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Home | Alumni | Key Alumni Publications

Alumni types

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627 key alumni publications

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  • 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.
  • 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.

  • Sebastian Buhai (2014). Returns to Tenure or Seniority? Econometrica.
  • 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.
  • Menkveld, A. and Hendershott, T. (2014). Price Pressures Journal of Financial Economics, 114(3):405--423.
  • 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.
  • Li, X., Stork, P. and Zou, L. (2013). An Empirical Note on US Stock Split Announcements, 2000-2009 International Journal of Economic Perspectives, 7(2).
  • 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.
  • 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.
  • Van Den Bremer, TonS. and Van Der Ploeg, F. (2013). Managing and harnessing volatile oil windfalls IMF Economic Review, 61(1):130--167.
  • Maximiano, S., Sloof, R. and Sonnemans, J. (2013). Gift exchange and the separation of ownership and control Games and Economic Behavior, 77(1):41--60.
  • 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.
  • 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.