Koopman, S., Lucas, A. and Monteiro, A. (2008). The Multi-state Latent Factor Intensity Model for Credit Rating Transitions Journal of Econometrics, 142:399--424.
830 Key Publications
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Brandts, J., Pezanis-Christou, P. and Schram, A. (2008). Competition with forward contracts: a laboratory analysis motivated by electricity market design Economic Journal, 118(525):192--214. -
Blinder, A., Ehrmann, M., Fratzscher, M., De Haan, J. and Jansen, D. (2008). Central bank communication and monetary policy: A survey of theory and evidence Journal of Economic Literature, 46(4):. -
Post, G., van den Assem, M.J., Baltussen, G. and Thaler, R. (2008). Deal or No Deal? Decision Making under Risk in a Large-Payoff Game Show American Economic Review, 98(1):38--71. -
Boot, A., Gopalan, R. and Thakor, A. (2008). Market liquidity, investor participation, and managerial autonomy: Why do firms go private? The Journal of Finance, 63(4):2013--2059. -
Diecidue, E. and van de Ven, J. (2008). Aspiration level, probability of success and failure, and expected utility International Economic Review, 49(2):683--700. -
van den Brink, J.R., van der Laan, G. and Vasil'ev, V. (2008). Extreme Points of Two Digraph Polytopes: Description and Applications in Economics and Game Theory Journal of Mathematical Economics, 44:1114--1125. -
Alfaro, L., Kalemli-Ozcan, S. and Volosovych, V. (2008). Why Doesn't Capital Flow From Rich To Poor Countries: An Empirical Investigation Review of Economics and Statistics, 90(2):347--368. -
Boone, J., Fredriksson, P., Holmlund, B. and van Ours, J.C. (2007). Optimal unemployment insurance with monitoring and sanctions Economic Journal, 117:399--421. -
Brugemann, B. (2007). Employment Protection: Tough to Scrap or Tough to Get? Economic Journal, 117(521):F386--F415. -
Dittmann, I. and Maug, E. (2007). Lower salaries and no options? On the optimal structure of executive pay The Journal of Finance, 62(1):303--343. -
van den Brink, J.R. (2007). Null or Nullifying Players: The Difference between the Shapley Value and Equal Division Solutions Journal of Economic Theory, 136:767--775. -
Giordani, P., Kohn, R. and van Dijk, D. (2007). A unified approach to nonlinearity, structural change, and outliers Journal of Econometrics, 137(1):112--133. -
Menkveld, A., Koopman, S. and Lucas, A. (2007). Modelling Round-the-Clock Price Discovery for Cross-Listed Stocks using State Space Methods Journal of Business and Economic Statistics, 25(2):213--255. -
Leuven, E., Lindahl, M., Oosterbeek, H. and Webbink, D. (2007). The effect of extra funding for disadvantaged pupils on achievement Review of Economics and Statistics, 89(4):721--736. -
Abdellaoui, M., Barrios, C. and Wakker, P. (2007). Reconciling Introspective Utility with Revealed Preference: Experimental Arguments Based on Prospect Theory. Journal of Econometrics, 138(1):336--378. -
Martens, M. and van Dijk, D. (2007). Measuring volatility with the realized range. Journal of Econometrics, 138(1):181--207. -
Fok, D., Franses, P.H. and Paap, R. (2007). Seasonality and non-linear price effects in scanner-data based market-response models Journal of Econometrics, 138(1):231--251. -
Janssen, M.(. and Karamychev, V. (2007). Selection effects in auctions for monopoly rights Journal of Economic Theory, 134:576--582. -
Francke, M. and de Vos, A.F. (2007). Marginal Likelihood and Unit Roots Journal of Econometrics, 137(2):708--728.