Jungbacker, B. and Koopman, S. (2015). Likelihood-based Dynamic Factor Analysis for Measurement and Forecasting Econometrics Journal, 18(2):C1--C21.
1073 Key Publications
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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. -
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. -
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. -
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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Koning, P. and Lindeboom, M. (2015). The Rise and Fall of Disability Enrollment in the Netherlands Journal of Economic Perspectives, 29(2):151--172. -
de Groot Ruiz, A., Offerman, T. and Onderstal, S. (2015). Equilibrium selection in experimental cheap talk games Games and Economic Behavior, 91:14--25.
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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. -
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. -
Vladimirov, V. (2015). Financing bidders in takeover contests Journal of Financial Economics, 117(3):534--557. -
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. -
Bremzen, A., Khokhlova, E., Suvorov, A. and van de Ven, J. (2015). Bad news: an experimental study on the informational effects of rewards Review of Economics and Statistics, 97(1):55--70. -
Baillon, A. and Bleichrodt, H. (2015). Testing ambiguity models through the measurement of probabilities for gains and losses American Economic Journal: Microeconomics, 7(2):77--100. -
Bleichrodt, H. and Wakker, P. (2015). Regret Theory: A Bold Alternative to the Alternatives Economic Journal, 125:493--532. -
Delfgaauw, J., Dur, R., Non, J. and Verbeke, W. (2015). The Effects of Prize Spread and Noise in Elimination Tournaments: A Natural Field Experiment Journal of Labor Economics, 33(3):521--569. -
Denter, P. and Sisak, D. (2015). Do Polls Create Momentum in Political Competition? Journal of Public Economics, 130(October):1--14. -
Kleibergen, F. and Zhan, Z. (2015). Unexplained factors and their effects on second pass R-squared’s Journal of Econometrics, 189(1):101--116.