Discussion Papers

14-122/VIII - Transformations of Industrial Heritage: Insights into External Effects on House Prices

Authors: Mark van Duijn, VU University Amsterdam, University of Groningen, the Netherlands; Jan Rouwendal, VU University Amsterdam, the Netherlands; Richard Boersema, Colliers International, Amsterdam

Date: September 12, 2014

14-121/VII - When a Price is Enough: Implementation in Optimal Tax Design

Authors: Sander Renes, Erasmus University Rotterdam, the Netherlands, University of Mannheim, Germany; Floris T. Zoutman, Norwegian School of Economics, Norway

Date: September 11, 2014

14-120/VIII - Local Economic Conditions and the Nature of New Housing Supply

Authors: Christian A.L. Hilber, London School of Economics, United Kingdom; Jan Rouwendal, VU University Amsterdam, the Netherlands; Wouter Vermeulen, CPB Netherlands Bureau for Economic Policy Analysis, The Hague, the Netherlands

Date: September 02, 2014

14-119/III - Bayesian Forecasting of US Growth using Basic Time Varying Parameter Models and Expectations Data

Authors: Nalan Basturk, Maastricht University, the Netherlands; Pinar Ceyhan, Erasmus University Rotterdam; Herman K. van Dijk, Erasmus University Rotterdam, VU University Amsterdam, the Netherlands

Date: September 01, 2014

14-118/III - Joint Bayesian Analysis of Parameters and States in Nonlinear, Non-Gaussian State Space Models

Authors: István Barra, VU University Amsterdam, Duisenberg School of Finance, the Netherlands; Lennart Hoogerheide, VU University Amsterdam; Siem Jan Koopman, VU University Amsterdam; André Lucas, VU University Amsterdam, the Netherlands

Date: September 02, 2014

14-117/IV - Reserve-Dependent Benefits and Costs in Life and Health Insurance Contracts

Authors: Marcus C. Christiansen, University of Ulm, Germany; Michel M. Denuit, Université Catholique de Louvain, Belgium; Jan Dhaene, Katholieke Universiteit Leuven, Belgium, University of the Free State, South Africa

Date: August 29, 2014

14-116/V - Does Relative Grading help Male Students? Evidence from a Field Experiment in the Classroom

Authors: Eszter Czibor, University of Chicago, United States; Sander Onderstal, University of Amsterdam; Randolph Sloof, University of Amsterdam; Mirjam van Praag, Copenhagen Business School, Denmark

Date: August 28, 2014

14-115/VII - Biased Supervision

Authors: Josse Delfgaauw, Erasmus University Rotterdam; Michiel Souverijn, Erasmus University Rotterdam, the Netherlands

Date: August 25, 2014

14-114/V - Do Organic Inputs in African Subsistence Agriculture Raise Productivity? Evidence from Plot Data of Malawi Household Surveys

Author: Wouter Zant, VU University Amsterdam

Date: August 25, 2014

14-113/III - Nowcasting and Forecasting Economic Growth in the Euro Area using Principal Components

Authors: Irma Hindrayanto, De Nederlandsche Bank; Siem Jan Koopman, VU University Amsterdam, the Netherlands; Jasper de Winter, De Nederlandsche Bank, the Netherlands

Date: August 22, 2014

14-112/II - Research among Copycats: R&D, Spillovers, and Feedback Strategies

Authors: Grega Smrkolj, Newcastle University, United Kingdom; Florian Wagener, University of Amsterdam and Tinbergen Institute, the Netherlands

Date: August 22, 2014

14-111/VII - Loss Modification Incentives for Insurers under Expected Utility and Loss Aversion

Authors: Adriaan R. Soetevent, University of Groningen, the Netherlands; Liting Zhou, University of Amsterdam, the Netherlands

Date: August 21, 2014

14-110/VI - Cocos, Contagion and Systemic Risk

Authors: Stephanie Chan, University of Amsterdam; Sweder van Wijnbergen, University of Amsterdam, the Netherlands

Date: August 21, 2014

14-109/VII - The Stature of the Self-employed and its Premium

Authors: Cornelius A. Rietveld, Erasmus University Rotterdam; Jolanda Hessels, Erasmus University Rotterdam; Peter van der Zwan, Erasmus University Rotterdam

Date: August 19, 2014

14-108/VIII - Technological Change during the Energy Transition

Authors: Gerard van der Meijden, VU University Amsterdam; Sjak Smulders, Tilburg University, the Netherlands

Date: August 18, 2014

14-107/III - Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models

Authors: Francisco Blasques; Siem Jan Koopman; Andre Lucas; Julia Schaumburg, VU University Amsterdam

Date: August 14, 2014

14-106/III - Volatility Spillovers from Australia's Major Trading Partners across the GFC

Authors: David E. Allen, The University of Sydney, Australia; Michael McAleer, Erasmus University Rotterdam, the Netherlands; National Tsing Hua University Hsinchu, National Chung Hsing University, Taiwan; Complutense University of Madrid, Spain; Robert J. Powell, Edith Cowan University, Australia; Abhay K. Singh, Edith Cowan University, Australia

Date: August 14, 2014

14-105/III - Low Frequency and Weighted Likelihood Solutions for Mixed Frequency Dynamic Factor Models

Authors: Francisco Blasques; Siem Jan Koopman; Max Mallee, VU University Amsterdam, the Netherlands

Date: August 11, 2014

14-104/IV/78 - The Minimal Entropy Martingale Measure in a Market of Traded Financial and Actuarial Risks

Authors: Jan Dhaene, KU Leuven, Leuven, Belgium; University of the Freestate, Bloemfontein, South Africa; and Duisenberg school of finance, Amsterdam, the Netherlands; Ben Stassen, KU Leuven, Leuven, Belgium; Pierre Devolder, UC de Louvain, Louvain-La-Neuve, Belgium; Michel Vellekoop, University of Amsterdam, Amsterdam, the Netherlands

Date: August 12, 2014

14-103/III - Optimal Formulations for Nonlinear Autoregressive Processes

Authors: Francisco Blasques; Siem Jan Koopman; André Lucas, VU University Amsterdam, the Netherlands