Blasques, F., Francq, C. and Laurent, S. (2024). Autoregressive conditional betas Journal of Econometrics, 238(2):.
899 Key Publications
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Agostinelli, F., Doepke, M., Sorrenti, G. and Zilibotti, F. (2023). It Takes a Village: The Economics of Parenting with Neighborhood and Peer Effects Journal of Political Economy, :.
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Hummel, A. and Ziesemer, V. (2023). Food subsidies in general equilibrium Journal of Public Economics, 222:.
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Garratt, R. and van Oordt, M. (2023). Why fixed costs matter for proof-of-work based cryptocurrencies Management Science, 69(11):6482--6507.
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Koning, P., Lindeboom, M. and Godard, M. (2022). Application and Award Responses to Stricter Screening in Disability Insurance Journal of Human Resources, :.
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Buser, T. and Yuan, H. (2023). Public Speaking Aversion Management Science, 69(5):2746--2760.
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Almeida, C., Fan, J., Freire, G. and Tang, F. (2023). Can a Machine Correct Option Pricing Models? Journal of Business and Economic Statistics, 41(3):995--1009.
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Dirkmaat, T., Rohde, K., van de Veer, E., van Dijk, B. and Yu, X. (2023). Managing “Last Moment Behavior”:: Non-binding target dates to reduce the spikes in task completion at deadlines Journal of Public Economics, 219:.
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Daniel, K., Klos, A. and Rottke, S. (2023). The Dynamics of Disagreement Review of Financial Studies, 36(6):2431--2467.
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Ilciukas, J. (2023). Fertility and parental retirement Journal of Public Economics, 226:.
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Gorgi, P. and Koopman, S.J. (2023). Beta observation-driven models with exogenous regressors: A joint analysis of realized correlation and leverage effects Journal of Econometrics, 237(2):1--21.
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Gautier, P., Hu, B. and Watanabe, M. (2023). Marketmaking Middlemen RAND Journal of Economics, 54(1):83--103.
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Albrecht, J., Cai, X., Gautier, P. and Vroman, S. (2023). On the foundations of competitive search equilibrium with and without market makers Journal of Economic Theory, 208:1--33.
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Manduca, R., Hell, M., Adermon, A., Blanden, J., Bratberg, E., Gielen, A., van Kippersluis, H., Lee, K., Machin, S., Munk, MartinD., Nybom, M., Ostrovsky, Y., Rahman, S. and Sirniö, O. (2023). Measuring Absolute Income Mobility: Lessons from North America and Europe American Economic Journal: Applied Economics, :.
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Marie, O. and Castelló, J.V. (2023). Sick Leave Cuts and (Unhealthy) Returns to Work Journal of Labor Economics, 41(4):923--956.
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He, Y., Jaidee, S. and Gao, J. (2023). Most powerful test against a sequence of high dimensional local alternatives Journal of Econometrics, 234(1):151--177.
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Leng, X., Chen, H. and Wang, W. (2023). Multi-dimensional latent group structures with heterogeneous distributions Journal of Econometrics, 233(1):1--21.
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Lumsdaine, R., Okui, R. and Wang, W. (2023). Estimation of panel group structure models with structural breaks in group memberships and coefficients Journal of Econometrics, 233(1):45--65.
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De Haan, M., Gautier, PieterA., Oosterbeek, H. and van der Klaauw, B. (2023). The Performance of School Assignment Mechanisms in Practice Journal of Political Economy, 131(2):388--455.
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Cai, X., Gautier, P. and Wolthoff, R. (2023). MEETINGS AND MECHANISMS International Economic Review, 64(1):155--185.