27 Key Publications

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  Koopman, S., Lucas, A. and Schwaab, B. (2012). Dynamic Factor Models With Macro, Frailty and Industry Effects for U.S. Default Counts: The Credit Crisis of 2008 Journal of Business and Economic Statistics, 30(4):521--532.

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  Bruegemann, B. (2012). Does Employment Protection Create Its Own Political Support? Journal of the European Economic Association, 10(2):369--416.

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  van Ommeren, J.N. and Wentink, D. (2012). The (hidden) costs of employer parking policies International Economic Review, 53(3):965--978.

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  Fok, D., Paap, R. and van Dijk, A. (2012). A Rank-Ordered Logit Model with Unobserved Heterogeneity in Ranking Capabilities Journal of Applied Econometrics, 27(5):831--846.

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  Geweke, J.F., Koop, G. and Paap, R. (2012). Editorial Introduction for the Annals Issue of the Journal of Econometrics on Bayesian Models, Methods and Applications Journal of Econometrics, 171(2):99--100.

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  Grundy, B., Lim, B. and Verwijmeren, P. (2012). Do option markets undo restrictions on short sales: evidence from the 2008 short sale ban Journal of Financial Economics, 106(2):331--348.

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  Hoogerheide, L.F., Ravazzolo, F. and van Dijk, H.K. (2012). Forecast rationality tests based on multi-horizon bounds: Comment Journal of Business and Economic Statistics, 30(1):30--33.

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  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.

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  Marie, O.R. and Vall Castello, J. (2012). Measuring the (Income) Effect of Disability Insurance Generosity on Labour Market Participation. Journal of Public Economics, 96:198--210.

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  Markiewicz, A.P. (2012). Model Uncertainty and Exchange Rate Volatility International Economic Review, 53(3):815--843.

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  Stoop, J.T.R., Noussair, C.N. and Soest, van (2012). From the lab to the field: Cooperation among fishermen The Journal of Political Economy, 120(6):1027--1056.

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  Gautier, P. and van der Klaauw, B. (2012). Selection in a field experiment with voluntary participation Journal of Applied Econometrics, 27(1):63--84.

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  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.

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  Belot, M., Bhaskar, V. and van de Ven, J. (2012). Can observers predict trustworthiness? Review of Economics and Statistics, 94(1):246--259.

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  Hoogerheide, L., Opschoor, A. and van Dijk, H.K. (2012). A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation Journal of Econometrics, 171(2):101--120.

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  Ferraris, L. and Watanabe, M. (2012). Liquidity constraints in a monetary economy International Economic Review, 53(3):255--277.

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  Hoogerheide, L., Ravazzolo, F. and van Dijk, H.K. (2012). Comment on Forecast Rationality Tests Based on Multi-Horizon Bounds Journal of Business and Economic Statistics, 30(1):30--33.

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  van der Ploeg, F. and Withagen, C. (2012). Too Much Coal, too little Oil Journal of Public Economics, 96(1-2):62--77.

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  Stoop, J., Noussair, C.(. and van Soest, D. (2012). From the lab to the field: Cooperation among fishermen Journal of Political Economy, 120(6):1027--1056.

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  Guggenberger, P., Kleibergen, F., Mavroeidis, S. and Chen, L. (2012). On the asymptotic sizes of subset Anderson-Rubin and Lagrange multiplier tests in linear instrumental variables regression Econometrica, 80(6):2649--2666.