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478 key alumni publications

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  • Creal, D., Schwaab, B., Koopman, S. and Lucas, A. (2014). Observation Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk Review of Economics and Statistics, 96(5):898--915.
  • Aït-Sahalia, Y., Laeven, R. and Pelizzon, L. (2014). Mutual excitation in Eurozone sovereign CDS Journal of Econometrics, 183(2):151--167.
  • Mesters, G. and Koopman, S. (2014). Generalized Dynamic Panel Data Models with Random Effects for Cross-Section and Time Journal of Econometrics, 180(2):127--140.
  • Albrecht, J., Gautier, P. and Vroman, S. (2014). Efficient Entry in Competing Auctions American Economic Review, 104(10):3288--3296.
  • Bartelsman, E. and Wolf, Z. (2014). Forecasting Aggregate Productivity using Information from Firm-level Data Review of Economics and Statistics, 96(4):745--755.
  • Mulalic, I., van Ommeren, J.N. and Pilegaard, N. (2014). Wages and commuting: quasi-natural experiments' evidence from firms that relocate Economic Journal, 124(579):1086--1105.
  • Buser, T., Niederle, M. and Oosterbeek, H. (2014). Gender, competitiveness and career choices Quarterly Journal of Economics, 129(3):1409--1447.
  • Bataa, E., Osborn, D., Sensier, M. and van Dijk, D. (2013). Structural breaks in the international dynamics of inflation Review of Economics and Statistics, 95(2):646--659.
  • Bilio, M., Casarin, R., Ravazzolo, F. and van Dijk, H. (2013). Time-varying combinations of predictive densities using nonlinear filtering Journal of Econometrics, 177(2):213--232.
  • Francesco Lippi (2013). The demand of liquid assets with uncertain lumpy expenditures Journal of Monetary Economics.

  • Garcia Gomez, P., van Kippersluis, H., O'Donnell, O. and van Doorslaer, E. (2013). Long Term and Spillover Effects of Health Shocks on Employment and Income Journal of Human Resources, 48(4):873--909.
  • Spinu, V. and Wakker, P. (2013). Expected Utility without Continuity: A Comment on Delbaen, Drapeau, and Kupper (2011) Journal of Mathematical Economics, 49(1):28--30.
  • Silva Montalva, H.E. and Verhoef, E. (2013). Optimal pricing of flights and passengers at congested airports and the efficiency of atomistic charges Journal of Public Economics, 106:1--13.
  • de Haan, L., de Vries, C. and Zhou, C. (2013). The number of active bidders in internet auctions Journal of Economic Theory, 148(4):1726--1736.
  • Koning, P. and van der Wiel, K. (2013). Ranking the schools: How school-quality information affects school choice in the Netherlands Journal of the European Economic Association, 11(2):466--493.
  • Creal, D., Koopman, S. and Lucas, A. (2013). General Autoregressive Score Models with Applications Journal of Applied Econometrics, 28(5):777--795.
  • van der Klaauw, B. and van Ours, J.C. (2013). Carrot and stick: how reemployment bonuses and benefit sanctions affect exit rates from welfare Journal of Applied Econometrics, 28(2):275--296.
  • van den Brink, J.R., van der Laan, G. and Moes, N. (2013). A strategic implementation of the average tree solution for cycle-free graph games Journal of Economic Theory, 148(6):2737--2748.
  • Moraga González, J.L., Sandor, Z. and Wildenbeest, M. (2013). Semi-Nonparametric Estimation of Consumer Search Costs Journal of Applied Econometrics, 28(7):1205--1223.
  • Groen, J.(., Paap, R. and Ravazzolo, F. (2013). Real-time Inflation Forecasting in a Changing World Journal of Business and Economic Statistics, 31(1):29--44.