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Home | Alumni | Key alumni publications

Alumni types

Year

496 key alumni publications

  • Boswijk, H., Franses, \.H. and \van Dijk\, D. (2010). Twenty years of cointegration Journal of Econometrics, 158(1):1--2.
  • Janssen, \.(. and Karamychev, V. (2010). Do Auctions Select Efficient Firms? Economic Journal, 120(549):1319--1344.
  • Koopman, S., Mallee, M. and van der Wel, M. (2010). Analyzing the term structure of interest rates using the dynamic Nelson-Siegel model with time-varying parameters Journal of Business and Economic Statistics, 28:329--343.
  • Koopman, S. and Creal, D. (2010). Extracting a robust U.S. business cycle using a time-varying multivariate model-based bandpass filter Journal of Applied Econometrics, 25:695--719.
  • Gautier, P., van Vuuren, A.P. and Teulings, C. (2010). On the job search mismatch and efficiency Review of Economic Studies, 77(1):245--272.

  • Frank Windmeijer (2010). Incentives and targets in hospital care: Evidence from a natural experiment Journal of Public Economics.

  • Frank Windmeijer (2009). Generalized method of moments with many weak moment conditions Econometrica.

  • Francesco Lippi (2009). Financial innovation and the transactions demand for cash Econometrica.
  • Gillet, J., Schram, A. and Sonnemans, J. (2009). The tragedy of the commons revisited: the Importance of group decision-making Journal of Public Economics, 93(5-6):785--797.
  • Kleibergen, F. (2009). Tests of risk premia in linear factor models Journal of Econometrics, 149(2):149--173.
  • Swank, O. and \Dominguez Martinez\, S. (2009). A Simple Model of Self-Assessment Economic Journal, 119(539):1225--1241.
  • Swank, J., Swank, O. and Visser, B. (2009). How committees of experts interact with the outside world: Some theory, and evidence from the FOMC Journal of the European Economic Association, 6:478--486.
  • Sandor, \.(. and Franses, \.H. (2009). Consumer Price Evaluations Through Choice Experiments Journal of Applied Econometrics, 24(3):517--535.
  • Dur, R. (2009). Gift Exchange in the Workplace: Money or Attention? Journal of the European Economic Association, 7(2-3):550--560.
  • Paap, R., Segers, R. and \van Dijk\, D. (2009). Do leading indicators lead peaks more than troughs? Journal of Business and Economic Statistics, 27(4):528--543.

  • Francesco Lippi (2009). Technological change and the households' demand for currency Journal of Monetary Economics.
  • Kleibergen, F. and Mavroeidis, S. (2009). Rejoinder Journal of Business and Economic Statistics, 27(3):331--339.
  • Koopman, S., Shephard, N. and Creal, D. (2009). Testing the assumptions behind importance sampling Journal of Econometrics, 149:2--11.
  • Offerman, T., Sonnemans, J., \van de Kuilen\, G. and Wakker, P. (2009). A Truth-Serum for Non-Bayesians: Correcting Proper Scoring Rules for Risk Attitudes Review of Economic Studies, 76(4):1461--1489.
  • Kleibergen, F. and Mavroeidis, S. (2009). Weak instrument robust tests in GMM and the new Keynesian Phillips curve Journal of Business and Economic Statistics, 27(3):293--311.