831 Key Publications

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  Adams, RenéeB., Kräussl, R., Navone, M. and Verwijmeren, P. (2021). Gendered Prices Review of Financial Studies, 34(8):3789--3839.

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  Boswijk, H., Cavaliere, G., Georgiev, I. and Rahbek, A. (2021). Bootstrapping non-stationary stochastic volatility Journal of Econometrics, 224(1):161--180.

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  van den Brink, R., Núñez, M. and Robles, F. (2021). Valuation monotonicity, fairness and stability in assignment problems Journal of Economic Theory, 195:1--27.

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  Eichholtz, P., Korevaar, M., Lindenthal, T. and Tallec, R. (2021). The Total Return and Risk to Residential Real Estate Review of Financial Studies, 34(8):.

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  Einmahl, JohnH.J., Yang, F. and Zhou, C. (2021). Testing the Multivariate Regular Variation Model Journal of Business and Economic Statistics, 39(4):907--919.

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  Blasques, F., Gorgi, P. and Koopman, S.J. (2021). Missing observations in observation-driven time series models Journal of Econometrics, 221(2):542--568.

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  Okui, R. and Wang, W. (2021). Heterogeneous structural breaks in panel data models Journal of Econometrics, 220(2):447--473.

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  Van Den Bremer, TonS. and Van Der Ploeg, F. (2021). The risk-adjusted carbon price American Economic Review, 111(9):2782--2810.

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  Fazzio, I., Eble, A., Lumsdaine, RobinL., Boone, P., Bouy, B., Hsieh, P.T.J., Jayanty, C., Johnson, S. and Silva, A.F. (2021). Large learning gains in pockets of extreme poverty: Experimental evidence from Guinea Bissau Journal of Public Economics, 199:.

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  Moraga Gonzalez, J., Sándor, Z. and Wildenbeest, M. (2021). Simultaneous Search for Differentiated Products: The Impact of Search Costs and Firm Prominence Economic Journal, 131(635):1308–1330.

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  Dovonon, P., Hall, A. and Kleibergen, F. (2020). Inference in second-order identified models Journal of Econometrics, 218(2):346--372.

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  Lindeboom, M. and Montizaan, R. (2020). Disentangling retirement and savings responses Journal of Public Economics, 192:1--15.

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  Kleibergen, F. and Zhan, Z. (2020). Robust Inference for Consumption-Based Asset Pricing The Journal of Finance, 75(1):507--550.

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  Ruseckaite, A., Fok, D. and Goos, P. (2020). Flexible Mixture-Amount Models Using Multivariate Gaussian Processes Journal of Business and Economic Statistics, 38(2):257--271.

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  de Haan, L. and Zhou, C. (2020). Trends in extreme value indices Journal of the American Statistical Association, 116(535):1265--1279.

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  Li, M., Koopman, S.J., Lit, R. and Petrova, D. (2020). Long-term forecasting of El Niño events via dynamic factor simulations Journal of Econometrics, 214(1):46--66.

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  Li, Z., Laeven, R. and Vellekoop, M. (2020). Dependent microstructure noise and integrated volatility estimation from high-frequency data Journal of Econometrics, 215(2):536--558.

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  Weitzel, U., Huber, C., Huber, J., Kirchler, M., Lindner, F. and Rose, J. (2020). Bubbles and financial professionals Review of Financial Studies, 33(6):2659--2696.

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  Lindner, I. and Strulik, H. (2020). Innovation and inequality in a small world International Economic Review, 61(2):683--719.

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  Caballero, D., Lucas, A., Schwaab, B. and Zhang, X. (2020). Risk endogeneity at the lender/investor-of-last-resort Journal of Monetary Economics, 116:283--297.