1073 Key Publications

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  Pozzi, L. and Everaert, G. (2014). The predictability of aggregate consumption growth in OECD countries Journal of Applied Econometrics, 29(3):431--453.
• Scholtus, M.(., van Dijk, D. and Frijns, B. (2014). Speed, algorithmic trading, and market quality around U.S. macroeconomic news announcements Journal of Banking and Finance, 38:89--105.

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  de Haan, M., Plug, E. and Rosero, J. (2014). Birth order and human capital development: evidence from Ecuador Journal of Human Resources, 49(2):359--392.
• Dittmann, I., Kübler, D., Maug, E. and Mechtenberg, L. (2014). Why votes have a value? Games and Economic Behavior, 84:17--38.

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  Onderstal, S., Schram, A. and Soetevent, A. (2014). Reprint of: Bidding to give in the field Journal of Public Economics, 114:87--100.

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  Kapoor, S. and Magesan, A. (2014). Paging Inspector Sands: The Costs of Public Information American Economic Journal: Economic Policy, 6(1):92--113.

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  Kleibergen, F. and Mavroeidis, S. (2014). Identification issues in limited-information Bayesian analysis of structural macroeconomic models Journal of Applied Econometrics, 29(7):1183--1207.

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  van Dijk, D., Koopman, S., van der Wel, M. and Wright, J. (2014). Forecasting interest rates with shifting endpoints Journal of Applied Econometrics, 29:693--712.
• Cai, J., Einmahl, J., De Haan, L. and Zhou, C. (2014). Estimation of the marginal expected shortfall: the mean when a related variable is extreme Journal of the Royal Statistical Society. Series B. Statistical Methodology, 77(2):417--442.

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  Tol, RichardS.J. (2014). Correction and update: The economic effects of climate change Journal of Economic Perspectives, 28(2):221--226.

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  Jacobs, B. and Boadway, R. (2014). Optimal linear commodity taxation under optimal non-linear income taxation Journal of Public Economics, 117(1):201--210.

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  Zu, Y. and Boswijk, H. (2014). Estimating spot volatility with high-frequency financial data Journal of Econometrics, 181(2):117--135.

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  Bartelsman, E., Haltiwanger, J. and Scarpetta, S. (2013). Cross-Country Differences in Productivity: The Role of Allocation and Selection American Economic Review, 103(1):305--334.

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  Onderstal, S., Schram, A. and Soetevent, A. (2013). Bidding to give in the field Journal of Public Economics, 105:72--85.

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  Creal, D., Koopman, S. and Lucas, A. (2013). General Autoregressive Score Models with Applications Journal of Applied Econometrics, 28(5):777--795.

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  Moraga González, J.L., Sandor, Z. and Wildenbeest, M. (2013). Semi-Nonparametric Estimation of Consumer Search Costs Journal of Applied Econometrics, 28(7):1205--1223.

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  Van Den Bremer, TonS. and Van Der Ploeg, F. (2013). Managing and harnessing volatile oil windfalls IMF Economic Review, 61(1):130--167.

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  Dobbelaere, S. and Mairesse, J. (2013). Panel data estimates of the production function and product and labor market imperfections Journal of Applied Econometrics, 28(1):1--46.

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  Eiling, E. (2013). Industry-Specific Human Capital, Idiosyncratic Risk and the Cross-Section of Expected Stock Returns The Journal of Finance, 68(1):43--84.

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  Mancini, L., Ranaldo, A. and Wrampelmeyer, J. (2013). Liquidity in the foreign exchange market: Measurement, commonality, and risk premiums The Journal of Finance, 68(5):1805--1841.