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Year

493 key alumni publications

  • Francesco Lippi (2012). Durable consumption and asset management with transaction and observation costs American Economic Review.
  • van Ommeren, J.N. and Wentink, D. (2012). The (hidden) costs of employer parking policies International Economic Review, 53(3):965--978.

  • Francesco Lippi (2012). Oil and the macroeconomy: A quantitative structural analysis Journal of the European Economic Association.
  • Fok, D., Paap, R. and van Dijk, A. (2010). A Rank-Ordered Logit Model with Unobserved Heterogeneity in Ranking Capabilities Journal of Applied Econometrics, 27(5):831--846.
  • Geweke, J., Koop, G. and Paap, R. (2012). Editorial Introduction for the Annals Issue of the Journal of Econometrics on Bayesian Models, Methods and Applications Journal of Econometrics, 171(2):99--100.
  • Jacobs, B. and Schindler, D. (2012). On the desirability of taxing capital income in optimal social insurance Journal of Public Economics, 96(9-10):853--868.
  • Hoogerheide, L., Ravazzolo, F. and van Dijk, H.K. (2012). Comment on Forecast Rationality Tests Based on Multi-Horizon Bounds Journal of Business and Economic Statistics, 30(1):30--33.
  • Albrecht, J., Gautier, P. and Vroman, S. (2012). A Note on 'Competition Among: Sellers Who Offer Auctions Instead of Prices' by Peters and Severinov Journal of Economic Theory, 147(1):389--392.
  • Hoogerheide, L., Opschoor, A. and van Dijk, H.K. (2012). A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation Journal of Econometrics, 171(2):101--120.
  • Guggenberger, P., Kleibergen, F., Mavroeidis, S. and Chen, L. (2012). On the asymptotic sizes of subset Anderson-Rubin and Lagrange multiplier tests in linear instrumental variables regression Econometrica, 80(6):2649--2666.
  • van den Berg, V.A.C. and Verhoef, E. (2011). Winning or losing from dynamic bottleneck congestion pricing? The distributional effects of road pricing with heterogeneity in values of time and schedule delay Journal of Public Economics, 95(7-8):983--992.
  • Leuven, E., Oosterbeek, H., Sonnemans, J. and van der Klaauw, B. (2011). Incentives versus sorting in tournaments: evidence from a field experiment Journal of Labor Economics, 29(3):637--658.
  • Hendershott, T., Jones, M. and Menkveld, A. (2011). Does algorithmic trading improve liquidity The Journal of Finance, 66(1):1--33.
  • Janssens, W. (2011). Externalities in program evaluation: the impact of a women’s empowerment program on immunization Journal of the European Economic Association, 9(6):1082--1113.
  • Holmlund, H., Lindahl, M. and Plug, E. (2011). The causal effect of parents' schooling on children's schooling: a comparison of estimation methods Journal of Economic Literature, 49(3):615--651.
  • Koopman, S., Lucas, A. and Schwaab, B. (2011). Modeling frailty correlated defaults using many macroeconomic covariates Journal of Econometrics, 162(2):312--325.
  • Creal, D., Koopman, S. and Lucas, A. (2011). A dynamic multivariate heavy-tailed model for time-varying volatilities and correlations Journal of Business and Economic Statistics, 29(4):552--563.
  • Boswijk, H. and van der Weide, R. (2011). Method of moments estimation of GO-GARCH models Journal of Econometrics, 163(1):118--126.

  • Francesco Lippi (2011). Optimal price setting with observation and menu costs Quarterly Journal of Economics.
  • Gutierrez Puigarnau, E. and van Ommeren, J.N. (2011). Welfare effects of distortionary fringe benefits taxation: The case of employer-provided cars International Economic Review, :.