de Vries, C., Danielsson, J.(., Jorgensen, B., Samarodnitsky, G. and Sarma, M. (2013). Fat tails, VaR and subadditivity Journal of Econometrics, 172(2):283--291.
35 Key Publications
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van den Brink, J.R., van der Laan, G. and Moes, N. (2013). A strategic implementation of the average tree solution for cycle-free graph games Journal of Economic Theory, 148(6):2737--2748.
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Timmerman, A. and van Dijk, H. (2013). Dynamic econometric modeling and forecasting in the presence of instability Journal of Econometrics, 177(2):131--133.
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Bosker, M., Buringh, E. and van Zanden, J. (2013). From Baghdad to London: unravelling urban development in Europe, the Middle East and North Africa, 800-1800 Review of Economics and Statistics, 95(4):1418--1437.
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Pradhan, M., de Ree, J. and Alessie, R. (2013). The price and utility dependence of equivalence scales: evidence from Indonesia Journal of Public Economics, 97:272--281.
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Bilio, M., Casarin, R., Ravazzolo, F. and van Dijk, H. (2013). Time-varying combinations of predictive densities using nonlinear filtering Journal of Econometrics, 177(2):213--232.
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Strachan, R. and van Dijk, H. (2013). Evidence on features of a dsge business cycle model from bayesian model averaging International Economic Review, 54(1):385--402.
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Garcia Gomez, P., van Kippersluis, H., O'Donnell, O. and van Doorslaer, E. (2013). Long Term and Spillover Effects of Health Shocks on Employment and Income Journal of Human Resources, 48(4):873--909.
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Ejrnaes, M. and Hochguertel, S. (2013). Is Business Failure Due to Lack of Effort? Empirical Evidence from a Large Administrative Sample Economic Journal, 123(571):791--830.
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Bataa, E., Osborn, D., Sensier, M. and van Dijk, D. (2013). Structural breaks in the international dynamics of inflation Review of Economics and Statistics, 95(2):646--659.
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Maas, V. and van Rinsum, M. (2013). How control system design influences performance misreporting Journal of Accounting Research, 51(5):1159--1186.
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Dittmann, I., Maug, E.G. and Spalt, O. (2013). Indexing executive compensation contracts Review of Financial Studies, 26(12):3182--3224.
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Moraga González, J.L. and Petrikaite, V. (2013). Search Costs, Demand-Side Economies and the Incentives to Merge under Bertrand Competition RAND Journal of Economics, 44(3):391--424.
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Fredriksson, P., Öckert, B. and Oosterbeek, H. (2013). Long-term effects of class size Quarterly Journal of Economics, 128(1):249--285.
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Poelhekke, S. and van der Ploeg, F. (2013). Do natural resources attract nonresource FDI? Review of Economics and Statistics, 95(3):1046--1065.