25 Discussion Papers

• 25-006/III - Stability and performance guarantees for misspecified multivariate score-driven filters

  Authors: Simon Donker van Heel, Erasmus University Rotterdam; Rutger-Jan Lange, Erasmus University Rotterdam; Dick van Dijk, Erasmus University Rotterdam; Bram van Os, Vrije Universiteit Amsterdam

  Date: February 05, 2025

• 25-005/V - Daily Struggles, Shifting Moods: The Short-Term Dynamics of income and Depression

  Authors: Nursena Aksünger, Vrije Universiteit Amsterdam; Wendy Janssens, Vrije Universiteit Amsterdam; Menno Pradhan, Vrije Universiteit Amsterdam

  Date: February 05, 2025

• 25-004/III - Copula tensor count autoregressions for modeling multidimensional integer-valued time series

  Authors: Mirko Armillotta, University of Rome Tor Vergata; Paolo Gorgi, Vrije Universiteit Amsterdam; Andre Lucas, Vrije Universiteit Amsterdam

  Date: February 05, 2025

• 25-002/VIII - Do energy-efficient homes improve residents’ health? Evidence from insurers' records

  Authors: Vincent P. Roberdel, Eindhoven University of Technology; Ioulia V. Ossokina, Eindhoven University of Technology; Jos van Ommeren, Vrije Universiteit Amsterdam; Theo A. Arentze, Eindhoven University of Technology

  Date: January 24, 2025

• 25-001/VI - Soft Landing and Inflation Scares

  Authors: Jim Bullard, Purdue University; Alex Grimaud, Bank of Austria; Isabelle Salle, University of Amsterdam; Gauthier Vermandel, Ecole Polytechnique Paris

  Date: January 08, 2025