Diks, C. and Wolski, M. (2016). Nonlinear Granger Causality: Guidelines for Multivariate Analysis Journal of Applied Econometrics, 31(7):1333--1351.
851 Key Publications
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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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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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Anthoff, D., Estrada, F. and Tol, R. (2016). Shutting down the thermohaline circulation American Economic Review, 106(5):602--606.
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Akcomak, S., Webbink, D. and ter Weel, B. (2016). Why Did the Netherlands Develop So Early? The Legacy of the Brethren of the Common Life Economic Journal, 126(593):821--860.
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Attema, A., Bleichrodt, H., Gao, Y., Huang, Z. and Wakker, P. (2016). Measuring Discounting without Measuring Utility American Economic Review, 106(6):1476--1494.
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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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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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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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Gielen, A., Myers, C. and Holmes, J. (2016). Prenatal testosterone and the Earnings of Men and Women Journal of Human Resources, 51(1):30--61.
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Grundy, B. and Verwijmeren, P. (2016). Disappearing Call Delay and Dividend-Protected Convertible Bonds The Journal of Finance, 71(1):195--223.
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Hillert, A., Maug, E. and Obernberger, S. (2016). Stock repurchases and liquidity Journal of Financial Economics, 119(1):186--209.
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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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Korteweg, A., Kraussl, R. and Verwijmeren, P. (2015). Does it pay to invest in art? A selection-corrected returns perspective Review of Financial Studies, 29(4):1007--1038.
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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.
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van Ours, J.C. and Vollaard, B.A. (2016). The engine immobiliser Economic Journal, 126(593):1264--1291.