Home | Alumni | Key alumni publications

Alumni types

Year

481 key alumni publications

  • Zu, Y. and Boswijk, H. (2014). Estimating spot volatility with high-frequency financial data Journal of Econometrics, 181(2):117--135.
  • Basturk, N., Cakmakli, C.(., Ceyhan, P. and van Dijk, H. (2014). Posterior-predictive evidence on US inflation using extended New Keynesian Phillips Curve models with non-filtered data Journal of Applied Econometrics, 29(7):1164--1182.
  • Lucas, A., Schwaab, B. and Zhang, X. (2014). Conditional euro area sovereign default risk Journal of Business and Economic Statistics, 32(2):271--284.
  • Dijk, D.van, Koopman, S., van der Wel, M. and Wright, J. (2014). Forecasting Interest Rates with Shifting Endpoints Journal of Applied Econometrics, 29(5):693--712.

  • Gijs van de Kuilen (2014). Higher order risk attitudes, demographics, and financial decisions Review of Economic Studies.

  • Govert Bijwaard (2014). The impact of labor market dynamics on the return migration of immigrants Review of Economics and Statistics.
  • Creal, D., Schwaab, B., Koopman, S. and Lucas, A. (2014). Observation Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk Review of Economics and Statistics, 96(5):898--915.
  • Aït-Sahalia, Y., Laeven, R. and Pelizzon, L. (2014). Mutual excitation in Eurozone sovereign CDS Journal of Econometrics, 183(2):151--167.
  • Mesters, G. and Koopman, S. (2014). Generalized Dynamic Panel Data Models with Random Effects for Cross-Section and Time Journal of Econometrics, 180(2):127--140.
  • Van Den Bremer, TonS. and Van Der Ploeg, F. (2013). Managing and harnessing volatile oil windfalls IMF Economic Review, 61(1):130--167.
  • Bataa, E., Osborn, D., Sensier, M. and van Dijk, D. (2013). Structural breaks in the international dynamics of inflation Review of Economics and Statistics, 95(2):646--659.
  • Bilio, M., Casarin, R., Ravazzolo, F. and van Dijk, H. (2013). Time-varying combinations of predictive densities using nonlinear filtering Journal of Econometrics, 177(2):213--232.

  • Francesco Lippi (2013). The demand of liquid assets with uncertain lumpy expenditures Journal of Monetary Economics.
  • Delfgaauw, J., Dur, R., Sol, J.(. and Verbeke, W. (2013). Tournament Incentives in the Field: Gender Differences in the Workplace Journal of Labor Economics, 32(2):305--326.
  • Garcia Gomez, P., van Kippersluis, H., O'Donnell, O. and van Doorslaer, E. (2013). Long Term and Spillover Effects of Health Shocks on Employment and Income Journal of Human Resources, 48(4):873--909.
  • Groen, J.(., Paap, R. and Ravazzolo, F. (2013). Real-time Inflation Forecasting in a Changing World Journal of Business and Economic Statistics, 31(1):29--44.
  • Spinu, V. and Wakker, P. (2013). Expected Utility without Continuity: A Comment on Delbaen, Drapeau, and Kupper (2011) Journal of Mathematical Economics, 49(1):28--30.
  • de Haan, L., de Vries, C. and Zhou, C. (2013). The number of active bidders in internet auctions Journal of Economic Theory, 148(4):1726--1736.
  • Koning, P. and van der Wiel, K. (2013). Ranking the schools: How school-quality information affects school choice in the Netherlands Journal of the European Economic Association, 11(2):466--493.
  • van der Klaauw, B. and van Ours, J.C. (2013). Carrot and stick: how reemployment bonuses and benefit sanctions affect exit rates from welfare Journal of Applied Econometrics, 28(2):275--296.