3423 Discussion Papers

• 18-025/IV - Forecasting with Bayesian Vector Autoregressions with Time Variation in the Mean

  Authors: Marta Banbura, European Central Bank, Germany; Andries van Vlodrop, VU Amsterdam, the Netherlands

  Date: March 21, 2018

• 18-024/III - Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections

  Authors: Chia-Lin Chang, National Chung Hsing University; Michael McAleer, Asia University, University of Sydney Business School, Erasmus University Rotterdam; Wing-Keung Wong, Asia University, China Medical University Hospital, Hang Seng Management College

  Date: March 14, 2018

• 18-023/V - Earnings responses to disability benefit cuts

  Authors: Silvia Garcia Mandico, Erasmus University; Pilar (P.) Garcia-Gomez, Tinbergen Institute, Erasmus University; Anne (A.C.) Gielen, Tinbergen Institute, Erasmus University; Owen (O.A.) O'Donnell, Tinbergen Institute Erasmus University

  Date: March 14, 2018

• 18-022/VIII - Gentrification through the sale of rental housing? Evidence from Amsterdam

  Authors: Jan (J.) Rouwendal, VU Amsterdam; Adriaan Keus, VU Amsterdam; Jasper Dekkers, VU Amsterdam

  Date: March 07, 2018

• 18-021/VIII - Shaking Up the Firm Survival: Evidence from Yogyakarta (Indonesia)

  Authors: Aloysius Gunadi Brata, Atma Jaya Yogyakarta University; Henri (H.L.F.) de Groot, Vrije Universiteit Amsterdam; Wouter (W.) Zant, Vrije Universiteit Amsterdam

  Date: March 07, 2018

• 18-020/III - Fake News and Indifference to Truth: Dissecting Tweets and State of the Union Addresses by Presidents Obama and Trump

  Authors: David E. Allen, University of Sydney, Asia University, Edith Cowan University; Michael McAleer, Asia University, University of Sydney Business School, Yokohama National University; David M. Reid, Seattle University

  Date: March 07, 2018

• 18-019/I - Denial and Alarmism in Collective Action Problems

  Authors: Manuel Foerster, University of Hamburg; Joel (J.J.) van der Weele, Universiteit van Amsterdam

  Date: March 07, 2018

• 18-018/II - Naive Learning in Social Networks with Random Communication

  Authors: Bernd (B.) Heidergott, VU Amsterdam, The Netherlands; Jia-Ping Huang, Shenzhen University, China; Ines (I.) Lindner, VU Amsterdam, The Netherlands

  Date: February 28, 2018

• 18-016/IV - Bank Capital Regulation in a Zero Interest Environment

  Author: Robin Dottling, University of Amsterdam

  Date: February 28, 2018

• 18-015/V - Intergenerational Spillovers in Disability Insurance

  Authors: Gordon B. Dahl, UCSD; Anne (A.C.) Gielen, IZA

  Date: January 30, 2018

• 18-014/III - Pros and Cons of the Impact Factor in a Rapidly Changing Digital World

  Authors: Michael McAleer, Asia University, Taiwan; University of Sydney Business School, Australia; Erasmus University Rotterdam, The Netherlands; Judit Olah, University of Debrecen, Hungary; Jozsef Popp, University of Debrecen, Hungary

  Date: February 16, 2018

• 18-013/III - Missing Observations in Observation-Driven Time Series Models

  Authors: Francisco (F.) Blasques, VU Amsterdam, The Netherlands; Paolo Gorgi, VU Amsterdam, The Netherlands; Siem Jan (S.J.) Koopman, VU Amsterdam, The Netherlands

  Date: February 09, 2018

• 18-012/V - Intertemporal Choice and Income Regularity: Non-Fungibility in a Lab-in-the-Field Experiment

  Authors: Berber Kramer, International Food Policy Research Institute (IFPRI); David Kunst, VU Amsterdam; Tinbergen Institute, The Netherlands

  Date: February 03, 2018

• 18-011/III - Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections

  Authors: Chia-Lin Chang, National Chung Hsing University; Michael McALeer, Asia University; University of Sydney Business School; Erasmus University; Wing-Keung Wong, Asia University; China Medical University Hospital; Lingnan University

  Date: February 03, 2018

• 18-010/I - The Dark Side of Personality: Anti-Sociality Increases Strategic Game Play

  Authors: Jan (J.B.) Engelmann, University of Amsterdam; Tinbergen Institute, The Netherlands; Basil Schmid, ETH Zurich; Justin Chumbley, ETH Zurich; Ernst Fehr, University of Zurich

  Date: January 26, 2018

• 18-009/III - The analysis and forecasting of ATP tennis matches using a high-dimensional dynamic model

  Authors: P. Gorgi, VU Amsterdam, The Netherlands; Siem Jan (S.J.) Koopman, VU Amsterdam, The Netherlands; CREATES Aarhus University, Denmark; R. Lit, VU Amsterdam, The Netherlands

  Date: January 26, 2018

• 18-008/III - An Epidemiological Model of Crisis Spread Across Sectors in The United States

  Authors: Eva (E.F.) Janssens, Tinbergen Institute; Erasmus University of Rotterdam; Robin (R.) Lumsdaine, American University, Erasmus University of Rotterdam; Sebastiaan (S.H.L.C.G.) Vermeulen, Tinbergen Institute; Erasmus University of Rotterdam

  Date: January 26, 2018

• 18-007/V - Measuring income-related inequalities in risky health prospects

  Authors: Gustav Kjellsson, University of Gothenburg; Dennis Petrie, Monash University; Tom (T.G.M.) van Ourti, Erasmus University Rotterdam; Tinbergen Institute, The Netherlands

  Date: January 26, 2018

• 18-006/VI - Unclogging the Credit Channel: On the Macroeconomics of Banking Frictions

  Authors: Sweder (S.J.G.) van Wijnbergen, UvA, CEPR, DNB; Egle Jakucionyte, Central UvA, Bank of Lithuania

  Date: January 17, 2018

• 18-005/III - Bayesian Analysis of Realized Matrix-Exponential GARCH Models

  Authors: Manabu Asai, Soka University, Japan; Michael McAleer, Asia University, Taiwan; University of Sydney Business School, Australia; Erasmus School of Economics, Erasmus University Rotterdam, The Netherlands; Complutense University of Madrid, Spain; Yokohama National University, Japan

  Date: January 17, 2018