3501 Discussion Papers

• 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

• 11-182/1 - Harsanyi Power Solutions for Games on Union Stable Systems

  Authors: Encarnacion Algaba, University of Seville; Jesus Mario Bilbao, University of Seville; Rene van den Brink, VU University Amsterdam

  Date: December 22, 2011

• 11-181/3 - Long-Run vs. Short-Run Perspectives on Consumer Scheduling: Evidence from a Revealed-Preference Experiment among Peak-Hour Road Commuters

  Authors: Stefanie Peer, VU University Amsterdam; Erik Verhoef, VU University Amsterdam; Jasper Knockaert, VU University Amsterdam; Paul Koster, VU University Amsterdam; Yin-Yen Tseng, VU University Amsterdam

  Date: December 22, 2011

• 11-180/3 - Door-to-Door Travel Times in RP Departure Time Choice Models: An Approximation Method based on GPS

  Authors: Stefanie Peer, VU University Amsterdam; Jasper Knockaert, VU University Amsterdam; Paul Koster, VU University Amsterdam; Yin-Yen Tseng, VU University Amsterdam; Erik Verhoef, VU University Amsterdam

  Date: December 22, 2011

• 11-179/3 - Optimal Pricing of Flights and Passengers at Congested Airports: The Efficiency of Atomistic Charges

  Authors: Hugo E. Silva, VU University Amsterdam; Erik T. Verhoef, VU University Amsterdam

  Date: December 22, 2011

• 11-178/3 - Risk, Balanced Skills and Entrepreneurship

  Authors: Chihmao Hsieh, University of Amsterdam; Simon C. Parker, University of Western Ontario; C. Mirjam van Praag, University of Amsterdam

  Date: December 19, 2011

• 11-177/4 - Estimating Loss Functions of Experts

  Authors: Philip Hans Franses, Erasmus University Rotterdam; Rianne Legerstee, Erasmus University Rotterdam; Richard Paap, Erasmus University Rotterdam

  Date: December 16, 2011

• 11-176/2 - Conditional Probabilities and Contagion Measures for Euro Area Sovereign Default Risk

  Authors: Xin Zhang, VU University Amsterdam; Bernd Schwaab, European Central Bank; Andre Lucas, VU University Amsterdam

  Date: December 13, 2011

• 11-175/2 - Long Memory Dynamics for Multivariate Dependence under Heavy Tails

  Authors: Pawel Janus, VU University Amsterdam; Siem Jan Koopman, VU University Amsterdam; André Lucas, VU University Amsterdam

  Date: December 12, 2011

• 11-174/1 - Discrimination in the Labor Market: The Curse of Competition between Workers

  Authors: Thomas de Haan, University of Amsterdam; Theo Offerman, University of Amsterdam; Randolph Sloof

  Date: December 11, 2011

• 11-173/3 - The Labor Market in the Great Recession: An Update

  Authors: Michael W.L. Elsby, University of Edinburgh; Bart Hobijn, VU University Amsterdam, Federal Reserve Bank of San Francisco; Aysegul Sahin, Federal Reserve Bank of New York; Robert G. Valletta, Federal Reserve Bank of San Francisco

  Date: December 08, 2011

• 11-172/4 - Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data

  Authors: Monica Billio, University of Venice; Roberto Casarin, University of Venice; Francesco Ravazzolo, Norges Bank; Herman K. van Dijk, Erasmus University Rotterdam, VU University Amsterdam

  Date: December 01, 2011

• 11-171/3 - Halal Certification for Financial Products: A Transaction Cost Perspective

  Authors: Raphie Hayat, VU University Amsterdam; Frank A.G. den Butter, VU University Amsterdam; Udo Kock, IMF, Washington

  Date: November 29, 2011