505 key alumni publications

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  Koopman, S. and Mesters, G. (2017). Empirical Bayes Methods for Dynamic Factor Models Review of Economics and Statistics, 99(3):486--498.

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  Jacobs, B., Jongen, E. and Zoutman, F. (2017). Revealed social preferences of Dutch political parties Journal of Public Economics, 156:81--100.

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  Gerritsen, A. (2017). Equity and efficiency in rationed labor markets Journal of Public Economics, 153:56--68.

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  Francesco Ravazzolo (2017). Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section Journal of Business and Economic Statistics.

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  Aït-Sahalia, Y., Fan, J., Laeven, R., Wang, C. and Yang, X. (2017). Estimation of the Continuous and Discontinuous Leverage Effects Journal of the American Statistical Association, 112(520):1744--1758.

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  Koopman, S., Lit, R. and Lucas, A. (2017). Intraday Stochastic Volatility in Discrete Price Changes: the Dynamic Skellam Model Journal of the American Statistical Association, 112(520):1490--1503.

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  Bleichrodt, H., Kothiyal, A., Filko, M. and Wakker, P. (2017). Making Case-Based Decision Theory Directly Observable American Economic Journal: Microeconomics, 9(1):123--151.

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  Menkveld, \AlbertJ.\, Yueshen, \.Z. and Zhu, H. (2017). Shades of darkness: A pecking order of trading venues Journal of Financial Economics, 124(3):503--534.

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  Sven Fischer (2017). Potential Pareto Public Goods Journal of Public Economics.

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  Lucas, A., Schwaab, B. and Zhang, X. (2017). Modeling Financial Sector Joint Tail Risk in the Euro Area Journal of Applied Econometrics, 32(1):171--191.

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  Bartelsman, E., Gautier, P. and \de Wind\, J. (2016). Employment protection, technology choice, and worker allocation International Economic Review, 57(3):787--826.

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  Koopman, S., Lucas, A. and Scharth, M. (2016). Predicting time-varying parameters with parameter-driven and observation-driven models Review of Economics and Statistics, 98(1):97--110.

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  Ketel, N., Leuven, E., Oosterbeek, H. and \van der Klaauw\, B. (2016). The Returns to Medical School: Evidence from Admission Lotteries American Economic Journal: Applied Economics, 8(2):225--254.

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  Gerritsen, A. (2016). Optimal taxation when people do not maximize well-being Journal of Public Economics, 144:122--139.

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  Roy Kouwenberg (2016). Ambiguity aversion and household portfolio choice puzzles: Empirical evidence Journal of Financial Economics.

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  Ketel, N., Linde, J., Oosterbeek, H. and \van der Klaauw\, B. (2016). Tuition fees and sunk-cost effects Economic Journal, 126(598):2342--2362.

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  Baltussen, G., assem, M. and \van Dolder\, \.(. (2012). Risky Choice in the Limelight Review of Economics and Statistics, 98(2):318--332.

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  Francesco Ravazzolo (2016). Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov-Switching VAR Model Journal of Applied Econometrics.

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  Boswijk, H., Cavaliere, G., Rahbek, A. and Taylor, A. (2016). Inference on co-integration parameters in heteroskedastic vector autoregressions Journal of Econometrics, 192(1):64--85.

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  Frank Windmeijer (2016). A weak instrument F-test in linear IV models with multiple endogenous variables Journal of Econometrics.