3410 Discussion Papers

• 99-088/2 - Convolutions of Heavy Tailed Random Variables and Applications to Portfolio Diversification and MA(1) Time Series

  Authors: Jaap Geluk, Econometric Institute, Erasmus University Rotterdam; Liang Peng, Center for Mathematics and its Applications, Australian National University, Canberra; Casper G. de Vries, Erasmus University Rotterdam

  Date: November 18, 1999

• 99-087/2 - The Dynamics of Public Investment - A Theoretical and Empirical Investigation

  Author: Albert van der Horst, University of Amsterdam

  Date: November 18, 1999

• 99-086/3 - Measuring the Equilibrium Effects of Unemployment Benefits Dispersion

  Authors: Aico van Vuuren, Vrije Universiteit Amsterdam; Gerard J. van den Berg, Vrije Universiteit Amsterdam; Geert Ridder, Johns Hopkins University

  Date: November 05, 1999

• 99-085/3 - Multiple Equilibria and Minimum Wages in Labor Markets with Informational Frictions and Heterogeneous Production Technologies

  Author: Gerard J. van den Berg, Vrije Universiteit Amsterdam

  Date: November 05, 1999

• 99-084/1 - Social (In)Stability, Distributive Conflicts, and Investment in Poor and Rich Economies

  Author: Arno Riedl, CREED, University of Amsterdam

  Date: November 02, 1999

• 99-083/2 - Informal Sector in Developed and less Developed Countries: A Literature Survey

  Author: Klarita Gerxhani, University of Amsterdam

  Date: November 02, 1999

• 99-082/4 - Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk

  Authors: Luc Bauwens, CORE, Université Catholique de Louvain; Charles S. Bos, Erasmus University Rotterdam; Herman K. van Dijk, Econometric Institute, Erasmus University Rotterdam

  Date: November 02, 1999

• 99-081/3 - Deregulation in Retailing: The Dutch Experience

  Authors: Martin Carree, Erasmus University Rotterdam and Maastricht University; Joyce Nijkamp, Erasmus University Rotterdam

  Date: October 08, 1999

• 99-080/2 - Existence and Uniqueness of Equilibrium in Distorted Dynamic Economies with Capital and Labor

  Authors: Manjira Datta, Arizona State University; Leonard J. Mirman, University of Virginia; Kevin L. Reffett, Arizona State University

  Date: October 08, 1999

• 99-079/2 - On the Formation and Structure of International Exchanges

  Authors: Matthew J. Clayton, New York University; Bjorn N. Jorgensen, Harvard University; Kenneth A. Kavajecz, University of Pennsylvania

  Date: October 08, 1999

• 99-078/4 - Daily Exchange Rate Behaviour and Hedging of Currency Risk

  Authors: Charles S. Bos, Erasmus University Rotterdam; Ronald J. Mahieu, Rotterdam School of Management; Herman K. van Dijk, Econometric Institute, Erasmus University Rotterdam

  Date: October 08, 1999

• 99-077/2 - What determines Enterprise Performance in Russia? A Survey of the Evidence

  Author: Luc Moers, University of Amsterdam

  Date: September 29, 1999

• 99-075/3 - Unemployment and Search Externalities in a Model with Heterogeneous Jobs and Heterogeneous Workers

  Author: Pieter A. Gautier, Netherlands Bureau for Economic Policy Analysis, Vrije Universiteit Amsterdam

  Date: September 21, 1999

• 99-074/3 - Declining Prices in the Sequential Dutch Flower Auction of Roses

  Authors: Gerard J. van den Berg, Vrije Universiteit Amsterdam; Jan C. van Ours, University of Tilburg; Menno P. Pradhan, Vrije Universiteit Amsterdam

  Date: September 21, 1999

• 99-073/4 - An Estimated Equilibrium Model of Business Formation and Labor Demand of Entrepreneurs

  Authors: C.M. van Praag, University of Amsterdam; J.S. Cramer, University of Amsterdam

  Date: September 21, 1999

• 99-072/4 - Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach

  Authors: Gary Koop, University of Edinburgh; Herman K. van Dijk, Erasmus University Rotterdam

  Date: September 21, 1999

• 99-071/1 - On the Transition of Mixed Economies to Market Economies

  Authors: Gerard van der Laan, Vrije Universiteit Amsterdam; Valeri Vasil’ev, University of Novisibirsk, Russia; Richard Venniker, CPB, The Hague

  Date: September 09, 1999

• 99-070/1 - Existence and Welfare Properties of Equilibrium in an Exchange Economy with Multiple Divisible, Indivisible Commodities and Linear Production Technologies

  Authors: Gerard van der Laan, Vrije Universiteit Amsterdam; A.J.J. Dolf Talman, Tilburg University; Zaifu Yang, Yokohama National University

  Date: September 09, 1999

• 99-069/3 - Explaining the Wealth Holdings of Different Cohorts: Productivity Growth and Social Security

  Authors: Arie Kapteyn, Tilburg University; Rob Alessie, Vrije Universiteit Amsterdam; Annamaria Lusardi, University of Chicago

  Date: September 09, 1999

• 99-068/3 - Innovation, Industry Evoluation and Employment

  Authors: David B. Audretsch, Indiana University; A. Roy Thurik, Erasmus University Rotterdam

  Date: September 09, 1999