841 Key Publications

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  Boswijk, H., Cavaliere, G., Rahbek, A. and Taylor, A. (2016). Inference on co-integration parameters in heteroskedastic vector autoregressions Journal of Econometrics, 192(1):64--85.

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  Mancini, L., Ranaldo, A. and Wrampelmeyer, J. (2016). The euro interbank repo market Review of Financial Studies, 29(7):1747--1779.

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  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.

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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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  Gielen, A., Holmes, J. and Myers, C. (2016). Prenatal testosterone and the Earnings of Men and Women Journal of Human Resources, 51(1):30--61.

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  Cohn, A., Engelmann, J., Fehr, E. and Maréchal, M. (2015). Evidence for Countercyclical Risk Aversion: An Experiment with Financial Professionals American Economic Review, 105(2):860--885.

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  Kleibergen, F. and Zhan, Z. (2015). Unexplained factors and their effects on second pass R-squared’s Journal of Econometrics, 189(1):101--116.

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  Limwattananon, S., Neelsen, S., O'Donnell, O., Prakongsai, P., Tangcharoensathien, V., \van Doorslaer\, E. and Vongmongkol, V. (2014). Universal coverage with supply-side reform: The impact on medical expenditure risk and utilization in Thailand Journal of Public Economics, 121(January):79--94.

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  Buch, C., Buchholz, M. and Tonzer, L. (2015). Uncertainty, Bank Lending, and Bank-Level Heterogeneity IMF Economic Review, 63(4):919--954.

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  Kriwoluzky, A. and Stoltenberg, C. (2015). Monetary policy and the transaction role of money in the US Economic Journal, 125(587):1452--1473.

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  Vladimirov, V. (2015). Financing bidders in takeover contests Journal of Financial Economics, 117(3):534--557.

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  Gautier, P. and Teulings, C. (2015). Sorting and the output loss due to search frictions Journal of the European Economic Association, 13(6):1136--1166.

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  Koopman, S., Lucas, A. and Scharth, M. (2015). Numerically Accelerated Importance Sampling for Nonlinear Non-Gaussian State Space Models Journal of Business and Economic Statistics, 33(1):114--127.

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  Swank, O. and Visser, B. (2015). Learning from others? Decision rights,strategic communication, and reputational concerns American Economic Journal: Microeconomics, 7(4):109--149.

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  Noussair, \.(., \Soest, V.D. and Stoop, J. (2015). Cooperation in a Dynamic Fishing Game: A Framed Field Experiment (AER: Papers and Proceedings) American Economic Review, 105(5):1--7.

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  Aït-Sahalia, Y., Cacho-Diaz, J. and Laeven, R. (2015). Modeling financial contagion using mutually exciting jump processes Journal of Financial Economics, 117(3):585--606.

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  Boswijk, H., Jansson, M. and Nielsen, M. (2015). Improved likelihood ratio tests for cointegration rank in the VAR model Journal of Econometrics, 184(1):97--110.

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  Moraga Gonzalez, J.L. and Viaene, J. (2015). Anti-dumping, Intra-industry Trade, and Quality Reversals International Economic Review, 56(3):777--803.

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  Denter, P. and Sisak, D. (2015). Do Polls Create Momentum in Political Competition? Journal of Public Economics, 130(October):1--14.

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  Seeger, N., Rodrigues, P. and Ignatieva, K. (2015). Empirical Analysis of Affine vs. Nonaffine Variance Specifications in Jump-Diffusion Models for Equity Indices Journal of Business and Economic Statistics, 33(1):68--75.