Discussion Papers

14-022/III - Optimal Hedging with the Vector Autoregressive Model

Authors: Lukasz Gatarek, Erasmus University Rotterdam; Søren Johansen, University of Copenhagen, CREATES, Denmark

Date: February 18, 2014

14-021/III - Fractional Cointegration Rank Estimation

Authors: Katarzyna Lasak, VU University Amsterdam, the Netherlands; Carlos Velasco, Universidad Carlos III de Madrid, Spain

Date: February 13, 2014

14-020/VII - What Clients want: Choices between Lawyers' Offerings

Authors: Flora Felso, Netherlands Bureau for Economic Policy Analysis (CPB), the Netherlands; Sander Onderstal, University of Amsterdam; Jo Seldeslachts, University of Amsterdam

Date: February 10, 2014

14-019/I - Solving the Inverse Power Problem in Two-Tier Voting Settings

Author: Matthias Weber, CREED, University of Amsterdam

Date: February 10, 2014

14-018/IV - The Effects of Liquidity Regulation on Bank Assets and Liabilities

Authors: Patty Duijm, Duisenberg School of Finance, De Nederlandsche Bank, Amsterdam, the Netherlands; Peter Wierts, De Nederlandsche Bank, Amsterdam, the Netherlands

Date: February 06, 2014

14-017/VII - Don't demotivate, discriminate

Authors: Jurjen J.A. Kamphorst, Erasmus University Rotterdam; Otto H. Swank, Erasmus University Rotterdam

Date: January 31, 2014

14-016/II - Auctioning and Selling Positions: A Non-cooperative Approach to Queuing Conflicts

Authors: Rene van den Brink, VU University Amsterdam; Youngsub Chun, Seoul National University, Korea; Yuan Ju, University of York, United Kingdom

Date: January 28, 2014

14-015/I - How Risk Sharing may enhance Efficiency in English Auctions

Authors: Audrey Hu, University of Amsterdam; Theo Offerman, University of Amsterdam; Liang Zou, University of Amsterdam

Date: January 24, 2014

14-014/III - Machine News and Volatility: The Dow Jones Industrial Average and the TRNA Sentiment Series

Authors: David E. Allen, University of South Africa; Michael McAleer, National Tsing Hua University, Taiwan, Econometric Institute, Erasmus University Rotterdam, the Netherlands, Complutense University of Madrid, Spain; Abhay K. Singh, Edith Cowan University, Perth, Australia

Date: January 23, 2014

14-013/I - A Simple Model of Group Selection that cannot be analyzed with Inclusive Fitness

Authors: Matthijs van Veelen, University of Amsterdam; Shishi Luo, Los Alamos National Laboratory, United States of America; Burton Simon, University of Colorado Denver, United States of America

Date: January 21, 2014

14-012/V - The Causal Links between Aid and Government Expenditures

Author: Lukasz Marc, VU University Amsterdam

Date: January 20, 2014

14-011/VII - Skill Variety, Innovation and New Business Formation

Authors: Jolanda Hessels, Erasmus University Rotterdam, Panteia/EIM, the Netherlands; Udo Brixy, Ludwig-Maximilians University, Munich, Germany; Wim Naudé, Maastricht School of Management, Maastricht University, the Netherlands; Thomas Gries, University of Paderborn, Germany

Date: January 20, 2014

14-010/IV - Testing for Parameter Instability in Competing Modeling Frameworks

Authors: Francesco Calvori, Department of Statistics 'G. Parenti', University of Florence, Italy; Drew Creal, Booth School of Business, University of Chicago; Siem Jan Koopman, VU University Amsterdam; Andre Lucas, VU University Amsterdam

Date: January 14, 2014

14-009/VII - Social Relations, Incentives, and Gender in the Workplace

Author: Okemena Onemu, Erasmus University Rotterdam

Date: January 13, 2014

14-008/VI - Prospects for an EMU between Federalism and Nationalism

Authors: Frank A.G. den Butter, VU University Amsterdam, The Netherlands; Mathieu L.L. Segers, Utrecht University, Utrecht, The Netherlands

Date: January 09, 2014

14-007/III - A Tourism Conditions Index

Authors: Chia-Lin Chang, National Chung Hsing University, Taiwan; Hui-Kuang Hsu, National Pingtung Institute of Commerce, Taiwan; Michael McAleer, National Tsing Hua University, Taiwan, Erasmus University Rotterdam, the Netherlands, Complutense University of Madrid, Spain

Date: January 07, 2014

14-006/VI - Fiscal and Monetary Policy Coordination, Macroeconomic Stability, and Sovereign Risk

Authors: Dennis Bonam, VU University Amsterdam, The Netherlands; Jasper Lukkezen, Utrecht University, Utrecht, CPB Netherlands Bureau for Economic Policy Analysis, The Hague, The Netherlands

Date: January 07, 2014

14-005/II - Assessing the Economic and Political Impacts of Climate Change on International River Basins using Surface Wetness in the Zambezi and Mekong Basins

Authors: Brian Blankespoor, Development Research Group, World Bank, Washington DC, United States of America; Alan Basist, Weather Predict Consulting, Asheville, North Carolina, United States of America; Ariel Dinar, University of California, Riverside, California, United States of America; Shlomi Dinar, Florida International University, Miami, Florida, United States of America; Harold Houba, VU University Amsterdam, The Netherlands; Neil Thomas, Resource Data Incorporated, Asheville, North Carolina, United States of America

Date: January 06, 2014

14-004/VI - Financial Fragility and the Fiscal Multiplier

Authors: Sweder van Wijnbergen, University of Amsterdam; Christiaan van der Kwaak, University of Amsterdam