25 Key Publications

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  Koopman, S., Lucas, A. and Scharth, M. (2015). Numerically Accelerated Importance Sampling for Nonlinear Non-Gaussian State Space Models Journal of Business and Economic Statistics, 33(1):114--127.

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  Aït-Sahalia, Y., Cacho-Diaz, J. and Laeven, R. (2015). Modeling financial contagion using mutually exciting jump processes Journal of Financial Economics, 117(3):585--606.

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  Kriwoluzky, A. and Stoltenberg, C. (2015). Monetary policy and the transaction role of money in the US Economic Journal, 125(587):1452--1473.

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  Vladimirov, V. (2015). Financing bidders in takeover contests Journal of Financial Economics, 117(3):534--557.

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  Gautier, P. and Teulings, C. (2015). Sorting and the output loss due to search frictions Journal of the European Economic Association, 13(6):1136--1166.

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  Bremzen, A., Khokhlova, E., Suvorov, A. and van de Ven, J. (2015). Bad news: an experimental study on the informational effects of rewards Review of Economics and Statistics, 97(1):55--70.

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  Cohn, A., Engelmann, J., Fehr, E. and Maréchal, M. (2015). Evidence for Countercyclical Risk Aversion: An Experiment with Financial Professionals American Economic Review, 105(2):860--885.

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  Delfgaauw, J., Dur, R., Non, J. and Verbeke, W. (2015). The Effects of Prize Spread and Noise in Elimination Tournaments: A Natural Field Experiment Journal of Labor Economics, 33(3):521--569.

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  Kleibergen, F. and Zhan, Z. (2015). Unexplained factors and their effects on second pass R-squared’s Journal of Econometrics, 189(1):101--116.

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  Limwattananon, S., Neelsen, S., O'Donnell, O., Prakongsai, P., Tangcharoensathien, V., van Doorslaer, E. and Vongmongkol, V. (2014). Universal coverage with supply-side reform: The impact on medical expenditure risk and utilization in Thailand Journal of Public Economics, 121(January):79--94.

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  Noussair, C.(., van Soest, D. and Stoop, J. (2015). Cooperation in a Dynamic Fishing Game: A Framed Field Experiment (AER: Papers and Proceedings) American Economic Review, 105(5):1--7.

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  Swank, O. and Visser, B. (2015). Learning from others? Decision rights,strategic communication, and reputational concerns American Economic Journal: Microeconomics, 7(4):109--149.

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  Buch, C., Buchholz, M. and Tonzer, L. (2015). Uncertainty, Bank Lending, and Bank-Level Heterogeneity IMF Economic Review, 63(4):919--954.

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  Boswijk, H., Jansson, M. and Nielsen, M. (2015). Improved likelihood ratio tests for cointegration rank in the VAR model Journal of Econometrics, 184(1):97--110.

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  Moraga Gonzalez, J.L. and Viaene, J. (2015). Anti-dumping, Intra-industry Trade, and Quality Reversals International Economic Review, 56(3):777--803.

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  van den Brink, J.R. and Pinter, M. (2015). On Axiomatizations of the Shapley Value for Assignment Games Journal of Mathematical Economics, 60(October):110--114.

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  Peer, S., Verhoef, E., Knockaert, J., Koster, P. and Tseng, Y. (2015). Long-Run versus Short-Run Perspectives on Consumer scheduling: Evidence from a Revealed-Preference Experiment among Peak-Hour Road Commuters International Economic Review, 56(1):303--323.

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  Beetsma, R., Cimadomo, J., Furtuna, O. and Giuliodori, M. (2015). The confidence effects of fiscal consolidations Economic Policy, 30(83):439--489.

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  Bleichrodt, H. and Wakker, P. (2015). Regret Theory: A Bold Alternative to the Alternatives Economic Journal, 125:493--532.

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  Buser, T. (2015). The effect of income on religiousness American Economic Journal: Applied Economics, 7(3):178--195.