509 key alumni publications

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  Baltussen, G., \van den Assem\, M.J. and \van Dolder\, D. (2016). Risky Choice in the Limelight Review of Economics and Statistics, 98(2):318--332.

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  Kamphorst, J. and Swank, O. (2016). Don't Demotivate, Discriminate American Economic Journal: Microeconomics, 8(1):140--165.

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  Christensen, \.J., Posch, O. and \van der Wel\, M. (2016). Estimating Dynamic Equilibrium Models using Macro and Financial Data Journal of Econometrics, 194(1):116--137.

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  \Blasques Albergaria Amaral\, F., Koopman, S., Mallee, M. and Zhang, Z. (2016). Weighted Maximum Likelihood for Dynamic Factor Analysis and Forecasting with Mixed Frequency Data Journal of Econometrics, 193(2):405--417.

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

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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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  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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  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.

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  Blasques, F., Koopman, S., Lucas, A. and Schaumburg, J. (2016). Spillover dynamics for systemic risk measurement using spatial financial time series models Journal of Econometrics, 195(2):211--223.

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  Kirchner, M. and \van Wijnbergen\, S. (2016). Fiscal deficits, financial fragility, and the effectiveness of government policies Journal of Monetary Economics, 80:51--68.

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  \van Dijk\, D., Lumsdaine, R. and \van der Wel\, M. (2016). Market set-up in advance of Federal Reserve policy rate decisions Economic Journal, 126(592):618--653.

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  García, J. and \van Veelen\, M. (2016). In and out of equilibrium I: Evolution of strategies in repeated games with discounting Journal of Economic Theory, 161:161--189.

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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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  Francesco Ravazzolo (2015). Macroeconomic Forecasting Performance under Alternative Specifications of Time-Varying Volatility Journal of Applied Econometrics.

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  Gijs van de Kuilen (2015). Belief Elicitation: A Horse Race among Truth Serums Economic Journal.

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  \de Haan\, T., Offerman, T. and Sloof, R. (2015). Money talks? An experimental investigation of cheap talk and burned money International Economic Review, 56(4):1385--1426.

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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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  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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  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.