2866 Discussion Papers

• 19-030/VI - Discounting the Future: on Climate Change, Ambiguity Aversion and Epstein-Zin Preferences

  Authors: University of Amsterdam; Sweder van Wijnbergen , University of Amsterdam, CDPR

  Date: April 24, 2019

• 19-029/IV - Constructing and using double-adjusted alphas to analyze mutual fund performance

  Authors: Erik Kole, Erasmus University Rotterdam; Reza Brink, Erasmus University Rotterdam

  Date: April 17, 2019

• 19-028/II - The effect of futures markets on the stability of commodity prices

  Authors: Johan de Jong, University of Amsterdam; Joep Sonnemans, University of Amsterdam; Jan Tuinstra, University of Amsterdam

  Date: April 12, 2019

• 19-027/I - Peer Effects and Risk Sharing in Experimental Asset Markets

  Authors: Paul Gortner , Bundesbank ; Joël van der Weele, University of Amsterdam

  Date: April 06, 2019

• 19-026/II - The Degree Ratio Ranking Method for Directed Networks

  Authors: Rene van den Brink, VU Amsterdam; Agnieszka Rusinowska , Paris School of Economics

  Date: April 06, 2019

• 19-025/III - Forecast Density Combinations with Dynamic Learning for Large Data Sets in Economics and Finance

  Authors: Roberto Casarin, University Ca' Foscari of Venice; Stefano Grassi , University of Rome `Tor Vergata'; Francesco Ravazzollo , BI Norwegian Business School; Herman K. van Dijk , Erasmus University Rotterdam

  Date: April 01, 2019

• 19-024/V - An introduction to Participatory Value Evaluation

  Authors: Niek Mouter, Delft University of Technology ; Paul Koster, Vrije Universiteit Amsterdam; Thijs Dekker, University of Leeds

  Date: March 23, 2019

• 19-023/VIII - The Welfare Effects of Greenbelt Policy: Evidence from England

  Authors: Hans Koster, Vrije Universiteit Amsterdam; Mohammad Saeed Zabihidan, Razi University

  Date: March 23, 2019

• 19-022/II - The alpha-constant-sum games

  Authors: Wenna Wang, Northwestern Polytechnical University, VU University; Rene van den Brink, VU University; Hao Sun, Northwestern Polytechnical University; Genjiu Xu, Northwestern Polytechnical University; Zhengxing Zou, Beijing Institute of Technology, VU University, Amsterdam

  Date: March 15, 2019

• 19-021/III - Can Google Search Data Help Predict Macroeconomic Series?

  Authors: Robin Niesert; Jochem Oorschot, Econometric Institute, Erasmus University; Chris Veldhuisen; Kester Brons; Rutger-Jan Lange, Econometric Institute, Erasmus University

  Date: March 15, 2019

• 19-020/VIII - Residential parking costs and car ownership: Implications for parking policy and automated vehicles

  Authors: Francis Ostermeijer, Vrije Universiteit Amsterdam; Hans Koster, Vrije Universiteit Amsterdam, National Research University; Jos van Ommeren, Vrije Universiteit Amsterdam

  Date: March 13, 2019

• 19-019/VII - Endogenous Repo Cycles

  Authors: Makoto Watanabe, VU Amsterdam; Vyacheslav Arbuzov, University of Rochester; Yu Awaya, University of Rochester; Hiroki Fukai, Kyushu University

  Date: February 22, 2019

• 19-018/III - Bayesian Risk Forecasting for Long Horizons

  Authors: Agnieszka Borowska, VU Amsterdam; Lennart Hoogerheide, VU Amsterdam; Siem Jan Koopman, VU Amsterdam

  Date: February 22, 2019

• 19-017/VIII - Regulating dynamic congestion externalities with tradable credit schemes: does a unique equilibrium exist?

  Authors: Yue Bao, VU Amsterdam; Erik Verhoef, VU Amsterdam; Paul Koster, VU Amsterdam

  Date: February 20, 2019

• 19-016/II - Bubbles, crashes and information contagion in large-group asset market experiments

  Authors: Cars Hommes, University of Amsterdam; Anita Kopányi-Peuker, University of Amsterdam; Joep Sonnemans, University of Amsterdam

  Date: February 20, 2019

• 19-015/VIII - The Global Macroeconomics of a Trade War: The EAGLE model on the US-China trade conflict

  Authors: Wilko Bolt, The Nederlandsche Bank, Vrije Universiteit; Kostas Mavromatis, The Nederlandsche Bank, University of Amsterdam; Sweder van Wijnbergen, The Nederlandsche Bank, University of Amsterdam

  Date: February 20, 2019

• 19-014/VII - State-aided Price Coordination in the Dutch Mortgage Market

  Authors: Mark Dijkstra, Utrecht University ; Maarten Pieter Schinkel, University of Amsterdam

  Date: February 20, 2019

• 19-013/IV - Closed-Form Multi-Factor Copula Models with Observation-Driven Dynamic Factor Loadings

  Authors: Anne Opschoor, Vrije Universiteit Amsterdam and Tinbergen Institute; André Lucas, Vrije Universiteit Amsterdam and Tinbergen Institute; Istvan Barra, Independent Research; Dick van Dijk , Erasmus Universiteit Rotterdam and Tinbergen Institute

  Date: February 19, 2019

• 19-012/III - Transformed Perturbation Solutions for Dynamic Stochastic General Equilibrium Models

  Authors: Francisco Blasques, VU Amsterdam; Marc Nientker, VU Amsterdam

  Date: February 20, 2019

• 19-011/V - Unravelling Hidden Inequities in a Universal Public Long-Term Care System

  Authors: Pilar Garcia-Gomez, Erasmus University Rotterdam,; Helena Hernández-Pizarro, Universitat Pompeu Fabra; Guillem López-Casasnovas, Universitat Pompeu Fabra; Joaquim Vidiella-Martin, Erasmus University Rotterdam

  Date: February 20, 2019