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.
92 key alumni publications
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Bartelsman, E. and Wolf, Z. (2014). Forecasting Aggregate Productivity using Information from Firm-level Data Review of Economics and Statistics, 96(4):745--755.
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Buser, T., Niederle, M. and Oosterbeek, H. (2014). Gender, competitiveness and career choices Quarterly Journal of Economics, 129(3):1409--1447.
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Zhou, F. and Oostendorp, R. (2014). Measuring True Sales and Underreporting with Matched Firm-Level Survey and Tax-Office Data Review of Economics and Statistics, 96(3):563--576.
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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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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.
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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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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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Koopman, S., Lucas, A. and Schwaab, B. (2012). Dynamic Factor Models With Macro, Frailty and Industry Effects for U.S. Default Counts: The Credit Crisis of 2008 Journal of Business and Economic Statistics, 30(4):521--532.
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Koopman, S., Lucas, A. and Schwaab, B. (2011). Modeling frailty correlated defaults using many macroeconomic covariates Journal of Econometrics, 162(2):312--325.
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de Haan, M. and Plug, E. (2011). Estimating intergenerational schooling mobility on censored samples: consequences and remedies Journal of Applied Econometrics, 26(1):151--166.
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Post, G., van den Assem, M.J., Baltussen, G. and Thaler, R. (2008). Deal or No Deal? Decision Making under Risk in a Large-Payoff Game Show American Economic Review, 98(1):38--71.