3431 Discussion Papers

• 13-054/III - On the Phase Dependence in Time-Varying Correlations Between Time-Series

  Author: Francisco Blasques, VU University Amsterdam

  Date: April 04, 2013

• 13-053/II - Saving Private Pareto

  Authors: Harold Houba, VU University Amsterdam; Roland Iwan Luttens, Amsterdam University College; Hans-Peter Weikard, Wageningen University

  Date: April 04, 2013

• 13-052/VI - Long Term Government Debt, Financial Fragility and Sovereign Default Risk

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

  Date: April 02, 2013

• 13-051/II - Asymmetric Nash Solutions in the River Sharing Problem

  Authors: Harold Houba, VU University Amsterdam; Gerard van der Laan, VU University Amsterdam; Yuyu Zeng, VU University Amsterdam

  Date: April 02, 2013

• 13-049/III - Are Forecast Updates Progressive?

  Authors: Chia-Lin Chang, National Chung Hsing University Taichung; Philip Hans Franses, Erasmus University Rotterdam; Michael McAleer, Erasmus University Rotterdam, Complutense University of Madrid, Kyoto University

  Date: March 25, 2013

• 13-048/III - Ten Things you should know about DCC

  Authors: Massimiliano Caporin, University of Padova; Michael McAleer, Erasmus University Rotterdam, University of Madrid, Kyoto University

  Date: March 21, 2013

• 13-047/III - GARCH Models for Daily Stock Returns: Impact of Estimation Frequency on Value-at-Risk and Expected Shortfall Forecasts

  Authors: David Ardia, Universite Laval, Quebec, Canada; Lennart Hoogerheide, VU University Amsterdam

  Date: March 21, 2013

• 13-046/I - Democracy and Regulation: The Effects of Electoral Competition on Infrastructure Investments

  Authors: Arthur Schram, University of Amsterdam; Aljaz Ule, University of Amsterdam

  Date: March 18, 2013

• 13-045/II - In Defense of Trusts: R&D Cooperation in Global Perspective

  Authors: Jeroen Hinloopen, University of Amsterdam; Grega Smrkolj, University of Amsterdam; Florian Wagener, University of Amsterdam

  Date: March 15, 2013

• 13-044/V - Education and Health: The Role of Cognitive Ability

  Authors: Govert Bijwaard, NIDI, The Hague; Hans van Kippersluis, Erasmus University Rotterdam; Justus Veenman, Erasmus University Rotterdam, the Netherlands

  Date: March 15, 2013

• 13-043/I - Strategies and Evolution in the Minority Game: A Multi- Round Strategy Experiment

  Authors: Jona Linde, University of Amsterdam; Joep Sonnemans, University of Amsterdam; Jan Tuinstra, University of Amsterdam

  Date: March 07, 2013

• 13-042/VIII - From Mine to Coast: Transport Infrastructure and the Direction of Trade in Developing Countries

  Authors: Roberto Bonfatti, University of Nottingham; Steven Poelhekke, VU University Amsterdam, and De Nederlandsche Bank

  Date: March 07, 2013

• 13-041/III - Prediction Bias Correction for Dynamic Term Structure Models

  Author: Eran Raviv, Erasmus University Rotterdam

  Date: March 07, 2013

• 13-040/III - Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence

  Authors: Chia-Lin Chang, National Chung Hsing University Taichung, Taiwan; Michael McAleer, Erasmus School of Economics, Erasmus University Rotterdam, Complutense University of Madrid, and Institute of Economic Research, Kyoto University;; Les Oxley, University of Waikato, New Zealand

  Date: March 04, 2013

• 13-039/VI - Recessions after Systemic Banking Crises: Does it matter how Governments intervene?

  Authors: Sweder van Wijnbergen, University of Amsterdam; Timotej Homar, University of Amsterdam

  Date: March 04, 2013

• 13-038/VII - Employee Recognition and Performance: A Field Experiment

  Authors: Christiane Bradler, ZEW Centre for European Economic Research Mannheim, Germany; Robert Dur, Erasmus University Rotterdam, the Netherlands; Susanne Neckermann, Erasmus University Rotterdam, the Netherlands; Arjan Non, Maastricht University, the Netherlands

  Date: March 04, 2013

• 13-037/VII - Product and Labor Market Imperfections and Scale Economies: Micro-Evidence on France, Japan and the Netherlands

  Authors: Sabien Dobbelaere, VU University Amsterdam, IZA Bonn; Kozo Kiyota, Yokohama National University, RIETI; Jacques Mairesse, CREST (ParisTech-ENSAE), UNU-MERIT (Maastricht University), NBER

  Date: March 04, 2013

• 13-036/III - Robust Estimation and Forecasting of the Capital Asset Pricing Model

  Authors: Guorui Bian, East China Normal University; Michael McAleer, Erasmus University Rotterdam, Kyoto University, Complutense University of Madrid; Wing-Keung Wong, Hong Kong Baptist University

  Date: March 04, 2013

• 13-035/V - Why the Rich drink more but smoke less: The Impact of Wealth on Health Behaviors

  Authors: Hans van Kippersluis, Erasmus University Rotterdam; Titus J. Galama, University of Southern California, Dornsife College Center for Economic and Social Research & RAND Corporation, USA

  Date: March 05, 2013

• 13-034/IV - The Political Economy of Finance

  Author: Enrico Perotti, University of Amsterdam

  Date: February 25, 2013