3364 Discussion Papers

• 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

• 24-052/III - Testing for Clustering Under Switching

  Author: Igor Custodio João, Vrije Universiteit Amsterdam

  Date: August 22, 2024

• 24-051/III - Kullback-Leibler-based characterizations of score-driven updates

  Authors: Ramon de Punder, University of Amsterdam; Timo Dimitriadis, Heidelberg University; Rutger-Jan Lange, Erasmus University Rotterdam

  Date: August 06, 2024

• 24-050/IV - On Bubbles in Cryptocurrency Prices

  Author: Maarten R.C. van Oordt, Vrije Universiteit Amsterdam

  Date: August 06, 2024

• 24-049/III - Density Forecasting for Electricity Prices under Tail Heterogeneity with the t-Riesz Distribution

  Authors: Anne Opschoor, Vrije Universiteit Amsterdam; Dewi Peerlings, Vrije Universiteit Amsterdam; Luca Rossini, University of Milan; Andre Lucas, Vrije Universiteit Amsterdam

  Date: July 19, 2024

• 24-048/VII - Bargaining Power and Quantity Discounts to Retailers: Evidence from India’s Pharmaceutical Industry

  Authors: Gianluca Antonecchia, KU Leuven; Ajay Bhaskarabhatla, Erasmus School of Economics; Enrico Pennings, Erasmus School of Economics

  Date: July 19, 2024

• 24-047/V - The persistence and nature of the labor reallocation shock during the COVID-19 crisis

  Author: Mathieu P.A. Steijn, Vrije Universiteit Amsterdam

  Date: July 11, 2024

• 24-046/VIII - Price elasticities of meat, fish and plant-based meat substitutes: evidence from store-level Dutch supermarket scanner data

  Authors: Zhaoxin Liu, Vrije Universiteit Amsterdam; Erik Ansink, Vrije Universiteit Amsterdam

  Date: July 11, 2024

• 24-045/V - Responsibility-Sensitive Welfare Weights for Health

  Authors: Matthew Robson, Erasmus University Rotterdam; Owen O’Donnell, Erasmus University Rotterdam; Tom Van Ourti, Erasmus University Rotterdam

  Date: July 10, 2024

• 24-044/V - Incentives matter sometimes: On the differences between league and Cup football matches

  Authors: Jan C. van Ours, Erasmus University Rotterdam; Martin van Tuijl, Tilburg University

  Date: July 10, 2024

• 24-043/V - The Effects of Mental Health Interventions on Labor Market Outcomes in Low- and Middle-Income Countries

  Authors: Crick Lund, King’s College London; Kate Orkin, University of Oxford; Marc Witte, Vrije Universiteit Amsterdam; John Walker, University of Oxford; Johannes Haushofer, Stockholm University ; Vikram Patel, Harvard University

  Date: June 20, 2024