3385 Discussion Papers

• 03-091/4 - Time Series Modelling using TSMod 3.24

  Author: Charles S. Bos, Faculty of Economics and Business Administration, Vrije Universiteit Amsterdam

  Date: December 11, 2003

• 03-090/2 - Black Scholes for Portfolios of Options in Discrete Time: the Price is Right, the Hedge is wrong

  Authors: Bas Peeters, Faculty of Economics and Business Administration, Vrije Universiteit Amsterdam; Cees L. Dert, Faculty of Economics and Business Administration, Vrije Universiteit Amsterdam; André Lucas, Faculty of Economics and Business Administration, Vrije Universiteit Amsterdam

  Date: October 11, 2003

• 03-089/3 - Uncertainty Avoidance and the Rate of Business Ownership across 22 OECD Countries, 1976-2000

  Authors: Sander Wennekers, EIM Business and Policy Research; Roy Thurik, Faculty of Economics, Erasmus University Rotterdam, and EIM Business and Policy Research; André van Stel, EIM Business and Policy Research, and Erasmus University; Niels Noorderhaven, Tilburg University

  Date: November 07, 2003

• 03-088/3 - A Cointegration Model for Search Equilibrium Wage Formation

  Authors: L. Broersma, Department of Economics and Department of Spatial Science, University of Groningen; Frank A.G. den Butter, Department of Economics, Vrije Universiteit Amsterdam; Udo Kock, International Monetary Fund, Washington

  Date: November 03, 2003

• 03-087/3 - Strikes in France and the Netherlands; A Comparison of Labour Market Institutions

  Authors: Frank A.G. den Butter, Faculty of Economics, Vrije Universiteit Amsterdam; Silvie Y. Koppes, Faculty of Economics, Vrije Universiteit Amsterdam

  Date: November 03, 2003

• 03-086/2 - The Importance of Accounting for Time Trends when Estimating the Euro Effect on Trade

  Authors: Maurice J.G. Bun, Faculty of Economics and Econometrics, University of Amsterdam; Franc J.G.M. Klaassen, Faculty of Economics and Econometrics, University of Amsterdam

  Date: October 21, 2003

• 03-085/3 - Second-best Pricing for Imperfect Substitutes in Urban Networks

  Authors: Jan Rouwendal, Faculty of Economics and Business Administration, Vrije Universiteit Amsterdam; Erik T. Verhoef, Faculty of Economics and Business Administration, Vrije Universiteit Amsterdam

  Date: October 14, 2003

• 03-084/3 - Dual Earners, Urban Labor Markets and Housing Demand

  Authors: Jan Rouwendal, Wageningen University and Vrije Universiteit Amsterdam; Willemijn van der Straaten, Wageningen University

  Date: October 14, 2003

• 03-083/3 - The Economics of Airport Congestion Pricing

  Authors: Eric Pels, Faculty of Economics and Business Administration, Vrije Universiteit Amsterdam; Erik Verhoef, Faculty of Economics and Business Administration, Vrije Universiteit Amsterdam

  Date: October 14, 2003

• 03-082/3 - Trade, Trust and Transaction Cost

  Authors: Frank A.G. den Butter, Faculty of Economics and Business Administration, Vrije Universiteit Amsterdam; Robert H.J. Mosch, Faculty of Economics and Business Administration, Vrije Universiteit Amsterdam

  Date: October 13, 2003

• 03-081/3 - Misspecification in Linear Spatial Regression Models

  Authors: Raymond J.G.M. Florax, Vrije Universiteit Amsterdam and University of Amsterdam; Peter Nijkamp, Vrije Universiteit Amsterdam

  Date: October 08, 2003

• 03-080/3 - Optimal Environmental Policy Differentials under Emissions Constraints

  Authors: Raymond J.G.M. Florax, Vrije Universiteit Amsterdam, and University of Illinois; Abay Mulatu, London School of Economics, London, UK; Cees A. Withagen, Vrije Universiteit van Amsterdam, and Tilburg University

  Date: October 06, 2003

• 03-079/4 - Which Brands gain Share from which Brands? Inference from Store-Level Scanner Data

  Authors: Rutger van Oest, Tilburg University; Philip Hans Franses, Faculty of Economics, Erasmus Universiteit Rotterdam

  Date: October 06, 2003

• 03-078/3 - Externalities in the Urban Economy

  Authors: Erik T. Verhoef, Faculty of Economics and Business Administration, Vrije Universiteit Amsterdam; Peter Nijkamp, Faculty of Economics and Business Administration, Vrije Universiteit Amsterdam

  Date: September 30, 2003

• 03-077/2 - Risk Sharing in Labour Markets

  Authors: Arne Bigsten, Gøteborg University; Paul Collier, University of Oxford; Stefan Dercon, University of Oxford; Marcel Fafchamps, University of Oxford; Jan Willem Gunning, Faculty of Economics and Business Administration, Vrije Universiteit Amsterdam; Abena Oduro, Center for Policy Analysis, Accra, Ghana

  Date: September 29, 2003

• 03-076/1 - Harsanyi Solutions in Line-graph Games

  Authors: René van den Brink, Faculty of Economics and Business Administration, Vrije Universiteit Amsterdam; Gerard van der Laan, Faculty of Economics and Business Administration, Vrije Universiteit Amsterdam; Valeri Vasil'ev, Sobolev Institute of Mathematics, Novisibirsk

  Date: September 29, 2003

• 03-075/2 - Discrete versus Continuous State Switching Models for Portfolio Credit Risk

  Authors: André Lucas, ECO/FIN, Faculty of Economics and Business Administration, Vrije Universiteit Amsterdam; Pieter Klaassen, ABN AMRO Bank NV, Amsterdam

  Date: September 29, 2003

• 03-074/1 - National Interference in Local Public Good Provision

  Authors: Robert Dur, Faculty of Economics, Erasmus University Rotterdam; Klaas Staal, Faculty of Economics, Erasmus University Rotterdam

  Date: September 22, 2003

• 03-073/1 - Heterogeneity as a Natural Source of Randomness

  Authors: Cees Diks, Faculty of Economics and Econometrics, University of Amsterdam; Roy van der Weide, Faculty of Economics and Econometrics, University of Amsterdam

  Date: September 16, 2003

• 03-072/3 - Individual Mortality and Macro-Economic Conditions from Birth to Death

  Authors: Maarten Lindeboom, VU University Amsterdam, and IZA; France Portrait, VUniversity Amsterdam; Gerard J. van den Berg, VU University Amsterdam, IZA, IFAU, and CEPR

  Date: September 12, 2003