Salle, I., Grimaud, A., Vermandel, G. and Bullard, J. (2026). Soft Landing and Inflation Scarces Journal of Monetary Economics, 157.
1073 Key Publications
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De Vos, I. and Everaert, G. (2026). GLS estimation of local projections: Trading robustness for efficiency Journal of Econometrics, 253. -
Douenne, T., Hummel, A.J. and Pedroni, M. (2026). Optimal Fiscal Policy in a Climate-Economy Model with Heterogeneous Households Economic Journal. -
Johannes, M., Seeger, NormanJ. and Stroud, JonathanR. (2026). Time-varying macroeconomic announcement risk Journal of Econometrics, 254:1--23. -
DtextquoterightInnocenzo, E., Lucas, A., Schwaab, B. and Zhang, X. (2026). Joint Extreme Value-at-Risk and Expected Shortfall Dynamics with a Single Integrated Tail Shape Parameter Journal of Business and Economic Statistics. -
Koning, N. (2026). Measuring Evidence against Exchangeability and Group Invariance with E-values Annals of Statistics. -
Veiga, F.J., Veiga, L.G. and Swank, O. (2026). Electoral Incentives to Obtain EU Grants Economic Journal, 136(676):1527--1543. -
Chen, L. and Zhou, C. (2026). High-dimensional inference for extreme value indices Journal of the American Statistical Association. -
de Bruijn, E.J., Vethaak, H., Koning, P. and Knoef, M. (2026). Welfare debt relief: Impact on employment, benefit receipt, and mental health Journal of Public Economics, 260:1--13. -
Sloof, R., Beetsma, R. and Steinweg, A. (2026). Debt Ceilings with Fiscal Intransparency and Imperfect Electoral Accountability International Economic Review, 67(1):97--125. -
Klein Teeselink, B., van Dolder, D., van den Assem, MartijnJ. and Dana, JasonD. (2026). High-Stakes Failures of Backward Induction Games and Economic Behavior, 157:418--439.
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van der Wel, M. and Zhang, Y. (2026). Global evidence on unspanned macro risks in dynamic term structure models Journal of Banking and Finance, 185.
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Capera Romero, L. and Opschoor, A. (2026). Revisiting EWMA in High‐Frequency‐Based Portfolio Optimization: A Comparative Assessment Journal of Applied Econometrics. -
Juodis, A. and Reese, S. (2026). Five lessons for applied researchers from twenty years of common correlated effects estimation Journal of Econometrics, 253. -
Wan, P. (2026). Characterizing extremal dependence on a hyperplane Biometrika, 113(2).
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Markiewicz, A. and Silvestrini, R. (2026). THE INCREASE IN TURBULENCE AND MARKET POWER Economic Journal, 136(674):507--559. -
Moussa, K., Blasques, F. and Koopman, S.J. (2026). Extremum Monte Carlo Filters: Signal Extraction via Simulation and Regression Journal of Business and Economic Statistics, 44(3):840--852. -
Roesch, M., Gerritse, M. and Karreman, B. (2026). Careers in multinational enterprises Journal of International Economics, 161. -
Lange, R.J., van Os, B. and van Dijk, D. (2026). Implicit score-driven filters for time-varying parameter models Journal of Econometrics, 255:1--21. -
De Vos, I. and Stauskas, O. (2026). Cross-Section Bootstrap for CCE Regressions with General Unknown Factors Journal of Business and Economic Statistics, 44(3):876--885.