80 Discussion Papers

• 24-080/III - Influential assets in Large-Scale Vector AutoRegressive Models

  Authors: Kexin Zhang, City University of Hong Kong; Simon Trimborn, University of Amsterdam

  Date: December 20, 2024

• 24-079/II - A Unifying Theory of Aging and Mortality

  Authors: Valentin Flietner, PwC; Bernd Heidergott, Vrije Universiteit Amsterdam; Frank den Hollander, Leiden University; Ines Lindner, Vrije Universiteit Amsterdam; Azadeh Parvaneh, Leiden University; Holger Strulik, University of Göttingen

  Date: December 20, 2024

• 24-078/VII - Spillovers from legal cooperation to non-competitive prices

  Authors: Jeroen Hinloopen, Netherlands Bureau for Economic Policy Analysis; Stephen Martin, Purdue University; Sander Onderstal, University of Amsterdam; Leonard Treuren, KU Leuven

  Date: December 20, 2024

• 24-077/III - Three-Sided Testing to Establish Practical Significance: A Tutorial

  Authors: Peder Isager, Oslo New University College; Jack Fitzgerald, Vrije Universiteit Amsterdam

  Date: December 20, 2024

• 24-076/II - Power in plurality games

  Authors: Rene van den Brink, Vrije Universiteit Amsterdam; Dinko Dimitrov, Saarland University; Agnieszka Rusinowska, Centre d'Economie de la Sorbonne, CNRS

  Date: December 20, 2024

• 24-075/III - Estimation of Linear models from Coarsened Observations: A Method of Moments Approach

  Authors: Bernard M.S. van Praag, University of Amsterdam; J. Peter Hop; William H. Greene, University of South Florida

  Date: December 12, 2024

• 24-074/III - Asymmetric Gradualism in US Monetary Policy

  Authors: Knut Are Aastveit, Norges Bank; Jamie Cross, Melbourne Business School; Francesco Furlanetto, Norges Bank; Herman K van Dijk, Erasmus University Rotterdam

  Date: December 12, 2024

• 24-073/VIII - Land subsidence exposed: the impact on house prices in the Netherlands

  Authors: Yashvant R Premchand, Vrije Universiteit Amsterdam; Henri L.F. de Groot, Vrije Universiteit Amsterdam; Thomas de Graaff, Vrije Universiteit Amsterdam; Eric Koomen, Vrije Universiteit Amsterdam

  Date: December 05, 2024

• 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