Boswijk, H. and Klaassen, F. (2012). Why frequency matters for unit root testing in financial time series Journal of Business and Economic Statistics, 30(3):351--357.
811 Key Publications
-
-
Koopman, S., Lucas, A. and Schwaab, B. (2012). Dynamic Factor Models With Macro, Frailty and Industry Effects for U.S. Default Counts: The Credit Crisis of 2008 Journal of Business and Economic Statistics, 30(4):521--532. -
Bruegemann, B. (2012). Does Employment Protection Create Its Own Political Support? Journal of the European Economic Association, 10(2):369--416. -
van Ommeren, J.N. and Wentink, D. (2012). The (hidden) costs of employer parking policies International Economic Review, 53(3):965--978. -
Fok, D., Paap, R. and van Dijk, A. (2010). A Rank-Ordered Logit Model with Unobserved Heterogeneity in Ranking Capabilities Journal of Applied Econometrics, 27(5):831--846. -
Geweke, J., Koop, G. and Paap, R. (2012). Editorial Introduction for the Annals Issue of the Journal of Econometrics on Bayesian Models, Methods and Applications Journal of Econometrics, 171(2):99--100. -
Grundy, B., Lim, B. and Verwijmeren, P. (2012). Do option markets undo restrictions on short sales: evidence from the 2008 short sale ban Journal of Financial Economics, 106(2):331--348. -
Jacobs, B. and Schindler, D. (2012). On the desirability of taxing capital income in optimal social insurance Journal of Public Economics, 96(9-10):853--868. -
Markiewicz, A. (2012). Model Uncertainty and Exchange Rate Volatility International Economic Review, 53(3):815--843. -
Stoop, J., Noussair, C.(. and van Soest, D. (2012). From the lab to the field: Cooperation among fishermen The Journal of Political Economy, 120(6):1027--1056. -
Marie, O. and Vall Castello, J. (2012). Measuring the (Income) Effect of Disability Insurance Generosity on Labour Market Participation. Journal of Public Economics, 96:198--210. -
Daniels, T., Jager, H. and Klaassen, F. (2011). Currency crises with the threat of an interest rate defence Journal of International Economics, 85(1):14--24. -
de Jong, Ph., Lindeboom, M. and van der Klaauw, B. (2011). Screening disability insurance applications Journal of the European Economic Association, 9(1):106--129. -
van der Ploeg, F. and Venables, A. (2011). Harnessing windfall revenues: Optimal policies for resource-rich developing economies Economic Journal, 121(551):1--30. -
van den Berg, V.A.C. and Verhoef, E. (2011). Winning or losing from dynamic bottleneck congestion pricing? The distributional effects of road pricing with heterogeneity in values of time and schedule delay Journal of Public Economics, 95(7-8):983--992. -
Belot, M. and van de Ven, J. (2011). Friendships and favouritism on the schoolground: a framed field experiment Economic Journal, 121(557):1228--1251. -
Leuven, E., Oosterbeek, H., Sonnemans, J. and van der Klaauw, B. (2011). Incentives versus sorting in tournaments: evidence from a field experiment Journal of Labor Economics, 29(3):637--658. -
Chen, A., Pelsser, A. and Vellekoop, M. (2011). Modeling non-monotone risk aversion using SAHARA utility functions Journal of Economic Theory, 146(5):2075--2092. -
Hendershott, T., Jones, M. and Menkveld, A. (2011). Does algorithmic trading improve liquidity The Journal of Finance, 66(1):1--33. -
Janssens, W. (2011). Externalities in program evaluation: the impact of a women’s empowerment program on immunization Journal of the European Economic Association, 9(6):1082--1113.