501 key alumni publications

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  Blasques, F., Harvey, \A.C.\, Koopman, \S.J.\ and Lucas, A. (2023). Time-Varying Parameters in Econometrics: The editor's foreword Journal of Econometrics, 237(2):1--3.

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  Cotofan, M., Cassar, L., Dur, R. and Meijer, S. (2023). Macroeconomic Conditions When Young Shape Job Preferences for Life Review of Economics and Statistics, 105(2):467--473.

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  Biais, B., Bisière, C., Bouvard, M., Casamatta, C. and Menkveld, \AlbertJ.\ (2023). Equilibrium Bitcoin Pricing The Journal of Finance, 78(2):967--1014.

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  Guggenberger, P., Kleibergen, F. and Mavroeidis, S. (2023). A Test for Kronecker Product Structure Covariance Matrix Journal of Econometrics, 223(1):88--112.

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  Juodis, A. and Sarafidis, V. (2022). An incidental parameters free inference approach for panels with common shocks Journal of Econometrics, 229(1):19--54.

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  Fan, Z., Londono, J. and Xiao, X. (2022). Equity tail risk and currency risk premiums Journal of Financial Economics, 143(1):484--503.

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  Perotti, E. and Rola-Janicka, M. (2022). The Good, the Bad and the Missed Boom Review of Financial Studies, 35(11):5025–5056.

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  Blasques, F., \van Brummelen\, J., Koopman, \.J. and Lucas, A. (2022). Maximum likelihood estimation for score-driven models Journal of Econometrics, 227(2):325--346.

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  Beetsma, R., Debrun, X. and Sloof, R. (2022). The political economy of fiscal transparency and independent fiscal councils European Economic Review, 145:.

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  Hendershott, T., Menkveld, \AlbertJ.\, Praz, R. and Seasholes, M. (2022). Asset Price Dynamics with Limited Attention Review of Financial Studies, 35(2):962--1008.

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  Juodis, A. and Reese, S. (2022). The Incidental Parameters Problem in Testing for Remaining Cross-Section Correlation Journal of Business and Economic Statistics, 40(3):1191--1203.

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  Blasques, F., Koopman, \.J. and Nientker, M. (2022). A time-varying parameter model for local explosions Journal of Econometrics, 227(1):65--84.

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  Baley, I., Figueiredo, A. and Ulbricht, R. (2022). Mismatch Cycles Journal of Political Economy, 130(11):2943--2984.

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  Koster, \HansR.A.\ and Pinchbeck, \EdwardW.\ (2022). How Do Households Value the Future? Evidence from Property Taxes American Economic Journal: Economic Policy, 14(1):207--239.

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  Kastoryano, S. and \van der Klaauw\, B. (2022). Dynamic evaluation of job search assistance Journal of Applied Econometrics, 37(2):227--241.

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  Artmann, E., Oosterbeek, H. and \van der Klaauw\, B. (2022). Do Doctors Improve the Health Care of Their Parents? Evidence from Admission Lotteries American Economic Journal: Applied Economics, 14(3):164--184.

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  Juodis, A. and Sarafidis, V. (2022). A Linear Estimator for Factor-Augmented Fixed-T Panels With Endogenous Regressors Journal of Business and Economic Statistics, 22(1):1--15.

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  Brands, D., Klingen, J. and Ostermeijer, F. (2022). Hands on the wheel, eyes on the phone: The effect of smartphone usage fees on road safety European Economic Review, 146:1--23.

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  Gardberg, M. and Pozzi, L. (2022). Aggregate consumption and wealth in the long run: The impact of financial liberalization Journal of Applied Econometrics, 37(1):161--186.

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  Jovanovic, B. and Menkveld, \AlbertJ.\ (2022). Equilibrium bid-price dispersion Journal of Political Economy, 130(2):426--461.