Boswijk, H., Cavaliere, G., Rahbek, A. and Taylor, A. (2016). Inference on co-integration parameters in heteroskedastic vector autoregressions Journal of Econometrics, 192(1):64--85.
32 Key Publications
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Bradler, C., Dur, R., Neckermann, S. and Non, J. (2016). Employee Recognition and Performance: A Field Experiment. Management Science, 62(11):3085--3099.
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Francesco Ravazzolo (2016). Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov-Switching VAR Model Journal of Applied Econometrics.
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Blasques, F., Koopman, S., Lucas, A. and Schaumburg, J. (2016). Spillover dynamics for systemic risk measurement using spatial financial time series models Journal of Econometrics, 195(2):211--223.
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Fredriksson, P., Öckert, B. and Oosterbeek, H. (2016). Parental responses to public investments in children: Evidence from a maximum class size rule Journal of Human Resources, 51(4):832--868.
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Mancini, L., Ranaldo, A. and Wrampelmeyer, J. (2016). The euro interbank repo market Review of Financial Studies, 29(7):1747--1779.
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Diks, C. and Wolski, M. (2016). Nonlinear Granger Causality: Guidelines for Multivariate Analysis Journal of Applied Econometrics, 31(7):1333--1351.
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Koudijs, P. and Voth, H.J. (2016). Leverage and beliefs: Personal experience and risk-taking in margin lending American Economic Review, 106(11):3367--3400.
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Kamphorst, J. and Swank, O. (2016). Don't Demotivate, Discriminate American Economic Journal: Microeconomics, 8(1):140--165.
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Christensen, B., Posch, O. and van der Wel, M. (2016). Estimating Dynamic Equilibrium Models using Macro and Financial Data Journal of Econometrics, 194(1):116--137.
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Nosenzo, D., Offerman, T., Sefton, M. and van der Veen, A. (2016). Discretionary sanctions and rewards in the repeated inspection game Management Science, 62(2):502--517.
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Zoutman, F. and Jacobs, B. (2016). Optimal redistribution and monitoring of labor supply Journal of Public Economics, 135:15--31.