3395 Discussion Papers

• 13-078/III - Ten Things you should know about the Dynamic Conditional Correlation Representation

  Authors: Massimiliano Caporin, University of Padova, Italy; Michael McAleer, Erasmus University Rotterdam, The Netherlands, Complutense University of Madrid, Spain, and Kyoto University, Japan

  Date: June 10, 2013

• 13-077/III - Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis

  Authors: Michael McAleer, Erasmus University Rotterdam, Complutense University of Madrid, Kyoto University; John Suen, Chinese University of Hong Kong; Wing Keung Wong, Hong Kong Baptist University

  Date: June 03, 2013

• 13-076/V - Health Inequalities through the Lens of Health Capital Theory: Issues, Solutions, and Future Directions

  Authors: Titus J. Galama, University of Southern California, Dornsife College Center for Economic and Social Research, USA, and RAND Corporation, USA; Hans van Kippersluis, Erasmus School of Economics, Erasmus University Rotterdam, The Netherlands

  Date: June 03, 2013

• 13-075/VIII - Commuters' Preferences for Fast and Reliable Travel

  Authors: Paul Koster, VU University Amsterdam; Hans Koster, VU University Amsterdam

  Date: May 28, 2013

• 13-074/VIII - Changing with the Tide: Semi-Parametric Estimation of Preference Dynamics

  Authors: Thijs Dekker, Delft University of Technology; Paul Koster, VU University Amsterdam; Roy Brouwer, VU University Amsterdam

  Date: May 27, 2013

• 13-073/III - Forecasting Value-at-Risk using Block Structure Multivariate Stochastic Volatility Models

  Authors: Manabu Asai, Soka University, Japan; Massimiliano Caporin, University of Padova, Italy; Michael McAleer, Erasmus University Rotterdam, The Netherlands, Complutense University of Madrid, Spain, and Kyoto University, Japan

  Date: May 27, 2013

• 13-072/III - Nonparametric Multiple Change Point Analysis of the Global Financial Crisis

  Authors: David E. Allen, Edith Cowan University, Australia; Michael McAleer, Erasmus University Rotterdam; Robert J. Powell, Edith Cowan University, Australia; Abhay K. Singh, Edith Cowan University, Australia

  Date: May 27, 2013

• 13-071/I - Taking Punishment into Your Own Hands: An Experiment

  Authors: Peter Duersch, University of Heidelberg; Julia Müller, Erasmus University Rotterdam

  Date: May 27, 2013

• 13-070/III - GFC-Robust Risk Management under the Basel Accord using Extreme Value Methodologies

  Authors: Juan-Angel Jimenez-Martin, Complutense University of Madrid, Spain; Michael McAleer, Complutense University of Madrid, Spain, Erasmus School of Economics, Erasmus University Rotterdam, The Netherlands, and Kyoto University, Japan; Teodosio Perez Amaral, Complutense University of Madrid, Spain; Paulo Araujo Santos, University of Lisbon, Portugal

  Date: May 21, 2013

• 13-069/III - Modelling and Simulation: An Overview

  Authors: Michael McAleer, Erasmus University Rotterdam, The Netherlands, Complutense University of Madrid, Spain, and Kyoto University, Japan; Felix Chan, Curtin University, Australia; Les Oxley, University of Waikato, New Zealand

  Date: May 21, 2013

• 13-068/III - Forecasting Day-Ahead Electricity Prices: Utilizing Hourly Prices

  Authors: Eran Raviv, Erasmus University Rotterdam; Kees E. Bouwman, Erasmus University Rotterdam; Dick van Dijk, Erasmus University Rotterdam

  Date: May 17, 2013

• 13-067/V - Universal Coverage on a Budget: Impacts on Health Care Utilization and Out-Of-Pocket Expenditures in Thailand

  Authors: Supon Limwattananon, International Health Policy Program, Ministry of Public Health, Thailand; Sven Neelsen, Institute of Health Policy and Management, Erasmus University Rotterdam; Owen O'Donnell, Erasmus University Rotterdam; Phusit Prakongsai, International Health Policy Program, Ministry of Public Health, Thailand; Viroj Tangcharoensathien, International Health Policy Program, Ministry of Public Health, Thailand; Eddy van Doorslaer, Erasmus University Rotterdam

  Date: May 16, 2013

• 13-066/V - The Impact of Scoring Weights on Price and Quality Outcomes: An Application to the Procurement of Welfare-to-Work Contracts

  Authors: Pierre Koning, VU University Amsterdam, and IZA; Arthur van de Meerendonk, Graduate School of Governance, Maastricht University

  Date: May 14, 2013

• 13-065/VII - Using Preferred Outcome Distributions to estimate Value and Probability Weighting Functions in Decisions under Risk

  Authors: Bas Donkers, Erasmus University Rotterdam; Carlos J.S. Lourenco, Erasmus University Rotterdam; Benedict G.C. Dellaert, Erasmus University Rotterdam; Daniel G. Goldstein, Microsoft Research

  Date: May 08, 2013

• 13-064/VI - Optimal Fiscal Policy

  Authors: Jasper Lukkezen, Utrecht University, and CPB; Coen Teulings, University of Amsterdam, and CPB

  Date: May 06, 2013

• 13-063/IV - Measuring Credit Risk in a Large Banking System: Econometric Modeling and Empirics

  Authors: Andre Lucas, VU University Amsterdam; Bernd Schwaab, European Central Bank, Financial Markets Research; Xin Zhang, VU University Amsterdam, and Sveriges Riksbank, Research Division

  Date: May 13, 2013

• 13-062/III - Solution-Driven Specification of DSGE Models

  Author: Francisco Blasques, VU University Amsterdam

  Date: April 19, 2013

• 13-061/III - Comparing the Accuracy of Copula-Based Multivariate Density Forecasts in Selected Regions of Support

  Authors: Cees Diks, University of Amsterdam, the Netherlands; Valentyn Panchenko, University of New South Wales, Australia; Oleg Sokolinskiy,, Rutgers Business School, United States; Dick van Dijk, Erasmus University Rotterdam, the Netherlands

  Date: April 19, 2013

• 13-060/III - Censored Posterior and Predictive Likelihood in Left-Tail Prediction for Accurate Value at Risk Estimation

  Authors: Lukasz Gatarek, Econometric Institute, Erasmus School of Economics, Erasmus University Rotterdam; Lennart Hoogerheide, VU University Amsterdam; Koen Hooning, Delft University of Technology; Herman K. van Dijk, Econometric Institute, Erasmus University Rotterdam, and VU University Amsterdam

  Date: April 15, 2013

• 13-059/VIII - Residential Parking Permits and Parking Supply

  Authors: Jos van Ommeren, VU University Amsterdam; Jesper de Groote, VU University Amsterdam; Giuliano Mingardo, Erasmus University Rotterdam

  Date: April 12, 2013