122 Discussion Papers

• 17-082/III - Stationarity and Invertibility of a Dynamic Correlation Matrix

  Author: Michael mcAleer, National Tsing Hua University, Taiwan; University of Sydney Business School, Australia; Erasmus University Rotterdam, The Netherlands

  Date: September 06, 2017

• 17-081/I - Gender, Willingness to Compete and Career Choices Along the Whole Ability Distribution

  Authors: Thomas (T.) Buser, University of Amsterdam; Tinbergen Institute, The Netherlands; Noemi Peter, University of Groningen; Stefan Wolter, University of Bern

  Date: September 05, 2017

• 17-080/IV - Quantitative Easing and Exuberance in Government Bond Markets: Evidence from the ECB's Expanded Assets Purchase Program

  Authors: Martijn (M.I.) Droes, University of Amsterdam & Amsterdam School of Real Estate; Tinbergen Institute, The Netherlands; Ryan van Lamoen, Dutch Central Bank; Simona Mattheussens, Dutch Central Bank

  Date: September 05, 2017

• 17-079/VIII - The Impact of Airline Mergers on Quality: Why Do Different Mergers Have Such Different Effects?

  Authors: Daniel Rijken, VU Amsterdam, The Netherlands; Vincent (V.A.C.) van den Berg, VU Amsterdam, The Netherlands; Tinbergen Institute, The Netherlands

  Date: September 05, 2017

• 17-078/IV - Foreign Investment and Domestic Productivity: Identifying Knowledge Spillovers and Competition Effects

  Authors: Christian Fons-Rosen, Universitat Pompeu Fabra, CEPR, and Barcelona Graduate School of Economics, Spain; Sebnem Kalemli-Ozcan, University of Maryland, CEPR, and NBER, the USA; Bent E. Sorensen, University of Houston and CEPR, the USA; Carolina Villegas-Sanchez, ESADE - Universitat Ramon Llull, Spain; Vadym (V.) Volosovych, Erasmus University Rotterdam, Erasmus Research Institute of Management, the Netherlands; Tinbergen Institute, The Netherlands

  Date: September 05, 2017

• 17-077/VIII - Optimal Congestion Pricing with Diverging Long-run and Short-run Scheduling Preferences

  Author: Erik (E.T.) Verhoef, VU Amsterdam; Tinbergen Institute, The Netherlands

  Date: September 05, 2017

• 17-076/V - The Impact of Road Development on Household Welfare in Rural Papua New Guinea

  Authors: Martin Wiegand, VU Amsterdam; Eric Koomen, VU Amsterdam; Menno (M.) Pradhan, VU Amsterdam; University of Amsterdam, the Netherlands; Tinbergen Institute, The Netherlands; Christopher Edmonds, Tokyo International University

  Date: August 07, 2017

• 17-075/VI - Brexit and The Impact of Gradual Economic Integration on Export

  Author: Rutger Teulings, University of Amsterdam, The Netherlands

  Date: August 03, 2017

• 17-074/V - The Impact of Tobacco Control Policies on Smoking Initiation in Europe

  Authors: Jan (J.C.) van Ours, Erasmus School of Economics; Tinbergen Institute, The Netherlands; Ali Palali, CPB

  Date: August 03, 2017

• 17-073/VII - Tailored Feedback and Worker Green Behavior: Field Evidence from Bus Drivers

  Authors: Adriaan (A.R.) Soetevent, University of Groningen, The Netherlands; Tinbergen Institute, The Netherlands; Gert-Jan Romensen, University of Groningen, The Netherlands;

  Date: August 03, 2017

• 17-072/III - A Stochastic Recurrence Equation Approach to Stationarity and phi-Mixing of a Class of Nonlinear ARCH Models

  Authors: Francisco (F.) Blasques, VU Amsterdam, The Netherlands; Tinbergen Institute, The Netherlands; Marc Nientker, VU Amsterdam, The Netherlands

  Date: August 02, 2017

• 17-071/III - A Tourism Financial Conditions Index for Tourism Finance

  Authors: Chia-Lin Chang, Department of Applied Economics, Department of Finance, National Chung Hsing University, Taiwan; Hui-Kuang Hsu, Department of Finance, National Pingtung University, Taiwan; Michael McAleer, National Tsing Hua University, Taiwan; University of Sydney Business School, Australia; Erasmus University Rotterdam, The Netherlands;Complutense University of Madrid, Spain; Yokohama National University, Japan

  Date: August 04, 2017

• 17-070/VI - Should Pollution Taxes Be Targeted At Income Redistribution?

  Authors: Bas (B.) Jacobs, Erasmus University Rotterdam, Tinbergen Institute and CESifo; Tinbergen Institute, The Netherlands; Rick (F.) van der Ploeg, University of Oxford, Tinbergen Institute, CEPR and CESifo

  Date: July 31, 2017

• 17-069/III - Theoretical and Empirical Differences Between Diagonal and Full Bekk for Risk Management

  Authors: David Allen, Department of Mathematics, University of Sydney, Australia; Michael McAleer, Department of Quantitative Finance, National Tsing Hua University, Taiwan; Discipline of Business Analytics, University of Sydney Business School, Australia; Econometric Institute, Erasmus School of Economics, Erasmus University Rotterdam, The Netherlands

  Date: July 31, 2017

• 17-068/VIII - Specification Tests for The Multinomial Logit Model Revisited: The Role of Alternative-Specific Constants

  Author: Jan (J.) Rouwendal, Vrije Universiteit Amsterdam; Tinbergen Institute

  Date: July 27, 2017

• 17-067/VIII - Discrete Choice Models for Commuting Interactions

  Authors: Jan (J.) Rouwendal, Vrije Universiteit Amsterdam; Tinbergen Institute, The Netherlands; Or Levkovich, Vrije Universiteit Amsterdam; Ismir Mulalic, DTU, KRAKS

  Date: July 27, 2017

• 17-066/III - A Generalized Email Classification System for Workflow Analysis

  Authors: Piyanuch Chaipornkaew, College of Innovative Technology and Engineering, Dhurakij Pundit University, Thailand; Takorn Prexawanprasut, College of Innovative Technology and Engineering, Dhurakij Pundit University, Thailand; Chia-Lin Chang, Department of Applied Economics and Department of Finance, National Chung Hsing University, Taiwan; Michael McAleer, Department of Quantitative Finance, National Tsing Hua University, Taiwan; Discipline of Business Analytics, University of Sydney Business School, Australia; Econometric Institute, Erasmus School of Economics, Erasmus University Rotterdam, The Netherlands

  Date: July 31, 2017

• 17-065/II - The Degree Measure as Utility Function over Positions in Networks

  Authors: Rene (J.R.) van den Brink, Vrije Universiteit Amsterdam; Tinbergen Institute, The Netherlands; Agnieszka Rusinowska, Paris School of Economics -- CNRS, University Paris 1

  Date: July 24, 2017

• 17-064/VI - Private and Public Risk Sharing in the Euro Area

  Authors: Jacopo Cimadomo, European Central Bank, Germany; Oana Furtuna, University of Amsterdam and Tinbergen Institute, the Netherlands; Massimo Giuliodori, University of Amsterdam and Tinbergen Institute, The Netherlands

  Date: July 18, 2017

• 17-063/III - Impact of Psychological Needs on Luxury Consumption

  Authors: Ning Mao, China-ASEAN International College and Dhurakij Pundit University, Thailand; Michael McAleer, National Tsing Hua University, Taiwan; University of Sydney Business School; Erasmus University Rotterdam, The Netherlands, Complutense University of Madrid, Spain and Yokohama National University, Japan; Shuyu Bai, Limian Material Technology Corporation, China

  Date: July 18, 2017