40 Key Publications

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  Wan, P. and Davis, R. (2022). Goodness-of-fit testing for time series models via distance covariance Journal of Econometrics, 227(1):4--24.

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  Bleichrodt, H. and \van Bruggen\, P. (2022). The Reflection Effect for Higher-Order Risk Preferences Review of Economics and Statistics, 104(4):705--717.

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  Denter, P., Morgan, J. and Sisak, D. (2022). Showing Off or Laying Low? The Economics of Psych-outs: The Economics of Psych-outs American Economic Journal: Microeconomics, 14(1):529--580.

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  Jovanovic, B. and Menkveld, \AlbertJ.\ (2022). Equilibrium bid-price dispersion Journal of Political Economy, 130(2):426--461.

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  Martynova, N., Perotti, E. and Suarez, J. (2022). Capital forbearance in the bank recovery and resolution game Journal of Financial Economics, 146(3):884--904.

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  Deng, Z. and Lindeboom, M. (2022). Early-life famine exposure, hunger recall, and later-life health Journal of Applied Econometrics, 37(4):771--787.

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  Evans, G., Hommes, C., McGough, B. and Salle, I. (2022). Are long-horizon expectations (de-)stabilizing? Theory and experiments Journal of Monetary Economics, 132:44--63.

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  Böhm, H., Schaumburg, J. and Tonzer, L. (2022). Financial Linkages and Sectoral Business Cycle Synchronization: Evidence from Europe IMF Economic Review, 70(4):698--734.

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  König, M., Storesletten, K., Song, Z. and Zilibotti, F. (2022). From Imitation to Innovation: Where Is All That Chinese R\&D Going? Econometrica, 90(4):1615--1654.

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  Bindler, A. and Ketel, N. (2022). Scaring or Scarring? Labor Market Effects of Criminal Victimization Journal of Labor Economics, 40(4):939--970.

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  Juodis, A. (2022). A regularization approach to common correlated effects estimation Journal of Applied Econometrics, 37(4):788--810.

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  \van Leeuwen\, B., Offerman, T. and \van de Ven\, J. (2022). Fight or Flight: Endogenous Timing in Conflicts Review of Economics and Statistics, 104(2):217–231.

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  Andonov, A. and Rauh, J. (2022). The Return Expectations of Public Pension Funds Review of Financial Studies, 35(8):3777–3822.

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  Hendershott, T., Menkveld, \AlbertJ.\, Praz, R. and Seasholes, M. (2022). Asset Price Dynamics with Limited Attention Review of Financial Studies, 35(2):962--1008.

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  Juodis, A. and Reese, S. (2022). The Incidental Parameters Problem in Testing for Remaining Cross-Section Correlation Journal of Business and Economic Statistics, 40(3):1191--1203.

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  Baley, I., Figueiredo, A. and Ulbricht, R. (2022). Mismatch Cycles Journal of Political Economy, 130(11):2943--2984.

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  Blasques, F., \van Brummelen\, J., Koopman, \.J. and Lucas, A. (2022). Maximum likelihood estimation for score-driven models Journal of Econometrics, 227(2):325--346.

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  Schwardmann, P., Tripodi, E. and \van der Weele\, J.J. (2022). Self-Persuasion: Evidence from Field Experiments at International Debating Competitions American Economic Review, 112(4):1118--1146.

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  Beetsma, R., Furtuna, O., Giuliodori, M. and Mumtaz, H. (2021). Revenue- versus spending-based fiscal consolidation announcements: multipliers and follow-up Journal of International Economics, 131:.

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  Juodis, A. and Sarafidis, V. (2022). An incidental parameters free inference approach for panels with common shocks Journal of Econometrics, 229(1):19--54.