502 key alumni publications
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Weber, M., Duffy, J. and Schram, A. (2018). An Experimental Study of Bond Market Pricing The Journal of Finance, 73(4):1857--1892. -
Boot, T. and Pick, A. (2018). Optimal forecasts from Markov switching models Journal of Business and Economic Statistics, 36(4):628--642. -
Francesco Ravazzolo (2018). Bayesian Nonparametric Calibration and Combination of Predictive Distributions Journal of the American Statistical Association, 113(522}:675-685.
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Marcos Poplawski Ribeiro (2018). The Slowdown in Global Trade: A Symptom of a Weak Recovery? IMF Economic Review.
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Baillon, A. and Emirmahmutoglu, A. (2018). Zooming in on ambiguity attitudes International Economic Review, 59(4):. -
Opschoor, A., Janus, P., Lucas, A. and \Van Dijk\, D. (2018). New HEAVY Models for Fat-Tailed Realized Covariances and Returns Journal of Business and Economic Statistics, 36(4):643--657. -
Baillon, A., Huang, Z., Selim, \.(. and Wakker, P. (2018). Measuring Ambiguity Attitudes for All (Natural) Events Econometrica, 86(5):1839--1858. -
Juodis, A. (2018). Pseudo Panel Data Models With Cohort Interactive Effects Journal of Business and Economic Statistics, 36(1):47--61. -
\van Bekkum\, S., \Gabarro Bonet\, M. and Irani, \RustomM.\ (2018). Does a Larger Menu Increase Appetite? Collateral Eligibility and Credit Supply Review of Financial Studies, 31(3):2855--2896. -
Cheshire, P., Hilber, \ChristianA.L.\ and Koster, \HansR.A.\ (2018). Empty homes, longer commutes: The unintended consequences of more restrictive local planning Journal of Public Economics, 158(2):126--151. -
Frank Windmeijer (2018). On the Use of the Lasso for Instrumental Variables Estimation with Some Invalid Instruments Journal of the American Statistical Association.
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Aastveit, K.A., Ravazzolo, F. and H.K. van Dijk (2018). Combined Density Nowcasting in an Uncertain Economic Environment Journal of Business and Economic Statistics, 36(1):131-145.
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Bernasco, W., \de Graaff\, T., Rouwendal, J. and Steenbeek, W. (2017). Social Interactions and Crime Revisited: An Investigation Using Individual Offender Data in Dutch Neighborhoods Review of Economics and Statistics, 99(4):622--636. -
Lundborg, P., Plug, E. and Rasmussen, A. (2017). Can women have children and a career? IV evidence from IVF treatments American Economic Review, 107(6):1611--1637. -
Kole, E. and \van Dijk\, D. (2017). How to identify and forecast bull and bear markets? Journal of Applied Econometrics, 32(1):120--139. -
Bao, T., Hommes, C. and Makarewicz, T. (2017). Bubble formation and (in)efficient markets in learning-to-forecast and optimise experiments Economic Journal, 127(605):F581--F609. -
Barra, I., Hoogerheide, L., Koopman, S. and Lucas, A. (2017). Joint Bayesian Analysis of Parameters and States in Nonlinear, Non-Gaussian State Space Models Journal of Applied Econometrics, 32(5):1003--1026. -
Tim Willems (2017). The benefits of forced experimentation: Striking evidence from the London underground network Quarterly Journal of Economics.
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\de Haan\, T., Offerman, T. and Sloof, R. (2017). Discrimination in the labour market: the curse of competition between workers Economic Journal, 127(603):1433–1466. -
Weber, M. and Schram, A. (2017). The Non-Equivalence of Labour Market Taxes: A Real-Effort Experiment Economic Journal, 127(604):2187--2215.