147 Key Publications

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  Peer, S., Verhoef, E., Knockaert, J., Koster, P. and Tseng, Y. (2015). Long-Run versus Short-Run Perspectives on Consumer scheduling: Evidence from a Revealed-Preference Experiment among Peak-Hour Road Commuters International Economic Review, 56(1):303--323.

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  van den Brink, J.R. and Pinter, M. (2015). On Axiomatizations of the Shapley Value for Assignment Games Journal of Mathematical Economics, 60(October):110--114.

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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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  Kleibergen, F. and Mavroeidis, S. (2014). Identification issues in limited-information Bayesian analysis of structural macroeconomic models Journal of Applied Econometrics, 29(7):1183--1207.

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  Jungbacker, B., Koopman, S. and van der Wel, M. (2014). Smooth Dynamic Factor Analysis with Application to the U.S. Term Structure of Interest Rates Journal of Applied Econometrics, 29(1):65--90.

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  Mesters, G. and Koopman, S. (2014). Generalized Dynamic Panel Data Models with Random Effects for Cross-Section and Time Journal of Econometrics, 180(2):127--140.

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  Wagener, F. (2014). Expectations in experiments Annual Review of Economics, 6:421--443.

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  Ju, Y., Chun, Y. and van den Brink, J.R. (2014). Auctioning and Selling Positions: A Noncooperative Approach to Queueing Conflicts Journal of Economic Theory, 153(September):33--45.

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  Creal, D., Schwaab, B., Koopman, S. and Lucas, A. (2014). Observation Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk Review of Economics and Statistics, 96(5):898--915.

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  Zu, Y. and Boswijk, H. (2014). Estimating spot volatility with high-frequency financial data Journal of Econometrics, 181(2):117--135.

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  van Dijk, D.J.C., Koopman, S.J., van der Wel, M. and Wright, J (2014). Forecasting Interest Rates with Shifting Endpoints Journal of Applied Econometrics, 29:693--712.

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  Creal, D., Koopman, S. and Lucas, A. (2013). General Autoregressive Score Models with Applications Journal of Applied Econometrics, 28(5):777--795.

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  van der Klaauw, B. and van Ours, J.C. (2013). Carrot and stick: how reemployment bonuses and benefit sanctions affect exit rates from welfare Journal of Applied Econometrics, 28(2):275--296.

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  van den Brink, J.R., van der Laan, G. and Moes, N. (2013). A strategic implementation of the average tree solution for cycle-free graph games Journal of Economic Theory, 148(6):2737--2748.

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  Groen, J.J.J., Paap, R. and Ravazzolo, F. (2013). Real-time Inflation Forecasting in a Changing World Journal of Business and Economic Statistics, 31(1):29--44.

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  Pesaran, M.H., Pick, A. and Pranovich, M. (2013). Optimal Forecasts in the Presence of Structural Breaks Journal of Econometrics, 177(2):134--152.

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  Koellinger, PhilippD. and Thurik, A.Roy (2012). Entrepreneurship and the business cycle Review of Economics and Statistics, 94(4):1143--1156.

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  Gautier, P. and van der Klaauw, B. (2012). Selection in a field experiment with voluntary participation Journal of Applied Econometrics, 27(1):63--84.

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  Koopman, S., Lucas, A. and Schwaab, B. (2012). Dynamic Factor Models With Macro, Frailty and Industry Effects for U.S. Default Counts: The Credit Crisis of 2008 Journal of Business and Economic Statistics, 30(4):521--532.

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  Boswijk, H. and Klaassen, F. (2012). Why frequency matters for unit root testing in financial time series Journal of Business and Economic Statistics, 30(3):351--357.