dhr. dr. M.J. (Marco) van der Leij
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Faculteit Economie en Bedrijfskunde
Sectie Wiskundige Economie & Wiskunde
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Valckenierstraat
65
1018 XE Amsterdam
Kamernummer: J/K 2.12
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M.J.vanderLeij@uva.nl
T: 0205257356
T: 0205254252
I am an Assistant Professor of Mathematical Economics at the Center for Nonlinear Dynamics in Economics and Finance (CeNDEF) at the University of Amsterdam. My main research area is the Economics of Networks. Currently, I'm doing research on financial networks and house price dynamics.
Positions
Assistant Professor, CeNDEF, University of Amsterdam
Visiting Researcher, De Nederlandsche Bank
Research Fellow, Tinbergen Institute
Curriculum Vitae
2015
- J.L. Molina-Borboa, S. Martinez-Jaramillo, F. Lopez-Gallo & M.J. van der Leij (2015). A multiplex network analysis of the Mexican banking system: Link persistence, overlap, and waiting times. The Journal of Network Theory in Finance, 1 (1), 99-138.
2014
- J. Kovarik & M.J. van der Leij (2014). Risk aversion and social networks. Review of Network Economics, 13 (2), 121-155. doi: 10.1515/rne-2014-0029
- L. Ductor, M. Fafchamps, S. Goyal & M.J. van der Leij (2014). Social networks and research output. Review of Economics and Statistics, 96 (5), 936-948. doi: 10.1162/REST_a_00430[go to publisher's site]
2013
- O. Toomet, M. van der Leij & M. Rolfe (2013). Social networks and labor market inequality between ethnicities and races. Network Science, 1 (3), 321-352. doi: 10.1017/nws.2013.20
2011
- M. van der Leij & S. Goyal (2011). Strong ties in a small world. Review of Network Economics, 10 (2), 1-20. doi: 10.2202/1446-9022.1278[go to publisher's site]
- M.J. van der Leij (2011). Experimenting with buddies. Science, 334 (6060), 1220-1221. doi: 10.1126/science.1214836
2010
- M. Fafchamps, S. Goyal & M.J. van der Leij (2010). Matching and network effects. Journal of the European Economic Association, 8 (1), 203-231.
2008
- P.H. Franses, M.J. van der Leij & R. Paap (2008). A simple test for GARCH against a Stochastic Volantility model. Journal of Financial Econometrics, 6 (3), 291-306.
2006
- S. Goyal, M.J. van der Leij & J.L. Moraga-Gonzalez (2006). Economics: an emerging small world. Journal of Political Economy, 114 (2), 403-412. doi: 10.1086/500990[go to publisher's site]
2002
- P.H. Franses, M.J. van der Leij & R. Paap (2002). Modelling and forecasting level shifts in absolute returns. Journal of Applied Econometrics, 17 (5), 601-616.
2012
- L. Ductor, S. Kucinskas, M. van der Leij, P. Robalo & R. van Veldhuizen (2012). The collaboration network of Tinbergen Institute. Tinbergen Magazine, 2012 (Fall), 32-37.
2001
- M.J. van der Leij (2001). Eviews 4.0: A software review. Medium Econometrische Toepassingen, 9 (3), 32-37.
2014
- W. Bolt, M. Demertzis, C. Diks, C. Hommes & M.J. van der Leij (2014). Identifying booms and busts in house prices under heterogeneous expectations. (Preprints, DNB Working Paper Series, no 450). Amsterdam: De Nederlandsche Bank (DNB).
- D. in 't Veld, M. van der Leij & C. Hommes (2014). The formation of a core periphery structure in heterogeneous financial networks. (Preprints, Tinbergen Institute Discussion Paper, no TI-2014-098/II). Amsterdam/Rotterdam: Tinbergen Institute.
2010
- M.J. van der Leij & S. Goyal (2010). Strong ties in a small world. (Preprints, AD, no WP-AD 2010 -02). Valencia, Spain: Instituto Valenciano de Investigaciones Económicas, S.A..
2009
- M. Fafchamps, S. Goyal & M.J. van der Leij (2009). Matching and network effects. (Preprints, Ivie Working Papers, no WP-AD 2009 -15). Valencia , Spain: Instituto Valenciano de Investigaciones Económicas, S.A..
2008
- M.J. van der Leij & I.S. Buhai (2008). A social network analysis of occupational segregation. (Preprints, Fondazione Eni Enrico Mattei Working Papers, no 192). Milan (It): Fondazione Eni Enrico Mattei (FEEM.
2003
- M.J. van der Leij (2003). Competing Transport Networks. (Preprints, Tinbergen Institute Discussion Paper, no TI 2003-009/1). Rotterdam: Tinbergen Institute.
2001
- P.H. Franses, M.J. van der Leij & R. Paap (2001). Modelling and forecasting level shifts in absolute returns. (Preprints, Econometric Institute Report, no 2001-34). Rotterdam: Erasmus University Rotterdam.
2006
- M.J. van der Leij (2006, December 21). The Economics of Networks: Theory and Empirics. Erasmus Universiteit Rotterdam (160 pag.) (Amsterdam: Thela Thesis). Supervisor(s): S. Goyal & Dr. M. Fafchamps.
Andere
- C. Hommes, C. Diks, J. Tuinstra, F. Wagener & M. van der Leij (2013). Interview with CeNDEF researchers. Interview in International Innovation, August 2013: .
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