3373 Discussion Papers

• 12-020/4 - Predicting Time-Varying Parameters with Parameter-Driven and Observation-Driven Models

  Authors: Siem Jan Koopman, VU University Amsterdam; Andre Lucas, VU University Amsterdam; Marcel Scharth, VU University Amsterdam

  Date: March 06, 2012

• 12-019/1 - Confirming Information Flows in Networks

  Authors: Pascal Billand, Universite de Lyon, Universite Jean Monnet, Saint-Etienne, CNRS, GATE; Christophe Bravard, Universite de Lyon, Universite Jean Monnet, Saint-Etienne, CNRS, GATE; Jurjen Kamphorst, Erasmus University Rotterdam; Sudipta Sarangi, DIW Berlin and Louisiana State University

  Date: March 01, 2012

• 12-018/4 - High-Frequency Technical Trading: The Importance of Speed

  Authors: Martin Scholtus, Erasmus University Rotterdam; Dick van Dijk, Erasmus University Rotterdam

  Date: March 01, 2012

• 12-017/1 - Search Costs, Demand-Side Economies and the Incentives to merge under Bertrand Competition

  Authors: Jose L. Moraga-Gonzalez, VU University Amsterdam; Vaiva Petrikaite, University of Groningen

  Date: February 21, 2012

• 12-016/1 - Individual Expectations, Limited Rationality and Aggregate Outcomes

  Authors: Te Bao, University of Amsterdam; Cars Hommes, University of Amsterdam; Joep Sonnemans, University of Amsterdam; Jan Tuinstra, University of Amsterdam

  Date: February 17, 2012

• 12-015/1 - Learning, Forecasting and Optimizing: An Experimental Study

  Authors: Te Bao, University of Amsterdam; John Duffy, University of Pittsburgh; Cars Hommes, University of Amsterdam

  Date: February 17, 2012

• 12-014/3 - Multilevel Approaches and the Firm-Agglomeration Ambiguity in Economic Growth Studies

  Authors: Frank G. van Oort, Utrecht University; Martijn J. Burger, Erasmus University Rotterdam; Joris Knoben, Tilburg University; Otto Raspe, Netherlands Environmental Assessment Agency

  Date: February 16, 2012

• 12-013/3 - Long-Run Effects of Gestation during the Dutch Hunger Winter Famine on Labor Market and Hospitalization Outcomes

  Authors: Robert S. Scholte, VU University Amsterdam; Gerard J. van den Berg, University of Mannheim, VU University Amsterdam; Maarten Lindeboom, VU University Amsterdam

  Date: February 14, 2012

• 12-012/1 - A Bankruptcy Approach to the Core Cover

  Authors: Arantza Estévez-Fernández, VU University Amsterdam; María Gloria Fiestras-Janeiro, Vigo University; Manuel Alfredo Mosquera, Vigo University; Estela Sánchez- Rodríguez, Vigo University

  Date: February 10, 2012

• 12-011/2 - Assessing Debt Sustainability in a Stochastic Environment: 200 years of Dutch Debt and Deficit Management

  Authors: Sweder van Wijnbergen, University of Amsterdam; Alexander France, University of Amsterdam

  Date: February 12, 2012

• 12-010/2 - Defensive Disclosure under Antitrust Enforcement

  Authors: Ajay Bhaskarabhatla, Erasmus University Rotterdam; Enrico Pennings, Erasmus University Rotterdam

  Date: February 09, 2012

• 12-009/4 - Generalized Dynamic Panel Data Models with Random Effects for Cross-Section and Time

  Authors: Geert Mesters, Netherlands Institute for the Study of Crime and Law Enforcement, and VU University Amsterdam; Siem Jan Koopman, VU University Amsterdam

  Date: February 06, 2012

• 12-008/4 - Fast Efficient Importance Sampling by State Space Methods

  Authors: Siem Jan Koopman, VU University Amsterdam, the Netherlands; Rutger Lit, VU University Amsterdam, the Netherlands; Thuy Minh Nguyen, Deutsche Bank, London, United Kingdom

  Date: January 12, 2012

• 12-007/4 - Structural Intervention Time Series Analysis of Crime Rates: The Impact of Sentence Reform in Virginia

  Authors: Suncica Vujic, University of Bath, Bath, UK; Jacques Commandeur, VU University Amsterdam; Siem Jan Koopman, VU University Amsterdam

  Date: January 30, 2012

• 12-006/1 - Transboundary Externalities and Property Rights: An International River Pollution Model

  Authors: Gerard van der Laan, VU University Amsterdam; Nigel Moes, VU University Amsterdam

  Date: January 19, 2012

• 12-005/3 - New Developments in the Measurement of Welfare and Well-being

  Authors: Bernard M.S. van Praag, University of Amsterdam; Erik J.S. Plug, University of Amsterdam

  Date: January 16, 2012

• 12-004/3 - Who is at the Top? Wealth Mobility over the Life Cycle

  Authors: Stefan Hochguertel, VU University Amsterdam; Henry Ohlsson, Uppsala University

  Date: January 16, 2012

• 12-003/1 - Social Preferences in Private Decisions

  Authors: Jona Linde, University of Amsterdam, CREED; Joep Sonnemans, University of Amsterdam, CREED

  Date: January 09, 2012

• 12-002/1 - How Consumers use Gift Certificates

  Authors: Flora Felso, Delft University of Technology; Adriaan R. Soetevent, University of Amsterdam

  Date: January 02, 2012

• 12-001/1 - Multi-Player Agents in Cooperative TU-Games

  Authors: Rene van den Brink, VU University Amsterdam; Chris Dietz, VU University Amsterdam

  Date: January 02, 2012