Gorgi, P., Koopman, S.J. and Schaumburg, J. (2024). Vector autoregressions with dynamic factor coefficients and conditionally heteroskedastic errors Journal of Econometrics, 244(2):1--23.
65 Key Publications
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Friedrich, M. and Lin, Y. (2024). Sieve bootstrap inference for linear time-varying coefficient models Journal of Econometrics, 239(1):1--29. -
Pinotti, P. and Marie, O. (2024). Immigration and Crime: An International Perspective Journal of Economic Perspectives, 38(1):181--200. -
Armillotta, M. and Gorgi, P. (2024). Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models Journal of Econometrics, 246(1-2). -
Amasino, D., Pace, D. and van der Weele, J.J. (2024). Fair Shares and Selective Attention American Economic Journal: Microeconomics, 16(4):259–290. -
Atella, V., di Porto, E., Kopinska, J. and Lindeboom, M. (2024). Traumatic Experiences Adversely Affect Life Cycle Labor Market Outcomes of the Next Generation—Evidence from Wwii Nazi Raids Journal of the European Economic Association, 22(2):963--1009. -
Koster, HansR.A. (2024). The Welfare Effects of Greenbelt Policy: Evidence from England Economic Journal, 134(657):363--401. -
Creal, D., Koopman, S.J., Lucas, A. and Zamojski, M. (2024). Observation-driven filtering of time-varying parameters using moment conditions Journal of Econometrics, 238(2):1--14. -
Li, C. and Wakker, P. (2024). A Simple and General Axiomatization of Average Utility Maximization for Infinite Streams Journal of Economic Theory, 216:1--10. -
Koster, HansR.A. and Thisse, J.F. (2024). Understanding Spatial Agglomeration: Increasing Returns, Land, and Transportation Costs Annual Review of Economics, 16:55--78. -
Blinder, AlanS., Ehrmann, M., de Haan, J. and Jansen, D.J. (2024). Central Bank Communication with the General Public: Promise or False Hope? Journal of Economic Literature, 62(2):425--457. -
Ikefuji, M., Magnus, JanR. and Yamagata, T. (2024). Revealing priors from posteriors with an application to inflation forecasting in the UK Econometrics Journal, 27(1):151--170.
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de Haan, L. and Zhou, C. (2024). Bootstrapping Extreme Value Estimators Journal of the American Statistical Association, 119(545):382--393. -
Koster, HansR.A. and Rouwendal, J. (2024). Housing market discount rates: evidence from bargaining and bidding wars International Economic Review, 65(2):955--1002. -
Bindler, A., Hjalmarsson, R., Ketel, N. and Mitrut, A. (2024). Discontinuities in the Age-Victimisation Profile and the Determinants of Victimisation Economic Journal, 134(657):95–134. -
Bosker, M. and Westbrock, B. (2024). The network origins of the gains from trade Journal of Economic Theory, 216. -
Borghorst, M., Mulalic, I. and van Ommeren, J. (2024). Commuting, gender and children Journal of Urban Economics, 144.
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Blasques, F., Francq, C. and Laurent, S. (2024). Autoregressive conditional betas Journal of Econometrics, 238(2):1--22. -
Manduca, R., Hell, M., Adermon, A., Blanden, J., Bratberg, E., Gielen, AnneC., Kippersluis, H.V., Lee, K., Machin, S., Munk, MartinD., Nybom, M., Ostrovsky, Y., Rahman, S. and Sirniö, O. (2024). Measuring Absolute Income Mobility: Lessons from North America and Europe American Economic Journal: Applied Economics, 16(2):1--30. -
Li, W., Xu, G. and van den Brink, R. (2024). Sign properties and axiomatizations of the weighted division values Journal of Mathematical Economics, 112:1--7.