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25 Years of IIF Time Series Forecasting: A Selective Review

Gooijer, Jan G. de; Hyndman, Rob J. - Tinbergen Institute - 2005

We review the past 25 years of time series research that has been published in journals managed by the International Institute of Forecasters (Journal of Forecasting 1982-1985; International Journal of Forecasting 1985-2005). During this period, over one third of all papers published in these...

Persistent link: https://www.econbiz.de/10005137128

Happiness and Financial Satisfaction in Israel. Effects of Religiosity , Ethnicity, and War

Praag, Bernard M.S. van; Romanov, Dmitri; … - Tinbergen Institute - 2010

We analyze individual satisfaction with life as a whole and satisfaction with the personal financial situation for Israeli citizens of Jewish and Arab descent. Our data set is the Israeli Social Survey (2006). We are especially interested in the impact of the religions Judaism, Islam and...

Persistent link: https://www.econbiz.de/10008838560

A Fragmented China

Poncet, Sandra - Tinbergen Institute - 2004

This paper studies the degree of integration of China's domestic market and investigates the determinants of inter-provincial trade barriers under the rubric endogenous trade policy theory. I rely on industry-level trade flows extracted from provincial input-output tables to develop a model that...

Persistent link: https://www.econbiz.de/10005137344

Economic Integration and Manufacturing Location in EU Accession Countries

Longhi, Simonetta; Nijkamp, Peter; Traistaru, Iulia - Tinbergen Institute - 2003

This paper investigates patterns of manufacturing location in the context of increased economic integration in Central and East European countries. Using regional data for the period 1990-1999, we identify and compare patterns and determinants of manufacturing location in five European Union...

Persistent link: https://www.econbiz.de/10005144539

On the Extent of Economic Integration: A Comparison of EU Countries and US States

Bowen, Harry P.; Munandar, Haris; Viaene, Jean-Marie - Tinbergen Institute - 2010

This discussion paper led to a forthcoming publication in Journal of Regional Science entitled 'Are EU Countries less Integrated than US States? Theory and Evidence'. European economic integration is commonly believed to be incomplete, and that further reforms are needed. In this context, the...

Persistent link: https://www.econbiz.de/10008513211

Religion and Income

Bettendorf, L.; Dijkgraaf, E. - Tinbergen Institute - 2008

influence of religion on income. The violation of the homogeneity assumption would have two consequences. First, results based … countries. We estimate simultaneously an income and a religion equation to correct for the endogeneity of religiosity. We find …

Persistent link: https://www.econbiz.de/10005136987

The Bicausal Relation between Religion and Income

Bettendorf, Leon; Dijkgraaf, Elbert - Tinbergen Institute - 2005

In this paper the relation between religion and income is investigated using a micro-dataset for the Netherlands …. Religiosity is measured by religious membership and by participation. Instead of estimating separately a religion and an income … approach, both religious measures are found to decrease significantly income and income is found to affect negatively religion …

Persistent link: https://www.econbiz.de/10005144570

Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models

Mesters, Geert; Koopman, Siem Jan; Ooms, Marius - Tinbergen Institute - 2011

An exact maximum likelihood method is developed for the estimation of parameters in a non-Gaussian nonlinear log-density function that depends on a latent Gaussian dynamic process with long-memory properties. Our method relies on the method of importance sampling and on a linear Gaussian...

Persistent link: https://www.econbiz.de/10009144743

The Multi-State Latent Factor Intensity Model for Credit Rating Transitions

Koopman, Siem Jan; Lucas, André; Monteiro, André - Tinbergen Institute - 2005

A new empirical reduced-form model for credit rating transitions is introduced. It is a parametric intensity-based duration model with multiple states and driven by exogenous covariates and latent dynamic factors. The model has a generalized semi-Markov structure designed to accommodate many of...

Persistent link: https://www.econbiz.de/10005137142

Quantifying the Scope for Efficiency Defense in Merger Control: The Werden-Froeb-Index

Goppelsroeder, Marie; Schinkel, Maarten Pieter; … - Tinbergen Institute - 2006

This paper introduces the Werden-Froeb Index (WFI) to assist in evaluating merger-specific efficiencies in horizontal mergers. The index measures the weighted average reduction in marginal costs required to restore pre-merger equilibrium prices and quantities after the (full or partial) merger...

Persistent link: https://www.econbiz.de/10005137169