Cai, J., Einmahl, J., De Haan, L. and Zhou, C. (2014). Estimation of the marginal expected shortfall: the mean when a related variable is extreme Journal of the Royal Statistical Society. Series B. Statistical Methodology, 77(2):417--442.
28 key alumni publications
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Jacobs, B. and Boadway, R. (2014). Optimal linear commodity taxation under optimal non-linear income taxation Journal of Public Economics, 117(1):201--210. -
Zu, Y. and Boswijk, H. (2014). Estimating spot volatility with high-frequency financial data Journal of Econometrics, 181(2):117--135. -
Basturk, N., Cakmakli, .(., Ceyhan, P. and van Dijk, H. (2014). Posterior-predictive evidence on US inflation using extended New Keynesian Phillips Curve models with non-filtered data Journal of Applied Econometrics, 29(7):1164--1182. -
Lucas, A., Schwaab, B. and Zhang, X. (2014). Conditional euro area sovereign default risk Journal of Business and Economic Statistics, 32(2):271--284. -
Gijs van de Kuilen (2014). Higher order risk attitudes, demographics, and financial decisions Review of Economic Studies.
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Govert Bijwaard (2014). The impact of labor market dynamics on the return migration of immigrants Review of Economics and Statistics.
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Gubins, S. and Verhoef, E. (2014). Dynamic bottleneck congestion and residential land use in the monocentric city Journal of Urban Economics, 80(March):51--61.