Ikefuji, M., Laeven, RogerJ.A., Magnus, JanR. and Muris, C. (2020). Expected utility and catastrophic risk in a stochastic economy–climate model Journal of Econometrics, 214(1):110--129.
28 Key Publications
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Boons, M., Duarte, F., de Roon, F. and Szymanowska, M. (2020). Time-Varying Inflation Risk and Stock Returns Journal of Financial Economics, 136(2):444--470. -
Albrecht, J., Cai, X., Gautier, P. and Vroman, S. (2020). Multiple applications, competing mechanisms, and market power Journal of Economic Theory, 190:1--39. -
Beetsma, R., Klaassen, F., Romp, W. and van Maurik, R. (2020). What drives pension reforms in the OECD? Economic Policy, 35(102):357--402. -
Conrad, C. and Kleen, O. (2020). Two are better than one: Volatility forecasting using multiplicative component GARCH-MIDAS models Journal of Applied Econometrics, 35(1):19--45. -
Wakker, P. and Abdellaoui, M. (2020). Savage for Dummies and Experts Journal of Economic Theory, 186:. -
Beno\^it, J., Dubra, J. and Romagnoli, G. (2020). Belief Elicitation When More Than Money Matters: Controlling for “Control” American Economic Journal: Microeconomics, :. -
Lindeboom, M. and Montizaan, R. (2020). Disentangling retirement and savings responses Journal of Public Economics, 192:1--15. -
Kleibergen, F. and Zhan, Z. (2020). Robust Inference for Consumption-Based Asset Pricing The Journal of Finance, 75(1):507--550. -
de Haan, L. and Zhou, C. (2020). Trends in extreme value indices Journal of the American Statistical Association, 116(535):1265--1279. -
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. -
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. -
Dovonon, P., Hall, A. and Kleibergen, F. (2020). Inference in second-order identified models Journal of Econometrics, 218(2):346--372. -
Friedrich, M., Smeekes, S. and Urbain, J.P. (2020). Autoregressive wild bootstrap inference for nonparametric trends Journal of Econometrics, 214(1):81--109. -
Huo, Z. and Pedroni, M. (2020). A Single-Judge Solution to Beauty Contests American Economic Review, 110(2):526--568. -
Cabrera, J. and Webbink, D. (2020). Do higher salaries yield better teachers and better student outcomes Journal of Human Resources, 55(4):1222--1257. -
Crutzen, B., Flamand, S. and Sahuguet, N. (2020). A model of a team contest, with an application to incentives under list proportional representation Journal of Public Economics, 182:. -
Bosker, M. and Buringh, E. (2020). Ice(berg) transport costs Economic Journal, 130(629):1262--1287. -
Daniel, K., Mota, L., Rottke, S. and Santos, T. (2020). The Cross-section of Risk and Returns Review of Financial Studies, 33(5):1927–1979. -
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.