25 Key Publications

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  Boswijk, H. and Doornik, J. (2005). Distribution approximations for cointegration tests with stationary exogenous regressors Journal of Applied Econometrics, 20(6):797--810.

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  Koopman, S. and Lucas, A. (2005). Business and Default Cycles for Credit Risk Journal of Applied Econometrics, 20:311--323.

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  Brock, W., Hommes, C. and Wagener, F. (2005). Evolutionary dynamics in markets with many trader types Journal of Mathematical Economics, 41(1/2):7--42.

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  Hommes, C., Sonnemans, J., Tuinstra, J. and van de Velden, H. (2005). Coordination of expectations in asset pricing experiments Review of Financial Studies, 18(3):955--980.

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  Kleibergen, F. (2005). Testing Parameters in GMM without assuming that they are identified Econometrica, 73(4):1103--1124.

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  Goeree, J., Maasland, E., Onderstal, A. and Turner, J. (2005). How (Not) to Raise Money Journal of Political Economy, 113(4):897--918.

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  Hochguertel, S., Alessie, R. and Weber, G. (2005). Consumer Credit: Evidence from Italian Micro Data Journal of the European Economic Association, 3:144--178.

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  Plug, E. and Vijverberg, W. (2005). Does Family Income Matter for Schooling Outcomes? Using Adoption as a Natural Experiment Economic Journal, 115(506):879--906.

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  Boswijk, H. and Franses, P.H. (2005). On the econometrics of the Bass diffusion model Journal of Business and Economic Statistics, 23(3):255--268.

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  Klaassen, F. (2005). Long Swings in Exchange Rates: Are They Really in the Data? Journal of Business and Economic Statistics, 23:87--95.

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  Hochguertel, S., Bertola, G. and Koeniger, W. (2005). Dealer Pricing of Consumer Credit International Economic Review, 46:1103--1142.

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  Abbring, J.H., van den Berg, G. and van Ours, J.C. (2005). The effect of unemployment insurance sanctions on the transition rate from unemployment to employment Economic Journal, 115(505):602--630.

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  Beetsma, R. and Jensen, H. (2005). Monetary and Fiscal Policy Interactions in a Micro-Founded Model of a Monetary Union Journal of International Economics, 67(2):320--352.

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  Bleichrodt, H. and Luis Pinto, J. (2005). The Validity of QALY's under Nonexpected Utility Economic Journal, 115:533--550.

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  Bovenberg, A. and Jacobs, B. (2005). Redistribution and education subsidies are Siamese twins Journal of Public Economics, 89(11-12):2005--2035.

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  van Wijnbergen, S. (2005). Discussion Economic Policy, 20(4):288--289.

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  Bloemen, H. (2005). Job Search, Search Intensity, and Labor Market Transitions: An Empirical Analysis Journal of Human Resources, 40:231--269.

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  de Vries, C., Baye, M.(. and Kovenock, D.(. (2005). Comparative Analysis of Litigation Systems Economic Journal, 115:583--601.

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  Dur, R. and Swank, O. (2005). Producing and Manipulating Information Economic Journal, 115:185--199.

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  Fok, D., van Dijk, D. and Franses, P.H. (2005). A multi-level panel STAR model for US manufacturing sectors Journal of Applied Econometrics, 20(6):811--827.