Almeida, C., Fan, J., Freire, G. and Tang, F. (2023). Can a Machine Correct Option Pricing Models? Journal of Business and Economic Statistics, 41(3):995--1009.
845 Key Publications
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Albrecht, J., Cai, X., Gautier, P. and Vroman, S. (2023). On the foundations of competitive search equilibrium with and without market makers Journal of Economic Theory, 208:1--33. -
Dyrda, S. and Pedroni, M. (2023). Optimal Fiscal Policy in a Model with Uninsurable Idiosyncratic Income Risk Review of Economic Studies, 90(2):744–780. -
Dirkmaat, T., Rohde, K., van de Veer, E., van Dijk, B. and Yu, X. (2023). Managing “Last Moment Behavior”:: Non-binding target dates to reduce the spikes in task completion at deadlines Journal of Public Economics, 219:. -
Huo, Z. and Pedroni, M. (2023). Dynamic information aggregation: Learning from the past Journal of Monetary Economics, 136:107--124. -
Hummel, A.J. and Jacobs, B. (2023). Optimal income taxation in unionized labor markets Journal of Public Economics, 220:1--30. -
Kole, E. and van Dijk, D. (2023). Moments, shocks and spillovers in Markov-switching VAR models Journal of Econometrics, 236(2):. -
Gautier, P., Hu, B. and Watanabe, M. (2023). Marketmaking Middlemen RAND Journal of Economics, 54(1):83--103. -
Korevaar, M. (2023). Reaching for yield and the housing market: Evidence from 18th-century Amsterdam Journal of Financial Economics, 148(3):273--296. -
Biais, B., Bisière, C., Bouvard, M., Casamatta, C. and Menkveld, AlbertJ. (2023). Equilibrium Bitcoin Pricing The Journal of Finance, 78(2):967--1014. -
Chan, EricW., Lill, JeremyB. and Maas, VictorS. (2023). Promote Internally or Hire Externally? The Role of Gift Exchange and Performance Measurement Precision Journal of Accounting Research, 61(2):493--530. -
Blasques, F., Harvey, A.C., Koopman, S.J. and Lucas, A. (2023). Time-Varying Parameters in Econometrics: The editor's foreword Journal of Econometrics, 237(2):. -
Blasques, F. and Nientker, M. (2023). Stochastic properties of nonlinear locally-nonstationary filters Journal of Econometrics, 235(2):2082--2095. -
Blasques, F., Francq, C. and Laurent, S. (2023). Quasi score-driven models Journal of Econometrics, 234(1):251--275. -
Agostinelli, F., Doepke, M., Sorrenti, G. and Zilibotti, F. (2023). It Takes a Village: The Economics of Parenting with Neighborhood and Peer Effects Journal of Political Economy, :. -
Marie, O. and Castelló, J.V. (2023). Sick Leave Cuts and (Unhealthy) Returns to Work Journal of Labor Economics, 41(4):923--956. -
Ilciukas, J. (2023). Fertility and parental retirement Journal of Public Economics, 226:. -
Gorgi, P. and Koopman, S.J. (2023). Beta observation-driven models with exogenous regressors: A joint analysis of realized correlation and leverage effects Journal of Econometrics, 237(2):1--21. -
Hummel, A. and Ziesemer, V. (2023). Food subsidies in general equilibrium Journal of Public Economics, 222:. -
Moraga-González, J.L., Sándor, Z. and Wildenbeest, MatthijsR. (2023). Consumer Search and Prices in the Automobile Market Review of Economic Studies, 90(3):1394--1440.