35 Key Publications

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  de Vries, C. and Mikosch, T. (2013). Heavy tails of OLS Journal of Econometrics, 172(2):205--221.

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  Thurik, R. (2013). Valuing an Entrepreneurial Enterprise by D.B. Audretsch and A.N. Link, Oxford University Press, 2012, (book review) Journal of Economic Literature, :.

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  van der Klaauw, B. and van Ours, J.C. (2013). Carrot and stick: how reemployment bonuses and benefit sanctions affect exit rates from welfare Journal of Applied Econometrics, 28(2):275--296.

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  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.

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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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  Mancini, L., Ranaldo, A. and Wrampelmeyer, J. (2013). Liquidity in the foreign exchange market: Measurement, commonality, and risk premiums The Journal of Finance, 68(5):1805--1841.

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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.