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26 key alumni publications

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  • van Bekkum, S., Gabarro, M., Irani, RustomM. and Peydró, J.L. (2024). The real effects of borrower-based macroprudential policy: Evidence from administrative household-level data Journal of Monetary Economics, 147:.
  • Boswijk, H.Peter, Laeven, RogerJ.A. and Vladimirov, E. (2024). Estimating option pricing models using a characteristic function-based linear state space representation Journal of Econometrics, 244(1):.
  • Ahmed, H., Einmahl, JohnH.J. and Zhou, C. (2024). Extreme value statistics in semi-supervised models Journal of the American Statistical Association, :.
  • D'Innocenzo, E. and Lucas, A. (2024). Dynamic partial correlation models Journal of Econometrics, 241(2):1--17.
  • Opschoor, D. and van der Wel, M. (2024). A Smooth Shadow-Rate Dynamic Nelson-Siegel Model for Yields at the Zero Lower Bound Journal of Business and Economic Statistics, :.
  • Janssens, EvaF. and Lumsdaine, RobinL. (2024). Sectoral slowdowns in the United Kingdom: Evidence from transmission probabilities and economic linkages Journal of Applied Econometrics, 39(1):22--40.