3152 Discussion Papers

• 97-015/2 - Pricing Double Barrier Options: An Analytical Approach

  Author: Antoon Pelsser, Erasmus University Rotterdam and ING

  Date: January 30, 1997

• 97-014/2 - Variation in the Slope Coefficient of the Fama Regression for Testing Uncovered Interest Rate Parity: Evidence from Fixed and Time-varying Coefficient Approaches

  Authors: Camiel de Koning, Erasmus University Rotterdam; Stefan Straetmans, Erasmus University Rotterdam

  Date: January 30, 1997

• 97-013/3 - Demand and Supply of Work-Related Training: Evidence from our Four Countries

  Authors: Edwin Leuven, OECD, Paris; Hessel Oosterbeek, University of Amsterdam

  Date: January 30, 1997

• 97-012/3 - Is there a Hidden Technical Potential?

  Authors: Hessel Oosterbeek, University of Amsterdam; Dinand Webbink, Erasmus University Rotterdam

  Date: January 28, 1997

• 97-011/3 - Returns to Computer Use: A Simple Test on the Productivity Interpretation

  Author: Hessel Oosterbeek, University of Amsterdam

  Date: January 28, 1997

• 97-010/3 - Lump Sum Moving Cost and Aggregate Office Space Use

  Author: Gerbert Romijn, Erasmus University Rotterdam

  Date: January 28, 1997

• 97-009/3 - The Regulation of Input Related Externalities with Heterogeneous Firms

  Authors: Erik T. Verhoef, Vrije Universiteit Amsterdam; Peter Nijkamp, Vrije Universiteit Amsterdam

  Date: January 28, 1997

• 97-008/3 - A Look at Changes in the Portuguese Wage Structure and Job Level Allocation during the 1980s and Early 1990s

  Authors: José A.C. Vieira, University of the Azores; Joop Hartog, University of Amsterdam; Pedro T. Pereira, New University of Lisbon

  Date: January 21, 1997

• 97-007/4 - Priors, Posterior Odds and Lagrange Multiplier Statistics in Bayesian Analyses of Cointegration

  Authors: Frank Kleibergen, Erasmus University Rotterdam; Richard Paap, Erasmus University Rotterdam

  Date: January 21, 1997

• 97-006/4 - Bayesian Analysis of ARMA Models using Noninformative Priors

  Authors: Frank Kleibergen, Erasmus University Rotterdam; Henk Hoek, Erasmus University Rotterdam

  Date: January 21, 1997

• 97-005/4 - Equality Restricted Random Variables: Densities and Sampling Algorithms

  Author: Frank Kleibergen, Erasmus University Rotterdam

  Date: January 21, 1997

• 97-004/4 - Gaussianity and Nonlinearity of Foreign Exchange Rates and Macroeconomic Time Series

  Authors: Nobuhiko Terui, Tohoku University; Takeaki Kariya, Hitotsubashi University

  Date: January 14, 1997

• 97-003/4 - Common Persistence in Nonlinear Autoregressive Models

  Authors: H. Peter Boswijk, Universiteit van Amsterdam; Philip Hans Franses, Erasmus Universiteit Rotterdam

  Date: January 14, 1997

• 97-002/3 - Environmental Externalities and Welfare: Do we need Pareto?

  Author: Henk L.M. Kox, Vrije Universiteit Amsterdam

  Date: January 14, 1997

• 97-001/4 - Structural Aspects of the Labor Markets of Five OECD Countries

  Authors: Geert Ridder, Vrije Universiteit Amsterdam; Niels de Visser, Vrije Universiteit Amsterdam; Gerard van den Berg, Vrije Universiteit Amsterdam

  Date: January 07, 1997

• 96-182/6 - Public Funding of Research and Corporate Co-sponsorship

  Authors: Sanjeev Goyal, Erasmus University Rotterdam; Pauline Rutsaert, Erasmus University Rotterdam

  Date: January 02, 1997

• 96-181/5 - Factors influencing the Composition of the Urban Transport System in the Year 2030 - A Panel Analysis of Experts' Opinions

  Authors: Cees Gorter, Vrije Universiteit Amsterdam; Sytze A. Rienstra, Vrije Universiteit Amsterdam

  Date: January 02, 1997

• 96-180/7 - A Model Selection Approach to detect Seasonal Unit Roots

  Author: Yoshinori Kawasaki, The Institute of Statistical Mathematics

  Date: December 13, 1996

• 96-179/4 - Inflation Stabilization, Fiscal Deficits and Public Debt Management in Poland

  Authors: Nina Budina, CERGE and University of Amsterdam; Sweder van Wijnbergen, University of Amsterdam, LSE and CEPR

  Date: December 05, 1996

• 96-178/1 - Social Ties in a Public Good Experiment

  Authors: Frans van Dijk, University of Amsterdam; Joep Sonnemans, University of Amsterdam; Frans van Winden, University of Amsterdam

  Date: December 05, 1996