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):.
845 Key Publications
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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. -
Li, W., Xu, G. and van den Brink, R. (2024). Sign properties and axiomatizations of the weighted division values Journal of Mathematical Economics, 112:. -
Camehl, A., Fok, D. and Gruber, K. (2024). On superlevel sets of conditional densities and multivariate quantile regression Journal of Econometrics, :. -
Naghi, AndreaA., O'Neill, E. and Danielova Zaharieva, M. (2024). The benefits of forecasting inflation with machine learning: New evidence Journal of Applied Econometrics, :. -
Noailly, J., Nowzohour, L., van den Heuvel, M. and Pla, I. (2024). Heard the news? Environmental policy and clean investments Journal of Public Economics, 238:1--21. -
Blasques, F., van Brummelen, J., Gorgi, P. and Koopman, S.J. (2024). Maximum Likelihood Estimation for Non-Stationary Location Models with Mixture of Normal Distributions Journal of Econometrics, 238(1):1--22. -
Menkveld, A., Dreber, A., Holzmeister, F., Huber, J., Johanesson, M., Kirchler, M., Razen, M., Weitzel, U., Vladimirov, V., Caskurlu, T. and co-authors, O. (2024). Nonstandard Errors The Journal of Finance, :. -
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:. -
Leng, X., Chen, H. and Wang, W. (2023). Multi-dimensional latent group structures with heterogeneous distributions Journal of Econometrics, 233(1):1--21. -
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. -
Almeida, C., Freire, G., Azevedo, R. and Ardison, K. (2023). Nonparametric Option Pricing with Generalized Entropic Estimators Journal of Business and Economic Statistics, 41(4):1173--1187. -
Dyrda, S. and Pedroni, M. (2023). Optimal Fiscal Policy in a Model with Uninsurable Idiosyncratic Income Risk Review of Economic Studies, 90(2):744–780. -
Blasques, F. and Nientker, M. (2023). Stochastic properties of nonlinear locally-nonstationary filters Journal of Econometrics, 235(2):2082--2095. -
Hummel, A. (2023). Tax curvature Journal of Public Economics, 224:. -
Daniel, K., Klos, A. and Rottke, S. (2023). The Dynamics of Disagreement Review of Financial Studies, 36(6):2431--2467. -
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, :. -
Peters, F. and Kucinskas, S. (2023). Measuring Under- and Overreaction in Expectation Formation Review of Economics and Statistics, :. -
Korevaar, M. (2023). Reaching for yield and the housing market: Evidence from 18th-century Amsterdam Journal of Financial Economics, 148(3):273--296. -
Huo, Z. and Pedroni, M. (2023). Dynamic information aggregation: Learning from the past Journal of Monetary Economics, 136:107--124.