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478 key alumni publications

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

  • Francesco Ravazzolo (2018). Bayesian Nonparametric Calibration and Combination of Predictive Distributions Journal of the American Statistical Association, 113(522}:675-685.
  • Boswijk, H., Laeven, R. and Yang, X. (2018). Testing for self-excitation in jumps Journal of Econometrics, 203(2):256--266.

  • Xianhua Hu (2018). English auctions with ensuing risks and heterogeneous bidders Journal of Mathematical Economics.
  • 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.
  • Weber, M., Duffy, J. and Schram, A. (2018). An Experimental Study of Bond Market Pricing The Journal of Finance, 73(4):1857--1892.

  • Frank Windmeijer (2018). On the Use of the Lasso for Instrumental Variables Estimation with Some Invalid Instruments Journal of the American Statistical Association.
  • van Bekkum, S., Irani, R. and Gabarro Bonet, M. (2018). Does a Larger Menu Increase Appetite? Collateral Eligibility and Credit Supply Review of Financial Studies, 31(3):2855--2896.
  • Gerritsen, S., Plug, E. and Webbink, D. (2016). Teacher quality and student achievement: Evidence from a sample of Dutch twins Journal of Applied Econometrics, 32(3):643--660.
  • van Bruggen, P. and Heufer, J.P.M. (2017). Afriat in the lab Journal of Economic Theory, 169:546--550.
  • Koopman, S. and Mesters, G. (2017). Empirical Bayes Methods for Dynamic Factor Models Review of Economics and Statistics, 99(3):486--498.
  • Bleichrodt, H., Kothiyal, A., Filko, M. and Wakker, P. (2017). Making Case-Based Decision Theory Directly Observable American Economic Journal: Microeconomics, 9(1):123--151.
  • Menkveld, AlbertJ., Yueshen, B.Z. and Zhu, H. (2017). Shades of darkness: A pecking order of trading venues Journal of Financial Economics, 124(3):503--534.

  • Sven Fischer (2017). Potential Pareto Public Goods Journal of Public Economics.
  • Lucas, A., Schwaab, B. and Zhang, X. (2017). Modeling Financial Sector Joint Tail Risk in the Euro Area Journal of Applied Econometrics, 32(1):171--191.
  • Schwaab, B., Koopman, S. and Lucas, A. (2017). Global Credit Risk: World, Country and Industry Factors Journal of Applied Econometrics, 32(2):296--317.
  • Moraga Gonzalez, J.L., Sandor, Z. and Wildenbeest, M. (2017). Prices and heterogeneous search costs RAND Journal of Economics, 48(1):125--146.