Tilburg School of Economics and Management

  • Netherlands

Research Output 1935 2020

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Discussion paper
1996
230 Downloads (Pure)

Characterizing properties of approximate solutions for optimization problems

Norde, H. W., Patrone, F. & Tijs, S. H., 1996, Tilburg: Microeconomics, 19 p. (CentER Discussion Paper; vol. 1996-101).

Research output: Working paperDiscussion paperOther research output

File
293 Downloads (Pure)

Common Stochastic Trends in the Current Account

Kumah, F. Y., 1996, Tilburg: Macroeconomics, 34 p. (CentER Discussion Paper; vol. 1996-84).

Research output: Working paperDiscussion paperOther research output

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Current account
Common stochastic trends
Productivity shocks
Fluctuations
Common trends
212 Downloads (Pure)

Communication Situations with a Hierarchical Player Partition

Slikker, M. & van den Nouweland, C. G. A. M., 1996, Tilburg: Microeconomics, 28 p. (CentER Discussion Paper; vol. 1996-50).

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Communication
217 Downloads (Pure)

Conflicting trading objectives and market efficiency

Palomino, F. A., 1996, CentER, (CentER Discussion Paper; vol. 1996-114).

Research output: Working paperDiscussion paperOther research output

File
237 Downloads (Pure)

Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices

de Jong, R. M. & Davidson, J., 1996, Tilburg: Econometrics, 21 p. (CentER Discussion Paper; vol. 1996-52).

Research output: Working paperDiscussion paperOther research output

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Kernel Estimator
Covariance matrix
Dependent
Asymptotic Inference
Mixing Processes
384 Downloads (Pure)

Contrarian Investment Strategies in a European Context

Brouwer, I., van der Put, J. & Veld, C. H., 1996, Tilburg: Finance, 19 p. (CentER Discussion Paper; vol. 1996-36).

Research output: Working paperDiscussion paperOther research output

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Investment strategy
Cash flow
Book-to-market ratio
Germany
Dividend yield
271 Downloads (Pure)

Demand management in Multi-Stage Distribution Chain

de Kok, T. & Janssen, F. B. S. L. P., 1996, Tilburg: Operations research, 23 p. (CentER Discussion Paper; vol. 1996-39).

Research output: Working paperDiscussion paperOther research output

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Overflow
Customers
Demand
Model
236 Downloads (Pure)

Desired and Actual Labour Supply of Unmarried Men and Women in the Netherlands

Euwals, R. W. & van Soest, A. H. O., 1996, Tilburg: Econometrics, 25 p. (CentER Discussion Paper; vol. 1996-23).

Research output: Working paperDiscussion paperOther research output

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Labor supply
Involuntary unemployment
The Netherlands
Wage rate
Socio-economics
203 Downloads (Pure)

Do Labour Market Programmes Necessarily Crowd out Regular Employment? A Matching Model Analysis

Miller, J. G., 1996, Tilburg: Econometrics, 40 p. (CentER Discussion Paper; vol. 1996-14).

Research output: Working paperDiscussion paperOther research output

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Matching model
Labour market
Crowd-out
Unemployment
Crowding
217 Downloads (Pure)

Dynamic programming solution of incentive constrained problems

Rustichini, A., 1996, CentER, (CentER Discussion Paper; vol. 1996-97).

Research output: Working paperDiscussion paperOther research output

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237 Downloads (Pure)

Earnings Capacity and Labour Market Participation

van Soest, A. H. O., Fontein, P. F. & Euwals, R. W., 1996, Tilburg: Econometrics, 26 p. (CentER Discussion Paper; vol. 1996-57).

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Labour market participation
Socio-economics
Unobserved heterogeneity
Unemployment
Early retirement
327 Downloads (Pure)

Economic Effects of Electronic Markets

van Heck, H. W. G. M. & Ribbers, P. M. A., 1996, Tilburg: Information Management, 19 p. (CentER Discussion Paper; vol. 1996-69).

Research output: Working paperDiscussion paperOther research output

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306 Downloads (Pure)

Efficiency, Reciprocity and Expectations in an Experimental Game

Dufwenberg, M. & Gneezy, U., 1996, Tilburg: Microeconomics, 20 p. (CentER Discussion Paper; vol. 1996-79).

Research output: Working paperDiscussion paperOther research output

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Experimental games
Guilt
Psychological
Game theory
Strategic interaction
342 Downloads (Pure)

Efficient Estimation in Semiparametric GARCH Models

Drost, F. C. & Klaassen, C. A. J., 1996, Tilburg: Econometrics, 29 p. (CentER Discussion Paper; vol. 1996-38).

Research output: Working paperDiscussion paperOther research output

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GARCH Model
Efficient Estimation
Semiparametric Model
Adaptive Estimation
Autoregression
283 Downloads (Pure)

Effort and the Cycle: Cyclical Implications of Efficiency Wages

Uhlig, H. F. H. V. S. & Xu, Y., 1996, Tilburg: Macroeconomics, 21 p. (CentER Discussion Paper; vol. 1996-49).

Research output: Working paperDiscussion paperOther research output

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Efficiency wages
Wages
Workers
Unemployment
Real business cycles
288 Downloads (Pure)

Endogenous Stackelberg Leadership

van Damme, E. E. C. & Hurkens, J. P. M., 1996, Tilburg: Microeconomics, 33 p. (CentER Discussion Paper; vol. 1996-115).

Research output: Working paperDiscussion paperOther research output

Open Access
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Stackelberg
Costs
Risk dominance
Duopoly
227 Downloads (Pure)

Equilibria and Approximate Equilibria in Infinite Potential Games

Voorneveld, M., 1996, Tilburg: Microeconomics, 7 p. (CentER Discussion Paper; vol. 1996-94).

Research output: Working paperDiscussion paperOther research output

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Potential games
Approximate equilibria
Existence of equilibrium
Nash equilibrium
Pure strategies
382 Downloads (Pure)

Estimating the Economic Return to Schooling on the Basis of Panel Data

Kalwij, A. S., 1996, Tilburg: Econometrics, 19 p. (CentER Discussion Paper; vol. 1996-55).

Research output: Working paperDiscussion paperOther research output

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Returns to schooling
Economic returns
Panel data
Birth cohort
Schooling
229 Downloads (Pure)

Existence and approximation of robust stationary points on polytopes

van der Laan, G., Talman, A. J. J. & Yang, Z. F., 1996, Tilburg: Operations research, 30 p. (CentER Discussion Paper; vol. 96.103).

Research output: Working paperDiscussion paperOther research output

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272 Downloads (Pure)

Existence of an Equilibrium in a Competitive Economy with Indivisibilities and Money

van der Laan, G., Talman, A. J. J. & Yang, Z. F., 1996, Tilburg: Microeconomics, 12 p. (CentER Discussion Paper; vol. 1996-35).

Research output: Working paperDiscussion paperOther research output

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Indivisibility
Equilibrium price
Exchange economy
Topology
230 Downloads (Pure)

Experimental Investigation of Percieved Risk in Random Walk Processes

Gneezy, U. & Das, J. W. M., 1996, Tilburg: Econometrics, 12 p. (CentER Discussion Paper; vol. 1996-85).

Research output: Working paperDiscussion paperOther research output

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Random walk
Finance
296 Downloads (Pure)

Female Employment and Timing of Births Decisions: A Multiple State Transition Model

Bloemen, H. G. & Kalwij, A. S., 1996, Tilburg: Econometrics, 19 p. (CentER Discussion Paper; vol. 1996-26).

Research output: Working paperDiscussion paperOther research output

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Female employment
Transition probability
Labour market transitions
Socio-economics
Economic variables
262 Downloads (Pure)

Financial Restructuring in Transition Economies

Aghion, P., Bolton, P. & Fries, S., 1996, Tilburg: Finance, 29 p. (CentER Discussion Paper; vol. 1996-111).

Research output: Working paperDiscussion paperOther research output

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230 Downloads (Pure)

Fiscal Policies and Endogenous Growth in Integrated Capital Markets

Lejour, A. M. & Verbon, H. A. A., 1996, Tilburg: Macroeconomics, 24 p. (CentER Discussion Paper; vol. 1996-76).

Research output: Working paperDiscussion paperOther research output

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Endogenous growth
Capital markets
Integrated
Fiscal policy
Externalities
204 Downloads (Pure)

General Aggregation of Demand and Cost Sharing Methods

Tijs, S. H. & Koster, M. A. L., 1996, Tilburg: Operations research, 26 p. (CentER Discussion Paper; vol. 1996-87).

Research output: Working paperDiscussion paperOther research output

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224 Downloads (Pure)

How Managed Care Affects Medicaid Utilization: A Synthetic Difference-in-Difference Zero-Inflated Count Model

Freund, D. A., Kniesner, T. J. & LoSasso, A. T., 1996, Tilburg: Econometrics, 44 p. (CentER Discussion Paper; vol. 1996-40).

Research output: Working paperDiscussion paperOther research output

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Medicaid
Emergency Medical Services
Inpatients
Physicians
228 Downloads (Pure)

Improved design of queuing simulation experiments with highly heteroscedastic responses

Cheng, R. C. H. & Kleijnen, J. P. C., 1996, Tilburg: Operations research, 27 p. (CentER Discussion Paper; vol. 96.68).

Research output: Working paperDiscussion paperOther research output

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359 Downloads (Pure)

Inflation targets and contracts with uncertain central banker preferences

Beetsma, R. M. W. J. & Jensen, H., 1996, Tilburg: Macroeconomics, 18 p. (CentER Discussion Paper; vol. 1996-93).

Research output: Working paperDiscussion paperOther research output

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395 Downloads (Pure)

Instrumental Variable Estimation for Linear Panel Data Models

Lee, M. J., 1996, Tilburg: CentER, 32 p. (CentER Discussion Paper; vol. 1996-41).

Research output: Working paperDiscussion paperOther research output

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1043 Downloads (Pure)

Intraday Lead-Lag Relationships between the Futures-, Options and Stock Market

de Jong, F. C. J. M. & Donders, M. W. M., 1996, Tilburg: Finance, 16 p. (CentER Discussion Paper; vol. 1996-108).

Research output: Working paperDiscussion paperOther research output

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Options markets
Stock market
Cash
Lead-lag relationship
Estimator
221 Downloads (Pure)

Intrafirm Information Transfer and Wages

Huizinga, H. P., 1996, Tilburg: Macroeconomics, 22 p. (CentER Discussion Paper; vol. 1996-18).

Research output: Working paperDiscussion paperOther research output

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Wages
Information transfer
Employees
Competitors
Workers
266 Downloads (Pure)

Money, Fiscal Defecits and Government Debt in a Monetary Union

van Aarle, B., Bovenberg, A. L. & Raith, M., 1996, Tilburg: Macroeconomics, 36 p. (CentER Discussion Paper; vol. 1996-34).

Research output: Working paperDiscussion paperOther research output

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Fiscal
Government debt
Monetary union
Stackelberg
Authority
232 Downloads (Pure)

Non-Linear Asset Valuation on Markets with Frictions

De Waegenaere, A. M. B., Kast, R. & Lapied, A., 1996, Tilburg: Operations research, 15 p. (CentER Discussion Paper; vol. 1996-112).

Research output: Working paperDiscussion paperOther research output

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Friction
Pricing rules
Asset valuation
Assets
Pareto optimality
249 Downloads (Pure)

Nonparametric Nonlinear Cotrending Analysis, with an Application to Interest and Inflation in the U.S

Bierens, H. J., 1996, Tilburg: Econometrics, 34 p. (CentER Discussion Paper; vol. 1996-62).

Research output: Working paperDiscussion paperOther research output

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Inflation
Nonlinear analysis
Time trends
Inflation rate
Price puzzle
468 Downloads (Pure)

Numerical Tools for the Bayesian Analysis of Stochastic Frontier Models

Osiewalski, J. & Steel, M. F. J., 1996, Tilburg: Econometrics, 17 p. (CentER Discussion Paper; vol. 1996-03).

Research output: Working paperDiscussion paperOther research output

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Stochastic Frontier
Bayesian Analysis
Numerical Integration Methods
Gibbs Sampling
Panel Data
233 Downloads (Pure)

On Bayesian Inference under Sampling from Scale Mixtures of Normals

Fernández, C. & Steel, M. F. J., 1996, Tilburg: Econometrics, 24 p. (CentER Discussion Paper; vol. 1996-02).

Research output: Working paperDiscussion paperOther research output

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Scale Mixture
Bayesian inference
Moment
Reference Prior
Mixing Distribution
423 Downloads (Pure)

On Bayesian Modelling of Fat Tails and Skewness

Fernández, C. & Steel, M. F. J., 1996, Tilburg: Econometrics, 31 p. (CentER Discussion Paper; vol. 1996-58).

Research output: Working paperDiscussion paperOther research output

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Fat Tails
Bayesian Modeling
Skewness
Improper Prior
Linear Regression Model
863 Downloads (Pure)

On the (R,s,Q) Inventory Model when Demand is Modelled as a Compound Process

Janssen, F. B. S. L. P., Heuts, R. M. J. & de Kok, T., 1996, Tilburg: Operations research, 19 p. (CentER Discussion Paper; vol. 1996-11).

Research output: Working paperDiscussion paperOther research output

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Inventory model
Approximation
Reorder point
Replenishment
Intermittent demand
229 Downloads (Pure)

On the First Entrance Time Distribution of the M/D/i Queue: A Combinatorial Approach

Jansen, J. B., 1996, Tilburg: Operations research, 18 p. (CentER Discussion Paper; vol. 1996-71).

Research output: Working paperDiscussion paperOther research output

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Queue
258 Downloads (Pure)

On the Pricing of Options in Incomplete Markets

Melenberg, B. & Werker, B. J. M., 1996, Tilburg: Finance, 20 p. (CentER Discussion Paper; vol. 1996-19).

Research output: Working paperDiscussion paperOther research output

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Option pricing
Pricing
Incomplete markets
Black-Scholes
Complete markets
285 Downloads (Pure)

On the Use of Panel Data in Bayesian Stochastic Frontier Models

Fernández, C., Osiewalski, J. & Steel, M. F. J., 1996, Tilburg: Econometrics, 21 p. (CentER Discussion Paper; vol. 1996-17).

Research output: Working paperDiscussion paperOther research output

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Stochastic Frontier
Panel Data
Posterior distribution
Noninformative Prior
Bayesian Analysis
217 Downloads (Pure)

Optimal Enforcement Policies (Crackdowns) on a Drug Market

Kort, P. M., Feichtinger, G., Hartl, R. F. & Haunschmied, J. L., 1996, Tilburg: Operations research, 22 p. (CentER Discussion Paper; vol. 1996-29).

Research output: Working paperDiscussion paperOther research output

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Drugs
Enforcement
Dealers
Optimal control
Saddlepoint
220 Downloads (Pure)

Optimal R&D Investments of the Firm

Kort, P. M., 1996, Tilburg: Operations research, 26 p. (CentER Discussion Paper; vol. 1996-47).

Research output: Working paperDiscussion paperOther research output

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Uncertainty
Innovative activity
Financing
Spillover
Subsidies
209 Downloads (Pure)

Optimal Service Policies to Remote Customers with Delay-Limits

Berg, M., van der Duyn Schouten, F. A. & Jansen, J. B., 1996, Tilburg: Operations research, 33 p. (CentER Discussion Paper; vol. 1996-37).

Research output: Working paperDiscussion paperOther research output

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Batch
Service provision
Costs
Optimal policy
Problem formulation
238 Downloads (Pure)

Optimal Tax Reduction by Depreciation: A Stochastic Model

Berg, M., De Waegenaere, A. M. B. & Wielhouwer, J. L., 1996, Tilburg: Accounting, 16 p. (CentER Discussion Paper; vol. 1996-102).

Research output: Working paperDiscussion paperOther research output

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Optimal tax
Depreciation
Stochastic model
Tax
Cash
300 Downloads (Pure)

Optimal Timing of Technology Adoption

Farzin, Y. H., Huisman, K. J. M. & Kort, P. M., 1996, Tilburg: Operations research, 22 p. (CentER Discussion Paper; vol. 1996-72).

Research output: Working paperDiscussion paperOther research output

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212 Downloads (Pure)

Optimization of Periodic Polling Systems with Non-Preemptive, Time-Limited Service

Blanc, J. P. C., 1996, Tilburg: Operations research, 16 p. (CentER Discussion Paper; vol. 1996-63).

Research output: Working paperDiscussion paperOther research output

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215 Downloads (Pure)

Order Based Cost Allocation Rules

Lind, M. & van Megen, F. J. C., 1996, Tilburg: Operations research, 21 p. (CentER Discussion Paper; vol. 1996-56).

Research output: Working paperDiscussion paperOther research output

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Birds
Costs
Decision making
235 Downloads (Pure)

Organizational Change and Vested Interest

Hendrikse, G. W. J., 1996, Tilburg: Organization, 28 p. (CentER Discussion Paper; vol. 1996-10).

Research output: Working paperDiscussion paperOther research output

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Vested interests
Organizational change
Costs
Headquarters
Surplus
304 Downloads (Pure)

Output Stabilization in EMU: IS there a Case for EFTS?

van Aarle, B. & Hougaard Jensen, S. E., 1996, Tilburg: Macroeconomics, 25 p. (CentER Discussion Paper; vol. 1996-077).

Research output: Working paperDiscussion paperOther research output

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Economic and monetary union
Stabilization
Macroeconomic performance
Tax
Macroeconomic shocks