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Home | Alumni | Key Alumni Publications

Alumni types

Year

626 key alumni publications

  • Frank Windmeijer (2015). Peer effects in charitable giving: Evidence from the (Running) field Economic Journal.
  • Aït-Sahalia, Y., Cacho-Diaz, J. and Laeven, R. (2015). Modeling financial contagion using mutually exciting jump processes Journal of Financial Economics, 117(3):585--606.
  • Swank, O. and Visser, B. (2015). Learning from others? Decision rights,strategic communication, and reputational concerns American Economic Journal: Microeconomics, 7(4):109--149.

  • Govert Bijwaard (2014). The impact of labor market dynamics on the return migration of immigrants Review of Economics and Statistics.
  • Gubins, S. and Verhoef, E. (2014). Dynamic bottleneck congestion and residential land use in the monocentric city Journal of Urban Economics, 80(March):51--61.
  • 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.
  • Scholtus, M.(., van Dijk, D. and Frijns, B. (2014). Speed, algorithmic trading, and market quality around U.S. macroeconomic news announcements Journal of Banking and Finance, 38:89--105.
  • 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.
  • Lucas, A., Schwaab, B. and Zhang, X. (2014). Conditional euro area sovereign default risk Journal of Business and Economic Statistics, 32(2):271--284.

  • Gijs van de Kuilen (2014). Higher order risk attitudes, demographics, and financial decisions Review of Economic Studies.
  • 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.
  • van Dijk, D., Koopman, S., van der Wel, M. and Wright, J. (2014). Forecasting interest rates with shifting endpoints Journal of Applied Econometrics, 29:693--712.
  • Cai, J., Einmahl, J., De Haan, L. and Zhou, C. (2014). Estimation of the marginal expected shortfall: the mean when a related variable is extreme Journal of the Royal Statistical Society. Series B. Statistical Methodology, 77(2):417--442.
  • Jacobs, B. and Boadway, R. (2014). Optimal linear commodity taxation under optimal non-linear income taxation Journal of Public Economics, 117(1):201--210.
  • Zu, Y. and Boswijk, H. (2014). Estimating spot volatility with high-frequency financial data Journal of Econometrics, 181(2):117--135.
  • 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.
  • 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.

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

  • Francesco Lippi (2014). Price Setting With Menu Cost for Multiproduct Firms Econometrica.