Li, Z., Laeven, R. and Vellekoop, M. (2020). Dependent microstructure noise and integrated volatility estimation from high-frequency data Journal of Econometrics, 215(2):536--558.
840 Key Publications
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Kleibergen, F. and Zhan, Z. (2020). Robust Inference for Consumption-Based Asset Pricing The Journal of Finance, 75(1):507--550. -
Lindeboom, M. and Montizaan, R. (2020). Disentangling retirement and savings responses Journal of Public Economics, 192:1--15. -
Ruseckaite, A., Fok, D. and Goos, P. (2020). Flexible Mixture-Amount Models Using Multivariate Gaussian Processes Journal of Business and Economic Statistics, 38(2):257--271. -
\de Haan\, L. and Zhou, C. (2020). Trends in extreme value indices Journal of the American Statistical Association, 116(535):1265--1279. -
Li, M., Koopman, S.J., Lit, R. and Petrova, D. (2020). Long-term forecasting of El Niño events via dynamic factor simulations Journal of Econometrics, 214(1):46--66. -
Ikefuji, M., Laeven, RogerJ.A., Magnus, JanR. and Muris, C. (2020). Expected utility and catastrophic risk in a stochastic economy–climate model Journal of Econometrics, 214(1):110--129. -
Wakker, P. and Abdellaoui, M. (2020). Savage for Dummies and Experts Journal of Economic Theory, 186:. -
Bloemen, H. (2019). Collective Labour Supply, Taxes, and Intrahousehold Allocation: An Empirical Approach Journal of Business and Economic Statistics, 37(3):471--483. -
Koster, HansR.A. and van Ommeren, J. (2019). Place-based policies and the housing market Review of Economics and Statistics, 101(3):400--414. -
Jorda, O., Schularick, M., Taylor, A. and Ward, F. (2019). Global financial cycles and risk premiums IMF Economic Review, 67(1):109--150. -
Chen, Y. and Ward, F. (2018). When do fixed exchange rates work? Evidence from the Gold Standard Journal of International Economics, 116:158--172. -
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. -
Karabiyik, H., Urbain, J.P. and Westerlund, J. (2019). CCE estimation of factor-augmented regression models with more factors than observables Journal of Applied Econometrics, 34(2):268--284. -
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. -
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. -
Doepke, M., Sorrenti, G. and Zilibotti, F. (2019). The Economics of Parenting Annual Review of Economics, 11:55--84. -
Wakker, P. and Yang, J. (2019). A Powerful Tool for Analyzing Concave/Convex Utility and Weighting Functions Journal of Economic Theory, 181:143--159. -
Karabiyik, H., Palm, FranzC. and Urbain, J.P. (2019). Econometric Analysis of Panel Data Models with Multifactor Error Structures Annual Review of Economics, 11:495--522.