110 Discussion Papers

• 16-090/II - Damming Trans-boundary Rivers: A Welfare Analysis of Conflict and Cooperation

  Authors: Yuyu Zeng, VU University Amsterdam, The Netherlands; Harold Houba, VU University Amsterdam, The Netherlands; Ariel Dinar, University of California, Riverside, United States; Miroslav Marence, UNESCO-IHE Institute for Water Education, The Netherlands

  Date: October 24, 2016

• 16-089/VIII - Limit Pricing, Climate Policies, and Imperfect Substitution

  Authors: Gerard van der Meijden, VU University Amsterdam, the Netherlands; Cees Withagen, VU University Amsterdam, the Netherlands

  Date: October 21, 2016

• 16-088/VI - Is there really a Global Business Cycle? A Dynamic Factor Model with Stochastic Factor Selection

  Authors: Tino Berger, University of Goettingen, Germany; Lorenzo Pozzi, Erasmus University Rotterdam, The Netherlands

  Date: October 20, 2016

• 16-087/IV - Liquidity Runs

  Authors: Rafael Matta, University of Amsterdam, The Netherlands; Enrico Perotti, University of Amsterdam, The Netherlands

  Date: October 19, 2016

• 16-086/VI - Monetary Policy in the Presence of Random Wage Indexation

  Authors: Jonathan A. Attey, Erasmus University Rotterdam, The Netherlands; Casper G. de Vries, Erasmus University Rotterdam, The Netherlands

  Date: October 17, 2016

• 16-085/VII - Social Network Sites, Individual Social Capital and Happiness

  Authors: Efstratia Arampatzi, Erasmus University Rotterdam, The Netherlands; Martijn J. Burger, Erasmus University Rotterdam, The Netherlands; Natallia A. Novik, Université de Strasbourg, France; Erasmus University Rotterdam, The Netherlands

  Date: October 17, 2016

• 16-084/III - Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events

  Authors: David E. Allen, University of Sidney, University of South Australia, Australia; Michael McAleer, National Tsing Hua University Taiwan; Erasmus School of Economics Erasmus University Rotterdam, The Netherlands; Yokohama National University, Japan; Robert Powell, Edith Cowan University, Perth, Australia; Abhay K. Singh, Edith Cowan University, Perth, Australia

  Date: October 14, 2016

• 16-083/III - US Antidumping Petitions and Revealed Comparative Advantage of Shrimp Exporting Countries

  Authors: Chia-Lin Chang, National Chung Hsing University, Taichung, Taiwan; Michael McAleer, National Tsing Hua University, Taiwan; Erasmus University Rotterdam, The Netherlands; Complutense University of Madrid, Spain; Yokohama National University, Japan; Dang-Khoa Nguyen, National Chung Hsing University Taichung, Taiwan

  Date: October 14, 2016

• 16-082/III - Feasible Invertibility Conditions and Maximum Likelihood Estimation for Observation-Driven Models

  Authors: Francisco Blasques, VU University Amsterdam, the Netherlands; Paolo Gorgi, VU University Amsterdam, the Netherlands; University of Padua, Italy; Siem Jan Koopman, VU University Amsterdam, the Netherlands; Aarhus University, Denmark; Olivier Wintenberger, University of Copenhagen, Denmark; Sorbonne Universités, UPMC University Paris 06, France

  Date: October 06, 2016

• 16-081/VI - Secular Stagnation, Rational Bubbles, and Fiscal Policy

  Author: Coen N. Teulings, University of Cambridge, United Kingdom; University of Amsterdam, The Netherlands

  Date: October 03, 2016

• 16-080/VI - Returns to On-the-Job Search and the Dispersion of Wages

  Authors: Axel Gottfries, University of Cambridge, United Kingdom; Coen Teulings, University of Amsterdam, The Netherlands

  Date: October 03, 2016

• 16-079/VI - Cascading Trade Protection: Evidence from the US

  Authors: Aksel Erbahar, Erasmus University Rotterdam, the Netherlands; Yuan Zi, The Graduate Institute of International and Development Studies, Geneva, Switzerland

  Date: October 03, 2016

• 16-078/VII - Location Choices of Chinese Multinationals in Europe: The Role of Overseas Communities

  Authors: Bas Karreman, Erasmus University Rotterdam, The Netherlands; Martijn J. Burger, Erasmus University Rotterdam, The Netherlands; Frank G. van Oort, Erasmus University Rotterdam, The Netherlands

  Date: September 30, 2016

• 16-077/VII - On the Origins of Entrepreneurship: Evidence from Sibling Correlations

  Authors: Matthew J. Lindquist, Stockholm University, Sweden; Joeri Sol, University of Amsterdam, the Netherlands; C. Mirjam van Praag, Copenhagen Business School, Denmark, and University of Amsterdam, the Netherlands; Theodor Vladasel, Copenhagen Business School, Denmark

  Date: September 30, 2016

• 16-076/III - Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers

  Authors: Manabu Asai, Soka University, Japan; Chia-Lin Chang, National Chung Hsing University, Taiwan; Michael McAleer, National Tsing Hua University, Taiwan; Erasmus School of Economics, Erasmus University Rotterdam; Complutense University of Madrid, Spain; Yokohama National University, Japan

  Date: September 12, 2016

• 16-075/III - Flexible Mixture-Amount Models for Business and Industry using Gaussian Processes

  Authors: Aiste Ruseckaite, Erasmus University Rotterdam, the Netherlands; Dennis Fok, Erasmus University Rotterdam, the Netherlands; Peter Goos, KU Leuven, Belgium

  Date: September 12, 2016

• 16-074/IV - Network, Market, and Book-Based Systemic Risk Rankings

  Authors: Michiel C.W. van de Leur, VU University Amsterdam, the Netherlands; Andre Lucas, VU University Amsterdam, the Netherlands

  Date: September 08, 2016

• 16-073/III - Forecasting Using Random Subspace Methods

  Authors: Tom Boot, Erasmus University Rotterdam, the Netherlands; Didier Nibbering, Erasmus University Rotterdam, the Netherlands

  Date: September 06, 2016

• 16-072/VII - The Schumpeterian Entrepreneur: A Review of the Empirical Evidence on the Antecedents, Behavior, and Consequences of Innovative Entrepreneurship

  Authors: Joern H. Block, Erasmus University Rotterdam, the Netherlands; Christian O. Fisch, Erasmus University Rotterdam, the Netherlands; Mirjam van Praag, Copenhagen Business School, Denmark

  Date: September 05, 2016

• 16-071/III - Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes

  Authors: Manabu Asai, Soka University, Japan; Michael McAleer, National Tsing Hua University, Taiwan; Erasmus University Rotterdam, the Netherlands; Complutense University of Madrid, Spain; Yokohama National University, Japan

  Date: September 05, 2016