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Wijnbergen, Sweder van - 2021

I show that the irreversibility of dying coupled with gradual information acquisition over time on the likely arrival and eventual effectiveness of vaccines confers a real option value to lockdown strategies that delay the incidence of a pandemic.The case for lockdown strategies becomes stronger...

Persistent link: https://www.econbiz.de/10012510750

Working from home in the Netherlands : looking inside the blackbox of work and occupations

Mihaylov, Emil - 2022

The paper provides new evidence on the ability to work from home (WFH) for hundreds of Dutch occupations and examines how WFH is related to various occupation-specific characteristics. This is done by linking several publicly available datasets from Statistics Netherlands, which contain...

Persistent link: https://www.econbiz.de/10013468324

Macroeconomic disasters and forward-looking consumers : historical evidence and evidence from the Covid-19 pandemic

Pozzi, Lorenzo; Sadaba, Barbara - 2021

estimation of panel data regressions for industrial economies using historical annual data (1870 - 2015) and recent quarterly …

Persistent link: https://www.econbiz.de/10012511037

They didn't know what they got till the crowd was gone

Ours, Jan C. van - 2024

This paper revisits the relationship between Covid-19-related absence of stadium attendance and match outcomes, analyzing five seasons of the top tier of professional football in the Netherlands. Empty stadiums caused home advantages to disappear completely due to home teams scoring fewer goals....

Persistent link: https://www.econbiz.de/10014496544

A Bayesian analysis of unobserved component models using Ox

Bos, Charles S. - 2011

Estimation of the volatility of time series has taken off since the introduction of the GARCH and stochastic volatility … unobserved stochastic volatility, and the varying approaches that have been taken for such estimation.In order to simplify the … comprehension of these estimation methods, the main methods for estimating stochastic volatility are discussed, with focus on their …

Persistent link: https://www.econbiz.de/10011386121

Relating stochastic volatility estimation methods

Bos, Charles S. - 2011

Estimation of the volatility of time series has taken off since the introduction of the GARCH and stochastic volatility … unobserved stochastic volatility, and the varying approaches that have been taken for such estimation. In order to simplify the … comprehension of these estimation methods, the main methods for estimating stochastic volatility are discussed, with focus on their …

Persistent link: https://www.econbiz.de/10011386124

Decomposing portfolio value-at-risk : a general analysis

Hallerbach, Winfried G. - 1999 - This rev.: May 10, 1999

orhistorical and Monte Carlo simulation methods. Although these approaches to overall VaR estimation have receivedsubstantial … proposed estimation approach pairs intuitiveappeal with computational efficiency. We evaluate various alternative estimation …

Persistent link: https://www.econbiz.de/10011301159

Intertemporal and social preferences predict compliance in a social dilemma : an application in the context of COVID-19

Hulsen, Merel A. J. van; Rohde, Kirsten I. M.; Exel, Job van - 2020 - Revision: October 2020

In this paper, we examine the role of intertemporal and social preferences in explaining cooperation in social dilemmas. Recently, the COVID-19 pandemic caused an acute social dilemma in the Netherlands. In this dilemma, citizens had to decide whether or not to comply with the personal measures...

Persistent link: https://www.econbiz.de/10012256224

Support for small businesses amid COVID-19

Goodhart, Charles A. E.; Tsomocos, Dimitrios P.; Wang, Xuan - 2021 - Revision: January 13, 2021

A sizeable proportion of enterprises, especially SMEs, in receipt of financial assistance from the government, will fail to repay. In this paper we asked whether, and to what extent, it may be beneficial to apply a screening mechanism to deter those mostly likely to fail to repay from seeking...

Persistent link: https://www.econbiz.de/10012251378

The persistence and nature of the labor reallocation shock during the COVID-19 crisis

Steijn, Mathieu P. A. - 2024

The COVID-19 crisis may have widely and permanently altered the labor market through the demand for skills. Crises tend to accelerate technological change. Previous recent crises were characterized by an acceleration of automation, which generally led to a decrease in middle-income jobs with...

Persistent link: https://www.econbiz.de/10014577919