Blasques, F., Koopman, S., Lucas, A. and Schaumburg, J. (2016). Spillover dynamics for systemic risk measurement using spatial financial time series models Journal of Econometrics, 195(2):211--223.
25 key alumni publications
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Nosenzo, D., Offerman, T., Sefton, M. and van der Veen, A. (2016). Discretionary sanctions and rewards in the repeated inspection game Management Science, 62(2):502--517.
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García, J. and van Veelen, M. (2016). In and out of equilibrium I: Evolution of strategies in repeated games with discounting Journal of Economic Theory, 161:161--189.
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Frank Windmeijer (2016). A weak instrument F-test in linear IV models with multiple endogenous variables Journal of Econometrics.
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Francesco Ravazzolo (2016). Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov-Switching VAR Model Journal of Applied Econometrics.
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Roy Kouwenberg (2016). Ambiguity aversion and household portfolio choice puzzles: Empirical evidence Journal of Financial Economics.
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Francesco Ravazzolo (2016). Optimal Portfolio Choice Under Decision-Based Model Combinations Journal of Applied Econometrics.
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Koudstaal, M., Sloof, R. and van Praag, M. (2016). Risk, uncertainty, and entrepreneurship: evidence from a lab-in-the-field experiment Management Science, 62(10):2897--2915.
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Blasques Albergaria Amaral, F., Koopman, S., Mallee, M. and Zhang, Z. (2016). Weighted Maximum Likelihood for Dynamic Factor Analysis and Forecasting with Mixed Frequency Data Journal of Econometrics, 193(2):405--417.
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Baltussen, G., van den Assem, M.J. and van Dolder, D. (2016). Risky Choice in the Limelight Review of Economics and Statistics, 98(2):318--332.
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Buser, T. (2016). The impact of losing in a competition on the willingness to seek further challenges Management Science, 62(12):3439--3449.
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Bradler, C., Dur, R., Neckermann, S. and Non, J. (2016). Employee Recognition and Performance: A Field Experiment. Management Science, 62(11):3085--3099.
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Christensen, B., Posch, O. and van der Wel, M. (2016). Estimating Dynamic Equilibrium Models using Macro and Financial Data Journal of Econometrics, 194(1):116--137.
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Dimmock, S., Kouwenberg, R. and Wakker, P. (2016). Ambiguity Attitudes in a Large Representative Sample Management Science, 62(5):1363--1380.
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Bartelsman, E., Gautier, P. and de Wind, J. (2016). Employment protection, technology choice, and worker allocation International Economic Review, 57(3):787--826.
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Koopman, S., Lucas, A. and Scharth, M. (2016). Predicting time-varying parameters with parameter-driven and observation-driven models Review of Economics and Statistics, 98(1):97--110.
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Ketel, N., Leuven, E., Oosterbeek, H. and van der Klaauw, B. (2016). The Returns to Medical School: Evidence from Admission Lotteries American Economic Journal: Applied Economics, 8(2):225--254.
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Gerritsen, A. (2016). Optimal taxation when people do not maximize well-being Journal of Public Economics, 144:122--139.
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Kamphorst, J. and Swank, O. (2016). Don't Demotivate, Discriminate American Economic Journal: Microeconomics, 8(1):140--165.
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van Dijk, D., Lumsdaine, R. and van der Wel, M. (2016). Market set-up in advance of Federal Reserve policy rate decisions Economic Journal, 126(592):618--653.