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Publications

by alumni of

Tinbergen Instituut

Tinbergen Institute

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Working papers | Journal articles | Books | Chapters | Software components |

Working papers

2026

  1. Francesco Filippucci & Peter Gal & Katharina Laengle & Matthias Schief & Muhammed A. Yildirim, 2026, "AI meets trade: Global linkages and the cross-country distribution of the gains from AI," OECD Artificial Intelligence Papers, OECD Publishing, number 57, Mar, DOI: 10.1787/13081644-en.
  2. Peter Gal & John Hooley & Fatih Ozturk & Filiz Unsal, 2026, "Business investment in the face of the digital transformation: Initial evidence," OECD Economics Department Working Papers, OECD Publishing, number 1859, Mar, DOI: 10.1787/4f89aa3e-en.

2025

  1. Christophe André & Manuel Bétin & Peter Gal & Paul Peltier, 2025, "Developments in Artificial Intelligence markets: New indicators based on model characteristics, prices and providers: New indicators based on model characteristics, prices and providers," OECD Artificial Intelligence Papers, OECD Publishing, number 37, Jun, DOI: 10.1787/9302bf46-en.
  2. Francesco Filippucci & Peter Gal & Katharina Laengle & Matthias Schief, 2025, "Macroeconomic productivity gains from Artificial Intelligence in G7 economies," OECD Artificial Intelligence Papers, OECD Publishing, number 41, Jun, DOI: 10.1787/a5319ab5-en.
  3. Jean Chateau & Hugo Rojas-Romagosa & Sneha D Thube & Dominique van der Mensbrugghe, 2025, "IMF-ENV: Integrating Climate, Energy, and Trade Policies in a General Equilibrium Framework," IMF Working Papers, International Monetary Fund, number 2025/077, Apr.
  4. Rutger-Jan Lange & Bram van Os & Dick van Dijk, 2025, "Implicit score-driven filters for time-varying parameter models," Papers, arXiv.org, number 2512.02744, Dec, revised Apr 2026.

2024

  1. Francesco Filippucci & Peter Gal & Cecilia Jona-Lasinio & Alvaro Leandro & Giuseppe Nicoletti, 2024, "The impact of Artificial Intelligence on productivity, distribution and growth: Key mechanisms, initial evidence and policy challenges," OECD Artificial Intelligence Papers, OECD Publishing, number 15, Apr, DOI: 10.1787/8d900037-en.
  2. Francesco Filippucci & Peter Gal & Matthias Schief, 2024, "Miracle or Myth? Assessing the macroeconomic productivity gains from Artificial Intelligence," OECD Artificial Intelligence Papers, OECD Publishing, number 29, Nov, DOI: 10.1787/b524a072-en.
  3. Christophe André & Peter Gal & Matthias Schief, 2024, "Enhancing productivity and growth in an ageing society: Key mechanisms and policy options," OECD Economics Department Working Papers, OECD Publishing, number 1807, Jun, DOI: 10.1787/605b0787-en.
  4. Christophe André & Peter Gal, 2024, "Reviving productivity growth: A review of policies," OECD Economics Department Working Papers, OECD Publishing, number 1822, Oct, DOI: 10.1787/61244acd-en.
  5. Chiara Criscuolo & Peter Gal & Lukas B. Freund, 2024, "Human capital at work: Five facts about the role of skills for firm productivity, growth, and wage inequality," OECD Productivity Working Papers, OECD Publishing, number 36, Dec, DOI: 10.1787/486c0289-en.
  6. Alberto Cavallo & Francesco Lippi & Ken Miyahara, 2024, "Large shocks travel fast," Working Papers, Peruvian Economic Association, number 198, Feb.
  7. Hugo Rojas-Romagosa, 2024, "Medium-term Macroeconomic Effects of Russia’s War in Ukraine and How it Affects Energy Security and Global Emission Targets," IMF Working Papers, International Monetary Fund, number 2024/039, Mar.
  8. Rachel Lee & Hugo Rojas-Romagosa & Iulia Ruxandra Teodoru & Xiaoxiao Zhang, 2024, "Climate Transition Risk and Financial Stability in France," IMF Working Papers, International Monetary Fund, number 2024/144, Jul.

2023

  1. Chiara Criscuolo & Peter Gal & Timo Leidecker & Francesco Losma & Giuseppe Nicoletti, 2023, "The Role of Telework for Productivity During and Post COVID-19
    [Les liens entre télétravail et productivité pendant et après la pandémie de Covid‑19]    ," Post-Print, HAL, number hal-05201945, DOI: 10.24187/ecostat.2023.539.2097.
  2. Nathalie Scholl & Sébastien Turban & Peter N. Gal, 2023, "The green side of productivity: An international classification of green and brown occupations," OECD Productivity Working Papers, OECD Publishing, number 33, May, DOI: 10.1787/a363530f-en.
  3. Clara Kögel & Chiara Criscuolo & Peter Gal & Cyrille Schwellnus, 2023, "Gender diversity in senior management and firm productivity: Evidence from nine OECD countries," OECD Productivity Working Papers, OECD Publishing, number 34, Dec, DOI: 10.1787/58ad664a-en.
  4. Bo Hu & Makoto Watanabe & Jun Zhang, 2023, "A Model of Supply Chain Finance," CESifo Working Paper Series, CESifo, number 10778.
  5. Fernando Álvarez & David Argente & Francesco Lippi & Esteban Méndez-Chacón & Diana Van Patten, 2023, "Strategic Complementarities in a Dynamic Model of Technology Adoption: P2P Digital Payments," Documentos de Trabajo, Banco Central de Costa Rica, number 2307, May.
  6. Erwan Gautier & Hervé Le Bihan & Francesco Lippi, 2023, "Why prices transmit large-scale shocks more quickly
    [Pourquoi les prix transmettent plus vite les chocs de grande ampleur]    ," Eco Notepad, Banque de France, number 324, Nov.
  7. Daan Opschoor & Dick van Dijk, 2023, "Slow Expectation-Maximization Convergence in Low-Noise Dynamic Factor Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 23-018/III, Apr.
  8. Ramon F. A. de Punder & Cees G. H. Diks & Roger J. A. Laeven & Dick J. C. van Dijk, 2023, "Localizing Strictly Proper Scoring Rules," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 23-084/III, 12, revised 28 May 2025.

2022

  1. Kosuke Suzuki & Zahid Ismail & Wan Fazlin Nadia Wan Osman & Sugumar Saminathan & Mohamad Norjayadi Tamam & Zafrulla Hussein & Suriati Zainal Abidin & Halimahton Sa'diah Let & Mohamad Muzaffar Abdul Ha, 2022, "Restoring the dynamism of Malaysia’s business sector," OECD Economics Department Working Papers, OECD Publishing, number 1702, Mar, DOI: 10.1787/21a5c60c-en.
  2. Alvarez, Fernando & Lippi, Francesco & Souganidis, Panagiotis, 2022, "Price Setting with Strategic Complementarities as a Mean Field Game," CEPR Discussion Papers, Centre for Economic Policy Research, number 16998, Feb.
  3. Hoekman, Bernard & Rojas-Romagosa, Hugo, 2022, "EU Trade Sustainability Impact Assessments: Revisiting the Consultation Process," CEPR Discussion Papers, Centre for Economic Policy Research, number 16956, Jan.
  4. Erik Kole & Dick van Dijk, 2022, "Moments, Shocks and Spillovers in Markov-switching VAR Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 21-080/III, Apr, revised 11 Jan 2022.
  5. Bart Keijsers & Dick van Dijk, 2022, "Does economic uncertainty predict real activity in real-time?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 22-069/III, Sep, revised 01 Mar 2023.

2021

  1. Chiara Criscuolo & Peter Gal & Timo Leidecker & Giuseppe Nicoletti, 2021, "The human side of productivity: Uncovering the role of skills and diversity for firm productivity," OECD Productivity Working Papers, OECD Publishing, number 29, Dec, DOI: 10.1787/5f391ba9-en.
  2. Chiara Criscuolo & Peter Gal & Timo Leidecker & Francesco Losma & Giuseppe Nicoletti, 2021, "The role of telework for productivity during and post-COVID-19: Results from an OECD survey among managers and workers," OECD Productivity Working Papers, OECD Publishing, number 31, Dec, DOI: 10.1787/7fe47de2-en.
  3. Arthur Schram & Klarita Gërxhani & Jordi Brandts, 2021, "Competition and Gender Inequality: A Comprehensive Analysis of Effects and Mechanisms," Working Papers, Barcelona School of Economics, number 1292, Sep.
  4. Fernando Alvarez & Francesco Lippi, 2021, "The Analytic Theory of a Monetary Shock," Working Papers, Becker Friedman Institute for Research In Economics, number 2021-21.
  5. Fernando Alvarez & Andrea Ferrara & Erwan Gautier & Hervé Le Bihan & Francesco Lippi, 2021, "Empirical Investigation of a Sufficient Statistic for Monetary Shocks," Working papers, Banque de France, number 839.
  6. Fernando Alvarez & David Argente & Rafael Jimenez & Francesco Lippi, 2021, "Cash: A Blessing or a Curse?," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 2110, revised May 2021.
  7. Christian R. Proaño & Tomasz Makarewicz, 2021, "Belief-driven dynamics in a behavioral SEIRD macroeconomic model with sceptics," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-51, Jun.
  8. Lustenhouwer, Joep & Makarewicz, Tomasz & Peña, Juan Carlos & Proaño Acosta, Christian, 2021, "Are some people more equal than others? Experimental evidence on group identity and income inequality," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 168.
  9. Leefmans,Naomi & Oomes,Nienke & Rojas Romagosa,Hugo Alexander & Vervliet,Tobias & Berthiaume,Nicolas, 2021, "A Reappraisal of the Migration-Development Nexus : Testing the Robustness of the Migration Transition Hypothesis," Policy Research Working Paper Series, The World Bank, number 9518, Jan.
  10. Denderski, Piotr & Sniekers, Florian, 2021, "Declining Search Frictions and Type-of-Employment Choice," Discussion Paper, Tilburg University, Center for Economic Research, number 2021-010.
  11. Daan Opschoor & Dick van Dijk & Philip Hans Franses, 2021, "Heterogeneity in Manufacturing Growth Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 21-036/III, May.

2020

  1. Gërxhani, Klarita & Kosyakova, Yuliya, 2020, "The effect of social networks on migrants' labor market integration : a natural experiment," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 202003, Jan.
  2. Heather Sarsons & Klarita Gerxhani & Ernesto Reuben & Arthur Schram, 2020, "Gender Differences in Recognition for Group Work," Working Papers, New York University Abu Dhabi, Department of Social Science, number 20200044, May, revised May 2020.
  3. Fernando E. Alvarez & Aleksei Oskolkov & Francesco Lippi, 2020, "The Macroeconomics of Sticky Prices with Generalized Hazard Functions," Working Papers, Becker Friedman Institute for Research In Economics, number 2020-90.
  4. Lippi, Francesco, 2020, "The fiscal arithmetic of a dual currency regime," CEPR Discussion Papers, Centre for Economic Policy Research, number 14657, Apr.
  5. Lippi, Francesco & Alvarez, Fernando & Argente, David, 2020, "A Simple Planning Problem for COVID-19 Lockdown," CEPR Discussion Papers, Centre for Economic Policy Research, number 14658, Apr.
  6. Kox, Henk L.M. & Rojas-Romagosa, Hugo, 2020, "How Trade and Investment Agreements Affect Bilateral Foreign Direct Investment: Results from a Structural Gravity Model," MPRA Paper, University Library of Munich, Germany, number 102494, Mar.
  7. Bram van Os & Dick van Dijk, 2020, "Accelerating Peak Dating in a Dynamic Factor Markov-Switching Model," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 20-057/VI, Sep, revised 14 Dec 2020.

2019

  1. Koopman, Robert & Bekkers, Eddy & Lemos, Carolina, 2019, "Structural change in the Chinese economy and changing trade relations with the world," CEPR Discussion Papers, Centre for Economic Policy Research, number 13721, May.
  2. Bekkers, Eddy & Teh, Robert, 2019, "Potential economic effects of a global trade conflict: Projecting the medium-run effects with the WTO global trade model," WTO Staff Working Papers, World Trade Organization (WTO), Economic Research and Statistics Division, number ERSD-2019-04, DOI: 10.30875/7dc4c62e-en.
  3. Bekkers, Eddy, 2019, "The welfare effects of trade policy experiments in quantitative trade models: The role of solution methods and baseline calibration," WTO Staff Working Papers, World Trade Organization (WTO), Economic Research and Statistics Division, number ERSD-2019-02, DOI: 10.30875/bdb5e37d-en.
  4. Bekkers, Eddy & Francois, Joseph & Rojas-Romagosa, Hugo, 2019, "Trade Wars: Nobody Expects the Spanish Inquisition," Papers, World Trade Institute, number 1234, Oct.
  5. Bekkers, Eddy & Francois, Joseph & Manchin, Miriam, 2019, "Sector and Importer Determinants of Prices for Traded Intermediates," Papers, World Trade Institute, number 1235, Oct.
  6. Dan Andrews & Chiara Criscuolo & Peter N. Gal, 2019, "The best versus the rest: divergence across firms during the global productivity slowdown," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp1645, Aug.
  7. Peter Gal & Giuseppe Nicoletti & Theodore Renault & Stéphane Sorbe & Christina Timiliotis, 2019, "Digitalisation and productivity: In search of the holy grail – Firm-level empirical evidence from EU countries," OECD Economics Department Working Papers, OECD Publishing, number 1533, Feb, DOI: 10.1787/5080f4b6-en.
  8. Alberto Bailin Rivares & Peter Gal & Valentine Millot & Stéphane Sorbe, 2019, "Like it or not? The impact of online platforms on the productivity of incumbent service providers," OECD Economics Department Working Papers, OECD Publishing, number 1548, May, DOI: 10.1787/080a17ce-en.
  9. Stéphane Sorbe & Peter Gal & Giuseppe Nicoletti & Christina Timiliotis, 2019, "Digital Dividend: Policies to Harness the Productivity Potential of Digital Technologies," OECD Economic Policy Papers, OECD Publishing, number 26, Feb, DOI: 10.1787/273176bc-en.
  10. Peter Gal & William Witheridge, 2019, "Productivity and innovation at the industry level: What role for integration in global value chains?," OECD Productivity Working Papers, OECD Publishing, number 19, Oct, DOI: 10.1787/a5cec52c-en.
  11. Carsten de Dreu & Klarita Gërxhani & Arthur Schram, 2019, "Anticipating Peer Ranking Causes Hormonal Adaptations that Benefit Cognitive Performance," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 19-040/I, Jun.
  12. Peijnenburg, Kim & Anantanasuwong, Kanin & Kouwenberg, Roy & Mitchell, Olivia S, 2019, "Ambiguity Attitudes about Investments: Evidence from the Field," CEPR Discussion Papers, Centre for Economic Policy Research, number 13518, Feb.
  13. Francesco Lippi, 2019, "Simple fiscal arithmetic of a dual currency regime," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 1908, revised May 2019.
  14. Makarewicz, Tomasz, 2019, "Traders, forecasters and financial instability: A model of individual learning of anchor-and-adjustment heuristics," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 141.
  15. Lojak, Benjamin & Makarewicz, Tomasz & Proaño Acosta, Christian, 2019, "Low interest rates, bank's search-for-yield behavior and financial portfolio management," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 153.
  16. Francois, Joseph & Nelson, Douglas & Rojas-Romagosa, Hugo, 2019, "Trade Wars and Trade Disputes: The Role of Equity and Political Support," Conference papers, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project, number 333046.
  17. Anne Opschoor & André Lucas & Istvan Barra & Dick van Dijk, 2019, "Closed-Form Multi-Factor Copula Models with Observation-Driven Dynamic Factor Loadings," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 19-013/IV, Feb, revised 23 Oct 2019.
  18. Sander Barendse & Erik Kole & Dick van Dijk, 2019, "Backtesting Value-at-Risk and Expected Shortfall in the Presence of Estimation Error," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 19-058/III, Aug.

2018

  1. Eddy Bekkers & Hugo Rojas-Romagosa, 2018, "Non-tariff Measure Estimations in Different Impact Assessments," RSCAS Working Papers, European University Institute, number 2018/40, Jul.
  2. Peter Gal & Jagoda Egeland, 2018, "Reducing regional disparities in productivity in the United Kingdom," OECD Economics Department Working Papers, OECD Publishing, number 1456, Jan, DOI: 10.1787/54293958-en.
  3. Dan Andrews & Peter Gal & William Witheridge, 2018, "A genie in a bottle?: Globalisation, competition and inflation," OECD Economics Department Working Papers, OECD Publishing, number 1462, Mar, DOI: 10.1787/deda7e54-en.
  4. Balázs Égert & Peter Gal, 2018, "The quantification of structural reforms: Introducing country-specific policy effects," OECD Economics Department Working Papers, OECD Publishing, number 1487, Jul, DOI: 10.1787/885727c3-en.
  5. Rafal Kierzenkowski & Peter Gal & Gabor Fulop & Dorothee Flaig & Frank van Tongeren, 2018, "Sectoral and regional distribution of export shocks: What do two hundred thousand UK firm observations say?," OECD Economics Department Working Papers, OECD Publishing, number 1501, Aug, DOI: 10.1787/e5f21088-en.
  6. Stéphane Sorbe & Peter Gal & Valentine Millot, 2018, "Can productivity still grow in service-based economies?: Literature overview and preliminary evidence from OECD countries," OECD Economics Department Working Papers, OECD Publishing, number 1531, Dec, DOI: 10.1787/4458ec7b-en.
  7. Peijnenburg, Kim & Dimmock, Steve & Kouwenberg, Roy & Mitchell, Olivia S, 2018, "Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field," CEPR Discussion Papers, Centre for Economic Policy Research, number 13109, Aug.
  8. Lippi, Francesco & Alvarez, Fernando, 2018, "Temporary Price Changes, Inflation Regimes and the Propagation of Monetary Shocks," CEPR Discussion Papers, Centre for Economic Policy Research, number 12638, Jan.
  9. Hugo Rojas-Romagosa & Johannes Bollen, 2018, "Estimating migration changes from the EU’s free movement of people principle," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 385, Oct.

2017

  1. Francois, Joseph & Brockmeier, Martina & Bekkers, Eddy & Yang, Fan, 2017, "Local Food Prices and International Price Transmission," CEPR Discussion Papers, Centre for Economic Policy Research, number 11912, Mar.
  2. Eddy Bekkers & Michael Landesmann & Indre Macskasi, 2017, "Trade in Services versus Trade in Manufactures: The Relation between the Role of Tacit Knowledge, the Scope for Catch up, and Income Elasticity," wiiw Working Papers, The Vienna Institute for International Economic Studies, wiiw, number 139, Dec.
  3. Balazs Egert & Peter Gal, 2017, "The Quantification of Structural Reforms in OECD Countries: A New Framework," CESifo Working Paper Series, CESifo, number 6420.
  4. Rafal Kierzenkowski & Peter Gal & Gabor Fulop, 2017, "Where to get the best bang for the buck in the United Kingdom?: Industrial strategy, investment and lagging regions," OECD Economics Department Working Papers, OECD Publishing, number 1426, Nov, DOI: 10.1787/2d01150c-en.
  5. Balázs Égert & Peter Gal & Isabelle Wanner, 2017, "Structural policy indicators database for economic research (SPIDER)," OECD Economics Department Working Papers, OECD Publishing, number 1429, Nov, DOI: 10.1787/39d69dff-en.
  6. Arthur Schram & Klarita Gërxhani & Jordi Brandts, 2017, "Are Women Status-Ranking Averse?," Working Papers, Barcelona School of Economics, number 999, Oct.
  7. Roberto Robatto & Francesco Lippi & Fernando Alvarez, 2017, "Cost of Inflation in Inventory Theoretical Models," 2017 Meeting Papers, Society for Economic Dynamics, number 490.
  8. Countryman, Amanda M. & Francois, Joseph & Rojas-Romagosa, Hugo, 2017, "Disaggregating the United States GTAP region into 51 US-state subregions," Conference papers, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project, number 332915.
  9. Rojas-Romagosa, Hugo & Guevara, Porfirio, 2017, "Economic impact for Central America, Panama and the Dominican Republic (CAPDR) of changes in US trade policy, increased regional integration and new trade agreements," Conference papers, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project, number 332917.
  10. Andrés González & Timo Teräsvirta & Dick van Dijk & Yukai Yang, 2017, "Panel Smooth Transition Regression Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-36, Oct.

2016

  1. Bekkers, Eddy & Francois, Joseph & Tomberger, Patrick, 2016, "Tomorrow’s Silk Road: Assessing an EU-China Free Trade Agreement," Papers, World Trade Institute, number 974, May.
  2. Francois, Joseph & Bekkers, Eddy & Rojas-Romagosa, Hugo, 2016, "Melting Ice Caps and the Economic Impact of Opening the Northern Sea Route," CEPR Discussion Papers, Centre for Economic Policy Research, number 11670, Nov.
  3. Peter N. Gal & Alexander Hijzen, 2016, "The Short-Term Impact of Product Market Reforms: A cross-country firm-level analysis," IMF Working Papers, International Monetary Fund, number 2016/116, Jun.
  4. Dan Andrews & Chiara Criscuolo & Peter N. Gal, 2016, "The Best versus the Rest: The Global Productivity Slowdown, Divergence across Firms and the Role of Public Policy," OECD Productivity Working Papers, OECD Publishing, number 5, Dec, DOI: 10.1787/63629cc9-en.
  5. Pieter A. Gautier & Bo Hu & Makoto Watanabe, 2016, "Marketmaking Middlemen," CESifo Working Paper Series, CESifo, number 6030.
  6. Antonia Grohmann & Olaf Hübler & Roy Kouwenberg & Lukas Menkhoff, 2016, "Financial Literacy: Thai Middle Class Women Do Not Lag behind," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1615.
  7. Phornchanok Cumperayot Kouwenberg & Roy Kouwenberg, 2016, "Currency Wars: Who Gains from the Battle?," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 18, Feb.
  8. Fernando Alvarez & Hervé Le Bihan & Francesco Lippi, 2016, "The real effects of monetary shocks in sticky price models. A sufficient statistic approach," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 1608, revised Apr 2016.
  9. Fernando Alvarez & Francesco Lippi, 2016, "Price plans and the real effects of monetary policy," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 1609, revised May 2016.
  10. Fernando Alvarez & Francesco Lippi & Juan Passadore, 2016, "Are State and Time dependent models really different?," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 1610, revised Jun 2016.
  11. Bekkers, Eddy & Rojas-Romagosa, Hugo, 2016, "Quantitative trade models and the economic assessment of TTIP," Conference papers, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project, number 332769.
  12. Hugo Rojas-Romagosa, 2016, "Potential economic effects of TTIP for the Netherlands," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 331, Jul.
  13. Cali,Massimiliano & Francois,Joseph & Hollweg,Claire Honore & Manchin,Miriam & Oberdabernig,Doris Anita & Rojas Romagosa,Hugo Alexander & Rubinova,Stela & Tomberger,Patrick, 2016, "The labor content of exports database," Policy Research Working Paper Series, The World Bank, number 7615, Mar.

2015

  1. Eddy Bekkers & Indre Macskasi, 2015, "Sectoral Determinants of Foreign Affiliate Sales," Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria, number 2015-07, Oct.
  2. Bekkers, Eddy & Francois, Joseph, 2015, "Calibrating a CGE model with NTBs that Incorporates Standard Models of Modern Trade Theory," Papers, World Trade Institute, number 874, Jul.
  3. Peter Gal & Adam Theising, 2015, "The macroeconomic impact of structural policies on labour market outcomes in OECD countries: A reassessment," OECD Economics Department Working Papers, OECD Publishing, number 1271, Nov, DOI: 10.1787/5jrqc6t8ktjf-en.
  4. Dan Andrews & Chiara Criscuolo & Peter N. Gal, 2015, "Frontier Firms, Technology Diffusion and Public Policy: Micro Evidence from OECD Countries," OECD Productivity Working Papers, OECD Publishing, number 2, Nov, DOI: 10.1787/5jrql2q2jj7b-en.
  5. Paskov, Marii & Gerxhani, Klarita & G. van de Werfhorst, Herman, 2015, "Income Inequality and Status-Seeking," INET Oxford Working Papers, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford, number 2015-03, Dec.
  6. Arthur Schram & Klarita Gërxhani & Jordi Brandts, 2015, "Status Ranking: A Hidden Channel to Gender Inequality under Competition," Working Papers, Barcelona School of Economics, number 817, Sep.
  7. Antonia Grohmann & Roy Kouwenberg & Lukas Menkhoff, 2015, "Childhood Roots of Financial Literacy," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1504.
  8. Fernando Alvarez & Francesco Lippi, 2015, "Cash burns - An inventory model with a cash-credit choice," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 1502, revised Feb 2015.
  9. Fernando Alvarez & Francesco Lippi & Luigi Paciello, 2015, "Phillips curves with observation and menu costs," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 1508, revised Jul 2015.
  10. Hommes, C.H. & Makarewicz, T.A. & Massaro, D. & Smits, T., 2015, "Genetic Algorithm Learning in a New Keynesian Macroeconomic Setup," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 15-01.
  11. Anufriev, M. & Hommes, C.H. & Makarewicz, T.A., 2015, "Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 15-07.
  12. Makarewicz, T.A., 2015, "Networks of Heterogeneous Expectations in an Asset Pricing Market," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 15-08.
  13. Francois, Joseph & Leister, Amanda M. & Rojas-Romagosa, Hugo, 2015, "Melting Ice Caps: Implications for Asia-North America Linkages and the Panama Canal," Conference papers, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project, number 332671.
  14. Moen, Espen R. & Nenov, Plamen T. & Sniekers, Florian, 2015, "Buying First or Selling First in Housing Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 10342, Jan.
  15. Michel van der Wel & Sait R. Ozturk & Dick van Dijk, 2015, "Dynamic Factor Models for the Volatility Surface," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-13, Jan.
  16. Sait R. Ozturk & Michel van der Wel & Dick van Dijk, 2015, "Why do Pit-Hours outlive the Pit?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-082/III, Jul.
  17. Erik Kole & Thijs Markwat & Anne Opschoor & Dick van Dijk, 2015, "Forecasting Value-at-Risk under Temporal and Portfolio Aggregation," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-140/III, Jan, revised 19 Apr 2017.

2014

  1. Chiara Criscuolo & Peter N. Gal & Carlo Menon, 2014, "The Dynamics of Employment Growth: New Evidence from 18 Countries," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp1274, Jun.
  2. Chiara Criscuolo & Peter N. Gal & Carlo Menon, 2014, "Dynemp: A Stata® Routine for Distributed Micro-data Analysis of Business Dynamics," CEP Occasional Papers, Centre for Economic Performance, LSE, number 42, Jun.
  3. Grohmann, Antonia & Kouwenberg, Roy & Menkhoff, Lukas, 2014, "Financial literacy and its consequences in the emerging middleclass," Kiel Working Papers, Kiel Institute for the World Economy, number 1943.
  4. Menkhoff, Lukas & Grohmann, Antonia & Hübler, Olaf & Kouwenberg, Roy, 2014, "Financial literacy and financial behavior: Do women lag behind?," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100415.
  5. Grohmann, Antonia & Kouwenberg, Roy & Menkhoff, Lukas, 2014, "Roots of Financial Literacy," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100550.
  6. F. Alvarez & Hervé Le Bihan & F. Lippi, 2014, "Small and large price changes and the propagation of monetary shocks," Working papers, Banque de France, number 492.
  7. Lippi, Francesco & Trachter, Nicholas & Ragni, Stefania, 2014, "State dependent monetary policy," CEPR Discussion Papers, Centre for Economic Policy Research, number 9795, Jan.
  8. Bao, T. & Hommes, C.H. & Makarewicz, T.A., 2014, "Bubble Formation and (In)efficient Markets in Learning-to-Forecast and -Optimize Experiments," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 14-01.
  9. Sniekers, F.J.T., 2014, "The order of buying and selling: Multiple equilibria in the housing market," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 14-02.
  10. Laurent Ferrara & Dick van Dijk, 2014, "Forecasting business cycles," Post-Print, HAL, number hal-01385942.
  11. Dick van Dijk & Robin L. Lumsdaine & Michel van der Wel, 2014, "Market Set-Up in Advance of Federal Reserve Policy Decisions," NBER Working Papers, National Bureau of Economic Research, Inc, number 19814, Jan.
  12. Pawel Janus & André Lucas & Anne Opschoor & Dick J.C. van Dijk, 2014, "New HEAVY Models for Fat-Tailed Returns and Realized Covariance Kernels," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-073/IV, Jun, revised 19 Aug 2015.
  13. Anne Opschoor & Dick van Dijk & Michel van der Wel, 2014, "Improving Density Forecasts and Value-at-Risk Estimates by Combining Densities," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-090/III, Jul.

2013

  1. Peter Gal & Gabor Pinter, 2013, "Capital over the business cycle: renting versus ownership," Bank of England Staff Working Paper series, Bank of England, number 478, Aug.
  2. Gal, Peter N. & Hijzen, Alexander & Wolf, Zoltan, 2013, "The Role of Institutions and Firm Heterogeneity for Labour Market Adjustment: Cross-Country Firm-Level Evidence," IZA Discussion Papers, IZA Network @ LISER, number 7404, May.
  3. Peter N. Gal, 2013, "Measuring Total Factor Productivity at the Firm Level using OECD-ORBIS," OECD Economics Department Working Papers, OECD Publishing, number 1049, May, DOI: 10.1787/5k46dsb25ls6-en.
  4. Stephen G. Dimmock & Roy Kouwenberg & Olivia S. Mitchell & Kim Peijnenburg, 2013, "Ambiguity Aversion and Household Portfolio Choice: Empirical Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 18743, Jan.
  5. Alvarez, Fernando & Lippi, Francesco & Paciello, Luigi, 2013, "Monetary Shocks with Observation and Menu Costs," CEPR Discussion Papers, Centre for Economic Policy Research, number 9488, May.
  6. Fernando Alvarez & Francesco Lippi, 2013, "The demand of liquid assets with uncertain lumpy expenditures," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 1307, revised Mar 2013.
  7. Semih Akcomak & Suzanne Kok & Hugo Rojas-Romagosa, 2013, "The effects of technology and offshoring on changes in employment and task-content of occupations," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 233, Feb.
  8. Sniekers, F.J.T., 2013, "Endogenous Beveridge cycles and the volatility of unemployment," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 13-12.
  9. Peter Exterkate & Patrick J.F. Groenen & Christiaan Heij & Dick van Dijk, 2013, "Nonlinear Forecasting With Many Predictors Using Kernel Ridge Regression," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-16, 05.
  10. Kole, H.J.W.G. & van Dijk, D.J.C., 2013, "How to Identify and Forecast Bull and Bear Markets?," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2013-016-F&A, Oct.
  11. Cees Diks & Valentyn Panchenko & Oleg Sokolinskiy, & Dick van Dijk, 2013, "Comparing the Accuracy of Copula-Based Multivariate Density Forecasts in Selected Regions of Support," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-061/III, Apr.
  12. Eran Raviv & Kees E. Bouwman & Dick van Dijk, 2013, "Forecasting Day-Ahead Electricity Prices: Utilizing Hourly Prices," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-068/III, May.
  13. Anne Opschoor & Dick van Dijk & Michel van der Wel, 2013, "Predicting Covariance Matrices with Financial Conditions Indexes," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-113/III, Aug.

2012

  1. Eddy Bekkers & Joseph Francois, 2012, "Bilateral Exchange Rates and Jobs," Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria, number 2012-02, Jan.
  2. Eddy Bekkers & Joseph Francois & Miriam Manchin, 2012, "Import Prices, Income and Inequality," Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria, number 2012-03, Feb.
  3. Eddy Bekkers & Joseph Francois, 2012, "Trade and industrial structure with large firms and heterogeneity," IIDE Discussion Papers, Institue for International and Development Economics, number 20121201, Dec.
  4. Alvarez, Fernando & Lippi, Francesco, 2012, "Price setting with menu cost for multi-product firms," CEPR Discussion Papers, Centre for Economic Policy Research, number 8863, Feb.
  5. Lippi, Francesco & Trachter, Nicholas, 2012, "On the optimal supply of liquidity with borrowing constraints," CEPR Discussion Papers, Centre for Economic Policy Research, number 8890, Mar.
  6. Alvarez, Fernando & Lippi, Francesco & Paciello, Luigi, 2012, "Monetary Shocks in a Model with Inattentive Producers," CEPR Discussion Papers, Centre for Economic Policy Research, number 9228, Nov.
  7. Lejour, Arjan & Rojas-Romagosa, Hugo & Veenendaal, Paul, 2012, "Identifying hubs and spokes in global supply chains with redirected trade in value added," Conference papers, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project, number 332177.
  8. Jasper Lukkezen & Hugo Rojas-Romagosa, 2012, "When is debt sustainable?," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 212, Jun.
  9. Arjan Lejour & Hugo Rojas-Romagosa & Paul Veenendaal, 2012, "Identifying hubs and spokes in global supply chains using redirected trade in value added," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 227, Nov.
  10. Anne Opschoor & Michel van der Wel & Dick van Dijk & Nick Taylor, 2012, "On the Effects of Private Information on Volatility," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-08, 02.
  11. Bannouh, K. & Martens, M.P.E. & Oomen, R.C.A. & van Dijk, D.J.C., 2012, "Realized mixed-frequency factor models for vast dimensional covariance estimation," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2012-017-F&A, Oct.
  12. Bannouh, K. & Martens, M.P.E. & van Dijk, D.J.C., 2012, "Forecasting Volatility with the Realized Range in the Presence of Noise and Non-Trading," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2012-018-F&A, Oct.
  13. Cem Cakmakli & Richard Paap & Dick van Dijk, 2012, "Measuring and Predicting Heterogeneous Recessions," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1206, Feb.
  14. Martin Scholtus & Dick van Dijk, 2012, "High-Frequency Technical Trading: The Importance of Speed," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-018/4, Mar.
  15. Dick van Dijk & Siem Jan Koopman & Michel van der Wel & Jonathan H. Wright, 2012, "Forecasting Interest Rates with Shifting Endpoints," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-076/4, Jul.
  16. Martin L. Scholtus & Dick van Dijk & Bart Frijns, 2012, "Speed, Algorithmic Trading, and Market Quality around Macroeconomic News Announcements," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-121/III, Nov.

2011

  1. Eddy Bekkers & Robert Stehrer, 2011, "Reallocation gains in a specific factors model with firm heterogeneity," Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria, number 2011-15, Oct.
  2. Klarita Gerxhani & Jordi Brandts & Arthur Schram, 2011, "The Emergence of Social Structure: Employer Information Networks in an Experimental Labor Market," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-032/1, Feb.
  3. Alvarez, Fernando & Lippi, Francesco, 2011, "Persistent Liquidity Effects and Long Run Money Demand," CEPR Discussion Papers, Centre for Economic Policy Research, number 8650, Nov.
  4. Francesco Lippi & Nicholas Trachter, 2011, "The optimum Quantity of Money with Borrowing Constraints," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 1108, revised Apr 2011.
  5. Van Dijk, Dick & Munandar, Haris & Hafner, Christian, 2011, "The Euro-introduction and non-Euro currencies," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2011052, Jan.
  6. Cees Diks & Valentyn Panchenko & Dick van Dijk, 2011, "Likelihood-based scoring rules for comparing density forecasts in tails," Post-Print, HAL, number hal-00834423, Jun, DOI: 10.1016/j.jeconom.2011.04.001.
  7. Cem Cakmakli & Richard Paap & Dick J.C. van Dijk, 2011, "Modeling and Estimation of Synchronization in Multistate Markov-Switching Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-002/4, Jan.
  8. Sjoerd van den Hauwe & Richard Paap & Dick J.C. van Dijk, 2011, "An Alternative Bayesian Approach to Structural Breaks in Time Series Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-023/4, Feb.
  9. Sjoerd van den Hauwe & Dick van Dijk & Richard Paap, 2011, "Bayesian Forecasting of Federal Funds Target Rate Decisions," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-093/4, Jul.
  10. Oleg Sokolinskiy & Dick van Dijk, 2011, "Forecasting Volatility with Copula-Based Time Series Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-125/4, Sep.
  11. Lucio Vinhas de Souza, 2011, "An Initial Estimation of the Economic Effects of the Creation of the EurAsEC Customs Union on Its Members," World Bank Publications - Reports, The World Bank Group, number 10114, Jan.

2010

  1. Jordi Brandts & Klarita Gërxhani & Arthur Schram & Jolanda Ygosse-Battisti, 2010, "Size Doesn't Matter! Gift Exchange in Experimental Labor Markets," Post-Print, HAL, number hal-00911830, Nov, DOI: 10.1016/j.jebo.2010.09.007.
  2. F. Lippi & F. Schivardi, 2010, "Corporate Control and Executive Selection," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 201021.
  3. Guiso, Luigi & Alvarez, Fernando & Lippi, Francesco, 2010, "Durable consumption and asset management with transaction and observation costs," CEPR Discussion Papers, Centre for Economic Policy Research, number 7702, Feb.
  4. Alvarez, Fernando & Lippi, Francesco & Paciello, Luigi, 2010, "Optimal price setting with observation and menu costs," CEPR Discussion Papers, Centre for Economic Policy Research, number 7861, Jun.
  5. Fernando Alvarez & Francesco Lippi, 2010, "A note on price adjustment with menu cost for multi-product firms," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 1018, revised Dec 2010.
  6. Rojas-Romagosa, Hugo, 2010, "Wage inequality in trade-in-tasks models," Conference papers, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project, number 331923.
  7. Henk Kox & Hugo Rojas-Romagosa, 2010, "Exports and productivity selection effects for Dutch firms," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 143, Mar.
  8. Francois, Joseph & Rojas-Romagosa, Hugo, 2010, "Household Inequality, Social Welfare, and Trade," CEPR Discussion Papers, Centre for Economic Policy Research, number 7998, Sep.
  9. Rivera, Luis & Rojas-Romagosa, Hugo, 2010, "Formación de capital humano y el vínculo entre comercio y pobreza: los casos de Costa Rica y Nicaragua," Documentos de Proyectos, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), number 3814, Nov.
  10. Michiel de Pooter & Francesco Ravazzolo & Dick van Dijk, 2010, "Term structure forecasting using macro factors and forecast combination," Working Paper, Norges Bank, number 2010/01, Mar.
  11. Exterkate, P. & van Dijk, D.J.C. & Heij, C. & Groenen, P.J.F., 2010, "Forecasting the Yield Curve in a Data-Rich Environment using the Factor-Augmented Nelson-Siegel Model," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-06, Feb.
  12. Basturk, N. & Paap, R. & van Dijk, D.J.C., 2010, "Financial Development and Convergence Clubs," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-52, Sep.
  13. Schauten, M.B.J. & van Dijk, D.J.C., 2010, "Corporate Governance and the Cost of Debt of Large European Firms," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2010-025-F&A, Jun.
  14. Cem Cakmakli & Dick van Dijk, 2010, "Getting the Most out of Macroeconomic Information for Predicting Stock Returns and Volatility," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-115/4, Nov.

2009

  1. Francesco Lippi & Andrea Nobili, 2009, "Oil and the macroeconomy: a quantitative structural analysis," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 704, Mar.
  2. Fabiano Schivardi & Francesco Lippi, 2009, "Corporate Ownership and Managerial Selection," 2009 Meeting Papers, Society for Economic Dynamics, number 721.
  3. Rojas-Romagosa, Hugo & van Leeuwen, Nico, 2009, "Modelling Human Capital in WorldScan," Conference papers, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project, number 331881.
  4. Rivera, Luis & Rojas-Romagosa, Hugo, 2009, "Human Capital Formation and the Linkage between Trade and Poverty: The Cases of Costa Rica and Nicaragua," Conference papers, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project, number 331887.
  5. Albert van der Horst & Hugo Rojas-Romagosa & Leon Bettendorf, 2009, "Does employment affect productivity?," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 119, Feb.
  6. Franses, Ph.H.B.F. & van Dijk, D.J.C., 2009, "Cointegration in a historical perspective," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-08, May.
  7. Heij, C. & van Dijk, D.J.C. & Groenen, P.J.F., 2009, "Macroeconomic forecasting with real-time data: an empirical comparison," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-27, Oct.
  8. Markwat, T.D. & Kole, H.J.W.G. & van Dijk, D.J.C., 2009, "Time Variation in Asset Return Dependence: Strength or Structure?," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2009-052-F&A, Oct.
  9. Erdenebat Bataa & Denise R. Osborn & Marianne Sensier & Dick van Dijk, 2009, "Structural Breaks in the International Transmission of Inflation," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 119.
  10. Erdenebat Bataa & Denise R. Osborn & Marianne Sensier & Dick van Dijk, 2009, "Changes in International Business Cycle Affiliations," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 132.

2008

  1. Eddy Bekkers & Joseph Francis Francois, 2008, "Heterogeneous Firms, the Structure of Industry & Trade under Oligopoly," Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria, number 2008-11, Sep.
  2. Francois, Joseph & Bekkers, Eddy, 2008, "Heterogeneous Firms, the Structure of Industry, and Trade under Oligopoly," CEPR Discussion Papers, Centre for Economic Policy Research, number 6956, Sep.
  3. Francesco Lippi & Alessandro Secchi, 2008, "Technological change and the demand for currency: An analysis with household data," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 697, Dec.
  4. Lippi, Francesco & Nobili, Andrea, 2008, "Oil and the Macroeconomy: A Structural VAR Analysis with Sign Restrictions," CEPR Discussion Papers, Centre for Economic Policy Research, number 6830, May.
  5. Francesco Lippi & Alessandro Secchi, 2008, "Technological change and the households' demand for currency," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 0801, revised Oct 2008.
  6. Rivera, Luis & Rojas-Romagosa, Hugo, 2008, "Economic Implications of an Association Agreement between the European Union and Central America," Conference papers, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project, number 331783.
  7. Arjan Lejour & Hugo Rojas-Romagosa, 2008, "International spillovers of domestic reforms: the joint application of the Lisbon Strategy in the EU," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 105, May.
  8. Hugo Rojas-Romagosa & J.F. Francois, 2008, "Reassessing the relationship between inequality and development," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 107, Jun.
  9. Joseph Francis Francois & Hugo ROJAS-ROMAGOSA, 2008, "Equity and International Trade," Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria, number 2008-14, Sep.
  10. Dijk, D. van & Diks, C.G.H. & Panchenko, V., 2008, "Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 08-03.
  11. Diks, C.G.H. & Dijk, D. van & Panchenko, V., 2008, "Out-of-sample comparison of copula specifications in multivariate density forecasts," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 08-10.
  12. Bannouh, K. & van Dijk, D.J.C. & Martens, M.P.E., 2008, "Range-based covariance estimation using high-frequency data: The realized co-range," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-53, Jan.
  13. de Zwart, G.J. & van Dijk, D.J.C., 2008, "The Inefficient Use of Macroeconomic Information in Analysts' Earnings Forecasts in Emerging Markets," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2008-007-F&A, Mar.
  14. Schauten, M.B.J. & van Dijk, D.J.C. & van der Waal, J-P., 2008, "Corporate Governance and the Value of Excess Cash Holdings of Large European Firms," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2008-027-F&A, May.
  15. Markwat, T.D. & Kole, H.J.W.G. & van Dijk, D.J.C., 2008, "Contagion as Domino Effect in Global Stock Markets," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2008-071-F&A, Nov.
  16. Erdenebat Bataa & Denise R. Osborn & Marianne Sensier & Dick van Dijk, 2008, "Identifying Changes in Mean, Seasonality, Persistence and Volatility for G7 and Euro Area Inflation," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 109.
  17. Nalan Basturk & Richard Paap & Dick van Dijk, 2008, "Structural Differences in Economic Growth," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 08-085/4, Sep.

2007

  1. Jordi Brandts & Arthur Schram & Klarita Gërxhani, 2007, "Information Networks and Worker Recruitment," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 707.07, Jun.
  2. Jan Fidrmuc & Klarita Gërxhani, 2007, "Mind the Gap! Social Capital, East and West," CEDI Discussion Paper Series, Centre for Economic Development and Institutions(CEDI), Brunel University, number 07-10, Jun.
  3. Alvarez, Fernando & Lippi, Francesco, 2007, "Financial Innovation and the Transactions Demand for Cash," CEPR Discussion Papers, Centre for Economic Policy Research, number 6472, Sep.
  4. Rivera, Luis & Rojas-Romagosa, Hugo, 2007, "Free Trade Agreements, Poverty and Inequality in Central America," Conference papers, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project, number 331615.
  5. Arjan Lejour & Hugo Rojas-Romagosa & Verweij. G., 2007, "Opening services markets within Europe; modelling foreign establishments in a CGE framework," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 80, Mar.
  6. Albert van der Horst & Leon Bettendorf & Hugo Rojas-Romagosa, 2007, "Will corporate tax consolidation improve efficiency in the EU?," CPB Document, CPB Netherlands Bureau for Economic Policy Analysis, number 141, Mar.
  7. Joseph Francois & Hugo Rojas-Romagosa, 2007, "Equity and Trade Policy," IIDE Discussion Papers, Institue for International and Development Economics, number 20070501, May.
  8. Stracca, Livio & Musso, Alberto & van Dijk, Dick, 2007, "Instability and nonlinearity in the euro area Phillips curve," Working Paper Series, European Central Bank, number 811, Sep.
  9. van Dijk, D.J.C. & Franses, Ph.H.B.F. & Ravazzolo, F., 2007, "Evaluating real-time forecasts in real-time," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-33, Aug.
  10. van Dijk, A. & Franses, Ph.H.B.F. & Paap, R. & van Dijk, D.J.C., 2007, "Modeling regional house prices," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-55, Dec.
  11. Paap, R. & Segers, R. & van Dijk, D.J.C., 2007, "Do leading indicators lead peaks more than troughs?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-08, Mar.
  12. Fidrmuc, J.P. & Roosenboom, P.G.J. & van Dijk, D.J.C., 2007, "When Do Managers Seek Private Equity Backing in Public-to-Private Transactions?," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2007-028-F&A, May.
  13. Chulia-Soler, H. & Martens, M.P.E. & van Dijk, D.J.C., 2007, "The Effects of Federal Funds Target Rate Changes on S&P100 Stock Returns, Volatilities, and Correlations," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2007-066-F&A, Oct.
  14. de Zwart, G.J. & Markwat, T.D. & Swinkels, L.A.P. & van Dijk, D.J.C., 2007, "The Economic Value of Fundamental and Technical Information in Emerging Currency Markets," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2007-096-F&A, Dec.
  15. de Zwart, G.J. & Frieser, B. & van Dijk, D.J.C., 2007, "A Recommitment Strategy for Long Term Private Equity Fund Investors," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2007-097-F&A, Dec.
  16. van Dijk, D.J.C., 2007, "Good News is No News," ERIM Inaugural Address Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam., number EIA-2007-031-F&A, Nov.
  17. Lucio Vinhas de Souza & Tatiana Lysenko, 2007, "The effects of energy price shocks on growth and macroeconomic stability in selected energy-importing CIS countries," Energy and Environmental Modeling 2007, EcoMod, number 24000064, Sep.

2006

  1. Paolo Angelini & Francesco Lippi, 2006, "Did inflation really soar after the euro cash changeover? Indirect evidence from ATM withdrawals," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 581, Mar.
  2. Francois, Joseph F. & Rivera, Luis & Rojas-Romagosa, Hugo, 2006, "Economic Perspectives for Central America after CAFTA: A GTAP-based Analysis," Conference papers, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project, number 331546.
  3. Arjan Lejour & Hugo Rojas-Romagosa, 2006, "Foreign Direct Investment in Applied General Equilibrium Models: Overview of the Literature," CPB Memorandum, CPB Netherlands Bureau for Economic Policy Analysis, number 169, Dec.
  4. Hugo Rojas-Romagosa, 2006, "Productivity Effects of FDI Inflows: A Literature Review," CPB Memorandum, CPB Netherlands Bureau for Economic Policy Analysis, number 170, Dec.
  5. Heij, C. & van Dijk, D.J.C. & Groenen, P.J.F., 2006, "Improved Construction of diffusion indexes for macroeconomic forecasting," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-03-REV, Feb.
  6. Martens, M.P.E. & van Dijk, D.J.C., 2006, "Measuring volatility with the realized range," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-10, Feb.
  7. Ravazzolo, F. & van Dijk, D.J.C. & Paap, R. & Franses, Ph.H.B.F., 2006, "Bayesian Model Averaging in the Presence of Structural Breaks," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-33, Aug.
  8. Heij, C. & Groenen, P.J.F. & van Dijk, D.J.C., 2006, "Time series forecasting by principal covariate regression," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-37, Aug.
  9. De Pooter, Michiel & Ravazzolo, Francesco & van Dijk, Dick, 2006, "Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information," MPRA Paper, University Library of Munich, Germany, number 2512, Nov, revised 03 Mar 2007.
  10. Roger Lord & Remmert Koekkoek & Dick van Dijk, 2006, "A Comparison of Biased Simulation Schemes for Stochastic Volatility Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-046/4, May, revised 07 Jun 2007.
  11. Kittelmann, Kristina & Tirpak, Marcel & Schweickert, Rainer & Vinhas de Souza, Lúcio, 2006, "From transition crises to macroeconomic stability? Lessons from a crises early warning system for Eastern European and CIS countries," Kiel Working Papers, Kiel Institute for the World Economy, number 1269.

2005

  1. Fidrmuc, Jan & Gërxhani, Klarita, 2005, "Formation of Social Capital in Central and Eastern Europe: Understanding the Gap Vis-a-Vis Developed Countries," CEPR Discussion Papers, Centre for Economic Policy Research, number 5068, May.
  2. Eugenio Gaiotti & Francesco Lippi, 2005, "L'introduzione dell'euro e le politiche di prezzo: analisi di un campione di dati individuali," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 541, Feb.
  3. Gaiotti, Eugenio & Lippi, Francesco, 2005, "Pricing Behaviour and the Introduction of the Euro: Evidence from a Panel of Restaurants," CEPR Discussion Papers, Centre for Economic Policy Research, number 4893, Feb.
  4. Alessandro Secchi & Francesco Lippi, 2005, "The Demand for Currency at Low Interest Rates," 2005 Meeting Papers, Society for Economic Dynamics, number 393.
  5. Francois, Joseph & Rojas-Romagosa, Hugo, 2005, "The Construction and Interpretation of Combined Cross-Section and Time-Series Inequality Datasets," CEPR Discussion Papers, Centre for Economic Policy Research, number 5214, Sep.
  6. Francois, Joseph & Rojas-Romagosa, Hugo, 2005, "Equity, welfare, and the setting of trade policy in general equilibrium," Policy Research Working Paper Series, The World Bank, number 3731, Oct.
  7. Giordani, P. & Kohn, R. & van Dijk, D.J.C., 2005, "A unified approach to nonlinearity, structural change and outliers," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2005-09, Mar.
  8. Hafner, C.M. & van Dijk, D.J.C. & Franses, Ph.H.B.F., 2005, "Semi-Parametric Modelling of Correlation Dynamics," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2005-26, Jul.
  9. Heij, C. & Groenen, P.J.F. & van Dijk, D.J.C., 2005, "Forecast comparison of principal component regression and principal covariate regression," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2005-28, Aug.
  10. van der Hart, J. & de Zwart, G.J. & van Dijk, D.J.C., 2005, "The Success Of Stock Selection Strategies In Emerging Markets: Is It Risk Or Behavioral Bias?," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2005-012-F&A, Mar.
  11. Michiel de Pooter & Martin Martens & Dick van Dijk, 2005, "Predicting the Daily Covariance Matrix for S&P 100 Stocks using Intraday Data - But which Frequency to use?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 05-089/4, Oct, revised 03 Jan 2006.
  12. Philipp Engler,Terhi Jokipii,Christian Merkl & Pablo Rovira Kaltwasser,Lúcio Vinhas de Souza, 2005, "The Effect of Capital Requirement Regulation on the Transmission of Monetary Policy: Evidence from Austria," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp066, Apr.
  13. Vinhas de Souza, Lúcio & Schweickert, Rainer & Movchan, Veronika & Bilan, Olena & Burakovsky, Igor, 2005, "Now so near, and yet still so far: economic relations between Ukraine and the European Union," Kiel Discussion Papers, Kiel Institute for the World Economy, number 419.

2004

  1. Klarita Gërxhani & Arthur Schram, 2004, "Albanian Political-Economics: Albanian Political-Economics: Consequences of a Clan Culture," Development and Comp Systems, University Library of Munich, Germany, number 0404009, Apr.
  2. Alex Cukierman & Francesco Lippi, 2004, "Endogenous monetary policy with unobserved potential output," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 493, Jun.
  3. Francesco Lippi & Stefano Neri, 2004, "Information variables for monetary policy in a small structural model of the euro area," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 511, Jul.
  4. William Fuchs & Francesco Lippi, 2004, "Monetary union with voluntary participation," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 512, Jul.
  5. Francois, J. & Rojas-Romagosa, H., 2004, "Trade Policy and the Household Distribution of Income," Conference papers, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project, number 331245.
  6. Francois, Joseph & Rojas-Romagosa, Hugo, 2004, "Household Inequality, Welfare and the Setting of Trade Policy," CEPR Discussion Papers, Centre for Economic Policy Research, number 4624, Sep.
  7. Dick van Dijk, 2004, "Forecasting US Inflation Using Model Averaging," Econometric Society 2004 Australasian Meetings, Econometric Society, number 143, Aug.
  8. P.H. Franses & D. Fok & D. van Dijk, 2004, "A Multi-Level Panel Smooth Transition Autoregression for US Sectoral Production," Econometric Society 2004 Australasian Meetings, Econometric Society, number 267, Aug.
  9. de Pooter, M.D. & van Dijk, D.J.C., 2004, "Testing for changes in volatility in heteroskedastic time series - a further examination," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2004-38, Sep.
  10. Fok, D. & van Dijk, D.J.C. & Franses, Ph.H.B.F., 2004, "Forecasting aggregates using panels of nonlinear time series," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2004-44, Nov.
  11. van Dijk, D.J.C. & Osborn, D.R. & Sensier, M., 2004, "Testing for causality in variance in the presence of breaks," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2004-48, Nov.
  12. Teräsvirta, Timo & van Dijk, Dick & Medeiros, Marcelo, 2004, "Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 561, Jul, revised 09 Nov 2004.
  13. Karen Watkins & Dick van Dijk & Jaap Spronk, 2004, "Macroeconomic Crisis and Individual Firm Performance: The Mexican Experience," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 04-057/2, May.
  14. Martin Martens & Dick van Dijk & Michiel de Pooter, 2004, "Modeling and Forecasting S&P 500 Volatility: Long Memory, Structural Breaks and Nonlinearity," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 04-067/4, Jun.
  15. Lucio Vinhas de Souza, 2004, "Financial Liberalization and Business Cycles:The Experience of Future EU Member States in the Baltics and Central Eastern Europe," Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group, number 5, Sep.
  16. Lúcio Vinhas de Souza, 2004, "A Wider Europe: Trade Relations Between an Enlarged EU and the Russian Federation," CASE Network Studies and Analyses, CASE-Center for Social and Economic Research, number 0279.
  17. Lucio Vinhas de Souza, 2004, "A Preliminary Evaluation of Monetary Policy Rules for Russia," Macroeconomics, University Library of Munich, Germany, number 0403017, Mar.
  18. Vinhas de Souza, Lúcio, 2004, "Financial Liberalization and Business Cycles: The Experience of Countries in the Baltics and Central Eastern Europe," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2004,23.
  19. Gern, Klaus-Jürgen & Hammermann, Felix & Schweickert, Rainer & Vinhas de Souza, Lúcio, 2004, "European monetary integration after EU enlargement," Kiel Discussion Papers, Kiel Institute for the World Economy, number 413.

2003

  1. Berkelaar, A.B. & Kouwenberg, R.R.P., 2003, "Investing in a real world with mean-reverting inflation," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9960/A, Jul.
  2. Berkelaar, A.B. & Kouwenberg, R.R.P., 2003, "Retirement saving with contribution payments and labor income as a benchmark for investments," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9946/A, Jul.
  3. Kouwenberg, Roy & Salomons, Roelof, 2003, "Value investing in emerging markets : local macroeconomic risk and extrapolation," Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management), number 03E22.
  4. Lippi, Francesco & Gerali, Andrea, 2003, "Optimal Control and Filtering in Linear Forward-looking Economies: A Toolkit," CEPR Discussion Papers, Centre for Economic Policy Research, number 3706, Jan.
  5. Paap, R. & Franses, Ph.H.B.F. & van Dijk, D.J.C., 2003, "Does Africa grow slower than Asia and Latin America?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2003-07, Jan.
  6. van Dijk, D.J.C. & Franses, Ph.H.B.F., 2003, "Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2003-10, Mar.
  7. Siliverstovs, B. & van Dijk, D.J.C., 2003, "Forecasting industrial production with linear, nonlinear, and structural change models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2003-16, May.
  8. M Sensier & D van Dijk, 2003, "Testing for Volatility Changes in US Macroeconomic Time Series," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 36.
  9. D R Osborn & M Sensier & D van Dijk, 2003, "Predicting Growth Cycle Regimes for European Countries," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 39.

2002

  1. Klarita Gërxhani & Arthur Schram, 2002, "Tax Evasion and the Source of Income," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 02-098/1, Oct.
  2. Andrea Gerali & Francesco Lippi, 2002, "On the 'conquest' of inflation," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 444, Jul.
  3. Sensier, Marianne & Dick van Dijk, 2002, "Short-term Volatility versus Long-term Growth: Evidence in US Macroeconomic Time Series," Royal Economic Society Annual Conference 2002, Royal Economic Society, number 164, Aug.
  4. van Dijk, D.J.C. & Osborn, D.R. & Sensier, M., 2002, "Changes in variability of the business cycle in the G7 countries," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2002-28, Sep.
  5. Franses, Ph.H.B.F. & van Dijk, D.J.C., 2002, "A simple test for PPP among traded goods," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2002-02, Jan.
  6. Lucio Vinhas de Souza, 2002, "Integrated monetary and exchange rate frameworks: are there empirical differences?," Bank of Estonia Working Papers, Bank of Estonia, number 2002-2, Oct, revised 12 Oct 2002.
  7. Marina Bakanova & Lúcio Vinhas de Souza, 2002, "Trade and Growth under Limited Liberalization," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 02-053/2, Jun.
  8. Lúcio Vinhas de Souza, 2002, "Integrated Monetary and Exchange Rate Frameworks," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 02-054/2, Jun.
  9. Vinhas de Souza, Lúcio & Ledrut, Elisabeth, 2002, "Alternative Paths Towards EMU: Lessons from an Expanded Mundell-Fleming Model for the Accession Countries," Kiel Working Papers, Kiel Institute for the World Economy, number 1132.
  10. Vinhas de Souza, Lúcio, 2002, "Trade effects of monetary integration in large, mature economies: a primer on the European Monetary Union," Kiel Working Papers, Kiel Institute for the World Economy, number 1137.

2001

  1. Lippi, Francesco, 2001, "Strategic Monetary Policy with Non-Atomistic Wage-Setters: Some Evidence," CEPR Discussion Papers, Centre for Economic Policy Research, number 2819, Apr.
  2. van Dijk, D.J.C. & Strikholm, B. & Terasvirta, T., 2001, "The effects of institutional and technological change and business cycle fluctiations on seasonal patterns in quarterly industrial production series," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2001-12, Mar.
  3. Franses, Ph.H.B.F. & van Dijk, D.J.C., 2001, "The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2001-14, Apr.
  4. Swanson, N.R. & van Dijk, D.J.C., 2001, "Are statistical reporting agencies getting it right? Data rationality and business cycle asymmetry," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2001-28, Sep.
  5. Jaap van der Hart & Erica Slagter & Dick van Dijk, 2001, "Stock Selection Strategies in Emerging Markets," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 01-009/4, Jan.
  6. Marina Bakanova & L303272cio Vinhas de Souza, 2001, "Trade and Growth under Limited Liberalization, The Case of Belarus," International Trade, University Library of Munich, Germany, number 0108005, Sep.
  7. Lucio Vinhas de Souza & Holger van Eden & Albert de Groot & Gerbert Romijn & Elisabeth Ledrut, 2001, "EMU and Enlargement: A Review of Policy Issues," Macroeconomics, University Library of Munich, Germany, number 0012019, Feb.

2000

  1. Klarita G塺xhani & Arthur Schram, 2000, "Albanian Political-Economics: Consequences of a Clan Culture," LICOS Discussion Papers, LICOS - Centre for Institutions and Economic Performance, KU Leuven, number 9200.
  2. Berkelaar, A.B. & Kouwenberg, R.R.P., 2000, "Optimal portfolio choice under loss aversion," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2000-08/A, Mar.
  3. Berkelaar, A.B. & Kouwenberg, R.R.P., 2000, "Dynamic asset allocation and downside-risk aversion," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2000-12/A, Apr.
  4. Berkelaar, A.B. & Kouwenberg, R.R.P., 2000, "From boom til bust: how loss aversion affects asset prices," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2000-21/A, May.
  5. Alex Cukierman & Francesco Lippi, 2000, "Labor Markets and Monetary Union; a Strategic Analysis," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 365, Feb.
  6. Francesco Lippi, 2000, "Strategic Monetary Policy with Non-Atomistic Wage-Setters," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 374, Jun.
  7. Francesco Lippi, 2000, "Revisiting the Case for a Populist Central Banker," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 386, Oct.
  8. Luca Dedola & Francesco Lippi, 2000, "The monetary transmission mechanism; evidence from the industries of five OECD countries," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 389, Dec.
  9. Boswijk, H.P. & van Dijk, D. & Franses, P.H., 2000, "Asymmetric and Common Abssorbtion of Shocks in Nonlinear Autoregressive Models," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 00-10.
  10. Franses, Ph.H.B.F. & de Bruin, P. & van Dijk, D.J.C., 2000, "Seasonal smooth transition autoregression," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2000-06/A, Feb.
  11. van Dijk, D.J.C. & Terasvirta, T. & Franses, Ph.H.B.F., 2000, "Smooth transition autoregressive models - A survey of recent developments," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2000-23/A, Jun.
  12. van Dijk, D.J.C. & Franses, Ph.H.B.F. & Paap, R., 2000, "A nonlinear long memory model for US unemployment," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2000-30/A, Oct.
  13. Lundbergh, Stefan & Teräsvirta, Timo & van Dijk, Dick, 2000, "Time-Varying Smooth Transition Autoregressive Models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 376, Apr.
  14. Mark Hallerberg & Lúcio Vinhas de Souza, 2000, "The Political Business Cycles of EU Accession Countries," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 00-085/2, Oct.

1999

  1. Klarita Gerxhani, 1999, "Informal Sector in Developed and less Developed Countries: A Literature Survey," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 99-083/2, Nov.
  2. Roy Kouwenberg & Jacek Gondzio & Ton Vorst, 1999, "Hedging Options under Transaction Costs and Stochastic Volatility," Computing in Economics and Finance 1999, Society for Computational Economics, number 911, Mar.
  3. Francesco Lippi, 1999, "Median Voter Preferences, Central Bank Independence and Conservatism," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 351, Apr.
  4. Lippi, Francesco, 1999, "Strategic Monetary Policy with Non-Atomistic Wage Setters: A Case for Non-Neutrality," CEPR Discussion Papers, Centre for Economic Policy Research, number 2218, Aug.
  5. Berben, R-P. & van Dijk, D.J.C., 1999, "Unit root tests and assymmetric adjustment," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9902-/A, Mar.
  6. Taylor, A.M.R. & van Dijk, D.J.C., 1999, "Testing for Stochastic Unit Roots - Some Monte Carlo evidence," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9922-/A, May.
  7. Franses, Ph.H.B.F. & van Dijk, D.J.C., 1999, "Outlier detection in the GARCH (1,1) model," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9926-/A, Jul.
  8. Rothman, P. & van Dijk, D.J.C. & Franses, Ph.H.B.F., 1999, "A multivariate STAR analysis of the relationship between money and output," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9945-/A, Nov.
  9. Nick Taylor & Dick van Dijk & Philip Hans Franses & André Lucas, 1999, "SETS, Arbitrage Activity, and Stock Price Dynamics," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 99-003/4, Feb.

1998

  1. Alex Cukierman & Francesco Lippi, 1998, "Central Bank Independence, Centralization of Wage Bargaining, Inflation and Unemployment: Theory and Evidence," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 332, Apr.
  2. Cukierman, A. & Lippi, F., 1998, "Central Bank Independence, Centralization of Wage Bargaining, Inflation and Unemployment - Theory and Some Evidence," Discussion Paper, Tilburg University, Center for Economic Research, number 1998-116.
  3. Franses, Ph.H.B.F. & Neele, J. & van Dijk, D.J.C., 1998, "Modeling asymmetric volatility in weekly Dutch temperature data," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9840, Sep.
  4. Escribano, A. & Franses, Ph.H.B.F. & van Dijk, D.J.C., 1998, "Nonlinearities and outliers: robust specification of STAR models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9832, Aug.
  5. Franses, Ph.H.B.F. & Neele, J. & van Dijk, D.J.C., 1998, "Forecasting volatility with switching persistence GARCH models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9819, Jun.
  6. Berben, R-P. & van Dijk, D.J.C., 1998, "Does the absence of cointegration explain the typical findings in long horizon regressions?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9814, Dec.
  7. Philip Hans Franses & Dick van Dijk & André Lucas, 1998, "Short Patches of Outliers, ARCH and Volatility Modeling," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 98-057/4, Jun.

1997

  1. van Dijk, D.J.C. & Franses, Ph.H.B.F., 1997, "Modelling Multiple Regimes in the Business Cycle," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9734/A, Jan.
  2. Eisinga, R. & Franses, Ph.H.B.F. & van Dijk, D.J.C., 1997, "Timing of Vote Decision in First and Second Order Dutch Elections 1978-1995: Evidence from Artificial Neural Networks," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9733/A, Jan.
  3. Franses, Ph.H.B.F. & van Dijk, D.J.C., 1997, "Do We Often Find ARCH Because Of Neglected Outliers?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9706-/A, Jan.
  4. van Dijk, D.J.C. & Franses, Ph.H.B.F., 1997, "Nonlinear Error-Correction Models for Interest Rates in The Netherlands," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9704-/A, Jan.

1996

  1. van Dijk, D.J.C. & Franses, Ph.H.B.F. & Lucas, A., 1996, "Testing for Smooth Transition Nonlinearity in the Presence of Outliers," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9622-/A, Jan.
  2. van Dijk, D.J.C. & Franses, Ph.H.B.F. & Lucas, A., 1996, "Testing for ARCH in the Presence of Additive Outliers," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9659-/A, Jan.

1993

  1. Lippi, F. & Swank, O.H., 1993, "Rational Voters, Election and Central Banks," Papers, Erasmus University of Rotterdam - Institute for Economic Research, number 9305-m.
  2. Lippi, F. & Swank, O.H., 1993, "Do Policy Makers, Disrtibutional Desires lead to an Inflationary Bias?," Papers, Erasmus University of Rotterdam - Institute for Economic Research, number 9306-m.

Undated

  1. Piotr Denderski & Florian Sniekers, undated, "Broadband Internet and the Self-Employment Rate: A Cross-Country Study on the Gig Economy," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 19/13.

Journal articles

2026

  1. André, Christophe & Gal, Peter & Schief, Matthias, 2026, "Employment and productivity in an ageing society: Japan in international perspective," The Journal of the Economics of Ageing, Elsevier, volume 33, issue C, DOI: 10.1016/j.jeoa.2026.100624.

2025

  1. Francesco Filippucci & Peter Gal & Katharina Laengle & Matthias Schief & Filiz Unsal, 2025, "Opportunities and Risks of Artificial Intelligence for Productivity," International Productivity Monitor, Centre for the Study of Living Standards, volume 48, pages 3-28, Spring.
  2. Meixner-Yun, Tae Kyeong & Gërxhani, Klarita & van de Rijt, Arnout, 2025, "Does gender status bias carry over from in-person to virtual interaction?," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 20, pages 1-12, DOI: 10.1016/j.chbr.2025.100815.
  3. Gërxhani, Klarita & Kulic, Nevena & Rusconi, Alessandra & Solga, Heike, 2025, "Gender bias in evaluating assistant professorship applicants? Evidence from harmonized survey experiments in Germany and Italy," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 126, pages 1-19, DOI: 10.1016/j.ssresearch.2024.103113.
  4. Bo Hu, 2025, "A Job Ladder Model of Executive Compensation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 55, January, DOI: 10.1016/j.red.2024.101257.
  5. Fernando Alvarez & Andrea Ferrara & Erwan Gautier & Hervé Le Bihan & Francesco Lippi, 2025, "Empirical Investigation of a Sufficient Statistic for Monetary Shocks," The Review of Economic Studies, Review of Economic Studies Ltd, volume 92, issue 4, pages 2165-2196.
  6. Keijsers, Bart & van Dijk, Dick, 2025, "Does economic uncertainty predict real activity in real time?," International Journal of Forecasting, Elsevier, volume 41, issue 2, pages 748-762, DOI: 10.1016/j.ijforecast.2024.06.008.
  7. Daan Opschoor & Dick van Dijk, 2025, "Slow Expectation–Maximization Convergence in Low‐Noise Dynamic Factor Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 40, issue 7, pages 829-845, November, DOI: 10.1002/jae.70007.

2024

  1. Kanin Anantanasuwong & Roy Kouwenberg & Olivia S. Mitchell & Kim Peijnenburg, 2024, "Ambiguity attitudes for real-world sources: field evidence from a large sample of investors," Experimental Economics, Springer;Economic Science Association, volume 27, issue 3, pages 548-581, July, DOI: 10.1007/s10683-024-09825-1.
  2. Alberto Cavallo & Francesco Lippi & Ken Miyahara, 2024, "Large Shocks Travel Fast," American Economic Review: Insights, American Economic Association, volume 6, issue 4, pages 558-574, December, DOI: 10.1257/aeri.20230454.
  3. Francesco Lippi, 2024, "In Memoriam: Alex Cukierman 1938–2023," Israel Economic Review, Bank of Israel, volume 22, issue 1, pages 245-254, September.
  4. Alessandro Calvia & Fausto Gozzi & Francesco Lippi & Giovanni Zanco, 2024, "A simple planning problem for COVID-19 lockdown: a dynamic programming approach," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 77, issue 1, pages 169-196, February, DOI: 10.1007/s00199-023-01493-1.
  5. Proaño, Christian R. & Kukacka, Jiri & Makarewicz, Tomasz, 2024, "Belief-driven dynamics in a behavioral SEIRD macroeconomic model with sceptics," Journal of Economic Behavior & Organization, Elsevier, volume 217, issue C, pages 312-333, DOI: 10.1016/j.jebo.2023.11.011.
  6. David Winkelmann & Marius Ötting & Christian Deutscher & Tomasz Makarewicz, 2024, "Are Betting Markets Inefficient? Evidence From Simulations and Real Data," Journal of Sports Economics, , volume 25, issue 1, pages 54-97, January, DOI: 10.1177/15270025231204997.
  7. Piotr Denderski & Florian Sniekers, 2024, "Declining Search Frictions, Unemployment and Self-Employment," The Economic Journal, Royal Economic Society, volume 134, issue 659, pages 1100-1145.
  8. van Os, Bram & van Dijk, Dick, 2024, "Accelerating peak dating in a dynamic factor Markov-switching model," International Journal of Forecasting, Elsevier, volume 40, issue 1, pages 313-323, DOI: 10.1016/j.ijforecast.2023.03.005.

2023

  1. Chiara Criscuolo & Peter Gal & Timo Leidecker & Francesco Losma & Giuseppe Nicoletti, 2023, "The Role of Telework for Productivity During and Post COVID‑19," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 539, pages 51-72, DOI: https://doi.org/10.24187/ecostat.20.
  2. Gërxhani, Klarita & Cichocki, Stanisław, 2023, "Formal and informal institutions: understanding the shadow economy in transition countries," Journal of Institutional Economics, Cambridge University Press, volume 19, issue 5, pages 656-672, October.
  3. Pieter Gautier & Bo Hu & Makoto Watanabe, 2023, "Marketmaking Middlemen," RAND Journal of Economics, RAND Corporation, volume 54, issue 1, pages 83-103, March, DOI: 10.1111/1756-2171.12431.
  4. Atcha Kamolsareeratana & Roy Kouwenberg, 2023, "Compulsive Gambling in the Stock Market: Evidence from an Emerging Market," Economies, MDPI, volume 11, issue 1, pages 1-25, January.
  5. Roy Kouwenberg & Chenglong Zheng, 2023, "A Review of the Global Climate Finance Literature," Sustainability, MDPI, volume 15, issue 2, pages 1-32, January.
  6. Lippi, Francesco & Perri, Fabrizio, 2023, "Unequal growth," Journal of Monetary Economics, Elsevier, volume 133, issue C, pages 1-18, DOI: 10.1016/j.jmoneco.2022.12.001.
  7. Fernando Alvarez & Francesco Lippi & Aleksei Oskolkov, 2023, "The Macroeconomics of Sticky Prices with Generalized Hazard Functions," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 137, issue 2, pages 989-1038.
  8. Fernando Alvarez & Francesco Lippi & Panagiotis Souganidis, 2023, "Price Setting With Strategic Complementarities as a Mean Field Game," Econometrica, Econometric Society, volume 91, issue 6, pages 2005-2039, November, DOI: 10.3982/ECTA20797.
  9. Lojak, Benjamin & Makarewicz, Tomasz & Proaño, Christian R., 2023, "Low interest rates, bank’s search-for-yield behavior and financial portfolio management," The North American Journal of Economics and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.najef.2022.101839.
  10. Eddy Bekkers & Erwin Corong & Joseph Francois & Hugo Rojas-Romagosa, 2023, "A Ricardian Trade Structure in CGE: Modeling Eaton-Kortum Based Trade with GTAP," Journal of Global Economic Analysis, Center for Global Trade Analysis, Department of Agricultural Economics, Purdue University, volume 8, issue 2, pages 1-59, December, DOI: https://doi.org/10.21642/JGEA.08020.
  11. Florian Sniekers, 2023, "Teaching the COVID-19 lockdown using the Keynesian Cross," The Journal of Economic Education, Taylor & Francis Journals, volume 54, issue 1, pages 38-59, January, DOI: 10.1080/00220485.2022.2144570.
  12. Kole, Erik & van Dijk, Dick, 2023, "Moments, shocks and spillovers in Markov-switching VAR models," Journal of Econometrics, Elsevier, volume 236, issue 2, DOI: 10.1016/j.jeconom.2023.105474.
  13. Sander Barendse & Erik Kole & Dick van Dijk, 2023, "Backtesting Value-at-Risk and Expected Shortfall in the Presence of Estimation Error," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 2, pages 528-568.

2022

  1. Alvarez, Fernando & Argente, David & Jimenez, Rafael & Lippi, Francesco, 2022, "Cash: A Blessing or a curse?," Journal of Monetary Economics, Elsevier, volume 125, issue C, pages 85-128, DOI: 10.1016/j.jmoneco.2021.11.002.
  2. Fernando Alvarez & Francesco Lippi, 2022, "The Analytic Theory of a Monetary Shock," Econometrica, Econometric Society, volume 90, issue 4, pages 1655-1680, July, DOI: 10.3982/ECTA17348.
  3. Bernard Hoekman & Hugo Rojas-Romagosa, 2022, "EU Trade Sustainability Impact Assessments: Revisiting the Consultation Process," Journal of International Economic Law, Oxford University Press, volume 25, issue 1, pages 45-60.
  4. Cem Cakmakli & Richard Paap & Dick van Dijk, 2022, "Modeling and estimation of synchronization in size-sorted portfolio returns," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 22, issue 4, pages 129-140.

2021

  1. Heather Sarsons & Klarita Gërxhani & Ernesto Reuben & Arthur Schram, 2021, "Gender Differences in Recognition for Group Work," Journal of Political Economy, University of Chicago Press, volume 129, issue 1, pages 101-147, DOI: 10.1086/711401.
  2. Phornchanok Cumperayot & Roy Kouwenberg, 2021, "Cheaper currencies and long‐term growth: The effect of exchange rate management and capital controls," The World Economy, Wiley Blackwell, volume 44, issue 9, pages 2738-2757, September, DOI: 10.1111/twec.13081.
  3. Phornchanok Cumperayot & Roy Kouwenberg, 2021, "The discount factor for expected fundamentals: Evidence from a panel of 25 exchange rates," International Economics, CEPII research center, issue 166, pages 167-176.
  4. Grohmann, Antonia & Hübler, Olaf & Kouwenberg, Roy & Menkhoff, Lukas, 2021, "Financial literacy: Thai middle-class women do not lag behind," Journal of Behavioral and Experimental Finance, Elsevier, volume 31, issue C, DOI: 10.1016/j.jbef.2021.100537.
  5. Stephen G Dimmock & Roy Kouwenberg & Olivia S Mitchell & Kim Peijnenburg, 2021, "Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 9, pages 4524-4563.
  6. Fernando Alvarez & David Argente & Francesco Lippi, 2021, "A Simple Planning Problem for COVID-19 Lock-down, Testing, and Tracing," American Economic Review: Insights, American Economic Association, volume 3, issue 3, pages 367-382, September, DOI: 10.1257/aeri.20200201.
  7. Francesco Lippi, 2021, "The Fiscal Arithmetic of a Dual Currency Regime," Journal of Money, Credit and Banking, Blackwell Publishing, volume 53, issue 7, pages 1887-1897, October, DOI: 10.1111/jmcb.12796.
  8. Hommes, Cars & Makarewicz, Tomasz, 2021, "Price level versus inflation targeting under heterogeneous expectations: a laboratory experiment," Journal of Economic Behavior & Organization, Elsevier, volume 182, issue C, pages 39-82, DOI: 10.1016/j.jebo.2020.11.011.
  9. Makarewicz, Tomasz, 2021, "Traders, forecasters and financial instability: A model of individual learning of anchor-and-adjustment heuristics," Journal of Economic Behavior & Organization, Elsevier, volume 190, issue C, pages 626-673, DOI: 10.1016/j.jebo.2021.07.008.
  10. Espen R Moen & Plamen T Nenov & Florian Sniekers, 2021, "Buying First or Selling First in Housing Markets," Journal of the European Economic Association, European Economic Association, volume 19, issue 1, pages 38-81.
  11. Anne Opschoor & André Lucas & István Barra & Dick van Dijk, 2021, "Closed-Form Multi-Factor Copula Models With Observation-Driven Dynamic Factor Loadings," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 39, issue 4, pages 1066-1079, October, DOI: 10.1080/07350015.2020.1763806.

2020

  1. Violet Benneker & Klarita Gërxhani & Stephanie Steinmetz, 2020, "Enforcing Your Own Human Rights? The Role of Social Norms in Compliance with Human Rights Treaties," Social Inclusion, Cogitatio Press, volume 8, issue 1, pages 184-193.
  2. Violet Benneker & Klarita Gërxhani & Stephanie Steinmetz, 2020, "Enforcing Your Own Human Rights? The Role of Social Norms in Compliance with Human Rights Treaties," Social Inclusion, Cogitatio Press, volume 8, issue 1, pages 184-193, DOI: 10.17645/si.v8i1.2166.
  3. Brandts, Jordi & Gërxhani, Klarita & Schram, Arthur, 2020, "Are there gender differences in status-ranking aversion?," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 84, issue C, DOI: 10.1016/j.socec.2019.101485.
  4. Cox, Ruben & Kamolsareeratana, Atcha & Kouwenberg, Roy, 2020, "Compulsive gambling in the financial markets: Evidence from two investor surveys," Journal of Banking & Finance, Elsevier, volume 111, issue C, DOI: 10.1016/j.jbankfin.2019.105709.
  5. Fernando Alvarez & Francesco Lippi, 2020, "Temporary Price Changes, Inflation Regimes, and the Propagation of Monetary Shocks," American Economic Journal: Macroeconomics, American Economic Association, volume 12, issue 1, pages 104-152, January, DOI: 10.1257/mac.20180383.
  6. Henk L. M. Kox & Hugo Rojas‐Romagosa, 2020, "How trade and investment agreements affect bilateral foreign direct investment: Results from a structural gravity model," The World Economy, Wiley Blackwell, volume 43, issue 12, December, DOI: 10.1111/twec.13002.

2019

  1. Bekkers, Eddy, 2019, "Challenges to the trade system: The potential impact of changes in future trade policy," Journal of Policy Modeling, Elsevier, volume 41, issue 3, pages 489-506, DOI: 10.1016/j.jpolmod.2019.03.016.
  2. Eddy Bekkers & Hugo Rojas‐Romagosa, 2019, "The welfare effects of free trade agreements in quantitative trade models: A comparison of studies about Transatlantic Trade and Investment Partnership," The World Economy, Wiley Blackwell, volume 42, issue 1, pages 87-121, January, DOI: 10.1111/twec.12670.
  3. Peter Gal & Giuseppe Nicoletti & Christina von Rüden & Stéphane Sorbe & Théodore Renault, 2019, "Digitalization and Productivity: In Search of the Holy Grail - Firm-level Empirical Evidence from European Countries," International Productivity Monitor, Centre for the Study of Living Standards, volume 37, pages 39-71, Fall.
  4. Gërxhani, Klarita & Van Breemen, Jacqueline, 2019, "Social values and institutional change: an experimental study," Journal of Institutional Economics, Cambridge University Press, volume 15, issue 2, pages 259-280, April.
  5. Arthur Schram & Jordi Brandts & Klarita Gërxhani, 2019, "Social-status ranking: a hidden channel to gender inequality under competition," Experimental Economics, Springer;Economic Science Association, volume 22, issue 2, pages 396-418, June, DOI: 10.1007/s10683-018-9563-6.
  6. Chenglong Zheng & Roy Kouwenberg, 2019, "A Bibliometric Review of Global Research on Corporate Governance and Board Attributes," Sustainability, MDPI, volume 11, issue 12, pages 1-25, June.
  7. Fernando Alvarez & Francesco Lippi & Roberto Robatto, 2019, "Cost of Inflation in Inventory Theoretical Models," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 32, pages 206-226, April, DOI: 10.1016/j.red.2018.11.001.
  8. Mikhail Anufriev & Cars Hommes & Tomasz Makarewicz, 2019, "Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments," Journal of the European Economic Association, European Economic Association, volume 17, issue 5, pages 1538-1584.
  9. Dick van Dijk & Philip Hans Franses, 2019, "Combining expert‐adjusted forecasts," Journal of Forecasting, John Wiley & Sons, Ltd., volume 38, issue 5, pages 415-421, August, DOI: 10.1002/for.2570.

2018

  1. Eddy Bekkers & Joseph F. Francois & Hugo Rojas†Romagosa, 2018, "Melting Ice Caps and the Economic Impact of Opening the Northern Sea Route," Economic Journal, Royal Economic Society, volume 128, issue 610, pages 1095-1127, May, DOI: 10.1111/ecoj.12460.
  2. Eddy Bekkers & Joseph Francois, 2018, "A Parsimonious Approach to Incorporate Firm Heterogeneity in CGE-Models," Journal of Global Economic Analysis, Center for Global Trade Analysis, Department of Agricultural Economics, Purdue University, volume 3, issue 2, pages 1-68, December, DOI: http://dx.doi.org/10.21642/JGEA.030.
  3. Roy Kouwenberg, 2018, "Strategic asset allocation for insurers under Solvency II," Journal of Asset Management, Palgrave Macmillan, volume 19, issue 7, pages 447-459, December, DOI: 10.1057/s41260-018-0097-4.
  4. Fernando Alvarez & Francesco Lippi & Luigi Paciello, 2018, "Monetary shocks in models with observation and menu costs," Journal of the European Economic Association, European Economic Association, volume 16, issue 2, pages 353-382.
  5. Florian Sniekers, 2018, "Persistence And Volatility Of Beveridge Cycles," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 59, issue 2, pages 665-698, May, DOI: 10.1111/iere.12284.
  6. Anne Opschoor & Pawel Janus & André Lucas & Dick Van Dijk, 2018, "New HEAVY Models for Fat-Tailed Realized Covariances and Returns," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 36, issue 4, pages 643-657, October, DOI: 10.1080/07350015.2016.1245622.

2017

  1. Bekkers, Eddy & Brockmeier, Martina & Francois, Joseph & Yang, Fan, 2017, "Local Food Prices and International Price Transmission," World Development, Elsevier, volume 96, issue C, pages 216-230, DOI: 10.1016/j.worlddev.2017.03.008.
  2. Eddy Bekkers & Indre Macskasi, 2017, "Sectoral determinants of foreign affiliate sales employing European data," Review of International Economics, Wiley Blackwell, volume 25, issue 4, pages 831-855, September.
  3. Fan Yang & Kirsten Urban & Martina Brockmeier & Eddy Bekkers & Joseph Francois, 2017, "Impact of increasing agricultural domestic support on China’s food prices considering incomplete international agricultural price transmission," China Agricultural Economic Review, Emerald Group Publishing Limited, volume 9, issue 4, pages 535-557, November, DOI: 10.1108/CAER-01-2016-0001.
  4. Chiara Criscuolo & Peter N. Gal & Carlo Menon, 2017, "Do micro start-ups fuel job creation? Cross-country evidence from the DynEmp Express database," Small Business Economics, Springer, volume 48, issue 2, pages 393-412, February, DOI: 10.1007/s11187-016-9778-x.
  5. Balázs Égert & Peter Gal, 2017, "The quantification of structural reforms in OECD countries: A new framework," OECD Journal: Economic Studies, OECD Publishing, volume 2016, issue 1, pages 91-108, DOI: 10.1787/eco_studies-2016-5jg1lqspxt.
  6. Peter N. Gal & Gabor Pinter, 2017, "Capital over the Business Cycle: Renting versus Ownership," Journal of Money, Credit and Banking, Blackwell Publishing, volume 49, issue 6, pages 1299-1338, September, DOI: 10.1111/jmcb.12419.
  7. Kouwenberg, Roy & Markiewicz, Agnieszka & Verhoeks, Ralph & Zwinkels, Remco C. J., 2017, "Model Uncertainty and Exchange Rate Forecasting," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 52, issue 1, pages 341-363, February.
  8. Alvarez, Fernando & Lippi, Francesco, 2017, "Cash burns: An inventory model with a cash-credit choice," Journal of Monetary Economics, Elsevier, volume 90, issue C, pages 99-112, DOI: 10.1016/j.jmoneco.2017.07.001.
  9. Fernando Alvarez & Francesco Lippi & Juan Passadore, 2017, "Are State- and Time-Dependent Models Really Different?," NBER Macroeconomics Annual, University of Chicago Press, volume 31, issue 1, pages 379-457, DOI: 10.1086/690243.
  10. Tomasz Makarewicz, 2017, "Contrarian Behavior, Information Networks and Heterogeneous Expectations in an Asset Pricing Model," Computational Economics, Springer;Society for Computational Economics, volume 50, issue 2, pages 231-279, August, DOI: 10.1007/s10614-016-9607-y.
  11. Cars Hommes & Tomasz Makarewicz & Domenico Massaro & Tom Smits, 2017, "Genetic algorithm learning in a New Keynesian macroeconomic setup," Journal of Evolutionary Economics, Springer, volume 27, issue 5, pages 1133-1155, November, DOI: 10.1007/s00191-017-0511-y.
  12. Te Bao & Cars Hommes & Tomasz Makarewicz, 2017, "Bubble Formation and (In)Efficient Markets in Learning‐to‐forecast and optimise Experiments," Economic Journal, Royal Economic Society, volume 127, issue 605, pages 581-609, October, DOI: 10.1111/ecoj.12341.
  13. Hugo Rojas-Romagosa, 2017, "Potential Economic Effects of TTIP for the Netherlands," De Economist, Springer, volume 165, issue 3, pages 271-294, September, DOI: 10.1007/s10645-017-9293-8.
  14. Arjan Lejour & Hugo Rojas-Romagosa & Paul Veenendaal, 2017, "Identifying hubs and spokes in global supply chains using redirected trade in value added," Economic Systems Research, Taylor & Francis Journals, volume 29, issue 1, pages 66-81, January, DOI: 10.1080/09535314.2017.1282436.
  15. Ozturk, Sait R. & van der Wel, Michel & van Dijk, Dick, 2017, "Intraday price discovery in fragmented markets," Journal of Financial Markets, Elsevier, volume 32, issue C, pages 28-48, DOI: 10.1016/j.finmar.2016.10.001.
  16. Erik Kole & Thijs Markwat & Anne Opschoor & Dick van Dijk, 2017, "Forecasting Value-at-Risk under Temporal and Portfolio Aggregation," Journal of Financial Econometrics, Oxford University Press, volume 15, issue 4, pages 649-677.

2016

  1. Eddy Bekkers, 2016, "Firm Heterogeneity, Endogenous Quality, and Traded Goods Prices," The World Economy, Wiley Blackwell, volume 39, issue 1, pages 72-96, January.
  2. Eddy Bekkers & Joseph Francois & Miriam Manchin, 2016, "Trade costs, quality and the skill premium," Canadian Journal of Economics, Canadian Economics Association, volume 49, issue 3, pages 1153-1178, August, DOI: 10.1111/caje.12228.
  3. Ferrer-i-Carbonell, Ada & Gërxhani, Klarita, 2016, "Tax evasion and well-being: A study of the social and institutional context in Central and Eastern Europe," European Journal of Political Economy, Elsevier, volume 45, issue S, pages 149-159, DOI: 10.1016/j.ejpoleco.2016.09.004.
  4. Dimmock, Stephen G. & Kouwenberg, Roy & Mitchell, Olivia S. & Peijnenburg, Kim, 2016, "Ambiguity aversion and household portfolio choice puzzles: Empirical evidence," Journal of Financial Economics, Elsevier, volume 119, issue 3, pages 559-577, DOI: 10.1016/j.jfineco.2016.01.003.
  5. Stephen G. Dimmock & Roy Kouwenberg & Peter P. Wakker, 2016, "Ambiguity Attitudes in a Large Representative Sample," Management Science, INFORMS, volume 62, issue 5, pages 1363-1380, May, DOI: 10.1287/mnsc.2015.2198.
  6. Roy Kouwenberg & Pipat Thontirawong, 2016, "Group affiliation and earnings management of Asian IPO issuers," Review of Quantitative Finance and Accounting, Springer, volume 47, issue 4, pages 897-917, November, DOI: 10.1007/s11156-015-0524-2.
  7. Fernando Alvarez & Hervé Le Bihan & Francesco Lippi, 2016, "The Real Effects of Monetary Shocks in Sticky Price Models: A Sufficient Statistic Approach," American Economic Review, American Economic Association, volume 106, issue 10, pages 2817-2851, October.
  8. Fernando E. Alvarez & Francesco Lippi & Luigi Paciello, 2016, "Monetary Shocks in Models with Inattentive Producers," The Review of Economic Studies, Review of Economic Studies Ltd, volume 83, issue 2, pages 421-459.
  9. Semih AKÇOMAK & Suzanne KOK & Hugo ROJAS-ROMAGOSA, 2016, "Technology, offshoring and the task content of occupations in the United Kingdom," International Labour Review, International Labour Organization, volume 155, issue 2, pages 201-230, June.
  10. Amanda M. Countryman & Joseph F. Francois & Hugo Rojas-Romagosa, 2016, "Melting ice caps: implications for Asian trade with North America and Europe," International Journal of Trade and Global Markets, Inderscience Enterprises Ltd, volume 9, issue 4, pages 325-369.
  11. Jasper Lukkezen & Hugo Rojas-Romagosa, 2016, "A Stochastic Indicator for Sovereign Debt Sustainability," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, volume 72, issue 3, pages 229-267, September, DOI: 10.1628/001522108X1473325697904.
  12. Çakmaklı, Cem & van Dijk, Dick, 2016, "Getting the most out of macroeconomic information for predicting excess stock returns," International Journal of Forecasting, Elsevier, volume 32, issue 3, pages 650-668, DOI: 10.1016/j.ijforecast.2015.10.001.
  13. Exterkate, Peter & Groenen, Patrick J.F. & Heij, Christiaan & van Dijk, Dick, 2016, "Nonlinear forecasting with many predictors using kernel ridge regression," International Journal of Forecasting, Elsevier, volume 32, issue 3, pages 736-753, DOI: 10.1016/j.ijforecast.2015.11.017.
  14. Dick van Dijk & Robin L. Lumsdaine & Michel van der Wel, 2016, "Market Set‐up in Advance of Federal Reserve Policy Rate Decisions," Economic Journal, Royal Economic Society, volume 0, issue 592, pages 618-653, May.

2015

  1. Bekkers, Eddy & Simonovska, Ina, 2015, "The Balassa–Samuelson effect and pricing-to-market: The role of strategic complementarity," Economics Letters, Elsevier, volume 126, issue C, pages 156-158, DOI: 10.1016/j.econlet.2014.12.003.
  2. Fan Yang & Eddy Bekkers & Martina Brockmeier & Joseph Francois, 2015, "Food Price Pass‐Through and the Role of Domestic Margin Services," Journal of Agricultural Economics, Wiley Blackwell, volume 66, issue 3, pages 796-811, September, DOI: 10.1111/1477-9552.12110.
  3. Bekkers, Eddy & Stehrer, Robert, 2015, "Reallocation effects in the specific factors and Heckscher–Ohlin models under firm heterogeneity," Economic Modelling, Elsevier, volume 49, issue C, pages 104-119, DOI: 10.1016/j.econmod.2015.03.018.
  4. Chiara Criscuolo & Peter N. Gal & Carlo Menon, 2015, "dynemp: A routine for distributed microdata analysis of business dynamics," Stata Journal, StataCorp LLC, volume 15, issue 1, pages 247-274, March.
  5. Arthur Schram & Vincent Buskens & Klarita Gërxhani & Jens Großer, 2015, "Experimental Game Theory and Its Application in Sociology and Political Science," Journal of Applied Mathematics, Hindawi, volume 2015, pages 1-2, September, DOI: 10.1155/2015/280789.
  6. Klarita Gërxhani & Jeroen Bruggeman, 2015, "Time Lag and Communication in Changing Unpopular Norms," PLOS ONE, Public Library of Science, volume 10, issue 4, pages 1-17, April, DOI: 10.1371/journal.pone.0124715.
  7. Grohmann, Antonia & Kouwenberg, Roy & Menkhoff, Lukas, 2015, "Childhood roots of financial literacy," Journal of Economic Psychology, Elsevier, volume 51, issue C, pages 114-133, DOI: 10.1016/j.joep.2015.09.002.
  8. Stephen Dimmock & Roy Kouwenberg & Olivia Mitchell & Kim Peijnenburg, 2015, "Estimating ambiguity preferences and perceptions in multiple prior models: Evidence from the field," Journal of Risk and Uncertainty, Springer, volume 51, issue 3, pages 219-244, December, DOI: 10.1007/s11166-015-9227-2.
  9. Roy Kouwenberg & Remco C J Zwinkels, 2015, "Endogenous Price Bubbles in a Multi-Agent System of the Housing Market," PLOS ONE, Public Library of Science, volume 10, issue 6, pages 1-10, June, DOI: 10.1371/journal.pone.0129070.
  10. Lippi, Francesco & Ragni, Stefania & Trachter, Nicholas, 2015, "Optimal monetary policy with heterogeneous money holdings," Journal of Economic Theory, Elsevier, volume 159, issue PA, pages 339-368, DOI: 10.1016/j.jet.2015.07.005.
  11. Raviv, Eran & Bouwman, Kees E. & van Dijk, Dick, 2015, "Forecasting day-ahead electricity prices: Utilizing hourly prices," Energy Economics, Elsevier, volume 50, issue C, pages 227-239, DOI: 10.1016/j.eneco.2015.05.014.

2014

  1. Eddy Bekkers & Joseph Francois, 2014, "Bilateral Exchange Rates and Jobs," Review of International Economics, Wiley Blackwell, volume 22, issue 2, pages 275-298, May.
  2. Kouwenberg, Roy & Zwinkels, Remco, 2014, "Forecasting the US housing market," International Journal of Forecasting, Elsevier, volume 30, issue 3, pages 415-425, DOI: 10.1016/j.ijforecast.2013.12.010.
  3. Roy Kouwenberg & Roelof Salomons & Pipat Thontirawong, 2014, "Corporate governance and stock returns in Asia," Quantitative Finance, Taylor & Francis Journals, volume 14, issue 6, pages 965-976, June, DOI: 10.1080/14697688.2012.762603.
  4. Fernando Alvarez & Francesco Lippi, 2014, "Persistent Liquidity Effects and Long-Run Money Demand," American Economic Journal: Macroeconomics, American Economic Association, volume 6, issue 2, pages 71-107, April.
  5. Fernando Alvarez & Francesco Lippi, 2014, "Price Setting With Menu Cost for Multiproduct Firms," Econometrica, Econometric Society, volume 82, issue 1, pages 89-135, January, DOI: 10.3982/ECTA10662.
  6. Francesco Lippi & Fabiano Schivardi, 2014, "Corporate control and executive selection," Quantitative Economics, Econometric Society, volume 5, issue , pages 417-456, July.
  7. Erdenebat Bataa & Denise R. Osborn & Marianne Sensier & Dick van Dijk, 2014, "Identifying Changes in Mean, Seasonality, Persistence and Volatility for G7 and Euro Area Inflation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 76, issue 3, pages 360-388, June.
  8. Diks, Cees & Panchenko, Valentyn & Sokolinskiy, Oleg & van Dijk, Dick, 2014, "Comparing the accuracy of multivariate density forecasts in selected regions of the copula support," Journal of Economic Dynamics and Control, Elsevier, volume 48, issue C, pages 79-94, DOI: 10.1016/j.jedc.2014.08.021.
  9. Opschoor, Anne & Taylor, Nick & van der Wel, Michel & van Dijk, Dick, 2014, "Order flow and volatility: An empirical investigation," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 185-201, DOI: 10.1016/j.jempfin.2014.07.002.
  10. Opschoor, Anne & van Dijk, Dick & van der Wel, Michel, 2014, "Predicting volatility and correlations with Financial Conditions Indexes," Journal of Empirical Finance, Elsevier, volume 29, issue C, pages 435-447, DOI: 10.1016/j.jempfin.2014.10.003.
  11. Scholtus, Martin & van Dijk, Dick & Frijns, Bart, 2014, "Speed, algorithmic trading, and market quality around macroeconomic news announcements," Journal of Banking & Finance, Elsevier, volume 38, issue C, pages 89-105, DOI: 10.1016/j.jbankfin.2013.09.016.
  12. Lúcio Vinhas de Souza, 2014, "Introduction: Financial Markets (Re) Segmentation in the Euro Area," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 56, issue 3, pages 335-336, September.
  13. Lucio Vinhas De Souza & Merxe Tudela, 2014, "Voltar a Empezar: Crisis and the Renationalization of the Iberian Financial Systems," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 56, issue 3, pages 337-350, September.

2013

  1. Bekkers, Eddy & Francois, Joseph, 2013, "Trade and industrial structure with large firms and heterogeneity," European Economic Review, Elsevier, volume 60, issue C, pages 69-90, DOI: 10.1016/j.euroecorev.2013.02.003.
  2. Cumperayot, Phornchanok & Kouwenberg, Roy, 2013, "Early warning systems for currency crises: A multivariate extreme value approach," Journal of International Money and Finance, Elsevier, volume 36, issue C, pages 151-171, DOI: 10.1016/j.jimonfin.2013.03.008.
  3. Kouwenberg, Roy & Phunnarungsi, Visit, 2013, "Corporate governance, violations and market reactions," Pacific-Basin Finance Journal, Elsevier, volume 21, issue 1, pages 881-898, DOI: 10.1016/j.pacfin.2012.06.006.
  4. Alvarez, Fernando & Lippi, Francesco, 2013, "The demand of liquid assets with uncertain lumpy expenditures," Journal of Monetary Economics, Elsevier, volume 60, issue 7, pages 753-770, DOI: 10.1016/j.jmoneco.2013.05.008.
  5. Jasper Lukkezen & Hugo Rojas-Romagosa, 2013, "Stochastic debt sustainability indicators," Revue de l'OFCE, Presses de Sciences-Po, volume 0, issue 1, pages 97-121.
  6. Marc B.J. Schauten & Dick van Dijk & Jan†Paul van der Waal, 2013, "Corporate Governance and the Value of Excess Cash Holdings of Large European Firms," European Financial Management, European Financial Management Association, volume 19, issue 5, pages 991-1016, November, DOI: 10.1111/j.1468-036X.2011.00615.x.
  7. Çakmaklı, Cem & Paap, Richard & van Dijk, Dick, 2013, "Measuring and predicting heterogeneous recessions," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 11, pages 2195-2216, DOI: 10.1016/j.jedc.2013.06.004.
  8. Bannouh, Karim & Martens, Martin & van Dijk, Dick, 2013, "Forecasting volatility with the realized range in the presence of noise and non-trading," The North American Journal of Economics and Finance, Elsevier, volume 26, issue C, pages 535-551, DOI: 10.1016/j.najef.2013.02.020.
  9. van den Hauwe, Sjoerd & Paap, Richard & van Dijk, Dick, 2013, "Bayesian forecasting of federal funds target rate decisions," Journal of Macroeconomics, Elsevier, volume 37, issue C, pages 19-40, DOI: 10.1016/j.jmacro.2013.05.001.
  10. Jana P. Fidrmuc & Alessandro Palandri & Peter Roosenboom & Dick van Dijk, 2013, "When Do Managers Seek Private Equity Backing in Public-to-Private Transactions?," Review of Finance, European Finance Association, volume 17, issue 3, pages 1099-1139.
  11. Erdenebat Bataa & Denise R. Osborn & Marianne Sensier & Dick van Dijk, 2013, "Structural Breaks in the International Dynamics of Inflation," The Review of Economics and Statistics, MIT Press, volume 95, issue 2, pages 646-659, May.
  12. Peter Exterkate & Dick Van Dijk & Christiaan Heij & Patrick J. F. Groenen, 2013, "Forecasting the Yield Curve in a Data‐Rich Environment Using the Factor‐Augmented Nelson–Siegel Model," Journal of Forecasting, John Wiley & Sons, Ltd., volume 32, issue 3, pages 193-214, April.

2012

  1. Bekkers, Eddy & Francois, Joseph & Manchin, Miriam, 2012, "Import prices, income, and inequality," European Economic Review, Elsevier, volume 56, issue 4, pages 848-869, DOI: 10.1016/j.euroecorev.2012.02.005.
  2. Fernando Alvarez & Luigi Guiso & Francesco Lippi, 2012, "Durable Consumption and Asset Management with Transaction and Observation Costs," American Economic Review, American Economic Association, volume 102, issue 5, pages 2272-2300, August.
  3. Francesco Lippi & Andrea Nobili, 2012, "Oil And The Macroeconomy: A Quantitative Structural Analysis," Journal of the European Economic Association, European Economic Association, volume 10, issue 5, pages 1059-1083, October, DOI: j.1542-4774.2012.01079.x.
  4. Nalan Baştürk & Richard Paap & Dick van Dijk, 2012, "Structural differences in economic growth: an endogenous clustering approach," Applied Economics, Taylor & Francis Journals, volume 44, issue 1, pages 119-134, January, DOI: 10.1080/00036846.2010.500274.
  5. Gerben de Zwart & Brian Frieser & Dick van Dijk, 2012, "Private Equity Recommitment Strategies for Institutional Investors," Financial Analysts Journal, Taylor & Francis Journals, volume 68, issue 3, pages 81-99, May, DOI: 10.2469/faj.v68.n3.1.

2011

  1. Eddy Bekkers, 2011, "Heterogeneous Popularity and Exporting Uncertainty," Open Economies Review, Springer, volume 22, issue 5, pages 797-824, November, DOI: 10.1007/s11079-010-9176-y.
  2. Ada Ferrer-i-Carbonell & Klarita Gërxhani, 2011, "Financial Satisfaction and (in)formal Sector in a Transition Country," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 102, issue 2, pages 315-331, June, DOI: 10.1007/s11205-010-9684-6.
  3. Fernando E. Alvarez & Francesco Lippi & Luigi Paciello, 2011, "Optimal Price Setting With Observation and Menu Costs," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 126, issue 4, pages 1909-1960.
  4. Francois, Joseph & Rojas-Romagosa, Hugo, 2011, "Household inequality, social welfare, and trade," Journal of Development Economics, Elsevier, volume 96, issue 2, pages 422-431, November.
  5. Diks, Cees & Panchenko, Valentyn & van Dijk, Dick, 2011, "Likelihood-based scoring rules for comparing density forecasts in tails," Journal of Econometrics, Elsevier, volume 163, issue 2, pages 215-230, August.
  6. Heij, Christiaan & van Dijk, Dick & Groenen, Patrick J.F., 2011, "Real-time macroeconomic forecasting with leading indicators: An empirical comparison," International Journal of Forecasting, Elsevier, volume 27, issue 2, pages 466-481, April.
  7. Christiaan Heij & Dick van Dijk & Patrick J.F. Groenen, 2011, "Forecasting with Leading Indicators by means of the Principal Covariate Index," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, volume 2011, issue 1, pages 73-92, DOI: 10.1787/jbcma-2011-5kgdwlpzs79v.
  8. Dick van Dijk & Haris Munandar & Christian Hafner, 2011, "The euro introduction and noneuro currencies," Applied Financial Economics, Taylor & Francis Journals, volume 21, issue 1-2, pages 95-116, DOI: 10.1080/09603107.2011.523197.
  9. Bram van Dijk & Philip Hans Franses & Richard Paap & Dick van Dijk, 2011, "Modelling regional house prices," Applied Economics, Taylor & Francis Journals, volume 43, issue 17, pages 2097-2110, DOI: 10.1080/00036840903085089.

2010

  1. Schram, Arthur & Brandts, Jordi & Gërxhani, Klarita, 2010, "Information, bilateral negotiations, and worker recruitment," European Economic Review, Elsevier, volume 54, issue 8, pages 1035-1058, November.
  2. Brandts, Jordi & Gërxhani, Klarita & Schram, Arthur & Ygosse-Battisti, Jolanda, 2010, "Size doesn't matter! Gift exchange in experimental labor markets," Journal of Economic Behavior & Organization, Elsevier, volume 76, issue 3, pages 544-548, December.
  3. Nasha Ananchotikul & Roy Kouwenberg & Visit Phunnarungsi, 2010, "Do Firms Decouple Corporate Governance Policy and Practice?," European Financial Management, European Financial Management Association, volume 16, issue 5, pages 712-737, November, DOI: 10.1111/j.1468-036X.2010.00545.x.
  4. Dimmock, Stephen G. & Kouwenberg, Roy, 2010, "Loss-aversion and household portfolio choice," Journal of Empirical Finance, Elsevier, volume 17, issue 3, pages 441-459, June.
  5. Arjan Berkelaar & Roy Kouwenberg, 2010, "A liability-relative drawdown approach to pension asset liability management," Journal of Asset Management, Palgrave Macmillan, volume 11, issue 2, pages 194-217, June, DOI: 10.1057/jam.2010.13.
  6. Henk Kox & Hugo Rojas-Romagosa, 2010, "Exports and Productivity Selection Effects for Dutch Firms," De Economist, Springer, volume 158, issue 3, pages 295-322, September, DOI: 10.1007/s10645-010-9147-0.
  7. Diks, Cees & Panchenko, Valentyn & van Dijk, Dick, 2010, "Out-of-sample comparison of copula specifications in multivariate density forecasts," Journal of Economic Dynamics and Control, Elsevier, volume 34, issue 9, pages 1596-1609, September.
  8. Boswijk, H. Peter & Franses, Philip Hans & van Dijk, Dick, 2010, "Twenty years of cointegration," Journal of Econometrics, Elsevier, volume 158, issue 1, pages 1-2, September.
  9. Boswijk, H. Peter & Franses, Philip Hans & van Dijk, Dick, 2010, "Cointegration in a historical perspective," Journal of Econometrics, Elsevier, volume 158, issue 1, pages 156-159, September.
  10. Roger Lord & Remmert Koekkoek & Dick Van Dijk, 2010, "A comparison of biased simulation schemes for stochastic volatility models," Quantitative Finance, Taylor & Francis Journals, volume 10, issue 2, pages 177-194, DOI: 10.1080/14697680802392496.

2009

  1. Klarita Gërxhani & Arthur Schram, 2009, "Clientelism and polarized voting: empirical evidence," Public Choice, Springer, volume 141, issue 3, pages 305-317, December, DOI: 10.1007/s11127-009-9453-8.
  2. Berkelaar, Arjan & Kouwenberg, Roy, 2009, "From boom 'til bust: How loss aversion affects asset prices," Journal of Banking & Finance, Elsevier, volume 33, issue 6, pages 1005-1013, June.
  3. Fernando Alvarez & Francesco Lippi, 2009, "Financial Innovation and the Transactions Demand for Cash," Econometrica, Econometric Society, volume 77, issue 2, pages 363-402, March.
  4. Lippi, Francesco & Secchi, Alessandro, 2009, "Technological change and the households' demand for currency," Journal of Monetary Economics, Elsevier, volume 56, issue 2, pages 222-230, March.
  5. Paap, Richard & Segers, Rene & van Dijk, Dick, 2009, "Do Leading Indicators Lead Peaks More Than Troughs?," Journal of Business & Economic Statistics, American Statistical Association, volume 27, issue 4, pages 528-543.
  6. Clements, Michael P. & Milas, Costas & van Dijk, Dick, 2009, "Forecasting returns and risk in financial markets using linear and nonlinear models," International Journal of Forecasting, Elsevier, volume 25, issue 2, pages 215-217.
  7. Martens, Martin & van Dijk, Dick & de Pooter, Michiel, 2009, "Forecasting S&P 500 volatility: Long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements," International Journal of Forecasting, Elsevier, volume 25, issue 2, pages 282-303.
  8. Markwat, Thijs & Kole, Erik & van Dijk, Dick, 2009, "Contagion as a domino effect in global stock markets," Journal of Banking & Finance, Elsevier, volume 33, issue 11, pages 1996-2012, November.
  9. de Zwart, Gerben & Markwat, Thijs & Swinkels, Laurens & van Dijk, Dick, 2009, "The economic value of fundamental and technical information in emerging currency markets," Journal of International Money and Finance, Elsevier, volume 28, issue 4, pages 581-604, June.
  10. Watkins, Karen & van Dijk, Dick & Spronk, Jaap, 2009, "Crisis macroeconómica y desempeño de la empresa individual. La experiencia mexicana," El Trimestre Económico, Fondo de Cultura Económica, volume 76, issue 304, pages 991-1026, octubre-d, DOI: http://dx.doi.org/10.20430/ete.v76i.
  11. Karen Watkins & Jaap Spronk & Dick Van Dijk, 2009, "Corporate governance and performance during normal and crisis periods: evidence from an emerging market perspective," International Journal of Corporate Governance, Inderscience Enterprises Ltd, volume 1, issue 4, pages 382-399.
  12. Alberto Musso & Livio Stracca & Dick van Dijk, 2009, "Instability and Nonlinearity in the Euro-Area Phillips Curve," International Journal of Central Banking, International Journal of Central Banking, volume 5, issue 2, pages 181-212, June.
  13. Karim Bannouh & Dick van Dijk & Martin Martens, 2009, "Range-Based Covariance Estimation Using High-Frequency Data: The Realized Co-Range -super-," Journal of Financial Econometrics, Oxford University Press, volume 7, issue 4, pages 341-372, Fall.
  14. Irina Tochitskaya & Lúcio Vinhas de Souza, 2009, "Trade relations between an enlarged EU and the Russian Federation, and its effects in Belarus," Economic Change and Restructuring, Springer, volume 42, issue 1, pages 1-24, May, DOI: 10.1007/s10644-008-9064-2.
  15. Lúcio Vinhas de Souza, 2009, "Russia's Recent Economic and Reform Performance and Remaining Reform Challenges," Journal of the New Economic Association, New Economic Association, issue 1-2, pages 207-222.

2008

  1. Fidrmuc, Jan & Gërxhani, Klarita, 2008, "Mind the gap! Social capital, East and West," Journal of Comparative Economics, Elsevier, volume 36, issue 2, pages 264-286, June.
  2. Lejour, Arjan & Rojas-Romagosa, Hugo & Verweij, Gerard, 2008, "Opening services markets within Europe: Modelling foreign establishments in a CGE framework," Economic Modelling, Elsevier, volume 25, issue 5, pages 1022-1039, September.
  3. Heij, Christiaan & van Dijk, Dick & Groenen, Patrick J.F., 2008, "Macroeconomic forecasting with matched principal components," International Journal of Forecasting, Elsevier, volume 24, issue 1, pages 87-100.
  4. Michiel de Pooter & Martin Martens & Dick van Dijk, 2008, "Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data—But Which Frequency to Use?," Econometric Reviews, Taylor & Francis Journals, volume 27, issue 1-3, pages 199-229, DOI: 10.1080/07474930701873333.

2007

  1. Péter Gál, 2007, "Unfavourable investment data – risks to economic growth?," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), volume 2, issue 1, pages 12-21, June.
  2. Klarita Gërxhani, 2007, "“Did You Pay Your Taxes?” How (Not) to Conduct Tax Evasion Surveys in Transition Countries," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 80, issue 3, pages 555-581, February, DOI: 10.1007/s11205-006-0007-x.
  3. Klarita Gërxhani, 2007, "Explaining gender differences in tax evasion: the case of Tirana, Albania," Feminist Economics, Taylor & Francis Journals, volume 13, issue 2, pages 119-155, DOI: 10.1080/13545700601184856.
  4. Kouwenberg, Roy & Ziemba, William T., 2007, "Incentives and risk taking in hedge funds," Journal of Banking & Finance, Elsevier, volume 31, issue 11, pages 3291-3310, November.
  5. Lippi, Francesco & Neri, Stefano, 2007, "Information variables for monetary policy in an estimated structural model of the euro area," Journal of Monetary Economics, Elsevier, volume 54, issue 4, pages 1256-1270, May.
  6. Paolo Angelini & Francesco Lippi, 2007, "Did Prices Really Soar after the Euro Cash Changeover? Evidence from ATM Withdrawals," International Journal of Central Banking, International Journal of Central Banking, volume 3, issue 4, pages 1-22, December.
  7. Heij, Christiaan & Groenen, Patrick J.F. & van Dijk, Dick, 2007, "Forecast comparison of principal component regression and principal covariate regression," Computational Statistics & Data Analysis, Elsevier, volume 51, issue 7, pages 3612-3625, April.
  8. van Dijk, Dick & Hans Franses, Philip & Peter Boswijk, H., 2007, "Absorption of shocks in nonlinear autoregressive models," Computational Statistics & Data Analysis, Elsevier, volume 51, issue 9, pages 4206-4226, May.
  9. Giordani, Paolo & Kohn, Robert & van Dijk, Dick, 2007, "A unified approach to nonlinearity, structural change, and outliers," Journal of Econometrics, Elsevier, volume 137, issue 1, pages 112-133, March.
  10. Martens, Martin & van Dijk, Dick, 2007, "Measuring volatility with the realized range," Journal of Econometrics, Elsevier, volume 138, issue 1, pages 181-207, May.
  11. Philipp Engler & Terhi Jokipii & Christian Merkl & Pablo Rovira Kaltwasser & Lúcio Vinhas de Souza, 2007, "The effect of capital requirement regulation on the transmission of monetary policy: evidence from Austria," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 34, issue 5, pages 411-425, December, DOI: 10.1007/s10663-007-9041-4.

2006

  1. Gerxhani, Klarita & Schram, Arthur, 2006, "Tax evasion and income source: A comparative experimental study," Journal of Economic Psychology, Elsevier, volume 27, issue 3, pages 402-422, June.
  2. Cumperayot, Phornchanok & Keijzer, Tjeert & Kouwenberg, Roy, 2006, "Linkages between extreme stock market and currency returns," Journal of International Money and Finance, Elsevier, volume 25, issue 3, pages 528-550, April.
  3. William Fuchs & Francesco Lippi, 2006, "Monetary Union with Voluntary Participation -super-1," The Review of Economic Studies, Review of Economic Studies Ltd, volume 73, issue 2, pages 437-457.
  4. Swanson, Norman R. & van Dijk, Dick, 2006, "Are Statistical Reporting Agencies Getting It Right? Data Rationality and Business Cycle Asymmetry," Journal of Business & Economic Statistics, American Statistical Association, volume 24, pages 24-42, January.
  5. Harvey, David I. & van Dijk, Dick, 2006, "Sample size, lag order and critical values of seasonal unit root tests," Computational Statistics & Data Analysis, Elsevier, volume 50, issue 10, pages 2734-2751, June.
  6. Van Dijk, Dick, 2006, "Paul D. McNelis, Neural networks in finance--gaining predictive edge in the market, Elsevier Academic Press (2005) ISBN 0-12-485967-4 hardcover, 243 pages," International Journal of Forecasting, Elsevier, volume 22, issue 2, pages 407-408.
  7. Karen Watkins & Dick Van Dijk & Jaap Spronk, 2006, "Corporate Governance and Performance during the Aftermath of the 1994 Mexican Crisis," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 2, issue 2, pages 39-55, Enero-Jun.
  8. Philip Hans Franses & Dick van Dijk, 2006, "A simple test for PPP among traded goods," Applied Financial Economics, Taylor & Francis Journals, volume 16, issue 1-2, pages 19-27, DOI: 10.1080/09603100500390711.
  9. Kristina Kittelmann & Marcel Tirpak & Rainer Schweickert & Lúcio Vinhas De Souza, 2006, "From Transition Crises to Macroeconomic Stability? Lessons from a Crises Early Warning System for Eastern European and CIS Countries," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 48, issue 3, pages 410-434, September.

2005

  1. Cukierman, Alex & Lippi, Francesco, 2005, "Endogenous monetary policy with unobserved potential output," Journal of Economic Dynamics and Control, Elsevier, volume 29, issue 11, pages 1951-1983, November.
  2. Dedola, Luca & Lippi, Francesco, 2005, "The monetary transmission mechanism: Evidence from the industries of five OECD countries," European Economic Review, Elsevier, volume 49, issue 6, pages 1543-1569, August.
  3. Paap, Richard & Franses, Philip Hans & van Dijk, Dick, 2005, "Does Africa grow slower than Asia, Latin America and the Middle East? Evidence from a new data-based classification method," Journal of Development Economics, Elsevier, volume 77, issue 2, pages 553-570, August.
  4. van Dijk, Dick & Osborn, Denise R. & Sensier, Marianne, 2005, "Testing for causality in variance in the presence of breaks," Economics Letters, Elsevier, volume 89, issue 2, pages 193-199, November.
  5. van der Hart, Jaap & de Zwart, Gerben & van Dijk, Dick, 2005, "The success of stock selection strategies in emerging markets: Is it risk or behavioral bias?," Emerging Markets Review, Elsevier, volume 6, issue 3, pages 238-262, September.
  6. Franses, Philip Hans & van Dijk, Dick, 2005, "The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production," International Journal of Forecasting, Elsevier, volume 21, issue 1, pages 87-102.
  7. Terasvirta, Timo & van Dijk, Dick & Medeiros, Marcelo C., 2005, "Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination," International Journal of Forecasting, Elsevier, volume 21, issue 4, pages 755-774.
  8. Terasvirta, Timo & van Dijk, Dick & Medeiros, Marcelo C., 2005, "Reply," International Journal of Forecasting, Elsevier, volume 21, issue 4, pages 781-783.
  9. Fok, Dennis & van Dijk, Dick & Franses, Philip Hans, 2005, "Forecasting aggregates using panels of nonlinear time series," International Journal of Forecasting, Elsevier, volume 21, issue 4, pages 785-794.
  10. Philip Hans Franses & Herman K. van Dijk & Dick van Dijk, 2005, "On the dynamics of business cycle analysis: editors' introduction," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 20, issue 2, pages 147-150, DOI: 10.1002/jae.844.
  11. Dick van Dijk & Dennis Fok & Philip Hans Franses, 2005, "A multi-level panel STAR model for US manufacturing sectors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 20, issue 6, pages 811-827, DOI: 10.1002/jae.822.
  12. Vinhas de Souza, Lucio, 2005, "Monetary and Exchange Rate Policies in the CIS Countries: Between the EU and Russia," Journal of Comparative Economics, Elsevier, volume 33, issue 3, pages 421-424, September.
  13. Esanov, Akram & Merkl, Christian & Vinhas de Souza, Lucio, 2005, "Monetary policy rules for Russia," Journal of Comparative Economics, Elsevier, volume 33, issue 3, pages 484-499, September.

2004

  1. Gerxhani, Klarita, 2004, "Tax evasion in transition: Outcome of an institutional clash? Testing Feige's conjecture in Albania," European Economic Review, Elsevier, volume 48, issue 4, pages 729-745, August.
  2. Klarita Gërxhani, 2004, "The Informal Sector in Developed and Less Developed Countries: A Literature Survey," Public Choice, Springer, volume 120, issue 3_4, pages 267-300, September.
  3. Arjan B. Berkelaar & Roy Kouwenberg & Thierry Post, 2004, "Optimal Portfolio Choice under Loss Aversion," The Review of Economics and Statistics, MIT Press, volume 86, issue 4, pages 973-987, November.
  4. Eugenio Gaiotti & Francesco Lippi, 2004, "Pricing Behavior and the Introduction of the Euro: Evidence from a Panel of Restaurants in Italy," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, volume 63, issue 3-4, pages 491-526, December.
  5. Philip Hans Franses & Dick van Dijk & Andre Lucas, 2004, "Short patches of outliers, ARCH and volatility modelling," Applied Financial Economics, Taylor & Francis Journals, volume 14, issue 4, pages 221-231, DOI: 10.1080/0960310042000201174.
  6. Marianne Sensier & Dick van Dijk, 2004, "Testing for Volatility Changes in U.S. Macroeconomic Time Series," The Review of Economics and Statistics, MIT Press, volume 86, issue 3, pages 833-839, August.

2003

  1. Gondzio, Jacek & Kouwenberg, Roy & Vorst, Ton, 2003, "Hedging options under transaction costs and stochastic volatility," Journal of Economic Dynamics and Control, Elsevier, volume 27, issue 6, pages 1045-1068, April.
  2. Berkelaar, Arjan & Kouwenberg, Roy, 2003, "Retirement saving with contribution payments and labor income as a benchmark for investments," Journal of Economic Dynamics and Control, Elsevier, volume 27, issue 6, pages 1069-1097, April.
  3. Roy Kouwenberg, 2003, "Do hedge funds add value to a passive portfolio? Correcting for non-normal returns and disappearing funds," Journal of Asset Management, Palgrave Macmillan, volume 3, issue 4, pages 361-382, March, DOI: 10.1057/palgrave.jam.2240089.
  4. Francesco Lippi, 2003, "Strategic Monetary Policy with Non-Atomistic Wage Setters," The Review of Economic Studies, Review of Economic Studies Ltd, volume 70, issue 4, pages 909-919.
  5. Lundbergh, Stefan & Terasvirta, Timo & van Dijk, Dick, 2003, "Time-Varying Smooth Transition Autoregressive Models," Journal of Business & Economic Statistics, American Statistical Association, volume 21, issue 1, pages 104-121, January.
  6. Dick van Dijk & Philip Hans Franses, 2003, "Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 65, issue s1, pages 727-744, December, DOI: 10.1046/j.0305-9049.2003.00091.x.
  7. Dick van Dijk 1 & Birgit Strikholm & Timo Teräsvirta, 2003, "The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series," Econometrics Journal, Royal Economic Society, volume 6, issue 1, pages 79-98, June.
  8. van der Hart, Jaap & Slagter, Erica & van Dijk, Dick, 2003, "Stock selection strategies in emerging markets," Journal of Empirical Finance, Elsevier, volume 10, issue 1-2, pages 105-132, February.
  9. Dick van Dijk & Philip Hans Franses & Michael P. Clements & Jeremy Smith, 2003, "On SETAR non-linearity and forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., volume 22, issue 5, pages 359-375, DOI: 10.1002/for.863.

2002

  1. Arjan Berkelaar & Phornchanok Cumperayot & Roy Kouwenberg, 2002, "The Effect of VaR Based Risk Management on Asset Prices and the Volatility Smile," European Financial Management, European Financial Management Association, volume 8, issue 2, pages 139-164, June, DOI: 10.1111/1468-036X.00182.
  2. Lippi, Francesco, 2002, "Revisiting the case for a populist central banker," European Economic Review, Elsevier, volume 46, issue 3, pages 601-612, March.
  3. A. M. Robert Taylor & Dick van Dijk, 2002, "Can Tests for Stochastic Unit Roots Provide Useful Portmanteau Tests for Persistence?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 64, issue 4, pages 381-397, September, DOI: 10.1111/1468-0084.00029.
  4. van Dijk, Dick & Franses, Philip Hans & Paap, Richard, 2002, "A nonlinear long memory model, with an application to US unemployment," Journal of Econometrics, Elsevier, volume 110, issue 2, pages 135-165, October.
  5. Dick van Dijk & Timo Terasvirta & Philip Hans Franses, 2002, "Smooth Transition Autoregressive Models — A Survey Of Recent Developments," Econometric Reviews, Taylor & Francis Journals, volume 21, issue 1, pages 1-47, DOI: 10.1081/ETC-120008723.
  6. Mark Hallerberg & Lúcio Vinhas de Souza & William Roberts Clark, 2002, "Political Business Cycles in EU Accession Countries," European Union Politics, , volume 3, issue 2, pages 231-250, June, DOI: 10.1177/1465116502003002005.

2001

  1. Kouwenberg, Roy, 2001, "Scenario generation and stochastic programming models for asset liability management," European Journal of Operational Research, Elsevier, volume 134, issue 2, pages 279-292, October.
  2. Jacek Gondzio & Roy Kouwenberg, 2001, "High-Performance Computing for Asset-Liability Management," Operations Research, INFORMS, volume 49, issue 6, pages 879-891, December, DOI: 10.1287/opre.49.6.879.10015.
  3. Cukierman, Alex & Lippi, Francesco, 2001, "Labour Markets and Monetary Union: A Strategic Analysis," Economic Journal, Royal Economic Society, volume 111, issue 473, pages 541-565, July.
  4. Rothman, Philip & van Dijk, Dick & , Philip Hans, 2001, "Multivariate Star Analysis Of Money–Output Relationship," Macroeconomic Dynamics, Cambridge University Press, volume 5, issue 4, pages 506-532, September.

2000

  1. Monique, W.M. Donders & Roy Kouwenberg & Ton, C. F. Vorst, 2000, "Options and earnings announcements: an empirical study of volatility, trading volume, open interest and liquidity," European Financial Management, European Financial Management Association, volume 6, issue 2, pages 149-171, June, DOI: 10.1111/1468-036X.00118.
  2. Lippi, Francesco, 2000, "Median Voter Preferences, Central Bank Independence and Conservatism," Public Choice, Springer, volume 105, issue 3-4, pages 323-338, December.

1999

  1. Cukierman, Alex & Lippi, Francesco, 1999, "Central bank independence, centralization of wage bargaining, inflation and unemployment:: Theory and some evidence," European Economic Review, Elsevier, volume 43, issue 7, pages 1395-1434, June.
  2. Lippi, Francesco & Swank, Otto H., 1999, "Rational Voters, Elections, and Central Banks: Do Representative Democracies Need Nonrepresentative Institutions?," Journal of Policy Modeling, Elsevier, volume 21, issue 4, pages 515-525, July.
  3. Van Dijk, Dick & Franses, Philip Hans & Lucas, Andre, 1999, "Testing for Smooth Transition Nonlinearity in the Presence of Outliers," Journal of Business & Economic Statistics, American Statistical Association, volume 17, issue 2, pages 217-235, April.
  4. van Dijk, Dick & Franses, Philip Hans & Lucas, Andre, 1999, "Testing for ARCH in the Presence of Additive Outliers," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 14, issue 5, pages 539-562, Sept.-Oct.

1998

  1. Francesco Lippi, 1998, "On Central Bank Independence and the Stability of Policy Targets," Scandinavian Journal of Economics, Wiley Blackwell, volume 100, issue 2, pages 495-512, June, DOI: 10.1111/1467-9442.00116.

1996

  1. Lippi, Francesco & Swank, Otto H., 1996, "Do policymakers' distributional desires lead to an inflationary bias?," Journal of Policy Modeling, Elsevier, volume 18, issue 1, pages 109-116, February.

Books

2024

  1. Fernando Alvarez & Francesco Lippi & Panagiotis Souganidis, 2024, "Caballero–Engel meet Lasry–Lions: A uniqueness result," Mathematics and Financial Economics, Springer, number 13, March, DOI: 10.1007/s11579-024-00370-2.

2019

  1. Manzano, Osmel & Ruiz-Arranz, Marta & Rivera, Luis & Trejos, Alberto & Prat, Jordi & Rojas-Romagosa, Hugo & Guevara, Porfirio & Auguste, Sebastián & Linares, Jennifer & Abuelafia, Emmanuel & Lagarda, , 2019, "El futuro de Centroamérica: Retos para un desarrollo sostenible," IDB Publications (Books), Inter-American Development Bank, number 9705, ISBN: ARRAY(0xacf2c9c8), DOI: http://dx.doi.org/10.18235/0001782.

2006

  1. Lúcio Vinhas de Souza & Oleh Havrylyshyn (ed.), 2006, "Return to Growth in CIS Countries," Springer Books, Springer, number 978-3-540-34264-9, ISBN: ARRAY(0x6e60d3c8), DOI: 10.1007/3-540-34264-8.

1999

  1. Francesco Lippi, 1999, "Central Bank Independence, Targets and Credibility," Books, Edward Elgar Publishing, number 1615, ISBN: ARRAY(0x95107ee8).

Chapters

2021

  1. Klarita Gërxhani & Ronald Wintrobe, 2021, "Understanding Tax Evasion: Combining the Public Choice and New Institutionalist Perspectives," Springer Books, Springer, chapter 30, in: Elodie Douarin & Oleh Havrylyshyn, "The Palgrave Handbook of Comparative Economics", DOI: 10.1007/978-3-030-50888-3_30.
  2. Hugo Rojas-Romagosa, 2021, "The Evolution of Methodology and Coverage of EU Ex Ante Trade Sustainability Impact Assessments (TSIAs)," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: Peter Dixon & Joseph Francois & Dominique van der Mensbrugghe, "POLICY ANALYSIS AND MODELING OF THE GLOBAL ECONOMY A Festschrift Celebrating Thomas Hertel".
  3. Lúcio Vinhas de Souza, 2021, "Models of Financial Integration: The Experience of the Baltics and Central Eastern Europe," Studies in Economic Transition, Palgrave Macmillan, chapter 0, in: Michael Landesmann & István P. Székely, "Does EU Membership Facilitate Convergence? The Experience of the EU's Eastern Enlargement - Volume II", DOI: 10.1007/978-3-030-57702-5_6.

2018

  1. Lúcio Vinhas de Souza & Oliver Dreute & Vladimir Isaila & Jan-Martin Frie, 2018, "Reviving convergence: making EU member states fit for joining the euro area," Chapters, Edward Elgar Publishing, chapter 17, in: Ewald Nowotny & Doris Ritzberger-Grünwald & Helene Schuberth, "Structural Reforms for Growth and Cohesion".

2016

  1. Fernando Alvarez & Francesco Lippi & Juan Passadore, 2016, "Are State- and Time-Dependent Models Really Different?," NBER Chapters, National Bureau of Economic Research, Inc, "NBER Macroeconomics Annual 2016, Volume 31".
  2. Michel van der Wel & Sait R. Ozturk & Dick van Dijk, 2016, "Dynamic Factor Models for the Volatility Surface☆," Advances in Econometrics, Emerald Group Publishing Limited, "Dynamic Factor Models", DOI: 10.1108/S0731-905320150000035004.

2015

  1. Dan Andrews & Chiara Criscuolo & Peter Gal & Carlo Menon, 2015, "Firm Dynamics and Public Policy: Evidence from OECD Countries," RBA Annual Conference Volume (Discontinued), Reserve Bank of Australia, in: Angus Moore & John Simon, "Small Business Conditions and Finance".

2012

  1. Cees Diks & Tomasz Makarewicz, 2012, "Initial Predictions in Learning-to-Forecast Experiment," Lecture Notes in Economics and Mathematical Systems, Springer, chapter 0, in: Andrea Teglio & Simone Alfarano & Eva Camacho-Cuena & Miguel Ginés-Vilar, "Managing Market Complexity", DOI: 10.1007/978-3-642-31301-1_18.

2011

  1. Arjan Berkelaar & Roy Kouwenberg, 2011, "A Liability-Relative Drawdown Approach to Pension Asset Liability Management," Palgrave Macmillan Books, Palgrave Macmillan, chapter 14, in: Gautam Mitra & Katharina Schwaiger, "Asset and Liability Management Handbook", DOI: 10.1057/9780230307230_14.

2008

  1. Eugenio Gaiotti & Francesco Lippi, 2008, "Pricing behaviour and the introduction of the euro: evidence from a panel of restaurants," Springer Books, Springer, chapter 3, in: Paolo Giovane & Roberto Sabbatini, "The Euro, Inflation and Consumer’s Perceptions", DOI: 10.1007/978-3-540-78370-1_4.
  2. Paolo Angelini & Francesco Lippi, 2008, "Did prices really soar after the euro cash changeover? Evidence from ATM withdrawals," Springer Books, Springer, chapter 4, in: Paolo Giovane & Roberto Sabbatini, "The Euro, Inflation and Consumer’s Perceptions", DOI: 10.1007/978-3-540-78370-1_5.
  3. Francesco Ravazzolo & Richard Paap & Dick van Dijk & Philip Hans Franses, 2008, "Chapter 15 Bayesian Model Averaging in the Presence of Structural Breaks," Frontiers of Economics and Globalization, Emerald Group Publishing Limited, "Forecasting in the Presence of Structural Breaks and Model Uncertainty", DOI: 10.1016/S1574-8715(07)00215-1.

2006

  1. Christian M. Hafner & Dick van Dijk & Philip Hans Franses, 2006, "Semi-Parametric Modelling of Correlation Dynamics," Advances in Econometrics, Emerald Group Publishing Limited, "Econometric Analysis of Financial and Economic Time Series", DOI: 10.1016/S0731-9053(05)20003-8.
  2. Lúcio Vinhas de Souza & Oleh Havrylyshyn, 2006, "Introduction: Growth Resumption in the CIS Countries," Springer Books, Springer, chapter 0, in: Lúcio Vinhas de Souza & Oleh Havrylyshyn, "Return to Growth in CIS Countries", DOI: 10.1007/3-540-34264-8_1.
  3. Lúcio Vinhas de Souza & Natalya Selitska, 2006, "Debt Sustainability in the Wider Eastern European Region: The Long Shadow of the EU," Springer Books, Springer, chapter 0, in: Lúcio Vinhas de Souza & Oleh Havrylyshyn, "Return to Growth in CIS Countries", DOI: 10.1007/3-540-34264-8_12.
  4. Lúcio Vinhas de Souza & Rainer Schweickert & Veronica Movchan & Olena Bilan & Igor Burakovsky, 2006, "Now So Near, and Yet Still So Far: Relations Between Ukraine and the European Union," Springer Books, Springer, chapter 0, in: Lúcio Vinhas de Souza & Oleh Havrylyshyn, "Return to Growth in CIS Countries", DOI: 10.1007/3-540-34264-8_7.

2004

  1. Marina Bakanova & Lúcio Vinhas de Souza & Irina Kolesnikova, 2004, "Transition and growth in Belarus," Chapters, Edward Elgar Publishing, chapter 3, in: Gur Ofer & Richard Pomfret, "The Economic Prospects of the CIS".

2003

  1. Francesco Lippi, 2003, "Monetary policy with unobservedpotential output," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Monetary policy in a changing environment".

2001

  1. Jens Hölscher & Lúcio Vinhas de Souza, 2001, "Exchange rate strategies of new EU entrants," Chapters, Edward Elgar Publishing, chapter 9, in: Eric J. Pentecost & André Van Poeck, "European Monetary Integration".

Software components

2018

  1. Fernando Alvarez & Francesco Lippi & Roberto Robatto, 2018, "Code and data files for "Cost of Inflation in Inventory Theoretical Models"," Computer Codes, Review of Economic Dynamics, number 18-233, revised .

2002

  1. Andrea Gerali & Francesco Lippi, 2002, "Matlab codes for escape dynamics," QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles, number 71, revised .
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