L. De Haan

Publication List Details

Period

1992 - 2006

Number

104

Co-Authors

The five-factor model of the Positive and Negative Syndrome Scale - II: A ten-fold cross-validation of a revised model (2006)

Gaag, M. Van Der, Hoffman, T., Remijsen, M., Hijman, R., Haan, L. De, Meijel, B. Van, ...

Objective: The lack of fit of 25 previously published five-factor models for the PANSS items, can be due to the statistics used. The purpose of this study was to use a 'new' statistical method to...

The five-factor model of the Positive and Negative Syndrome Scale - I: Confirmatory factor analysis fails to confirm 25 published five-factor solutions (2006)

Gaag, M. Van Der, Cuijpers, A., Hoffman, T., Remijsen, M., Hijman, R., Haan, L. De, ...

Objective: The aim of this study was to test the goodness-of-fit of all previously published five-factor models of the Positive and Negative Syndrome Scale (PANSS). Methods: We used confirmatory...

Schizophrenia-associated neural growth factors in peripheral blood. A review (2006)

Haan, L. De, Fekkes, D.

In this paper we review the findings on neural growth factors in the peripheral blood of schizophrenia patients. The studies we review provide evidence for the fact that in schizophrenia the levels...

Occupancy of dopamine D-2 receptors by antipsychotic drugs is related to nicotine addiction in young patients with schizophrenia (2006)

Haan, L. De, Booij, J., Lavalaye, J., Amelsvoort, T. Van, Linszen, D.

Rationale: Occupancy of dopamine D-2 receptors by antipsychotic drugs depends on the individual availability of D-2 receptors and on the dose and type of antipsychotic medication. It has been...

Risk factors associated with Campylobacter jejuni infections in Curacao, Netherlands Antilles (2003)

Endtz, H.P., Haan, L. De, Koningsveld, R. Van, Halabi, Y., Braak, N. Van Den, Kesztyus, B.I., ...

A steady increase in the incidence of Guillain-Barre syndrome (GBS) with a seasonal preponderance, almost exclusively related to Campylobacter jejuni, and a rise in the incidence of...

Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation (2001)

J. Danielsson, L. De Haan, L. Peng

Tail index estimation depends for its accuracy on a precise choice of the sample fraction, i.e. the number of extreme order statistics on which the estimation is based. A complete solution to the...

A Bootstrap-based Method to Achieve Optimality in Estimating the Extreme-value Index (1997)

G. Draisma, L. De Haan, L. Peng, T. T. Pereira

Estimators of the extreme-value index are based on a set of upper order statistics. We present an adaptive method to choose the number of order statistics involved in an optimal way, balancing...

Second Order Regular Variation, Convolution And The Central Limit Theorem (1995)

J. Geluk, L. De Haan, S. Resnick, C. Starica, Gamma F

. Second order regular variation is a refinement of the concept of regular variation which is useful for studying rates of convergence in extreme value theory and asymptotic normality of tail...

Inflationary Risks for the Euro Area: Simulations with EUROMON

M. Demertzis, L. De Haan

We perform four simulations with the multi-countrymodel EUROMON illustrating both upwards and downward risks to future inflation in the Euro area. We examine how different sources of inflation can...

Weak & Strong Financial Fragility

J.L. Geluk, L. De Haan

The stability of the financial system at higher loss levels is either characterized by asymptotic dependence or asymptotic independence. If asymptotically independent, the dependency, when present,...

The Credit Channel in the Netherlands: Evidence from Bank Balance Sheets

L. De Haan

This study contributes to the empirical evidence on the lending channel in the Netherlands using individual bank data. The main conclusion is that a lending channel is operative in the Netherlands....

External Shocks and Macroeconomic Policy: Simulations with EUROMON

M. Demertzis, L. De Haan

We carry out a number of policy simulations with DNB's multicountry model, EUROMON. With these simulations we aim to analyse the effectiveness of monetary and fiscal expansion in light of the current...

MAKMODEL: a macroeconometric model for the Republic of Macedonia

L. De Haan, A. Naumovska

This report describes the macro-econometric model for the Republic of Macedonia MAKMODEL. It documents the main features of this model that was built by research teams of the Macedonian and Dutch...

Capital Structure, Corporate Goverance, and Monetary Policy: Firm-Level Evidence for the Euro Area

L. De Haan, E. Sterken

This paper contributes to the empirical evidence on the credit channel of monetary policy in the euro area by providing firm level evidence on the relation between the impact of monetary policy on...

Debt or equity? An empirical study of security issues by Dutch companies

L. De Haan, J. Hinloopen

We consider empirically the incremental financing decisions for a sample of 153 AEX-quoted companies during the years 1984 through 1997. First, we estimate a binomial logit model for the choice...

Corporate Governance, Relationship Lending and Monetary Policy: Firm-Level Evidence for the Euro Area

L. De Haan, E. Sterken

We show by means of a bank relationship model that after monetary policy tightening, public firms (having easier access to public capital markets) are more likely to decrease their demand for bank...

Revision of the DNB-business cycle indicator.

L. De Haan, F.W. Vijselaar

Since 1989, DNB publishes every month a column on the Netherlands´ economy in the Dutch economist weekly, ESB. This column discusses the latest trends depicted by the DNB business cycle indicator....

Using a bootstrap method to choose the sample fraction in tail index estimation

J. Danielsson, L. De Haan, L. Peng

Tail index estimation depends for its accuracy on a precise choice of the sample fraction, i.e. the number of extreme order statistics on which the estimation is based. A complete solution to the...

A bootstrap-based method to achieve optimality on estimating the extreme-value index

G. Draisma, L. De Haan, L. Peng

Estimators of the extreme-value index are based on a set of upper order statistics. We present an adaptive method to choose the number of order statistics involved in an optimal way, balancing...

Using a Bootstrap Method to choose the Sample Fraction in Tail Index Estimation

J. Danielsson, L. De Haan, L. Peng

We use a subsample bootstrap method to get a consistent estimate of the asymptotically optimal choice of the sample fraction, in the sense of minimal mean squared error, which is needed for tail...

Weighted approximations of tail copula processes with application to testing the multivariate extreme value condition

Einmahl, J.H.J., Haan, L. De, Li, D.

Consider n i.i.d. random vectors on R2, with unknown, common distribution function F. Under a sharpening of the extreme value condition on F, we derive a weighted approximation of the corresponding...

The significance of the European capital market for the financing of the corporate sector

L. De Haan, H.M. Prast

The continental European financial system distinghuishes itself from its American counterpart by the dominance of banks in the financing of nonfinancial companies. Only a fraction of the external...