3423 Discussion Papers

• 17-066/III - A Generalized Email Classification System for Workflow Analysis

  Authors: Piyanuch Chaipornkaew, College of Innovative Technology and Engineering, Dhurakij Pundit University, Thailand; Takorn Prexawanprasut, College of Innovative Technology and Engineering, Dhurakij Pundit University, Thailand; Chia-Lin Chang, Department of Applied Economics and Department of Finance, National Chung Hsing University, Taiwan; Michael McAleer, Department of Quantitative Finance, National Tsing Hua University, Taiwan; Discipline of Business Analytics, University of Sydney Business School, Australia; Econometric Institute, Erasmus School of Economics, Erasmus University Rotterdam, The Netherlands

  Date: July 31, 2017

• 17-065/II - The Degree Measure as Utility Function over Positions in Networks

  Authors: Rene (J.R.) van den Brink, Vrije Universiteit Amsterdam; Tinbergen Institute, The Netherlands; Agnieszka Rusinowska, Paris School of Economics -- CNRS, University Paris 1

  Date: July 24, 2017

• 17-064/VI - Private and Public Risk Sharing in the Euro Area

  Authors: Jacopo Cimadomo, European Central Bank, Germany; Oana Furtuna, University of Amsterdam and Tinbergen Institute, the Netherlands; Massimo Giuliodori, University of Amsterdam and Tinbergen Institute, The Netherlands

  Date: July 18, 2017

• 17-063/III - Impact of Psychological Needs on Luxury Consumption

  Authors: Ning Mao, China-ASEAN International College and Dhurakij Pundit University, Thailand; Michael McAleer, National Tsing Hua University, Taiwan; University of Sydney Business School; Erasmus University Rotterdam, The Netherlands, Complutense University of Madrid, Spain and Yokohama National University, Japan; Shuyu Bai, Limian Material Technology Corporation, China

  Date: July 18, 2017

• 17-062/III - Forecasting Football Match Results in National League Competitions Using Score-Driven Time Series Models

  Authors: Siem Jan (S.J.) Koopman, VU Amsterdam, The Netherlands; CREATES, Aarhus University, Denmark; Tinbergen Institute, The Netherlands; Rutger Lit, VU Amsterdam, The Netherlands

  Date: July 05, 2017

• 17-061/VII - Increasing the Well-Being of Others On-the-Job and Outside the Workplace

  Author: Max van Lent, Erasmus University Rotterdam, the Netherlands

  Date: June 23, 2017

• 17-060/V - Pension Rules and Labour Market Mobility

  Authors: Marloes Lammers, SEO Economic Research, Netherlands; Hans (H.G.) Bloemen, Vrije Universiteit Amsterdam, The Netherlands; IZA, Germany; Netspar, The Netherlands; Tinbergen Institute, The Netherlands; Stefan (S.) Hochguertel, Vrije Universiteit, The Netherlands; Netspar, The Netherlands

  Date: June 30, 2017

• 17-059/III - Accelerating GARCH and Score-Driven Models: Optimality, Estimation and Forecasting

  Authors: Francisco (F.) Blasques, VU Amsterdam, The Netherlands; Tinbergen Institute, The Netherlands; Paolo Gorgi, VU Amsterdam, The Netherlands; Siem Jan (S.J.) Koopman, VU Amsterdam, The Netherlands; CREATES, Aarhus University, Denmark

  Date: July 05, 2017

• 17-058/III - Bayesian Analysis of Boundary and Near-Boundary Evidence in Econometric Models with Reduced Rank

  Authors: Nalan Basturk, Maastricht University, The Netherlands; Lennart Hoogerheide, VU Amsterdam and Tinbergen Institute, The Netherlands; Herman K. van Dijk, Erasmus University and Tinbergen Institute, The Netherlands and Norges Bank, Norway

  Date: June 23, 2017

• 17-057/II - Innovation and Inequality in a Small World

  Authors: Ines Lindner, VU Amsterdam and Tinbergen Institute, The Netherlands; Holger Strulik, University of Goettingen, Germany

  Date: June 23, 2017

• 17-056/III - The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH

  Authors: Chia-Lin Chang, National Chung Hsing University, Taiwan; Michael McAleer, National Tsing Hua University, Taiwan; University of Sydney Business School; Erasmus University Rotterdam, The Netherlands, Complutense University of Madrid, Spain and Yokohama National University, Japan

  Date: June 23, 2017

• 17-055/III - Theory and Application of an Economic Performance Measure of Risk

  Authors: Cuizhen Niu, Beijing Normal University, China; Xu Guo, Beijing Normal University, China; Michael McAleer, National Tsing Hua University, Taiwan; University of Sydney Business School, Australia; Erasmus University Rotterdam, The Netherlands;Complutense University of Madrid, Spain; Yokohama National University, Japan; Wing-Keung Wong, Beijing Normal University, China

  Date: June 23, 2017

• 17-054/III - Grade Expectations: Rationality and Overconfidence

  Authors: Jan R. Magnus, Vrije Universiteit Amsterdam and Tinbergen Institute, The Netherlands; Anatoly A. Peresetsky, National Research University Higher School of Economics, Moscow, Russia

  Date: June 23, 2017

• 17-053/VII - Signaling in Auctions: Experimental Evidence

  Authors: Olivier Bos; Francisco Gomez-Martinez, Universidad Carlos III de Madrid, Spain; Sander Onderstal, University of Amsterdam and Tinbergen Institute, The Netherlands; Tom Truyts, Saint-Louis University Brussels and University of Leuven, Belgium

  Date: June 20, 2017

• 17-052/III - Tourism Stocks in Times of Crises: An Econometric Investigation of Unexpected Non-macroeconomic Factors

  Authors: Anastasios Zopiatis, Cyprus University of Technology, Cyprus; Christos S. Savva, Cyprus University of Technology, Cyprus; Neophytos Lambertides, Cyprus University of Technology, Cyprus; Michael McAleer, National Tsing Hua University, Taiwan; University of Sydney Business School; Erasmus University Rotterdam, The Netherlands; Complutense University of Madrid, Spain and Yokohama National University, Japan

  Date: June 09, 2017

• 17-051/III - Volatility Spillovers and Causality of Carbon Emissions, Oil and Coal Spot and Futures for the EU and USA

  Authors: Chia-Lin Chang, National Tsing Hua University, Taiwan; Michael McAleer, National Tsing Hua University, Taiwan; University of Sydney Business School; Erasmus University Rotterdam, The Netherlands, Complutense University of Madrid, Spain and Yokohama National University, Japan.; Guangdong Zuo, National Tsing Hua University, Taiwan

  Date: May 31, 2017

• 17-050/III - Smooth Transition Spatial Autoregressive Models

  Authors: Bo Pieter Johannes Andree, VU Amsterdam and Tinbergen Institute, The Netherlands; Francisco Blasques, VU Amsterdam and Tinbergen Institute, The Netherlands; Eric Koomen, VU Amsterdam, The Netherlands

  Date: May 31, 2017

• 17-049/VI - Real-Estate Agent Commission Structure and Sales Performance

  Authors: Pieter Gautier, VU Amsterdam and Tinbergen Institute, The Netherlands; Arjen Siegmann, VU Amsterdam, The Netherlands; Aico van Vuuren, University of Gothenburg

  Date: May 31, 2017

• 17-048/III - You've Got Email: A Workflow Management Extraction System

  Authors: Piyanuch Chaipornkaew, Dhurakij Pundit University, Thailand; Takorn Prexawanprasut, Dhurakij Pundit University, Thailand; Michael McAleer, National Tsing Hua University, Taiwan; University of Sydney Business School, Australia; Erasmus University Rotterdam, The Netherlands;Complutense University of Madrid, Spain; Yokohama National University, Japan

  Date: May 23, 2017

• 17-047/III - Re-Opening the Silk Road to Transform Chinese Trade

  Authors: Ning Mao, Dhurakij Pundit University, Bangkok, Thailand; Michael McAleer, National Tsing Hua University, Taiwan; University of Sydney Business School, Australia; Erasmus School of Economics, Erasmus University Rotterdam, and Tinbergen Institute, The Netherlands; Complutense University of Madrid, Spain and Yokohama National Univ

  Date: May 22, 2017