p., 33.

Research output: Contribution to JournalArticleAcademicpeer-review

Open Access
bank
simulation
Price changes
Copula
Stock prices

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

Early-warning signals of topological collapse in interbank networks

Squartini, T., Van Lelyveld, I. & Garlaschelli, D., 28 Nov 2013, In : Scientific Reports. 3, 3357.

Research output: Contribution to JournalArticleAcademicpeer-review

Open Access
Early warning
Financial crisis
Financial distress
Systemic risk
Connectivity

Economic diversification and poverty in rural India

Kijima, Y. & Lanjouw, P., Apr 2005, In : Indian Journal of Labour Economics. 48, 2, p. 349-374 26 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Poverty
Diversification
Economics
Rural India
Nonfarm employment

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

Economics: An emerging small world

Goyal, S., van der Leij, M. J. & Moraga-González, J. L., Apr 2006, In : Journal of Political Economy. 114, 2, p. 403-412 10 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Economics
Economists
Small world
Social distance

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

Economywide impacts of climate change on agriculture in Sub-Saharan Africa

Calzadilla, A., Zhu, T., Rehdanz, K., Tol, R. S. J. & Ringler, C., 2013, In : Ecological Economics. 93, p. 150-165 16 p.

Research output: Contribution to JournalArticleAcademicpeer-review

agriculture
climate change
food market
food production
crop yield

Efficient Updating of Node Importance in Dynamic Real-Life Networks

Berkhout, J. & Heidergott, B. F., Jul 2018, In : IFAC-PapersOnLine. 51, 7, p. 64-69 6 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Internet

Empty homes, longer commutes: The unintended consequences of more restrictive local planning

Cheshire, P., Hilber, C. A. L. & Koster, H. R. A., Feb 2018, In : Journal of Public Economics. 158, 2, p. 126-151 26 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Open Access
Planning
Unintended consequences
Vacancy
Land use regulation
Labour market

Endogene groei en technologie

den Butter, F. A. G. & Wollmer, F. J., 1993, In : Tijdschrift voor politieke ekonomie. 16, 2, p. 56-71 16 p.

Research output: Contribution to JournalArticleProfessional

File

Endogenous production of R&D and stable economic development

Rouwendal, J. & Nijkamp, P., 1 Jun 1989, In : De Economist. 137, 2, p. 202-216 15 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Economic development
Technological change
Factors
Production technology
Income

Energy modeling post 1973

Feddersen, J., Habermacher, F., Imhof, J. & van der Ploeg, R., 3 Jul 2015, In : Journal of Natural Resources Policy Research. 7, 2-3, p. 161-166 6 p.

Research output: Contribution to JournalArticleAcademicpeer-review

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

Entrepreneurship and organization design

Roessler, C. & Koellinger, P., 1 May 2012, In : European Economic Review. 56, 4, p. 888-902 15 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Entrepreneurs
Organization design
Entrepreneurship
Wages
Bidding

Environmental policy in a green market

Moraga-González, J. L. & Padrón-Fumero, N., 2002, In : Environmental and Resource Economics. 22, 3, p. 419-447 29 p.

Research output: Contribution to JournalArticleAcademicpeer-review

environmental policy
market
willingness to pay
effluent
Environmental policy

Environment and Development: Penalized Non-Parametric Inference of Global Trends in Deforestation, Pollution and Carbon

Andree, B. P. J., Dogo, H., Chamorro, A. & Spencer, P., 25 Feb 2019, In : World Bank Policy Research Working Paper.

Research output: Contribution to JournalArticleAcademicpeer-review

Open Access
Pollution
Carbon
Inference
Deforestation
Environmental Kuznets curve

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

Estimating equilibrium effects of job search assistance

Gautier, P., Muller, P., van der Klaauw, B., Rosholm, M. & Svarer, M., Oct 2018, In : Journal of Labor Economics. 36, 4, p. 1073-1125 53 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Job search
Workers
Experiment
Treatment effects
Activation

Estimating Equilibrium Effects of Job Search Assistance

Muller, P., van der Klaauw, B., Gautier, P. A., Rosholm, M. & Svarer, M., 2018, In : Journal of Labor Economics. 36, 4, p. 1073-1125

Research output: Contribution to JournalArticleAcademicpeer-review

Estimating Systematic Continuous-time Trends in Recidivism Using a Non-Gaussian Panel Data Model

Koopman, S. J., Lucas, A., van Montfort, C. A. G. M., Ooms, M. & van der Geest, W., 2008, In : Statistica Neerlandica. Journal of the Netherlands Society for Statistics and Operations Research. 62, 1, p. 104-130

Research output: Contribution to JournalArticleAcademicpeer-review

Panel Data
Data Model
Continuous Time
Stochastic Trend
Missing Observations

Estimating the value of lost telecoms connectivity

Lyons, S., Morgenroth, E. & Tol, R. S. J., 2013, In : Electronic Commerce Research and Applications. 12, 1, p. 40-51 12 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Outages
Emergency services
Costs
Economics
Telecommunication networks

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

Europese Commissie moet zich hard opstellen tegenover Italië en vervolgstappen nemen

Beetsma, R. & Gradus, R. H. J. M., 30 Oct 2018, In : Het Financieele Dagblad. 2018, oktober 30, p. 25-25 1 p.

Research output: Contribution to JournalArticlePopular

Evaluating feasibility and acceptability of a group WHO trans-diagnostic intervention for women with common mental disorders in rural Pakistan: a cluster randomised controlled feasibility trial - CORRIGENDUM

Khan, M. N., Hamdani, S. U., Chiumento, A., Dawson, K., Bryant, R. A., Sijbrandij, M., Nazir, H., Akhtar, P., Masood, A., Wang, D., Wang, E., Uddin, I., van Ommeren, M. & Rahman, A., Aug 2019, In : Epidemiology and Psychiatric Sciences. 28, 4, p. 466

Research output: Contribution to JournalArticleAcademicpeer-review

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

Existence and uniqueness of stochastic price equilibria in heterogeneous markets

Rouwendal, J., 1 Jan 1990, In : Regional Science and Urban Economics. 20, 1, p. 43-64 22 p.

Research output: Contribution to JournalArticleAcademicpeer-review

market equilibrium
market
general characteristics
demand
price

Expected issuance fees and market liquidity

Buis, B., Pieterse-Bloem, M., Verschoor, W. F. C. & Zwinkels, R., 2020, (Accepted/In press) In : Journal of Financial Markets.

Research output: Contribution to JournalArticleAcademicpeer-review

Open Access

Expected utility and catastrophic risk in a stochastic economy–climate model

Ikefuji, M., Laeven, R. J. A., Magnus, J. R. & Muris, C., 2019, (Accepted/In press) In : Journal of Econometrics.

Research output: Contribution to JournalArticleAcademicpeer-review

Catastrophic risk
Stochastic model
Expected utility
Uncertainty
Climate change

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
damage
climate
Economics
climate conditions
theoretical study

Feasible invertibility conditions and maximum likelihood estimation for observation-driven models

Blasques, F., Gorgi, P., Koopman, S. J. & Wintenberger, O., Mar 2018, In : Electronic Journal of Statistics. 12, 1, p. 1019-1052 34 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Open Access
Invertibility
Maximum Likelihood Estimation
Maximum Likelihood Estimator
Time Series Models
Misspecified Model

Finding the core: Network structure in interbank markets

in 't Veld, D. & van Lelyveld, I., 1 Dec 2014, In : Journal of Banking and Finance. 49, p. 27-40 14 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Network structure
Interbank market
The Netherlands
Risk assessment
Model selection