Published articles - 2018
- Combining model-based near-term GDP forecasts and judgmental forecasts: A real-time exercise for the G7 countries
Jos Jansen and Jasper de Winter
Oxford Bulletin of Economics and Statistics, 2018, 80(6), 1213-1242
- Optimal forecasts from Markov switching models
Tom Boot and Andreas Pick
Journal of Business & Economic Statistics, 2018, 36(4), 628-642
- Diminishing returns of QE from portfolio rebalancing
Jan Willem van den End
The Journal of Investing, 2018, 27(4), 106-111
- Residential real estate market liquidity in Amsterdam
Dorinth van Dijk
Real Estate Research Quarterly, 2018, October, 5-10
- Does the media help the general public in understanding inflation?
David-Jan Jansen and Matthias Neuenkirch
Oxford Bulletin of Economics and Statistics, 2018, 80(6), 1185-1212
- Cyclical patterns in risk indicators based on financial market infrastructure transaction data
Monique Timmermans, Ronald Heijmans and Hennie Daniels
Quantitative Finance and Economics, 2018, 2(3), 615-636.
- Recovery measures of underfunded pension funds: Higher contributions, no indexation, or pension cuts?
Leo de Haan
Journal of Pension Economics and Finance, 2018, 17(4), 437-468
- Discussion on "Human life is unlimited but short"
Holger Rootzén, Dmitrii Zholud and Chen Zhou
Extemes, 2018, 21(3), 405-410
- Can successful fiscal adjustments only be achieved by spending cuts?
Rasmus Wiese, Richard Jong-A-Pin and Jakob de Haan
European Journal of Political Economy, 2018, 45, 145-166
- What do we know about the effectiveness of macroprudential policy?
Gabriele Galati and Richhild Moessner
Economica, 2018, 85(340), 735-770
- X-efficiency and economies of scale in pension fund administration and investment
Gosse Alserda, Jacob Bikker and Sietske van der Lecq
Applied Economics, 2018, 50(48), 5164-5188
- The propagation of financial turbulence: Interdependence, spillovers, and direct and indirect effects
Zhongbo Jing, Paul Elhorst, Jan Jacobs and Jakob de Haan
Empirical Economics, 2018, 55, 169-192
- A descriptive model of banking and aggregate demand
Jochen Mierau and Mark Mink
De Economist, 2018, 166, 207-237
- Learning dynamics in the formation of European inflation expectations
Christina Bräuning and Carin van der Cruijsen
Journal of Forecasting, 2018, 38(2), 122-135.
- Public capital in the 21st century: as productive as ever?
Marien Ferdinandusse, Josip Funda and Jasper de Jong
Applied Economics, 2018, 50(51), 5543-5560
- Short-termism of long-term investors? The investment behaviour of Dutch insurance companies and pension funds
Patty Duijm and Sophie Steins Bisschop
Applied Economics, 2018, 50(31), 3376-3387
- Central bank independence before and after the crisis
Jakob de Haan, Christina Bodea, Raymond Hicks and Sylvester Eijffinger
Comparative Economic Studies, 2018, 60(2), 182-202
- Internet search behavior, liquidity, and prices in the housing market
Dorinth van Dijk and Marc Francke
Real Estate Economics, 2018, 46(2) 368-403
- National culture and the configuration of public pensions
Jairo Rivera-Rozo, Manuel García-Huitrón, Onno Steenbeek and Fieke van der Lecq
Journal of Comparative Economics, 2018, 46(2), 457-479
- Evaluating monetary policy rules under fundamental uncertainty: an info-gap approach
Jan Willem van den End, Maria Demertzis and Yakov Ben-Haim
Economic Modelling, 2018, 73, 55-70
- Determinants of interest rates on time deposits and savings accounts: macro factors, bank risk, and account features
Jacob Bikker and Dirk Gerritsen
International Review of Finance, 2018, 18, 169-216.
- The decomposition of jump risks in individual stock returns
Xiao Xiao and Chen Zhou
Journal of Empirical Finance, 2018, 47, 207-228
- Fuel tourism in Dutch border regions: Are only salient price differentials relevant?
David-Jan Jansen and Nicole Jonker
Energy Economics, 2018, 74, 143-153
- Financial constraints matter: Empirical evidence on borrowing behavior, microfinance and firm productivity
Martijn Boermans and Daan Willebrands
Journal of Developmental Entrepreneurship, 2018, 23(2), 1850008
- Deflation risk in the euro area and central bank credibility
Gabriele Galati, Zion Gorgi, Richhild Moessner and Chen Zhou
Economics Letters, 2018, 167, 124-126 - Low real rates as driver of secular stagnation: empirical assessment
Marco Hoeberichts and Jan Willem van den End
Japan and the World Economy, 2018, 46, 29-40 - The missing links: A global study on uncovering financial network structures from partial data
Kartik Ananda, Iman van Lelyveld, Ádám Banai, Soeren Friedrich, Rodney Garratt, Grzegorz Hałaj, Jose Fique, Ib Hansen, Serafín Martínez Jaramillo, Hwayun Lee, José Luis Molina-Borboa, Stefano Nobili, Sriram Rajan, Dilyara Salakhova, Thiago Christiano Silva, Laura Silvestri and Sergio Rubens Stancato de Souza
Journal of Financial Stability, 2018, 35, 107–119
- A dynamic network model of the unsecured interbank lending market
Francisco Blasques, Falk Bräuning and Iman van Lelyveld
Journal of Economic Dynamics & Control, 2018, 90, 310-342
- Banks' interest rate risk and profitability in a prolonged environment of low interest rates
Raymond Chaudron
Journal of Banking and Finance, 2018, 89, 94-104
- Does the impact of financial liberalization on income inequality depend on financial development? Some new evidence
Jakob de Haan, Regina Pleniger, and Jan-Egbert Sturm
Applied Economics Letters, 2018, 25(5), 313-316
- Surges of international fund flows
Suxiao Li, Jakob de Haan and Bert Scholtens
Journal of International Money and Finance, 2018, 82, 97-119
- Drivers of payment patterns at the point-of-sale: Stable or not?
Carin van der Cruijsen and Mirjam Plooij
Contemporary Economic Policy, 2018, 36(2), 363-380
- Financial stability in networks of financial institutions and market infrastructures
Ron Berndsen, Carlos León and Luc Renneboog
Journal of Financial Stability, 2018, 35, 120-135
- Cyclical changes in firm volatility
Emmanuel de Veirman and Andrew Levin
Journal of Money, Credit and Banking, 2018, 50(2-3)
- The signalling content of asset prices for inflation: Implications for Quantitative Easing
Leo de Haan and Jan Willem van den End
Economic Systems, 2018, 42(1), 45-63
- Industry wages across countries and over time: A new database of micro survey dataVan-Ha Le, Jakob de Haan and Erik Dietzenbacher
Review of Income and Wealth, 2018, 64(1), 1-25
- The rose-tinted spectacles of homeowners
Carin van der Cruijsen, David-Jan Jansen and Maarten van Rooij
Journal of Consumer Affairs, 2018, 52(1), 61-87
- National information and euro area monetary policy: A generalized ordered choice approach
Christina Bräuning and Ralf Fendel
Empirical Economics, 2018, 54(2), 501–522
- The time-varying relationship between credit spreads and employment growth
Yimin Xu and Jakob de Haan
Applied Economics, 2018, 50(41), 4387-4401
- Contingent convertible bonds: Who invests in European CoCos?
Martijn Boermans and Sweder van Wijnbergen
Applied Economics Letters, 2018, 25(4), 234-238
- Exact and fast simulation of max-stable processes on a compact set using the normalized spectral representation
Marco Oesting, Martin Schlather and Chen Zhou
Bernoulli, 2018, 24(2), 1497-1530
- Why price level dispersion went up in Europe after the financial crisis
Marco Hoeberichts and Ad Stokman
The World Economy, 2018, 41(3), 913-925
- FMIC2 special issue introduction: A policy view on developments in the field of financial market infrastructures
Biliana Alexandrova-Kabadjova, Evangelos Benos, Jo Braithwaite, Jorge Cruz-Lopez, Ronald Heijmans, Mark Manning, David Murphey and Francisco Rivadeneyra
Journal of Financial Market Infrastructures, 2018, 6(2/3), 1-20
- Are international fund flows related to exchange rate dynamics?
Suxiao Li, Jakob de Haan and Bert Scholtens
Open Economies Review, 2018, 29(1), 31-48
- Fiscal consolidations and heterogeneous expectations
Cars Hommes, Joep Lustenhouwer and Kostas Mavromatis
Journal of Economic Dynamics and Control, 2018, 87, 173-205
- Timing of banks' loan loss provisioning during the crisis
Leo de Haan and Maarten van Oordt
Journal of Banking and Finance, 2018, 87, 293-303
- The impact of higher fixed pay and lower bonuses on productivity
Maurice Bun and Leo Huberts
Journal of Labor Research, 39(1), 1-21.
- The relationship between tenure and outside director task involvement: A social identity perspective
Dennis Veltrop, Eric Molleman, Reggy Hooghiemstra and Hans van Ees
Journal of Management, 2018, 44(2), 445-469
- Does the clarity of monetary policy reports reduce volatility in financial markets?
Aleš Bulíř, Martin Cihák and David-Jan Jansen
Czech Journal of Economics and Finance, 2018, 68(1), 2-17
- Bank profitability and risk-taking under low interest rates
Jacob Bikker and Tobias Vervliet
International Journal of Finance and Economics, 2018, 23(1), 3–18
- Cyclical behavior of international fund flows
Suxhiao Li, Jakob de Haan and Bert Scholtens
Research in International Business and Finance, 2018, 43, 99-112
- Determinants of the real impact of banking crises: A review and new evidence
Philip Wilms, Job Swank and Jakob de Haan
North American Journal of Economics and Finance, 2018, 43, 54-70
- When arm’s length is too far: Relationship banking over the credit cycle
Thorsten Beck, Hans Degryse, Ralph de Haas and Neeltje van Horen
Journal of Financial Economics, 2018, 127(1), 174-196
- Cash remains top-of-wallet! International evidence from payment diaries
Carlos Arango-Arango, Yassine Bouhdaoui, David Bounie, Martina Eschelbach and Lola Hernandez
Economic Modelling, 2018, 69, 38-48 - US monetary regimes and optimal monetary policy in the Euro Area
Kostas Mavromatis
Journal of Money, Credit and Banking, 2018, vol. 50, No. 7, pp 1441-1478.