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Home | Alumni | Key alumni publications

Alumni types

Year

495 key alumni publications

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  • Muller, P., van der Klaauw, B., Gautier, P., Rosholm, M. and Svarer, M. (2018). Estimating equilibrium effects of job search assistance Journal of Labor Economics, 36(4):1073--1125.
  • Weber, M., Duffy, J. and Schram, A. (2018). An Experimental Study of Bond Market Pricing The Journal of Finance, 73(4):1857--1892.
  • Boswijk, H., Laeven, R. and Yang, X. (2018). Testing for self-excitation in jumps Journal of Econometrics, 203(2):256--266.

  • Xianhua Hu (2018). English auctions with ensuing risks and heterogeneous bidders Journal of Mathematical Economics.

  • Francesco Ravazzolo (2018). Bayesian Nonparametric Calibration and Combination of Predictive Distributions Journal of the American Statistical Association, 113(522}:675-685.
  • Gerritsen, S., Plug, E. and Webbink, D. (2017). Teacher quality and student achievement: Evidence from a sample of Dutch twins Journal of Applied Econometrics, 32(3):643--660.
  • 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.
  • Schwaab, B., Koopman, S. and Lucas, A. (2017). Global Credit Risk: World, Country and Industry Factors Journal of Applied Econometrics, 32(2):296--317.
  • Moraga Gonzalez, J.L., Sandor, Z. and Wildenbeest, M. (2017). Prices and heterogeneous search costs RAND Journal of Economics, 48(1):125--146.
  • Cai, X., Gautier, PieterA. and Wolthoff, RonaldP. (2017). Search frictions, competing mechanisms and optimal market segmentation Journal of Economic Theory, 169:453--473.

  • Francesco Ravazzolo (2017). Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts Journal of Business and Economic Statistics.
  • Koopman, S. and Mesters, G. (2017). Empirical Bayes Methods for Dynamic Factor Models Review of Economics and Statistics, 99(3):486--498.

  • Francesco Ravazzolo (2017). Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section Journal of Business and Economic Statistics.
  • Aït-Sahalia, Y., Fan, J., Laeven, R., Wang, C. and Yang, X. (2017). Estimation of the Continuous and Discontinuous Leverage Effects Journal of the American Statistical Association, 112(520):1744--1758.
  • Koopman, S., Lit, R. and Lucas, A. (2017). Intraday Stochastic Volatility in Discrete Price Changes: the Dynamic Skellam Model Journal of the American Statistical Association, 112(520):1490--1503.
  • Bleichrodt, H., Kothiyal, A., Filko, M. and Wakker, P. (2017). Making Case-Based Decision Theory Directly Observable American Economic Journal: Microeconomics, 9(1):123--151.
  • Menkveld, AlbertJ., Yueshen, B.Z. and Zhu, H. (2017). Shades of darkness: A pecking order of trading venues Journal of Financial Economics, 124(3):503--534.

  • Sven Fischer (2017). Potential Pareto Public Goods Journal of Public Economics.
  • Lucas, A., Schwaab, B. and Zhang, X. (2017). Modeling Financial Sector Joint Tail Risk in the Euro Area Journal of Applied Econometrics, 32(1):171--191.