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.
1045 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. -
Beetsma, R., Cimadomo, J., Furtuna, O. and Giuliodori, M. (2015). The confidence effects of fiscal consolidations Economic Policy, 30(83):439--489. -
Gresnigt, F., Kole, E. and Franses, P.H. (2015). Interpreting financial market crashes as earthquakes: A new early warning system for medium term crashes Journal of Banking and Finance, 56:123--139.
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Dementyeva, M., Koster, P. and Verhoef, E. (2015). Regulation of road accident externalities when insurance companies have market power Journal of Urban Economics, 86(March):1--8.
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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. -
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. -
van Dolder, D., van den Assem, M.J., Camerer, C. and Thaler, R. (2015). Standing United or Falling Divided? High Stakes Bargaining in a TV Game Show American Economic Review, 105(5):402--407. -
Bleichrodt, H. and Wakker, P. (2015). Regret Theory: A Bold Alternative to the Alternatives Economic Journal, 125:493--532. -
Buser, T. (2015). The effect of income on religiousness American Economic Journal: Applied Economics, 7(3):178--195. -
Koudijs, P. (2015). Those who know most: Insider trading in eighteenth-century Amsterdam Journal of Political Economy, 123(6):1356--1409. -
Buch, C., Buchholz, M. and Tonzer, L. (2015). Uncertainty, Bank Lending, and Bank-Level Heterogeneity IMF Economic Review, 63(4):919--954. -
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. -
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. -
Khadjavi, M. (2015). On the Interaction of Deterrence and Emotions Journal of Law, Economics, and Organization, 31(2):287--319.
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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. -
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. -
Kriwoluzky, A. and Stoltenberg, C. (2015). Monetary policy and the transaction role of money in the US Economic Journal, 125(587):1452--1473. -
Zhou, F. and Oostendorp, R. (2014). Measuring True Sales and Underreporting with Matched Firm-Level Survey and Tax-Office Data Review of Economics and Statistics, 96(3):563--576. -
Mulalic, I., van Ommeren, J.N. and Pilegaard, N. (2014). Wages and commuting: quasi-natural experiments' evidence from firms that relocate Economic Journal, 124(579):1086--1105.