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Home | Alumni | Key alumni publications

Alumni types

Year

439 key alumni publications

  • Belot, M., Kircher, P. and Muller, P. (2019). Providing advice to jobseekers at low cost: An experimental study on online advice Review of Economic Studies, 86(4):1411--1447.
  • Van Kervel, V. and Menkveld, AlbertJ. (2019). High-Frequency Trading around Large Institutional Orders The Journal of Finance, 74(3):1091--1137.
  • Baltussen, G., van Bekkum, S. and Da, Z. (2019). Indexing and Stock Market Serial Dependence Around the World Journal of Financial Economics, 132(1):26--48.
  • Boot, T. and Pick, A. (2019). Does modeling a structural break improve forecast accuracy? Journal of Econometrics, :.
  • Boswijk, H., Bun, M. and Schinkel, M. (2019). Cartel Dating Journal of Applied Econometrics, 34(1):26--42.
  • Christensen, B.J. and van der Wel, M. (2019). An Asset Pricing Approach to Testing General Term Structure Models Journal of Financial Economics, 134(1):165--191.
  • Blasques, F., Gorgi, P. and Koopman, S.J. (2019). Accelerating score-driven time series models Journal of Econometrics, 212(2):359--376.
  • Koster, HansR.A. and van Ommeren, J. (2019). Place-based policies and the housing market Review of Economics and Statistics, 101(3):400--414.
  • Wang, W., Zhang, X and Paap, R. (2019). To pool or not to pool: What is a good strategy for parameter estimation and forecasting in panel regressions? Journal of Applied Econometrics, 34(5):724--745.
  • Zhou, C. (2019). Book review: Risk Theory: A Heavy Tail Approach Journal of the American Statistical Association, :.
  • van Oordt, M. and Zhou, C. (2019). Systemic risk and bank business models Journal of Applied Econometrics, 34(3):365--384.
  • Weber, M., Duffy, J. and Schram, A. (2018). An Experimental Study of Bond Market Pricing The Journal of Finance, 73(4):1857--1892.
  • Boswijk, H., Laeven, R. and Yang, X. (2018). Testing for self-excitation in jumps Journal of Econometrics, 203(2):256--266.
  • Gautier, P., Muller, P., van der Klaauw, B., Rosholm, M. and Svarer, M. (2018). Estimating Equilibrium Effects of Job Search Assistance Journal of Labor Economics, 36(4):1073--1125.
  • Hu, A., Offerman, T. and Zou, L. (2018). How risk sharing may enhance efficiency of English auctions Economic Journal, 128(610):1235--1256.
  • Koopman, S.J., Lit, R., Lucas, A. and Opschoor, A. (2018). Dynamic discrete copula models for high-frequency stock price changes Journal of Applied Econometrics, 33(7):966--985.
  • Xianhua Hu (2018). English auctions with ensuing risks and heterogeneous bidders Journal of Mathematical Economics.

  • Francesco Ravazzolo (2018). Bayesian Nonparametric Calibration and Combination of Predictive Distributions Journal of the American Statistical Association.

  • Florian Sniekers (2018). Persistence and volatility of beveridge cycles International Economic Review.

  • Geert Mesters (2018). On the Demographic Adjustment of Unemployment Review of Economics and Statistics.