Boyle, P. and Vorst, A. (1992). Option replication in discrete time with transaction costs. The Journal of Finance, 47(1):271-293.
729 Key Publications
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Lumsdaine, R., Banerjee, A., and Stock, J. (1992). Recursive and sequential test of the unit root and trend break hypotheses: theory and international evidence. Journal of Business and Economic Statistics, 10:271-288. -
Sarin, R. and Wakker, P. (1992). A simple axiomatization of nonadditive expected utility. Econometrica, 60:1255-1272. -
van Ours, J. and Ridder, G. (1992). Vacancies and recruitment of new employees. Journal of Labor Economics, 10(2):138-155. -
van Ophem, J. (1991). Wages, non-wage job characteristics and the search behavior of employees. Review of Economics and Statistics, 73(1):145-151. -
van Wijnbergen, S. (1991). Fiscal deficits, exchange rate crises and inflation. The Review of Economic Studies, 58(193 (Jan)):81-92. -
Peters, H. and Wakker, P. (1991). Independence of irrelevant alternatives and revealed group preferences. Econometrica, 59:1787-1801. -
Schotman, P. and van Dijk, H. (1991). On Bayesian routes to unit roots. Journal of Applied Econometrics, 6:387-401. -
van Ours, J. and Ridder, G. (1991a). Cyclical variation in vacancy durations and vacancy flows. European Economic Review, 35(5):1143-1155. -
Oosterbeek, H. (1990b). Education and earnings in the Netherlands: An empirical analysis. European Economic Review, 34(7):1353-1375. -
van Wijnbergen, S., Feltenstein, L., and Lebow, D. (1990). Savings, commodity market rationing, and the real rate of interest in China. Journal of International Economics, 22(2 (May)):234--. -
Schram, A. (1990). A dynamic model of voter behavior and the demand for public goods among social groups in great britain. Journal of Public Economics, 41:147-182. -
Lumsdaine, R., Stock, J., and Wise, D. (1990). Efficient windows and labor force reduction. Journal of Public Economics, 43:131-159. -
Wakker, P. (1990a). Characterizing optimism and pessimism directly hrough comonotonicity. Journal of Economic Theory, 52:453-463. -
van Wijnbergen, S. (1989). Financial policy and speculative runs with a crawling peg: Argentina 1979-1981. Journal of International Economics, 27(1/2 (Aug)):111--. -
Hartog, J. (1989a). (non-)graduation and the earnings function: An inquiry on self-selection. European Economic Review, 33(7):1373-1395. -
van Wijnbergen, S. and Svensson, L. (1989). Excess capicity, monopolistic competition, and international transmission of monetary disturbances. Economic Journal, 99(397 (Sep)):785--. -
Hartog, J. and Bierens, H. (1988). Non-linear regression with discrete explanatory variables, with an application to the earnings function. Journal of Econometrics, 38(3):269-299. -
Hartog, J. (1988b). Poverty and the measurement of individual welfare: A review article. Journal of Human Resources, 23(2):243-266. -
Nooteboom, B., Kleijweg, A., and Thurik, A. (1988). Normal costs and demand effects in price setting: a study of retailing. European Economic Review, 32(4):999-1011.