de Vries, C., Danielsson, J.(., Jorgensen, B., Samarodnitsky, G. and Sarma, M. (2013). Fat tails, VaR and subadditivity Journal of Econometrics, 172(2):283--291.
133 Key Publications
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de Vries, C. and Mikosch, T. (2013). Heavy tails of OLS Journal of Econometrics, 172(2):205--221. -
Lepetyuk, V. and Stoltenberg, C. (2013). Policy Announcements and Welfare Economic Journal, 123(571):962--997. -
Bosker, M., Buringh, E. and van Zanden, J. (2013). From Baghdad to London: unravelling urban development in Europe, the Middle East and North Africa, 800-1800 Review of Economics and Statistics, 95(4):1418--1437. -
Gautier, P. and van der Klaauw, B. (2012). Selection in a field experiment with voluntary participation Journal of Applied Econometrics, 27(1):63--84. -
Albrecht, J., Gautier, P. and Vroman, S. (2012). A Note on 'Competition Among: Sellers Who Offer Auctions Instead of Prices' by Peters and Severinov Journal of Economic Theory, 147(1):389--392. -
Jacobs, B. and Schindler, D. (2012). On the desirability of taxing capital income in optimal social insurance Journal of Public Economics, 96(9-10):853--868. -
Markiewicz, A. (2012). Model Uncertainty and Exchange Rate Volatility International Economic Review, 53(3):815--843. -
Bruegemann, B. (2012). Does Employment Protection Create Its Own Political Support? Journal of the European Economic Association, 10(2):369--416. -
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. -
Beetsma, R. and Giuliodori, M. (2011). The effects of government purchases shocks: Review and estimates for the EU Economic Journal, 121(550):F4--F32. -
Daniels, T., Jager, H. and Klaassen, F. (2011). Currency crises with the threat of an interest rate defence Journal of International Economics, 85(1):14--24. -
Jacobs, B. (2011). Comment: Crime in Europe and the United States: Dissecting the {\textquoteleft}Reversal of Misfortunes' Economic Policy, 26(67):347--385. -
Gautier, P., van Vuuren, A.P. and Teulings, C. (2010). On the job search mismatch and efficiency Review of Economic Studies, 77(1):245--272. -
Beetsma, R. and Giuliodori, M. (2010). The macroeconomic costs and benefits of the EMU and other monetary unions: An overview of recent research Journal of Economic Literature, 48(3):603--641. -
Beetsma, R. (2010). Comment on 'Monetary policy and financial imbalances: facts and fiction' by K. Assenmacher-Wesche & S. Gerlach Economic Policy, 25(63):476--478. -
Jacobs, B. (2010). Comment: Corporate Tax Harmonization in the EU Economic Policy, 25(63):578--580. -
Jacobs, B. (2010). Comment: The Governance and Performance of Universities: Evidence from Europe and the US Economic Policy, 25(61):47--49. -
Klaassen, F. and Magnus, J. (2009). The efficiency of top agents: an analysis through service strategy in tennis Journal of Econometrics, 148(1):72--85. -
Beetsma, R., Giuliodori, M. and Wierts, P. (2009). Planning to cheat: EU fiscal policy in real time Economic Policy, 24(60):753--804.