D\textquoterightInnocenzo, E., Lucas, A., Schwaab, B. and Zhang, X. (2024). Modeling Extreme Events: Time-Varying Extreme Tail Shape Journal of Business and Economic Statistics, 42(3):903--917.
56 Key Publications
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Chen, Y., Ward, F., Palma, N. and Brzezinski, A. (2024). The Vagaries of the Sea: Evidence on the Real Effects of Money from Maritime Disasters in the Spanish Empire Review of Economics and Statistics, 106(5):1220--1235. -
Magnus, \JanR.\ (2024). A gentle introduction to matrix calculus Journal of Econometrics, 244(1):. -
Koster, \HansR.A.\ and Rouwendal, J. (2024). Housing market discount rates: evidence from bargaining and bidding wars International Economic Review, 65(2):955--1002. -
Gorgi, P., Koopman, \.J. and Schaumburg, J. (2024). Vector autoregressions with dynamic factor coefficients and conditionally heteroskedastic errors Journal of Econometrics, 244(2):1--23. -
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. -
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:. -
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, \.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. -
Koster, \HansR.A.\ and Thisse, \.F. (2024). Understanding Spatial Agglomeration: Increasing Returns, Land, and Transportation Costs Annual Review of Economics, 16:55--78.