3385 Discussion Papers

• 97-007/4 - Priors, Posterior Odds and Lagrange Multiplier Statistics in Bayesian Analyses of Cointegration

  Authors: Frank Kleibergen, Erasmus University Rotterdam; Richard Paap, Erasmus University Rotterdam

  Date: January 21, 1997

• 97-006/4 - Bayesian Analysis of ARMA Models using Noninformative Priors

  Authors: Frank Kleibergen, Erasmus University Rotterdam; Henk Hoek, Erasmus University Rotterdam

  Date: January 21, 1997

• 97-005/4 - Equality Restricted Random Variables: Densities and Sampling Algorithms

  Author: Frank Kleibergen, Erasmus University Rotterdam

  Date: January 21, 1997

• 97-004/4 - Gaussianity and Nonlinearity of Foreign Exchange Rates and Macroeconomic Time Series

  Authors: Nobuhiko Terui, Tohoku University; Takeaki Kariya, Hitotsubashi University

  Date: January 14, 1997

• 97-003/4 - Common Persistence in Nonlinear Autoregressive Models

  Authors: H. Peter Boswijk, Universiteit van Amsterdam; Philip Hans Franses, Erasmus Universiteit Rotterdam

  Date: January 14, 1997

• 97-002/3 - Environmental Externalities and Welfare: Do we need Pareto?

  Author: Henk L.M. Kox, Vrije Universiteit Amsterdam

  Date: January 14, 1997

• 97-001/4 - Structural Aspects of the Labor Markets of Five OECD Countries

  Authors: Geert Ridder, Vrije Universiteit Amsterdam; Niels de Visser, Vrije Universiteit Amsterdam; Gerard van den Berg, Vrije Universiteit Amsterdam

  Date: January 07, 1997

• 96-182/6 - Public Funding of Research and Corporate Co-sponsorship

  Authors: Sanjeev Goyal, Erasmus University Rotterdam; Pauline Rutsaert, Erasmus University Rotterdam

  Date: January 02, 1997

• 96-181/5 - Factors influencing the Composition of the Urban Transport System in the Year 2030 - A Panel Analysis of Experts' Opinions

  Authors: Cees Gorter, Vrije Universiteit Amsterdam; Sytze A. Rienstra, Vrije Universiteit Amsterdam

  Date: January 02, 1997

• 96-180/7 - A Model Selection Approach to detect Seasonal Unit Roots

  Author: Yoshinori Kawasaki, The Institute of Statistical Mathematics

  Date: December 13, 1996

• 96-179/4 - Inflation Stabilization, Fiscal Deficits and Public Debt Management in Poland

  Authors: Nina Budina, CERGE and University of Amsterdam; Sweder van Wijnbergen, University of Amsterdam, LSE and CEPR

  Date: December 05, 1996

• 96-178/1 - Social Ties in a Public Good Experiment

  Authors: Frans van Dijk, University of Amsterdam; Joep Sonnemans, University of Amsterdam; Frans van Winden, University of Amsterdam

  Date: December 05, 1996

• 96-176/7 - Bayesian Analysis of Stochastic Trends in Structural Time Series Models

  Authors: Gary Koop, University of Toronto; Herman K. van Dijk, Erasmus University Rotterdam

  Date: December 13, 1996

• 96-175/7 - On the Role of Seasonal Intercepts in Seasonal Cointegration

  Authors: Philip Hans Franses, Erasmus University Rotterdam; Robert M. Kunst, Institute for Advanced Studies, Vienna

  Date: December 13, 1996

• 96-173/3 - Capital Scarcities as a Reason for High Employment in the European Union

  Author: Paul Frijters, University of Amsterdam

  Date: November 19, 1996

• 96-172/8 - Evolutionary Game Theory and the Modelling of Economic Behavior

  Authors: Gerard van der Laan, Vrije Universiteit Amsterdam; A.F. Tieman, Vrije Universiteit Amsterdam

  Date: November 19, 1996

• 96-171/5 - On the Relationship between Travel Time and Travel Distance of Commuters; Reported versus Network Travel Data in the Netherlands

  Authors: Piet Rietveld, Vrije Universiteit Amsterdam; Bert Zwart, Vrije Universiteit Amsterdam; Bert van Wee, National Institute of Public Health and the Environment, Bilthoven; Toon van den Hoorn, Ministry of Transport, Rotterdam

  Date: November 19, 1996

• 96-170/2 - The Valuation of Interest Rate Derivatives: Empirical Evidence from the Spanish Market

  Authors: Juan M. Moraleda, Erasmus University Rotterdam; Ton Vorst, Erasmus University Rotterdam

  Date: November 08, 1996

• 96-169/2 - A Family of Humped Volatility Structures

  Authors: Fabio Mercurio, Erasmus University Rotterdam; Juan M. Moraleda, Erasmus University Rotterdam

  Date: November 08, 1996

• 96-166/9 - Maintenance of Light Standards, a Case-Study

  Authors: Rommert Dekker; J. Robert van der Meer, Erasmus University Rotterdam; Raymond Ph. Plasmeijer, Erasmus University Rotterdam; Ralph E. Wildeman, Erasmus University Rotterdam; Jacco J. de Bruin, Europe Combined Terminals, Rotterdam

  Date: November 08, 1996