3431 Discussion Papers

• 18-033/III - The option value of vacant land and the optimal timing of city extensions

  Authors: Rutger-Jan Lange, Erasmus University Rotterdam; Coen Teulings, University of Cambridge

  Date: March 30, 2018

• 18-032/VI - On real interest rates, tariff policy, exchange rates and the ZLB

  Author: Sweder van Wijnbergen, UvA, CEPR

  Date: March 30, 2018

• 18-031/III - Risk Spillovers in Returns for Chinese and International Tourists to Taiwan

  Authors: Chia-Lin Chang, National Chung Hsing University, Taiwan; Shu-Han Hsu, National Chung Hsing University, Taiwan; Michael McAleer, Asia University, Taiwan; Erasmus University Rotterdam, The Netherlands

  Date: March 30, 2018

• 18-030/III - DSGE Models with Observation-Driven Time-Varying parameters

  Authors: Giovanni Angelini, University of Bologna, Italy; Paolo Gorgi, VU Amsterdam, The Netherlands

  Date: March 30, 2018

• 18-029/VIII - Living Apart Together: The Economic Value of Ethnic Diversity in Cities

  Authors: Jessie Bakens, Maastricht University, The Netherlands; Raymond Florax, Purdue University, USA; Vrije Universiteit Amsterdam, The Netherlands; Henri (H.L.F.) de Groot, Vrije Universiteit Amsterdam, The Netherlands; Peter Mulder, Vrije Universiteit Amsterdam, The Netherlands

  Date: March 23, 2018

• 18-028/III - Establishing National Carbon Emission Prices for China

  Authors: Chia-Lin Chang, National Chung Hsing University, Taiwan; Te-Ke Mai, National Tsing Hua University, Taiwan; Michael McAleer, Asia University, Taiwan; Erasmus University Rotterdam, The Netherlands

  Date: March 30, 2018

• 18-027/III - Unobserved Components with Stochastic Volatility in U.S. Inflation: Estimation and Signal Extraction

  Authors: Mengheng Li, VU Amsterdam; Siem Jan (S.J.) Koopman, VU Amsterdam; Tinbergen Institute, The Netherlands

  Date: March 21, 2018

• 18-026/III - Forecasting economic time series using score-driven dynamic models with mixed-data sampling

  Authors: Paolo Gorgi, VU Amsterdam; Siem Jan (S.J.) Koopman, VU Amsterdam; Tinbergen Institute, The Netherlands; Mengheng Li, VU Amsterdam

  Date: March 21, 2018

• 18-025/IV - Forecasting with Bayesian Vector Autoregressions with Time Variation in the Mean

  Authors: Marta Banbura, European Central Bank, Germany; Andries van Vlodrop, VU Amsterdam, the Netherlands

  Date: March 21, 2018

• 18-024/III - Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections

  Authors: Chia-Lin Chang, National Chung Hsing University; Michael McAleer, Asia University, University of Sydney Business School, Erasmus University Rotterdam; Wing-Keung Wong, Asia University, China Medical University Hospital, Hang Seng Management College

  Date: March 14, 2018

• 18-023/V - Earnings responses to disability benefit cuts

  Authors: Silvia Garcia Mandico, Erasmus University; Pilar (P.) Garcia-Gomez, Tinbergen Institute, Erasmus University; Anne (A.C.) Gielen, Tinbergen Institute, Erasmus University; Owen (O.A.) O'Donnell, Tinbergen Institute Erasmus University

  Date: March 14, 2018

• 18-022/VIII - Gentrification through the sale of rental housing? Evidence from Amsterdam

  Authors: Jan (J.) Rouwendal, VU Amsterdam; Adriaan Keus, VU Amsterdam; Jasper Dekkers, VU Amsterdam

  Date: March 07, 2018

• 18-021/VIII - Shaking Up the Firm Survival: Evidence from Yogyakarta (Indonesia)

  Authors: Aloysius Gunadi Brata, Atma Jaya Yogyakarta University; Henri (H.L.F.) de Groot, Vrije Universiteit Amsterdam; Wouter (W.) Zant, Vrije Universiteit Amsterdam

  Date: March 07, 2018

• 18-020/III - Fake News and Indifference to Truth: Dissecting Tweets and State of the Union Addresses by Presidents Obama and Trump

  Authors: David E. Allen, University of Sydney, Asia University, Edith Cowan University; Michael McAleer, Asia University, University of Sydney Business School, Yokohama National University; David M. Reid, Seattle University

  Date: March 07, 2018

• 18-019/I - Denial and Alarmism in Collective Action Problems

  Authors: Manuel Foerster, University of Hamburg; Joel (J.J.) van der Weele, Universiteit van Amsterdam

  Date: March 07, 2018

• 18-018/II - Naive Learning in Social Networks with Random Communication

  Authors: Bernd (B.) Heidergott, VU Amsterdam, The Netherlands; Jia-Ping Huang, Shenzhen University, China; Ines (I.) Lindner, VU Amsterdam, The Netherlands

  Date: February 28, 2018

• 18-016/IV - Bank Capital Regulation in a Zero Interest Environment

  Author: Robin Dottling, University of Amsterdam

  Date: February 28, 2018

• 18-015/V - Intergenerational Spillovers in Disability Insurance

  Authors: Gordon B. Dahl, UCSD; Anne (A.C.) Gielen, IZA

  Date: January 30, 2018

• 18-014/III - Pros and Cons of the Impact Factor in a Rapidly Changing Digital World

  Authors: Michael McAleer, Asia University, Taiwan; University of Sydney Business School, Australia; Erasmus University Rotterdam, The Netherlands; Judit Olah, University of Debrecen, Hungary; Jozsef Popp, University of Debrecen, Hungary

  Date: February 16, 2018

• 18-013/III - Missing Observations in Observation-Driven Time Series Models

  Authors: Francisco (F.) Blasques, VU Amsterdam, The Netherlands; Paolo Gorgi, VU Amsterdam, The Netherlands; Siem Jan (S.J.) Koopman, VU Amsterdam, The Netherlands

  Date: February 09, 2018