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A matching model for the backhaul problem

Demirel, Erhan; Ommeren, Jos van; Rietveld, Piet - 2007

Persistent link: https://www.econbiz.de/10003644217

A matching model for the backhaul problem

Demirel, Erhan; Ommeren, Jos van; Rietveld, Piet - 2007

result is inconsistent with empirical observations. In this paper, we develop a matching model to address this inconsistency …. We argue that market friction, through search imperfections due to lack of information by carriers on the (future) demand … matching model is numerically applied to the inland navigation shipping market in the Rhine river area in Western-Europe. We …

Persistent link: https://www.econbiz.de/10011373837

Valuation of travel time and travelIer information

Rietveld, Piet - 2003

thesupply of traveller information on values of travel time in public transport. …

Persistent link: https://www.econbiz.de/10011333900

Extracting business cycles using semi-parametric time-varying spectra with applications to US macroeconomic time series

Koopman, Siem Jan; Wong, Soon Yip - 2006

Persistent link: https://www.econbiz.de/10003408454

The effect of the great moderation on the US business cycle in a time-varying multivariate trend-cycle model

Creal, Drew; Koopman, Siem Jan; Zivot, Eric - 2008

In this paper we investigate whether the dynamic properties of the U.S. business cycle have changed in the last fifty years. For this purpose we develop a flexible business cycle indicator that is constructed from a moderate set of macroeconomic time series. The coincident economic indicator is...

Persistent link: https://www.econbiz.de/10011376640

Measuring asymmetric stochastic cycle components in US macroeconomic time series

Koopman, Siem Jan; Lee, Kai Ming - 2005

To gain insights in the current status of the economy, macroeconomic time series are often decomposed into trend, cycle and irregular components. This can be done by nonparametric band-pass filtering methods in the frequency domain or by model-based decompositions based on autoregressive moving...

Persistent link: https://www.econbiz.de/10011346480

Measuring financial cycles in a model-based analysis : empirical evidence for the United States and the euro area

Galati, Gabriele; Hindrayanto, Irma; Koopman, Siem Jan; … - 2016

We adopt an unobserved components time series model to extract financial cycles for the United States and the five largest euro area countries over the period 1970 to 2014. We find that credit, the credit-to-GDP ratio and house prices have medium-term cycles which share a few common statistical...

Persistent link: https://www.econbiz.de/10011456728

Unobserved components with stochastic volatility in U.S. inflation : estimation and signal extraction

Li, Mengheng; Koopman, Siem Jan - 2018

We consider unobserved components time series models where the components are stochastically evolving over time and are subject to stochastic volatility. It enables the disentanglement of dynamic structures in both the mean and the variance of the observed time series. We develop a simulated...

Persistent link: https://www.econbiz.de/10011809984

The economics of information in transport

Rietveld, Piet - 2010

the last decade large efforts have been made to increase the availability of information to travelers by means of advanced … traveler information systems (ATIS). This paper reviews economic aspects of information in transport markets. First, I will … discuss information acquisition from an economics perspective by characterizing costs and benefits of information, leading to …

Persistent link: https://www.econbiz.de/10011382086

Perception and uncertainty in stochastic network equilibrium models : an alternative approach

Emmerink, Richard H. M.; Nijkamp, Peter; Rietveld, Piet - 1995

Persistent link: https://www.econbiz.de/10000913124

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