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Peter Vlaar

Personal Details

First Name:Peter
Middle Name:
Last Name:Vlaar
Suffix:
RePEc Short-ID:pvl3

Affiliation

(in no particular order)

Algemene Pensioen Groep (APG)

(All Pensions Group) http://www.apg.nl/apgsite/pages/english/
Netherlands, Schiphol

Network for Studies on Pensions, Aging and Retirement (NetSPAR)

Tilburg, Netherlands
http://www.netspar.nl/
RePEc:edi:netspnl (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Peter Spreij & Enno Veerman & Peter Vlaar, 2008. "Multivariate Feller conditions in term structure models: Why do(n't) we care?," Papers 0804.1039, arXiv.org.
  2. Peter Vlaar & Ard den Reijer, 2004. "Forecasting inflation: An art as well as a science!," Computing in Economics and Finance 2004 148, Society for Computational Economics.
  3. Kirstin Hubrich & Peter J. G. Vlaar, 2000. "Germany and the Euro Area: Differences in the Transmission Process of Monetary Policy," Econometric Society World Congress 2000 Contributed Papers 1802, Econometric Society, revised 08 Nov 2000.
  4. Peter Vlaar, 2000. "Capital requirements and competition in banking industry," Working Paper Series WP-00-18, Federal Reserve Bank of Chicago.
  5. Peter J G Vlaar & Franz C Palm, 1993. "Inflation Differentials and Excess Returns in the European Monetary System," CEPR Financial Markets Paper 0038, European Science Foundation Network in Financial Markets, c/o C.E.P.R, 33 Great Sutton Street, London EC1V 0DX..

Articles

  1. Peter Spreij & Enno Veerman & Peter Vlaar, 2011. "An Affine Two-Factor Heteroskedastic Macro-Finance Term Structure Model," Applied Mathematical Finance, Taylor & Francis Journals, vol. 18(4), pages 331-352.
  2. Maarten Rooij & Arjen Siegmann & Peter Vlaar, 2008. "Market Valuation, Pension Fund Policy and Contribution Volatility," De Economist, Springer, vol. 156(1), pages 73-93, March.
  3. Vlaar, Peter J.G., 2007. "GDP growth and currency valuation: The case of the dollar," Journal of International Money and Finance, Elsevier, vol. 26(8), pages 1424-1449, December.
  4. Jacob A Bikker & Peter J G Vlaar, 2007. "Conditional Indexation in Defined Benefit Pension Plans in the Netherlands*," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 32(4), pages 494-515, October.
  5. Ard Reijer & Peter Vlaar, 2006. "Forecasting Inflation: An Art as Well as a Science!," De Economist, Springer, vol. 154(1), pages 19-40, March.
  6. Vlaar, Peter J. G., 2004. "Shocking the eurozone," European Economic Review, Elsevier, vol. 48(1), pages 109-131, February.
  7. Kirstin Hubrich & Peter Vlaar, 2004. "Monetary transmission in Germany: Lessons for the Euro area," Empirical Economics, Springer, vol. 29(2), pages 383-414, May.
  8. Vlaar, Peter J.G., 2004. "On The Asymptotic Distribution Of Impulse Response Functions With Long-Run Restrictions," Econometric Theory, Cambridge University Press, vol. 20(5), pages 891-903, October.
  9. Vlaar, Peter J. G., 2002. "Innovations in testing the stability of risk measures over time and across models," Journal of Banking & Finance, Elsevier, vol. 26(2-3), pages 375-380, March.
  10. Vlaar, Peter J. G., 2000. "Value at risk models for Dutch bond portfolios," Journal of Banking & Finance, Elsevier, vol. 24(7), pages 1131-1154, July.
  11. Vlaar, P. J. G. & Palm, F. C., 1997. "Inflation differentials and excess returns in the European Monetary System," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 7(1), pages 1-20, April.
  12. P.J.G. Vlaar, 1996. "Methods to determine capital requirements for options," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 49(198), pages 351-373.
  13. Stefano Cavaglia & Kees Koedijk & Peter Vlaar, 1994. "Exchange rate expectations and risk premia in the European Monetary System: 1985–1991," Open Economies Review, Springer, vol. 5(4), pages 347-360, October.
  14. Vlaar, Peter J G & Palm, Franz C, 1993. "The Message in Weekly Exchange Rates in the European Monetary System: Mean Reversion, Conditional Heteroscedasticity, and Jumps," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(3), pages 351-360, July.

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CBA: Central Banking (1) 2004-08-16
  2. NEP-CFN: Corporate Finance (1) 2001-02-08
  3. NEP-ETS: Econometric Time Series (1) 2004-08-16
  4. NEP-IFN: International Finance (1) 2004-08-16

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