Discussion Papers

21-109/III - Heterogeneous Macro and Financial Effects of ECB Asset Purchase Programs

Authors: Terri van der Zwan, Erasmus University Rotterdam, Tinbergen Institute; Erik Kole, Erasmus University Rotterdam, Tinbergen Institute; Michel van der Wel, Erasmus University Rotterdam, Tinbergen Institute

Date: December 24, 2021

21-108/V - Genetic Advantage and Equality of Opportunity in Education: Two Definitions and an Empirical Application

Author: Rita Dias Pereira, Erasmus University Rotterdam

Date: December 15, 2021

21-107/III - Sieve Bootstrap Inference for Time-Varying Coefficient Models

Authors: Marina Friedrich, Vrije Universiteit Amsterdam, Tinbergen Institute; Yicong Lin, Vrije Universiteit Amsterdam

Date: December 21, 2021

21-106/III - Statistics and Common Sense

Authors: Nobuyuki Hanaki, ISER, Osaka University, Japan; Jan Magnus, Vrije Universiteit Amsterdam;

Date: November 26, 2021

21-105/III - Gauss on Least-Squares and Maximum-Likelihood Estimation

Author: Jan Magnus, Vrije Universiteit Amsterda,

Date: November 26, 2021

21-104/II - Sign Properties and Axiomatizations of the Weighted Division Values

Authors: Wenzhong Li, School of Mathematics and Statistics, Northwestern Polytechnical University, Vrije Universiteit Amsterdam; Genjiu Xu, School of Mathematics and Statistics, Northwestern Polytechnical University; Rene van den Brink, Vrije Universiteit Amsterdam, Tinbergen Institute

Date: December 01, 2021

21-103/III - Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil

Authors: Knut Are Aastveit, Norges Bank, BI Norwegian Business School; Jamie L. Cross, BI Norwegian Business School; Herman K. van Dijk, Erasmus University Rotterdam, Tinbergen Institute, Norges Bank

Date: November 24, 2021

21-102/IV - Non-Standard Errors

Authors: Albert J. Menkveld, Vrije Universiteit Amsterdam, Tinbergen Institute; Anna Dreber, Stockholm School of Economics; Felix Holzmeister, University of Innsbruck; Juergen Huber, University of Innsbruck; Magnus Johannesson, Stockholm School of Economics; Michael Kirchler, University of Innsbruck

Date: November 25, 2021

21-101/IV - The corporate calendar and the timing of share repurchases and equity compensation

Authors: Ingolf Dittmann, Erasmus University of Rotterdam; Amy Yazhu Li, Erasmus University of Rotterdam; Stefan Obernberger, Erasmus University of Rotterdam; Jiaqi Zheng, University of Oxford

Date: April 15, 2022

21-099/III - An Empirical Assessment of the U.S. Phillips Curve over Time

Authors: Marente Vlekke, CPB Netherlands Bureau for Economic Policy Analysis, Vrije Universiteit Amsterdam; Siem Jan Koopman, Vrije Universiteit Amsterdam, Tinbergen Institute, CREATES Aarhus University; Martin Mellens, CPB Netherlands Bureau for Economic Policy Analysis

Date: November 18, 2021

21-098/III - Conditional Score Residuals and Diagnostic Analysis of Serial Dependence in Time Series Models

Authors: F. Blasques, Vrije Universiteit Amsterdam, Tinbergen Institute; P. Gorgi, Vrije Universiteit Amsterdam, Tinbergen Institute; S.J. Koopman, Vrije Universiteit Amsterdam, Tinbergen Institute, CREATES Aarhus University

Date: November 18, 2021

21-097/IV - Designing Financial Support for SMEs during Crises: the Role of Bank Lending

Authors: Tianxi Wang, University of Essex; Xuan Wang, Vrije Universiteit Amsterdam, Tinbergen Institute

Date: November 11, 2021

21-096/VI - The COVID-19 Consumption Game-Changer: Evidence from a Large-Scale Multi-Country Survey

Authors: Alexander Hodbod, European Central Bank; Cars Hommes, Bank of Canada, University of Amsterdam, Tinbergen Institute; Stefanie J. Huber, Bank of Canada, University of Amsterdam, Tinbergen Institute; Isabelle Salle, University of Amsterdam, Tinbergen Institute

Date: November 11, 2021

21-095/IV - How Do Acquisitions Affect the Mental Health of Employees?

Authors: Laurent Bach, ESSEC Business School, Swedish House of Finance; Ramin P. Baghai, Stockholm School of Economics, Centre for Economic Policy Research (CEPR), European Corporate Governance Institute (ECGI), Swedish House of Finance; Marieke Bos, Stockholm School of Economics; Vrije Universiteit Amsterdam, Federal Reserve Bank of Philadelphia, Tinbergen Institute; Rui C. Silva, NOVA School of Business and Economics; Centre for Economic Policy Research (CEPR)

Date: October 29, 2021

21-094/IV - Are we Overdiagnosing Mental Illnesses? Evidence from Randomly Assigned Doctors

Authors: Marieke Bos, Stockholm School of Economics, Vrije Universiteit Amsterdam, Federal Reserve Bank of Philadelphia, Tinbergen Institute; Andrew Hertzberg, Federal Reserve Bank of Philadelphia; Andres Liberman, Betterfly

Date: October 28, 2021

21-093/I - The Origins of Gender Differences in Competitiveness and Earnings Expectations: Causal Evidence from a Mentoring Intervention

Authors: Teodora Boneva, University of Bonn; Thomas Buser, University of Amsterdam and Tinbergen Institute; Armin Falk, Institute on Behavior and Inequality and University of Bonn; Fabian Kosse, Ludwig-Maximilians-University Munich and Institute on Behavior and Inequality

Date: October 19, 2021

21-092/III - A Statistical Explanation of the Dunning-Kruger Effect

Authors: Jan Magnus, Vrije Universiteit Amsterda,; Anatoly A. Peresetsky, National Research University Moscow

Date: October 04, 2021

21-091/VI - Migrants and Global Value Chains: Evidence from Dutch Firms

Authors: Aksel Erbahar, Erasmus University Rotterdam; Omer Tarik Gencosmanoglu, Turkish Ministry of Trade

Date: October 14, 2021

21-090/III - Finite Sample Evaluation of Causal Machine Learning Methods: Guidelines for the Applied Researcher

Authors: Andrea A. Naghi, Erasmus University Rotterdam; Christian P. Wirths, Erasmus University Rotterdam