3374 Discussion Papers

• 24-072/III - Modeling Common Bubbles: A Mixed Causal Non-Causal Dynamic Factor Model

  Author: Gabriele Mingoli, Vrije Universiteit Amsterdam

  Date: November 29, 2024

• 24-071/VI - Corporate Legacy Debt, Inflation, and the Efficacy of Monetary Policy

  Authors: Charles A.E. Goodhart, Financial Markets Group; M. Udara Peiris, Oberlin College; Dimitrios P. Tsomocos, Saïd Business School; Xuan Wang, Vrije Universiteit Amsterdam

  Date: November 26, 2024

• 24-070/I - Identifying the Impact of Hypothetical Stakes on Experimental Outcomes and Treatment Effects

  Author: Jack Fitzgerald, Vrije Universiteit Amsterdam

  Date: November 08, 2024

• 24-069/III - Joint extreme Value-at-Risk and Expected Shortfall dynamics with a single integrated tail shape parameter

  Authors: Enzo D'Innocenzo, University of Bologna; Andre Lucas, Vrije Universiteit Amsterdam; Bernd Schwaab, European Central Bank; Xin Zhang, Sveriges Riksbank

  Date: November 08, 2024

• 24-068/III - Time-Varying Factor Model Components for Effective Momentum Strategy

  Authors: Jamie Cross, Melbourne Business School; Lennart Hoogerheide, Vrije Universiteit Amsterdam; Herman van Dijk, Erasmus University Rotterdam

  Date: October 31, 2024

• 24-067/V - Estimating Public Preferences on Population Health Ethics

  Authors: Rory Allanson, University of Strathclyde; Matthew Robson, Erasmus University Rotterdam

  Date: October 27, 2024

• 24-066/III - Mitigating Estimation Risk: a Data-Driven Fusion of Experimental and Observational Data

  Authors: Francisco Blasques, Vrije Universiteit Amsterdam; Paolo Gorgi, Vrije Universiteit Amsterdam; Siem Jan Koopman, Vrije Universiteit Amsterdam; Noah Stegehuis, Vrije Universiteit Amsterdam

  Date: October 27, 2024

• 24-065/V - Minority Salience and Criminal Justice Decisions

  Authors: Kyra Hanemaaijer, Erasmus University Rotterdam; Nadine Ketel, Vrije Universiteit Amsterdam; Olivier Marie, Erasmus University Rotterdam

  Date: October 27, 2024

• 24-064/VIII - Greening the Economy

  Author: Steven Poelhekke, Vrije Universiteit Amsterdam

  Date: October 27, 2024

• 24-063/V - The causal component in the intergenerational transmission of income

  Authors: Monique de Haan, Amsterdam School of Economics; Magnus Stubhaug, NIFU

  Date: October 27, 2024

• 24-062/III - Robust Multivariate Observation-Driven Filtering for a Common Stochastic Trend: Theory and Application

  Authors: Francisco Blasques, Vrije Universiteit Amsterdam ; Janneke van Brummelen, Vrije Universiteit Amsterdam ; Paolo Gorgi, Vrije Universiteit Amsterdam ; Siem Jan Koopman, Vrije Universiteit Amsterdam

  Date: September 27, 2024

• 24-061/VIII - Enhancing Regional Resilience for Energy Price Shocks: Efficient Gas Use and Upstream Decarbonization

  Authors: Sacha den Nijs, Vrije Universiteit Amsterdam ; Mark Thissen, Vrije Universiteit Amsterdam

  Date: September 27, 2024

• 24-060/III - PyTimeVar: A Python Package for Trending Time-Varying Time Series Models

  Authors: Mingxuan Song, Vrije University Amsterdam ; Bernhard van der Sluis, Erasmus University Rotterdam ; Yicong Lin, Vrije University Amsterdam

  Date: September 27, 2024

• 24-059/III - Realized Variances vs. Correlations: Unlocking the Gains in Multivariate Volatility Forecasting

  Authors: Laura Capera Romero, Vrije Universiteit Amsterdam; Anne Opschoor, Vrije Universiteit Amsterdam

  Date: September 20, 2024

• 24-058/I - Poverty and Uncertainty Attitudes

  Author: Víctor González-Jiménez, Erasmus University Rotterdam

  Date: September 13, 2024

• 24-057/V - High temperatures and workplace injuries

  Authors: Matteo Picchio, Marche Polytechnic University; Jan C. van Ours, Erasmus University Rotterdam

  Date: September 13, 2024

• 24-056/III - Flexible Negative Binomial Mixtures for Credible Mode Inference in Heterogeneous Count Data from Finance, Economics and Bioinformatics

  Authors: Jamie L. Cross, University of Melbourne ; Lennart Hoogerheide, Vrije Universiteit Amsterdam; Paul Labonne, BI Norwegian Business School; Herman K. van Dijk, Erasmus University Rotterdam

  Date: September 13, 2024

• 24-055/V - Non-Compete Agreements, Tacit Knowledge and Market Imperfections

  Authors: Eric Bartelsman, Vrije Universiteit Amsterdam; Sabien Dobbelaere, Vrije Universiteit Amsterdam; Alessandro Zona Mattioli, Vrije Universiteit Amsterdam

  Date: September 13, 2024

• 24-054/VI - Competitive search with private information: Can price signal quality?

  Authors: James Albrecht, Georgetown University; Xiaoming Cai, Peking University HSBC Business School; Pieter Gautier, Vrije Universiteit Amsterdam; Susan Vroman, Georgetown University

  Date: August 30, 2024

• 24-053/VI - The Chinese waste import ban and the emergence of waste havens within Europe

  Author: Konstantin Sommer, University of Amsterdam and Vrije Universiteit Amsterdam

  Date: August 22, 2024