1047 Key Publications

• Castiglionesi, F. and Zhao, S. (2024). Banks incentive pay, diversification and systemic risk Journal of Banking and Finance, 169.

• 

  Leng, X., Chen, H. and Wang, W. (2023). Multi-dimensional latent group structures with heterogeneous distributions Journal of Econometrics, 233(1):1--21.

• 

  Guggenberger, P., Kleibergen, F. and Mavroeidis, S. (2023). A Test for Kronecker Product Structure Covariance Matrix Journal of Econometrics, 223(1):88--112.

• 

  Lumsdaine, R., Okui, R. and Wang, W. (2023). Estimation of panel group structure models with structural breaks in group memberships and coefficients Journal of Econometrics, 233(1):45--65.

• 

  De Haan, M., Gautier, PieterA., Oosterbeek, H. and van der Klaauw, B. (2023). The Performance of School Assignment Mechanisms in Practice Journal of Political Economy, 131(2):388--455.
• Greppmair, S., Jank, S. and Smajlbegovic, E. (2023). On the importance of fiscal space: Evidence from short sellers during the COVID-19 pandemic Journal of Banking and Finance, 147.

• 

  Daniel, K., Klos, A. and Rottke, S. (2023). The Dynamics of Disagreement Review of Financial Studies, 36(6):2431--2467.

• 

  Erbahar, A. and Rebeyrol, V. (2023). Trade Intermediation by Producers Journal of International Economics, 140.

• 

  Markiewicz, AgnieszkaP., Verhoeks, RalphC., Verschoor, WillemF.C. and Zwinkels, RemcoC.J. (2023). Inattentive Search for Currency Fundamentals IMF Economic Review, 71(4):907--952.

• 

  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.

• 

  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.

• 

  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):1--3.
• Wang, T.M., Heine, F. and van Witteloostuijn, A. (2023). Pro-social risk-taking and intergroup conflict: A volunteer's dilemma experiment Games and Economic Behavior, 140:363--379.

• 

  Blasques, F. and Nientker, M. (2023). Stochastic properties of nonlinear locally-nonstationary filters Journal of Econometrics, 235(2):2082--2095.