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Dr M.J. (Marco) van der Leij

Faculty of Economics and Business
Section Quantitative Economics
Photographer: Ineke Oostveen

Visiting address
  • Roetersstraat 11
  • Room number: E3.60
Postal address
  • Postbus 15867
    1001 NJ Amsterdam
  • Profile

    I am an Associate Professor of Mathematical Economics at the Amsterdam School of Economics of the University of Amsterdam. My main research area is the Economics of Networks. Currently, I'm doing research on scientific research, financial networks and house price dynamics.

    Positions

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

    Curriculum Vitae 

  • Publications

    2019

    • Bolt, W., Demertzis, M., Diks, C., Hommes, C., & van der Leij, M. (2019). Identifying booms and busts in house prices under heterogeneous expectations. Journal of Economic Dynamics & Control, 103, 234-259. https://doi.org/10.1016/j.jedc.2019.04.003 [details]

    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. https://doi.org/10.1016/j.jfs.2015.08.001 [details]

    2014

    2013

    2011

    2010

    2008

    • Franses, P. H., van der Leij, M. J., & Paap, R. (2008). A simple test for GARCH against a Stochastic Volatility 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. https://doi.org/10.1002/jae.690

    2018

    • Bolt, W., & van der Leij, M. (2018). Ontwrichting van tweezijdige markten door platformen. ESB Dossier, 103(4768S), 12-15. [details]

    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, C., Diks, C., Tuinstra, J., Wagener, F. & van der Leij, M. (01-01-2013). Interview with CeNDEF researchers [Print]. Interview with CeNDEF researchers.

    Journal editor

    • van der Leij, M. (member of editorial board) (2018). Network Science (Journal).

    2006

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

    2019

    • in 't Veld, D., van der Leij, M., & Hommes, C. (2019). The Formation of a Core Periphery Structure in Heterogeneous Financial Networks. (Tinbergen Institute Discussion Paper; No. TI 2014-098/II). Amsterdam: Tinbergen Institute. [details]

    2017

    • Linardi, F., Diks, C., van der Leij, M., & Lazier, I. (2017). Dynamic Interbank Network Analysis Using Latent Space Models. (Tinbergen Institute Discussion Paper; No. 2017-101/II). Amsterdam: Tinbergen Institute. https://doi.org/10.2139/ssrn.3059618 [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]

    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.
    This list of publications is extracted from the UvA-Current Research Information System. Questions? Ask the library or the Pure staff of your faculty / institute. Log in to Pure to edit your publications. Log in to Personal Page Publication Selection tool to manage the visibility of your publications on this list.
  • Ancillary activities
    • No ancillary activities