3457 Discussion Papers

• 08-108/4 - A General Framework for Observation Driven Time-Varying Parameter Models

  Authors: Drew Creal, VU University Amsterdam; Siem Jan Koopman, VU University Amsterdam; André Lucas, VU University Amsterdam

  Date: November 06, 2008

• 08-107/2 - An Analysis of the Effects of the Severance Payment Reform on Credit to Italian SMEs

  Authors: Riccardo Calcagno, VU University Amsterdam; Roman Kraeussl, VU University Amsterdam; Chiara Monticone, University of Torino

  Date: November 06, 2008

• 08-106/3 - Car ownership and the Labor Market of Ethnic Minorities

  Authors: Pieter A. Gautier, VU University Amsterdam, and CEPR; Yves Zenou, Stockholm University and Research Institute of Industrial Economics, Sweden

  Date: November 03, 2008

• 08-105/4 - Out-of-sample Comparison of Copula Specifications in Multivariate Density Forecasts

  Authors: Cees Diks, University of Amsterdam; Valentyn Panchenko, University of New South Wales; Dick van Dijk, Erasmus University Rotterdam

  Date: November 03, 2008

• 08-104/1 - An Algorithm for Computing the Nucleolus of Disjunctive Additive Games with An Acyclic Permission Structure

  Authors: René van den Brink, VU University Amsterdam; Ilya Katsev, St. Petersburg Institute for Economics and Mathematics, Russian Academy of Sciences; Gerard van der Laan, VU University Amsterdam

  Date: October 31, 2008

• 08-103/3 - High-Speed Rail & Air Transport Competition

  Authors: Nicole Adler, Hebrew University of Jerusalem, Israel; Chris Nash, Institute for Transport Studies, Leeds, England; Eric Pels, VU University Amsterdam

  Date: October 31, 2008

• 08-102/3 - Beating the Random Walk: a Performance Assessment of Long-term Interest Rate Forecasts

  Authors: Frank A.G. den Butter, VU University Amsterdam; Pieter W. Jansen, Aegon Investment Management

  Date: October 28, 2008

• 08-101/2 - Washington meets Wall Street: A Closer Examination of the Presidential Cycle Puzzle

  Authors: R. Kraeussl, VU University Amsterdam; A. Lucas, VU University Amsterdam; D. Rijsbergen, VU University Amsterdam; P.J. van der Sluis, VU University Amsterdam; E. Vrugt, APG Investments

  Date: October 23, 2008

• 08-100/1 - A K-sample Homogeneity Test based on the Quantification of the p-p Plot

  Authors: Jeroen Hinloopen, University of Amsterdam; Rien Wagenvoort, European Investment Bank, Luxemburg; Charles van Marrewijk, Erasmus University Rotterdam

  Date: October 20, 2008

• 08-099/3 - Transaction Costs in Housing Markets

  Author: Jos van Ommeren, VU University Amsterdam

  Date: October 17, 2008

• 08-098/3 - Rich meets Poor - An International Fairness Experiment

  Authors: Alexander W. Cappelen, Norwegian School of Economics and Business Administration, Bergen; Karl Ove Moene, University of Oslo; Erik Ø. Sørensen, VU University Amsterdam; Bertil Tungodden, Norwegian School of Economics and Business Administration, and Chr. Michelsen Institute

  Date: October 14, 2008

• 08-097/1 - Managerial Talent, Motivation, and Self-Selection into Public Management

  Authors: Josse Delfgaauw, Erasmus University Rotterdam; Robert Dur, Erasmus University Rotterdam, and IZA

  Date: October 14, 2008

• 08-096/4 - Bayesian Averaging over Many Dynamic Model Structures with Evidence on the Great Ratios and Liquidity Trap Risk

  Authors: Rodney W. Strachan, The University of Queensland, Australia; Herman K. van Dijk, Erasmus University Rotterdam, the Netherlands

  Date: October 10, 2008

• 08-095/3 - The Bias of the Gini Coefficient due to Grouping

  Authors: Tom Van Ourti, Erasmus University Rotterdam, the Netherlands; Philip Clarke, University of Sydney, Australia

  Date: October 09, 2008

• 08-094/1 - Social Interaction, Co-Worker Altruism, and Incentives

  Authors: Robert Dur, Erasmus University Rotterdam, CESifo, and IZA; Joeri Sol, Erasmus University Rotterdam

  Date: October 02, 2008

• 08-093/3 - Health, Financial Incentives and Retirement in Spain

  Authors: Esen Erdogan-Ciftci, Erasmus University Rotterdam; Eddy Van Doorslaer, Erasmus University Rotterdam; Angel Lopez-Nicolas, Universidad Politecnica de Cartagena, Cartagena, Spain

  Date: October 02, 2008

• 08-092/4 - Bayesian Forecasting of Value at Risk and Expected Shortfall using Adaptive Importance Sampling

  Authors: Lennart Hoogerheide, Erasmus University Rotterdam; Herman K. van Dijk, Erasmus University Rotterdam

  Date: October 02, 2008

• 08-091/1 - Optimal Diversity in Investments with Recombinant Innovation

  Authors: Jeroen C.J.M. van den Bergh, VU University Amsterdam, and Autonomous University of Barcelona; Paolo Zeppini-Rossi, University of Amsterdam

  Date: September 24, 2008

• 08-090/2 - Defending against Speculative Attacks

  Authors: Tijmen R. Daniels, Technische Universität Berlin; Henk Jager, University of Amsterdam; Franc Klaassen, University of Amsterdam

  Date: September 22, 2008

• 08-089/1 - Errors in Judicial Decisions

  Authors: Joep Sonnemans, CREED, Amsterdam School of Economics, University of Amsterdam; Frans van Dijk, Council for the Judiciary, The Hague, the Netherlands

  Date: September 19, 2008