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19 key alumni publications

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  • Francesco Ravazzolo (2016). Optimal Portfolio Choice Under Decision-Based Model Combinations Journal of Applied Econometrics.

  • Francesco Ravazzolo (2016). Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov-Switching VAR Model Journal of Applied Econometrics.
  • Blasques, F., Koopman, S., Lucas, A. and Schaumburg, J. (2016). Spillover dynamics for systemic risk measurement using spatial financial time series models Journal of Econometrics, 195(2):211--223.

  • Roy Kouwenberg (2016). Ambiguity aversion and household portfolio choice puzzles: Empirical evidence Journal of Financial Economics.
  • Blasques Albergaria Amaral, F., Koopman, S., Mallee, M. and Zhang, Z. (2016). Weighted Maximum Likelihood for Dynamic Factor Analysis and Forecasting with Mixed Frequency Data Journal of Econometrics, 193(2):405--417.
  • Baltussen, G., van den Assem, M.J. and van Dolder, D. (2016). Risky Choice in the Limelight Review of Economics and Statistics, 98(2):318--332.
  • Boswijk, H., Cavaliere, G., Rahbek, A. and Taylor, A. (2016). Inference on co-integration parameters in heteroskedastic vector autoregressions Journal of Econometrics, 192(1):64--85.
  • Ketel, N., Linde, J., Oosterbeek, H. and van der Klaauw, B. (2016). Tuition fees and sunk-cost effects Economic Journal, 126(598):2342--2362.

  • Frank Windmeijer (2016). A weak instrument F-test in linear IV models with multiple endogenous variables Journal of Econometrics.
  • Kirchner, M. and van Wijnbergen, S. (2016). Fiscal Deficits, Financial Fragility, and the Effectiveness of Government Policies Journal of Monetary Economics, 80:51--68.
  • Kamphorst, J. and Swank, O. (2016). Don't Demotivate, Discriminate American Economic Journal: Microeconomics, 8(1):140--165.
  • Christensen, B., Posch, O. and van der Wel, M. (2016). Estimating Dynamic Equilibrium Models using Macro and Financial Data Journal of Econometrics, 194(1):116--137.
  • Gerritsen, A. (2016). Optimal taxation when people do not maximize well-being Journal of Public Economics, 144:122--139.
  • Zoutman, F. and Jacobs, B. (2016). Optimal redistribution and monitoring of labor supply Journal of Public Economics, 135:15--31.
  • van Dijk, D., Lumsdaine, R. and van der Wel, M. (2016). Market set-up in advance of Federal Reserve policy rate decisions Economic Journal, 126(592):618--653.
  • García, J. and van Veelen, M. (2016). In and out of equilibrium I: Evolution of strategies in repeated games with discounting Journal of Economic Theory, 161:161--189.
  • Ketel, N., Leuven, E., Oosterbeek, H. and van der Klaauw, B. (2016). The Returns to Medical School: Evidence from Admission Lotteries American Economic Journal: Applied Economics, 8(2):225--254.
  • Bartelsman, E., Gautier, P. and de Wind, J. (2016). Employment protection, technology choice, and worker allocation International Economic Review, 57(3):787--826.
  • Koopman, S., Lucas, A. and Scharth, M. (2016). Predicting time-varying parameters with parameter-driven and observation-driven models Review of Economics and Statistics, 98(1):97--110.