502 key alumni publications

• 

  Zhou, C. (2019). Book review: Risk Theory: A Heavy Tail Approach Journal of the American Statistical Association, 114:1424--1425.

• 

  Pietro Dindo (2019). Survival in speculative markets Journal of Economic Theory.

• 

  Brügemann, B., Gautier, P. and Menzio, G. (2019). Intra firm bargaining and shapley values Review of Economic Studies, 86(2):564--592.

• 

  Cornea-Madeira, A., Hommes, C. and Massaro, D. (2019). Behavioral Heterogeneity in U.S. Inflation Dynamics Journal of Business and Economic Statistics, 37(2):288--300.

• 

  Christensen, \.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.

• 

  Hagströmer, B. and Menkveld, \AlbertJ.\ (2019). Information Revelation in Decentralized Markets The Journal of Finance, 74(6):2751--2787.

• 

  He, S., Offerman, T. and \van de Ven\, J. (2019). The power and limits of sequential communication in coordination games Journal of Economic Theory, 181:238--273.

• 

  Lucas, A., Schaumburg, J. and Schwaab, B. (2019). Bank Business Models at Zero Interest Rates Journal of Business and Economic Statistics, 37(3):542--555.

• 

  \van Oordt\, M. and Zhou, C. (2019). Systemic risk and bank business models Journal of Applied Econometrics, 34(3):365--384.

• 

  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.

• 

  Wang, W., Zhang, \.(. and Paap, R. (2019). To pool or not to pool: What i?s a good strategy for parameter estimation and forecasting in panel regressions? Journal of Applied Econometrics, 34(5):724--745.

• 

  Boswijk, H., Bun, M. and Schinkel, M. (2019). Cartel Dating Journal of Applied Econometrics, 34(1):26--42.

• 

  Blasques, F., Gorgi, P. and Koopman, \S.J.\ (2019). Accelerating score-driven time series models Journal of Econometrics, 212(2):359--376.

• 

  Aastveit, K.A., Ravazzolo, F. and H.K. van Dijk (2018). Combined Density Nowcasting in an Uncertain Economic Environment Journal of Business and Economic Statistics, 36(1):131-145.

• 

  Opschoor, A., Janus, P., Lucas, A. and \Van Dijk\, D. (2018). New HEAVY Models for Fat-Tailed Realized Covariances and Returns Journal of Business and Economic Statistics, 36(4):643--657.

• 

  Keijsers, B., Diris, B. and Kole, E. (2018). Cyclicality in losses on bank loans Journal of Applied Econometrics, 33(4):533--552.

• 

  Muller, P., \van der Klaauw\, B., Gautier, P., Rosholm, M. and Svarer, M. (2018). Estimating equilibrium effects of job search assistance Journal of Labor Economics, 36(4):1073--1125.

• 

  Boot, T. and Pick, A. (2018). Optimal forecasts from Markov switching models Journal of Business and Economic Statistics, 36(4):628--642.

• 

  Francesco Ravazzolo (2018). Bayesian Nonparametric Calibration and Combination of Predictive Distributions Journal of the American Statistical Association, 113(522}:675-685.