811 Key Publications

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  De Luca, G., Magnus, JanR. and Peracchi, F. (2022). Sampling properties of the Bayesian posterior mean with an application to WALS estimation Journal of Econometrics, 230(2):299--317.

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  Almeida, C. and Freire, G. (2022). Pricing of index options in incomplete markets Journal of Financial Economics, 144(1):174--205.

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  Hendershott, T., Menkveld, AlbertJ., Praz, R. and Seasholes, M. (2022). Asset Price Dynamics with Limited Attention Review of Financial Studies, 35(2):962--1008.

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  Agostinelli, F., Doepke, M., Sorrenti, G. and Zilibotti, F. (2022). When the great equalizer shuts down: Schools, peers, and parents in pandemic times Journal of Public Economics, 206:.

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  Blasques, F., Koopman, S.J. and Nientker, M. (2022). A time-varying parameter model for local explosions Journal of Econometrics, 227(1):65--84.

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  König, M., Storesletten, K., Song, Z. and Zilibotti, F. (2022). From Imitation to Innovation: Where Is All That Chinese R&D Going? Econometrica, 90(4):1615--1654.

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  Bindler, A. and Ketel, N. (2022). Scaring or Scarring? Labor Market Effects of Criminal Victimization Journal of Labor Economics, 40(4):939--970.

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  Juodis, A. (2022). A regularization approach to common correlated effects estimation Journal of Applied Econometrics, 37(4):788--810.

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  van Leeuwen, B., Offerman, T. and van de Ven, J. (2022). Fight or Flight: Endogenous Timing in Conflicts Review of Economics and Statistics, 104(2):217–231.

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  Kastoryano, S. and van der Klaauw, B. (2022). Dynamic evaluation of job search assistance Journal of Applied Econometrics, 37(2):227--241.

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  Juodis, A. and Sarafidis, V. (2022). A Linear Estimator for Factor-Augmented Fixed-T Panels With Endogenous Regressors Journal of Business and Economic Statistics, 22(1):1--15.

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  Martynova, N., Perotti, E. and Suarez, J. (2022). Capital forbearance in the bank recovery and resolution game Journal of Financial Economics, 146(3):884--904.

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  Deng, Z. and Lindeboom, M. (2022). Early-life famine exposure, hunger recall, and later-life health Journal of Applied Econometrics, 37(4):771--787.

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  Perotti, E. and Rola-Janicka, M. (2022). The Good, the Bad and the Missed Boom Review of Financial Studies, 35(11):5025–5056.

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  Gryglewicz, S., Mancini, L., Morellec, E., Schroth, E. and Valta, P. (2022). Understanding Cash Flow Risk Review of Financial Studies, 35(8):3922--3973.

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  Wan, P. and Davis, R. (2022). Goodness-of-fit testing for time series models via distance covariance Journal of Econometrics, 227(1):4--24.

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  Jovanovic, B. and Menkveld, AlbertJ. (2022). Equilibrium bid-price dispersion Journal of Political Economy, 130(2):426--461.

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  Koster, HansR.A. and Pinchbeck, EdwardW. (2022). How Do Households Value the Future? Evidence from Property Taxes American Economic Journal: Economic Policy, 14(1):207--239.

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  Bleichrodt, H. and van Bruggen, P. (2022). The Reflection Effect for Higher-Order Risk Preferences Review of Economics and Statistics, 104(4):705--717.

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  Denter, P., Morgan, J. and Sisak, D. (2022). Showing Off or Laying Low? The Economics of Psych-outs: The Economics of Psych-outs American Economic Journal: Microeconomics, 14(1):529--580.