3431 Discussion Papers

• 16-044/III - Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models

  Authors: Shelton Peiris, University of Sydney, Australia; Manabu Asai, Soka University, Japan; Michael McAleer, National Tsing Hua University, Taiwan; Erasmus University Rotterdam, the Netherlands; Complutense University of Madrid, Spain

  Date: June 06, 2016

• 16-043/I - Measuring Responsiveness to Feedback as a Personal Trait

  Authors: Thomas Buser, University of Amsterdam, the Netherlands; Leonie Gerhards, University of Hamburg, Germany; Joël J. van der Weele, University of Amsterdam, the Netherlands

  Date: June 03, 2016

• 16-042/II - An Axiomatic Analysis of Joint Liability Problems with Rooted -Tree Structure

  Authors: Takayuki Oishi, Aomori Public University, Japan; Gerard van der Laan, VU University Amsterdam, the Netherlands; René van den Brink, VU University Amsterdam, the Netherlands

  Date: May 31, 2016

• 16-041/VII - Understanding the Role of the Public Employment Agency

  Authors: Christian Holzner, Ludwig Maximilian University of Munich, Germany; Makoto Watanabe, VU University Amsterdam, the Netherlands

  Date: May 23, 2016

• 16-040/III - Management Science, Economics and Finance: A Connection

  Authors: Chia-Lin Chang, National Chung Hsing University Taiwan; Michael McAleer, National Tsing Hua University, Taiwan; Erasmus University Rotterdam, the Netherlands; Complutense University of Madrid, Spain; Wing-Keung Wong, Hong Kong Baptist University, Hong Kong, PR China; Asia University, Taiwan

  Date: May 23, 2016

• 16-039/VI - A Cost-Effectiveness Analysis for Incineration or Recycling of Dutch Household Plastics

  Authors: Raymond Gradus, VU University Amsterdam, the Netherlands; Rick van Koppen, PricewaterhouseCoopers; Elbert Dijkgraaf, Erasmus University Rotterdam, the Netherlands; Paul Nillesen, PricewaterhouseCoopers

  Date: May 19, 2016

• 16-038/III - A Cointegration Analysis of Agricultural, Energy and Bio-Fuel Spot and Futures Prices

  Authors: David E. Allen, University of Sydney, and University of South Australia, Australia; Chialin Chang, National Chung Hsing University, Taiwan; Michael McAleer, National Tsing Hua University, Taiwan; Erasmus University Rotterdam, the Netherlands; Complutense University of Madrid, Spain; Abhay K. Singh, Edith Cowan University, Australia

  Date: May 17, 2016

• 16-037/II - Unconditional Aid and Green Growth

  Authors: Moutaz Altaghlibi, University of Amsterdam, the Netherlands, and Université Paris 1 Panthéon-Sorbonne, France; Florian Wagener, University of Amsterdam, the Netherlands

  Date: May 17, 2016

• 16-036/VI - Search Frictions, Competing Mechanisms and Optimal Market Segmentation

  Authors: Xiaoming Cai, Tongji University, PR China; Pieter Gautier, VU University Amsterdam, the Netherlands; Ronald Wolthoff, University of Toronto, Canada

  Date: May 17, 2016

• 16-035/VII - Incentivizing Creativity: A Large-Scale Experiment with Tournaments and Gifts

  Authors: Christiane Bradler, ZEW Centre for European Economic Research, Mannheim, Germany; Susanne Neckermann, Erasmus University Rotterdam, the Netherlands, and ZEW Centre for European Economic Research, Mannheim, Germany; Arne Warnke, ZEW Centre for European Economic Research, Mannheim, Germany

  Date: May 03, 2016

• 16-034/VI - Interest Rate Rules, Exchange Market Pressure, and Successful Exchange Rate Management

  Authors: Franc Klaassen, University of Amsterdam, the Netherlands; Kostas Mavromatis, University of Amsterdam, the Netherlands

  Date: April 29, 2016

• 16-033/VII - (Non-)Insurance Markets, Loss Size Manipulation and Competition - Experimental Evidence

  Authors: Jeroen Hinloopen, Utrecht University, the Netherlands; Adriaan R. Soetevent, University of Groningen, the Netherlands

  Date: April 26, 2016

• 16-032/VI - Redistributive Politics and the Tyranny of the Middle Class

  Authors: Floris T. Zoutman, NHH Norwegian School of Economics, Norway; Bas Jacobs, Erasmus University Rotterdam, the Netherlands; Egbert L. W. Jongen, CPB Netherlands Bureau for Economic Policy Analysis, The Hague; and Leiden University, the Netherlands

  Date: April 25, 2016

• 16-031/III - A Statistical Analysis of Industrial Penetration and Internet Intensity in Taiwan

  Authors: Chia-Lin Chang, National Chung Hsing University, Taichung, Taiwan; Michael McAleer, National Tsing Hua University, Taiwan; Erasmus University Rotterdam, the Netherlands, and Complutense University of Madrid, Spain; Yu-Chieh Wu, National Chung Hsing University, Taichung, Taiwan

  Date: April 25, 2016

• 16-030/VII - Entrepreneurial Choices of Initial Human Capital Endowments and New Venture Success

  Authors: Vera Rocha, Copenhagen Business School, Denmark; Mirjam van Praag, Copenhagen Business School, Denmark; Timothy B. Folta, University of Connecticut, United States; Anabela Carneiro, University of Porto, Portugal

  Date: April 22, 2016

• 16-029/III - Measuring Financial Cycles in a Model-Based Analysis: Empirical Evidence for the United States and the Euro Area

  Authors: Gabriele Galati, De Nederlandsche Bank DNB, the Netherlands; Irma Hindrayanto, De Nederlandsche Bank DNB, the Netherlands; Siem Jan Koopman, VU University Amsterdam, the Netherlands; Marente Vlekke, Centraal Planbureau CPB, The Hague, the Netherlands

  Date: April 22, 2016

• 16-028/III - Bayesian Dynamic Modeling of High-Frequency Integer Price Changes

  Authors: Istvan Barra, Vrije Universiteit Amsterdam; Siem Jan Koopman, Vrije Universiteit, the Netherlands; Agnieszka Borowska, Vrije Universiteit, the Netherlands

  Date: April 22, 2016

• 16-027/III - Prediction of Gas Concentration based on the Opposite Degree Algorithm

  Authors: Xiao-Guang Yue, Wuhan University, China; Rui Gao, Wuhan University, China; Michael McAleer, National Tsing Hua University, Taiwan; Erasmus University Rotterdam, the Netherlands; Complutense University of Madrid, Spain

  Date: April 19, 2016

• 16-026/III - An Entropy Based Analysis of the Relationship between the DOW JONES Index and the TRNA Sentiment Series

  Authors: David E. Allen, Centre for Applied Financial Studies, UniSA, South Africa, and Visiting Professor University of Sydney, Australia; Michael McAleer, National Tsing Hua University, Taiwan; Erasmus School of Economics, Erasmus University Rotterdam, and Tinbergen Institute, the Netherlands; Complutense University of Madrid, Spain; Abhay K. Singh, Edith Cowan University, Perth, Australia

  Date: April 19, 2016

• 16-025/III - Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization

  Authors: Zhidong Bai, Northeast Normal University, China; Hua Li, Chang Chun University, China; Michael McAleer, National Tsing Hua University, Hsinchu, Taiwan; Erasmus University Rotterdam, the Netherlands; Complutense University of Madrid, Spain; Wing-Keung Wong, Hong Kong Baptist University, China, and Research Grants Council of Hong Kong, Hong Kong

  Date: April 11, 2016