Photographer: FEB

dr. M.J. (Marco) van der Leij


  • Faculty of Economics and Business
    Section Quantitative Economics
  • Visiting address
    REC E
    Roetersstraat 11  Amsterdam
    Room number: 3.60
  • Postal address:
    Postbus  15867
    1001 NJ  Amsterdam
  • M.J.vanderLeij@uva.nl
    T: 0205257356
    T: 0205254252

I am an Associate 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

Associate Professor, CeNDEF, University of Amsterdam 
Visiting Researcher, De Nederlandsche Bank 
Research Fellow, Tinbergen Institute 

Curriculum Vitae 

2015

  • Molina-Borboa, J. L., Martínez-Jaramillo, S., López-Gallo, F., & van der Leij, M. (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. [details] 
  • Poledna, S., Molina-Borboa, J. L., Martínez-Jaramillo, S., van der Leij, M., & Thurner, S. (2015). The multi-layer network nature of systemic risk and its implications for the costs of financial crises. Journal of Financial Stability, 20, 70-81. DOI: 10.1016/j.jfs.2015.08.001  [details] 

2014

2013

  • Toomet, O., van der Leij, M., & Rolfe, M. (2013). Social networks and labor market inequality between ethnicities and races. Network Science, 1(3), 321-352. DOI: 10.1017/nws.2013.20  [details] 

2011

2010

  • Fafchamps, M., Goyal, S., & van der Leij, M. J. (2010). Matching and network effects. Journal of the European Economic Association, 8(1), 203-231. DOI: 10.1162/jeea.2010.8.1.203 

2008

  • Franses, P. H., van der Leij, M. J., & Paap, R. (2008). A simple test for GARCH against a Stochastic Volantility model. Journal of Financial Econometrics, 6(3), 291-306.

2006

2002

  • Franses, P. H., van der Leij, M. J., & Paap, R. (2002). Modelling and forecasting level shifts in absolute returns. Journal of Applied Econometrics, 17(5), 601-616. DOI: 10.1002/jae.690 

2012

  • Ductor, L., Kucinskas, S., van der Leij, M., Robalo, P., & van Veldhuizen, R. (2012). The collaboration network of Tinbergen Institute. Tinbergen Magazine, 2012(Fall), 32-37. [details] 

2001

  • van der Leij, M. J. (2001). Eviews 4.0: A software review. Medium Econometrische Toepassingen, 9(3), 32-37.

Media appearance

  • Hommes, Cars, Diks, Cees, Tuinstra, Jan, Wagener, Florian & van der Leij, Marco (01-01-2013): Interview with CeNDEF researchers [Print]. Interview with CeNDEF researchers.

Journal editor

  • van der Leij, M.J. (editor) (2014-2015): Complexity Economics (Journal).
  • van der Leij, M.J. (editor) (2012-2015): Network Science (Journal).

Others

  • Diks, C.G.H. (organiser), Hommes, C.H. (organiser) & van der Leij, M.J. (organiser) (18-5-2015 - 20-5-2015): 10th Tinbergen Institute Conference 2015: Complexity in Economics and Finance, Amsterdam, The Netherlands (organising a conference, workshop, ...).

2006

  • van der Leij, M. J. (2006). The Economics of Networks: Theory and Empirics Amsterdam: Thela Thesis

2016

2014

  • in 't Veld, D., van der Leij, M., & Hommes, C. (2014). The formation of a core periphery structure in heterogeneous financial networks. (CeNDEF Working Paper; No. 14-04). Amsterdam: University of Amsterdam. [details] 
  • in 't Veld, D., van der Leij, M., & Hommes, C. (2014). The formation of a core periphery structure in heterogeneous financial networks. (Tinbergen Institute Discussion Paper; No. TI-2014-098/II). Amsterdam/Rotterdam: Tinbergen Institute. [details] 
  • Bolt, W., Demertzis, M., Diks, C., Hommes, C., & van der Leij, M. J. (2014). Identifying booms and busts in house prices under heterogeneous expectations. (DNB Working Paper Series; No. 450). Amsterdam: De Nederlandsche Bank (DNB). [details] 
  • Bolt, W., Demertzis, M., Diks, C., Hommes, C., & van der Leij, M. (2014). Identifying booms and busts in house prices under heterogeneous expectations. (CeNDEF Working Paper; No. 14-13). Amsterdam: University of Amsterdam. [details] 
  • Bolt, W., Demertzis, M., Diks, C., Hommes, C., & van der Leij, M. (2014). Identifying booms and busts in house prices under heterogeneous expectations. (Tinbergen Institute Discussion Paper; No. TI 2014-157/II). Amsterdam/Rotterdam: Tinbergen Institute. [details] 

2013

  • Bolt, W., Demertzis, M., Diks, C., Hommes, C., & van der Leij, M. (2013). Bubbles and crashes in house prices under heterogeneous expectations. Amsterdam: Universiteit van Amsterdam. [details] 

2012

  • Kovářík, J., & van der Leij, M. J. (2012). Risk aversion and social networks. (Ivie Working paper; No. WP-AD 2012-01). Valencia: Ivie (Instituto Valenciano de Investigaciones Económicas). [details] 
  • Toomet, O., van der Leij, M. J., & Rolfe, M. (2012). Social networks and labor market inequality between ethnicities and races. (Tinbergen Institute Discussion Paper; No. TI-2012-120/II). Amsterdam/Rotterdam: Tinbergen Instuitute. [details] 

2011

2010

  • van der Leij, M. J., & Goyal, S. (2010). Strong ties in a small world. (AD; No. WP-AD 2010 -02). Valencia, Spain: Instituto Valenciano de Investigaciones Económicas, S.A.

2009

  • Fafchamps, M., Goyal, S., & van der Leij, M. J. (2009). Matching and network effects. (Ivie Working Papers; No. WP-AD 2009 -15). Valencia , Spain: Instituto Valenciano de Investigaciones Económicas, S.A.

2008

  • van der Leij, M. J., & Buhai, I. S. (2008). A social network analysis of occupational segregation. (Fondazione Eni Enrico Mattei Working Papers; No. 192). Milan (It): Fondazione Eni Enrico Mattei (FEEM.

2003

  • van der Leij, M. J. (2003). Competing Transport Networks. (Tinbergen Institute Discussion Paper; No. TI 2003-009/1). Rotterdam: Tinbergen Institute.

2001

  • Franses, P. H., van der Leij, M. J., & Paap, R. (2001). Modelling and forecasting level shifts in absolute returns. (Econometric Institute Report; No. 2001-34). Rotterdam: Erasmus University Rotterdam.
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