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Content
2023
2022
- 22-098/V Skills, Parental Sorting, and Child Inequality
by Martin Nybom & Erik Plug & Bas van der Klaauw & Lennart Ziegler
- 22-097/II Na?ve Learning in Social Networks with Fake News: Bots as a Singularity
by Saeed Badri & Bernd Heidergott & Ines Lindner
- 22-096/VI Working from Home in the Netherlands: Looking Inside the Blackbox of Work and Occupations
by Emil Mihaylov
- 22-095/V Selective Exercise of Discretion in Disability Insurance Awards
by Pilar Garcia-Gomez & Pierre Koning & Owen O'Donnell & Carlos Riumallo Herl
- 22-094/III Multivariate quantile regression using superlevel sets of conditional densities
by Annika Camehl & Dennis Fok & Kathrin Gruber
- 22-093/III Fully Modified Estimation in Cointegrating Polynomial Regressions: Extensions and Monte Carlo Comparison
by Yicong Lin & Hanno Reuvers
- 22-092/III Cointegrating Polynomial Regressions With Power Law Trends: Environmental Kuznets Curve or Omitted Time Effects?
by Yicong Lin & Hanno Reuvers
- 22-091/V Two Birds with One Stone: Technology Adoption and Market Participation through Protection against Crop Failure
by Wouter Zant
- 22-090/I Optimal Incentives without Expected Utility
by Víctor González-Jiménez
- 22-089/III Finding the European crime drop using a panel data model with stochastic trends
by Ilka van de Werve & Siem Jan Koopman
- 22-088/IV Intergenerational Sharing ofUnhedgeable Inflation Risk
by Damiaan H.J. Chen & Roel M.W.J. Beetsma & Sweder J.G. van Wijnbergen
- 22-086/II Disinformation for Hire: Examining the Production of False COVID-19 Information
by Alain Cohn & Jan Stoop & Hatim A. Rahman
- 22-085/V Firm Consolidation and Labor Market Outcomes
by Sabien Dobbelaere & Grace McCormack & Daniel Prinz & Sándor Sóvágó
- 22-083/V Empirical Evaluation of Broader Job Search Requirements for Unemployed Workers
by Bas van der Klaauw & Heike Vethaak
- 22-082/VI Optimal Commodity Taxation When Households Earn Multiple Incomes
by Kevin Spiritus
- 22-081/V Why life gets better after age 50, for some: mental well-being and the social norm of work
by Coen van de Kraats & Titus Galama & Maarten Lindeboom
- 22-080/III Robust Inference for Non-Gaussian SVAR models
by Lukas Hoesch & Adam Lee & Geert Mesters
- 22-079/I Mental Health Literacy, Beliefs and Demand for Mental Health Support among University Students
by Michelle Acampora & Francesco Capozza & Vahid Moghani
- 22-078/IV Firm subsidies, financial intermediation, and bank stability
by Aleksandr Kazakov & Michael Koetter & Mirko Titze & Lena Tonzer
- 22-077/V Costs and benefits of an Individual Learning Account (ILA): A simulation analysis for the Netherlands
by Henri Bussink & Bas ter Weel
- 22-076/IV The Demand for Programmable Payments
by Charles M. Kahn & Maarten R.C. van Oordt
- 22-074/VII Political Regimes, Party Ideological Homogeneity and Polarization
by Micael Castanheira & Benoit S Y Crutzen
- 22-073/VII Comparative Politics with Intraparty Candidate Selection
by Benoit S Y Crutzen & Nicolas Sahuguet
- 22-072/V Long-term returns to local health-care spending
by Jakub Cerveny & Jan C. van Ours
- 22-071/VIII Import competition and domestic transport costs
by Michiel Gerritse & Andrea Caragliu
- 22-070/III Dynamic Partial Correlation Models
by Enzo D'Innocenzo & André Lucas
- 22-069/III Does economic uncertainty predict real activity in real-time?
by Bart Keijsers & Dick van Dijk
- 22-068/V Tax incentives for high skilled migrants: evidence from a preferential tax scheme in the Netherlands
by Lisa Marie Timm & Massimo Giuliodori & Paul Muller
- 22-067/VII Artificial Collusion: Examining Supracompetitive Pricing by Q-learning Algorithms
by Arnoud V. den Boer & Janusz M. Meylahn & Maarten Pieter Schinkel
- 22-066/III Implicit score-driven filters for time-varying parameter models
by Rutger-Jan Lange & Bram van Os & Dick van Dijk
- 22-065/I Can Communication Mitigate Strategic Delays in Investment Timing?
by Ay?e Gül Mermer & Sander Onderstal & Joep Sonnemans
- 22-064/IV A Note on the Use of Syndicated Loan Data
by Isabella Müller & Felix Noth & Lena Tonzer
- 22-063/VI Goldilocks: American precious metals and the Rise of the West
by Yao Chen & Nuno Palma & Felix Ward
- 22-062/I Occupational sorting on genes
by Thomas Buser & Rafael Ahlskog & Magnus Johannesson & Sven Oskarsson
- 22-061/V Competitiveness and investments under emissions trading
by Leon Bremer & Konstantin Sommer
- 22-060/VIII Emission Pricing and Capital Replacement: Evidence from Aircraft Fleet Renewal
by Gerben de Jong
- 22-059/V Do early episodes of depression and anxiety make homelessness more likely?
by Julie Moschion & Jan C. van Ours
- 22-058/VIII The river pollution claims problem
by Yuzhi Yang & Erik Ansink
- 22-057/V International Assortative Matching in the European Labor Market
by Thomas Peeters & Jan C. van Ours
- 22-056/VIII A meta-analysis of the total economic impact of climate change
by Richard S.J. Tol
- 22-055/I Pitfalls of pay transparency: Evidence from the lab and the field
by Katharina Brütt & Huaiping Yuan
- 22-054/I Time Pressure Preferences
by Thomas Buser & Roel van Veldhuizen & Yang Zhong
- 22-053/III A Flexible Predictive Density Combination for Large Financial Data Sets in Regular and Crisis Periods
by Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk
- 22-052/V The Impact of Absent Coworkers on Productivity in Teams
by Sam Hoey & Thomas Peeters & Jan C. van Ours
- 22-051/V Nobel students beget Nobel professors
by Richard S.J. Tol
- 22-050/V How Retirement Affects Mental Health, Cognitive Skills and Mortality; an Overview of Recent Empirical Evidence
by Jan C. van Ours
- 22-049/VI Consumption Choices and Earnings Expectations: Empirical Evidence and Structural Estimation
by Christian Stoltenberg & Arne Uhlendorff
- 22-048/V Till debt do us part: strategic divorces and a test of moral hazard
by Yeorim Kim & Mauro Mastrogiacomo & Stefan Hochguertel & Hans Bloemen
- 22-047/I Does Growing up in Economic Hard Times Increase Compassion? The Case of Attitudes towards Immigration
by Maria Cotofan & Robert Dur & Stephan Meier
- 22-046/I Impulsiveness moderates the effects of exogenous attention on the sensitivity to gains and losses in risky lotteries
by Alejandro Hirmas & Jan Engelmann
- 22-040/V Identifying Risk-based Selection in Social Insurance: New Approaches and Findings
by Mette Ejrnæs & Stefan Hochguertel
- 22-039/VI The effects of market integration on pollution: an analysis of EU enlargements
by Konstantin Sommer & Henri L.F. de Groot & Franc Klaassen
- 22-038/III Confidence Intervals for Recursive Journal Impact Factors
by Johannes König & David I. Stern & Richard S.J. Tol
- 22-037/II The locally partial permission value for games with a permission structure
by Hao Wu & Rene van den Brink & Arantza Estevez-Fernandez
- 22-036/II Highway toll allocation
by Hao Wu & Rene van den Brink & Arantza Estevez-Fernandez
- 22-035/VIII Public transport investments, commuting and gentrification: Evidence from Copenhagen
by Ismir Mulalic & Jan Rouwendal
- 22-034/VI Quantifying Systemic Risk in the Presence of Unlisted Banks: Application to the Dutch Financial Sector
by Daniel Dimitrov & Sweder van Wijnbergen
- 22-033/V Prolonged worklife among grandfathers: Spillover effects on grandchildren's educational outcomes
by Jim Been & Anne C. Gielen & Marike Knoef & Gloria Moroni
- 22-032/VI Advance Information and Consumption Insurance: Evidence from Panel Data
by Marcelo Pedroni & Swapnil Singh & Christian Stoltenberg
- 22-031/VI Output Divergence in Fixed Exchange Rate Regimes
by Yao Chen & Felix Ward
- 22-030/V The short-term effect of the COVID-19 crisis on employment probabilities of labour-market entrants in the Netherlands
by Henri Bussink & Tobias Vervliet & Bas ter Weel
- 22-029/II SHE canÕt afford it and HE doesnÕt want it: The gender gap in the COVID-19 consumption response
by Stefanie Huber
- 22-028/VI Intergenerational Risk Sharing with Market Liquidity Risk
by Daniel Dimitrov
- 22-027/V Human Capital Formation: The Effect of a Miscarriage on Mental Health, Labour Market, and Family Outcomes
by Sara Rellstab & Pieter Bakx & Pilar Garci‡-G—mez
- 22-026/V Human Capital Formation: The Importance of Endogenous Longevity
by Titus Galama & Hans van Kippersluis
- 22-025/V Good or Bad? Short- versus Long-Term Effects of Multigrading on Child Achievement
by Gian Paolo Barbetta & Patrick Chuard-Keller & Giuseppe Sorrenti & Gilberto Turati
- 22-024/V Why Do Temporary Workers Have Higher Disability Insurance Risks Than Permanent Workers?
by Pierre Koning & Paul Muller & Roger Prudon
- 22-022/III Asymptotic properties of the weighted average least squares (WALS) estimator
by Giuseppe De Luca & Jan Magnus & Franco Peracchi
- 22-021/V Fertility and Parental Retirement
by Julius Ilciukas
- 22-020/VII Personalized Pricing, Competition and Welfare
by Harold Houba & Evgenia Motchenkova & Hui Wang
- 22-019/V The Economics and Econometrics of Gene-Environment Interplay
by Pietro Biroli & Titus Galama & Stephanie von Hinke & Hans van Kippersluis & Cornelius Rietveld & Kevin Thom
- 22-018/VI Optimal Commodity Taxation Under Non-linear Income Taxation
by Kevin Spiritus
- 22-017/IV Risk-Taking, Competition and Uncertainty: Do Contingent Convertible (CoCo) Bonds Increase the Risk Appetite of Banks?
by Mahmoud Fatouh & Ioana Neamtu & Sweder van Wijnbergen
- 22-016/I Habitual Communication
by Konstantinos Ioannidis
- 22-015/IV The Emerging Autonomy–Stability Choice for Stablecoins
by Maarten van Oordt
- 22-014/V Do firms or workers drive the foreign acquisition wage premium?
by Marcus Rösch & Michiel Gerritse & Bas Karreman & Frank van Oort & Bart Loog
- 22-013/III A Flexible Predictive Density Combination Model for Large Financial Data Sets in Regular and Crisis Periods
by Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman van Dijk
- 22-009/II Nevertheless, they persist: Cross-Country Differences in Homeownership Behavior
by Stefanie Huber & Tobias Schmidt
- 22-008/II Gender Differences in Private and Public Goal Setting
by Jordi Brandts & Sabrine El Baroudi & Stefanie Huber & Christina Rott
- 22-007/IV This article establishes the Poisson optional stopping times (POST) method by Lange et al. (2020) as a near-universal method for solving liquidity-constrained American options, or, equivalently, penalised optimal-stopping problems. In this setup, the decision maker is permitted to “stop†, i.e. exercise the option, only at a set of Poisson arrival times; this can be viewed as a liquidity constraint or “penalty†that limits access to optionality. We use monotonicity arguments in function space to establish that the POST algorithm either (i) finds the solution or (ii) demonstrates that no solution exists. The monotonicity of POST carries over to the discretised setting, where we additionally show geometric convergence and provide convergence bounds. For jump-diffusion processes, dense matrix factorisation may be avoided by using a suitable operator-splitting method for which we prove convergence. We also highlight a connection with linear complementarity problems (LCPs). We use the POST algorithm to value American options and compute early-exercise boundaries for Kou’s jump-diffusion model and Heston’s stochastic volatility model, illustrating the breadth of application and numerical reliability of the method
by Jean-Claude Hessing & Rutger-Jan Lange & Daniel Ralph
- 22-005/VII How to reduce discrimination? Evidence from a field experiment in amateur soccer
by Robert Dur & Carlos Gomez-Gonzalez & Cornel Nesseler
- 22-004/VIII Autonomous cars and activity-based bottleneck model: How do in-vehicle activities determine aggregate travel patterns?
by Xiaojuan Yu & Vincent A.C. van den Berg & Erik T. Verhoef
- 22-002/VIII Business models for Mobility as an Service
by Vincent A.C. van den Berg & Henk Meurs & Erik T. Verhoef
- 22-000/III Estimating Option Pricing Models Using a Characteristic Function Based Linear State Space Representation
by H. Peter Boswijk & Roger J. A. Laeven & Evgenii Vladimirov
- 21-101/IV The corporate calendar and the timing of share repurchases and equity compensation
by Ingolf Dittmann & Amy Yazhu Li & Stefan Obernberger & Jiaqi Zheng
- 21-080/III Moments, Shocks and Spillovers in Markov-switching VAR Models
by Erik Kole & Dick van Dijk
2021
- 23-039/III Time-varying effects of housing attributes and economic environment on housing prices
by Marina Friedrich & Yicong Lin & Pavitram Ramdaras & Sean Telg & Bernhard van der Sluis
- 22-023/I Weighting the Waiting: Intertemporal Social Preferences
by Kirsten I.M. Rohde & Job van Exel & Merel A.J. van Hulsen
- 21-088/I Using Genes to Explore the Effects of Cognitive and Non-cognitive Skills on Education and Labor Market Outcomes
by Thomas Buser & Rafael Ahlskog & Magnus Johannesson & Philipp Koellinger & Sven Oskarsson
- 21-082/IV Corporate Acquisitions and Bank Relationships
by Steven Poelhekke & Razvan Eduard Vlahu & Vadym Volosovych
- 21-062/III Equity Risk Factors for the Long and Short Run: Pricing and Performance at Different Frequencies
by Terri van der Zwan & Erik Hennink & Patrick Tuijp
- 21-061/VI Unemployment and tax design
by Albert Jan Hummel
- 21-060/VI On the Foundations of Competitive Search Equilibrium with and without Market Maker
by James Albrecht & Xiaoming Cai & Pieter Gautier & Susan Vroman
- 21-059/III COVID-19, Credit Risk and Macro Fundamentals
by Anna Dubinova & Andre Lucas & Sean Telg
- 21-058/VI Search, Screening and Sorting
by Xiaoming Cai & Pieter Gautier & Ronald Wolthoff
- 21-057/III Common and Idiosyncratic Conditional Volatility Factors: Theory and Empirical Evidence
by Francisco Blasques & Enzo D'Innocenzo & Siem Jan Koopman
- 21-056/III Vector Autoregressions with Dynamic Factor Coefficients and Conditionally Heteroskedastic Errors
by Paolo Gorgi & Siem Jan Koopman & Julia Schaumburg
- 21-055/IV The Effects of Usury Ceilings on Consumers Welfare: Evidence from the Microcredit Market in Colombia
by Laura Marcela Capera Romero
- 21-054/V Early-life Famine Exposure, Hunger Recall and Later-life Health
by Zichen Deng & Maarten Lindeboom
- 21-053/III Quantifying time-varying forecast uncertainty and risk for the real price of oil
by Knut Are Aastveit & Jamie Cross & Herman K. van Dijk
- 21-052/VI On existence of private unemployment insurance with advance information on future job losses
by Piotr Denderski & Christian A. Stoltenberg
- 21-051/VI Monopsony power, income taxation and welfare
by Albert Jan Hummel
- 21-050/VII Voting right rotation, behavior of committee members and financial market reactions: Evidence from the U.S. Federal Open Market Committee
by Michael Ehrmann & Robin Tietz & Bauke Visser
- 21-049/V Reputation Shocks and Strategic Responses in Electoral Campaigns
by Rubén Poblete Cazenave
- 21-048/V How Sensitive are Sports Fans to Unemployment?
by J. James Reade & Jan C. van Ours
- 21-047/VIII Oil discoveries and protectionism: role of news effects
by Fidel Sebastian-Perez & Ohad Raveh & Rick van der Ploeg
- 21-046/VI The risk-adjusted carbon price
by Rick van der Ploeg & Ton van den Bremer
- 21-045/VI On current and future carbon prices in a risky world
by Stan Olijslagers & Rick van der Ploeg & Sweder van Wijnbergen
- 21-044/VII Concentration of power at the editorial boards of economics journals
by Lorenzo Ductor & Bauke Visser
- 21-043/VII When a coauthor joins an editorial board
by Lorenzo Ductor & Bauke Visser
- 21-042/V Bias in expert product reviews
by Ben Vollaard & Jan C. van Ours
- 21-041/VII Leaders, Factions and Electoral Success
by Benoit S Y Crutzen & Sabine Flamand
- 21-040/III Clustering Dynamics and Persistence for Financial Multivariate Panel Data
by Igor Custodio João & Andre Lucas & Julia Schaumburg
- 21-039/VII The Best at the Top? Candidate Ranking Strategies Under Closed List Proportional Representation
by Benoit S Y Crutzen & Hideo Konishi & Nicolas Sahuguet
- 21-038/III Weighted-average least squares (WALS): Confidence and prediction intervals
by Giuseppe De Luca & Jan R. Magnus & Franco Peracchi
- 21-037/IV Lockdowns as options
by S.J.G. van Wijnbergen
- 21-036/III Heterogeneity in Manufacturing Growth Risk
by Daan Opschoor & Dick van Dijk & Philip Hans Franses
- 21-035/V Disparities in socio-economic status and BMI in the UK are partly due to genetic and environmental luck
by Casper A.P. Burik & Hyeokmoon Kweon & Philipp D. Koellinger
- 21-034/VI Invariance of Unemployment and Vacancy Dynamics with Respect to Diminishing Returns to Labor at the Firm Level
by Björn Brügemann
- 21-033/VI Reconstruction of the Spanish Money Supply, 1492-1810
by Felix Ward & Yao Chen & Nuno Palma
- 21-032/IV The Banker's Oath And Financial Advice
by Utz Weitzel & Michael Kirchler
- 21-031/I Top Down or Bottom Up? Disentangling the Channels of Attention in Risky Choice
by Jan Engelmann & Alejandro Hirmas & Joël van der Weele
- 21-030/VI Macroeconomic disasters and consumption smoothing
by Lorenzo Pozzi & Barbara Sadaba
- 21-029/VIII Pcoins for parking: a field experiment with tradable mobility permits
by Devi Brands & Erik Verhoef & Jasper Knockaert
- 21-028/II Sharing the cost of cleaning up a polluted river
by Wenzhong Li & Genjiu Xu & Rene van den Brink
- 21-027/III Sectoral slowdowns in the UK: Evidence from transmission probabilities and economic linkages
by Eva Janssens & Robin Lumsdaine
- 21-026/VIII Unravelling urban advantages - A meta-analysis of agglomeration economies
by Stuart Donovan & Thomas de Graaff & Henri de Groot & Carl Koopmans
- 21-025/VI Optimal Taxation of Normal and Excess Returns to Risky Assets
by Robin Boadway & Kevin Spiritus
- 21-024/II Balanced Externalities and the Proportional Allocation of Nonseparable Contributions
by Rene van den Brink & Youngsub Chun & Yukihiko Funaki & Zhengxing Zou
- 21-023/I The initial deposit decision and the occurrence of bank runs
by Johan de Jong
- 21-022/IV The option value of vacant land: Don't build when demand for housing is booming
by Rutger-Jan Lange & Coen N. Teulings
- 21-021/VIII Will urban air mobility fly? The efficiency and distributional impacts of UAM in different urban spatial structures
by Anna Straubinger & Erik T. Verhoef & Henri L.F. de Groot
- 21-020/III Time-varying state correlations in state space models and their estimation via indirect inference
by Caterina Schiavoni & Siem Jan Koopman & Franz Palm & Stephan Smeekes & Jan van den Brakel
- 21-019/IV Networks, Communication and Hierarchy: Applications to Cooperative Games
by Encarnacion Algaba & Rene van den Brink
- 21-018/VI Disentangling Covid-19, Economic Mobility, and Containment Policy Shocks
by Annika Camehl & Malte Rieth
- 21-017/III Bayes estimates of multimodal density features using DNA and Economic Data
by Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk
- 21-016/III A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance
by Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk
- 21-015/VIII Citywide parking policy and traffic: Evidence from Amsterdam
by Francis Ostermeijer & Hans RA Koster & Leonardo Nunes & Jos van Ommeren
- 21-014/VIII Technology vs information to promote conservation: Evidence from water audits
by Erik Ansink & Carmine Ornaghi & Mirco Tonin
- 21-013/V Eliciting time preferences when income and consumption vary: Theory, validation & application to job search
by Michele Belot & Philipp Kircher & Paul Muller
- 21-012/I The Informational Affective Tie Mechanism: On the Role of Uncertainty, Context, and Attention in Caring
by Frans van Winden
- 21-011/VIII Market power in California's water market
by Françeska Tomori & Erik Ansink & Harold Houba & Nick Hagerty & Charles Bos
- 21-010/III Tail Heterogeneity for Dynamic Covariance Matrices: the F-Riesz Distribution
by Andre Lucas & Anne Opschoor & Luca Rossini
- 21-009/IV Bankruptcy Codes and Risk Sharing of Currency Unions
by Xuan Wang
- 21-008/III Regularized estimation for panel time series models with dynamic factors and local cross-sectional dependence
by Quint Wiersma & Siem Jan Koopman & Julia Schaumburg & Etienne Wijler
- 21-007/III Weak versus strong dominance of shrinkage estimators
by Giuseppe De Luca & Jan R. Magnus
- 21-006/III Forecasting in a changing world: from the great recession to the COVID-19 pandemic
by Mariia Artemova & Francisco Blasques & Siem Jan Koopman & Zhaokun Zhang
- 21-005/VII Going Through The Roof: On Prices for Drugs Sold Through Insurance
by Jurjen Kamphorst & Vladimir Karamychev
- 21-004/III Robust Estimation of Probit Models with Endogeneity
by Andrea A. Naghi & Máté Váradi & Mikhail Zhelonkin
- 21-003/V Mental Health Effects of Same-Sex Marriage Legalization
by Shuai Chen & Jan van Ours
- 21-002/VII Macroeconomic Conditions When Young Shape Job Preferences for Life
by Maria Cotofan & Lea Cassar & Robert Dur & Stephan Meijer
- 21-001/V The Value Added of Machine Learning to Causal Inference: Evidence from Revisited Studies
by Anna Baiardi & Andrea A. Naghi
2020
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