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Keynesian multipliers and the cost of public funds under monopolistic competition
Heijdra, Ben J.; Ploeg, Frederick van der - 1993
Persistent link: https://www.econbiz.de/10000151656
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Sustainable growth and renewable resources in the global economy
Ploeg, Frederick van der; Ligthart, Jenny E. - 1993
Persistent link: https://www.econbiz.de/10000122482
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Sustainable growth and renewable resources in the global economy
Ploeg, Frederick van der; Ligthart, Jenny E. - 1993 - Rev
Persistent link: https://www.econbiz.de/10000122505
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Does a tougher environmental policy raise unemployment? : Optimal taxation, public goods and environmental policy with rationing of labour supply
Bovenberg, Ary Lans; Ploeg, Frederick van der - 1993
Persistent link: https://www.econbiz.de/10000122517
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Is there really a green paradox?
Ploeg, Frederick van der; Withagen, Cees - 2010
Persistent link: https://www.econbiz.de/10003973298
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A class of adaptive EM-based importance sampling algorithms for efficient and robust posterior and predictive simulation
Hoogerheide, Lennart; Opschoor, Anne; Dijk, Herman K. van - 2011
Persistent link: https://www.econbiz.de/10008809885
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To bridge, to warp or to wrap? A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihoods
Ardia, David; Hoogerheide, Lennart; Dijk, Herman K. van - 2009
Persistent link: https://www.econbiz.de/10003813789
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Possibly ill-behaved posteriors in econometric models
Hoogerheide, Lennart; Dijk, Herman K. van - 2008
Highly non-elliptical posterior distributions may occur in several econometric models, in particular, when the likelihood information is allowed to dominate and data information is weak. We explain the issue of highly non-elliptical posteriors in a model for the effect of education on income...
Persistent link: https://www.econbiz.de/10011374406
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Bayesian forecasting of value at risk and expected shortfall using adaptive importance sampling
Hoogerheide, Lennart; Dijk, Herman K. van - 2008
An efficient and accurate approach is proposed for forecasting Value at Risk [VaR] and Expected Shortfall [ES] measures in a Bayesian framework. This consists of a new adaptive importance sampling method for Quantile Estimation via Rapid Mixture of t approximations [QERMit]. As a first step the...
Persistent link: https://www.econbiz.de/10011377096