505 key alumni publications

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  Jungbacker, B., Koopman, S. and \van der Wel\, M. (2014). Smooth Dynamic Factor Analysis with Application to the U.S. Term Structure of Interest Rates Journal of Applied Econometrics, 29(1):65--90.

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  \de Haan\, M., Plug, E. and Rosero, J. (2014). Birth order and human capital development: evidence from Ecuador Journal of Human Resources, 49(2):359--392.

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  Sebastian Buhai (2014). Returns to Tenure or Seniority? Econometrica.

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  Kleibergen, F. and Mavroeidis, S. (2014). Identification issues in limited-information Bayesian analysis of structural macroeconomic models Journal of Applied Econometrics, 29(7):1183--1207.

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  Jacobs, B. and Boadway, R. (2014). Optimal linear commodity taxation under optimal non-linear income taxation Journal of Public Economics, 117(1):201--210.

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  Zu, Y. and Boswijk, H. (2014). Estimating spot volatility with high-frequency financial data Journal of Econometrics, 181(2):117--135.

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  Basturk, N., Cakmakli, \.(., 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.

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  Lucas, A., Schwaab, B. and Zhang, X. (2014). Conditional euro area sovereign default risk Journal of Business and Economic Statistics, 32(2):271--284.

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  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.

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

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  Govert Bijwaard (2014). The impact of labor market dynamics on the return migration of immigrants Review of Economics and Statistics.

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  Creal, D., Koopman, S. and Lucas, A. (2013). General Autoregressive Score Models with Applications Journal of Applied Econometrics, 28(5):777--795.

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  \Moraga González\, J.L., Sandor, Z. and Wildenbeest, M. (2013). Semi-Nonparametric Estimation of Consumer Search Costs Journal of Applied Econometrics, 28(7):1205--1223.

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  \Van Den Bremer\, \TonS.\ and \Van Der Ploeg\, F. (2013). Managing and harnessing volatile oil windfalls IMF Economic Review, 61(1):130--167.

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  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.

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  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.

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  Francesco Lippi (2013). The demand of liquid assets with uncertain lumpy expenditures Journal of Monetary Economics.

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  Delfgaauw, J., Dur, R., Sol, \.(. and Verbeke, W. (2013). Tournament Incentives in the Field: Gender Differences in the Workplace Journal of Labor Economics, 32(2):305--326.

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  \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.

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  Groen, \.(., Paap, R. and Ravazzolo, F. (2013). Real-time Inflation Forecasting in a Changing World Journal of Business and Economic Statistics, 31(1):29--44.