Key Publications – Tinbergen.nl

38 Key Publications

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2019

De Luca, G., Magnus, JanR. and Peracchi, F. (2019). Comments on “Unobservable Selection and Coefficient Stability: Theory and Evidence” and “Poorly Measured Confounders are More Useful on the Left Than on the Right” Journal of Business and Economic Statistics, 37(2):217--222.
Boswijk, H., Bun, M. and Schinkel, M. (2019). Cartel Dating Journal of Applied Econometrics, 34(1):26--42.
de Haas, R. and Poelhekke, S. (2019). Mining Matters: Natural Resource Extraction and Firm-level Constraints Journal of International Economics, 117:109--124.
Blasques, F., Gorgi, P. and Koopman, S.J. (2019). Accelerating score-driven time series models Journal of Econometrics, 212(2):359--376.
Bloemen, H. (2019). Collective Labour Supply, Taxes, and Intrahousehold Allocation: An Empirical Approach Journal of Business and Economic Statistics, 37(3):471--483.
Koster, HansR.A. and van Ommeren, J. (2019). Place-based policies and the housing market Review of Economics and Statistics, 101(3):400--414.
Jorda, O., Schularick, M., Taylor, A. and Ward, F. (2019). Global financial cycles and risk premiums IMF Economic Review, 67(1):109--150.
Karabiyik, H., Urbain, J.P. and Westerlund, J. (2019). CCE estimation of factor-augmented regression models with more factors than observables Journal of Applied Econometrics, 34(2):268--284.
Dubinsky, A., Johannes, M., Kaeck, A. and Seeger, NormanJ. (2019). Option pricing of earnings announcement risks Review of Financial Studies, 32(2):646--687.
Hommes, C. and Lustenhouwer, J. (2019). Inflation targeting and liquidity traps under endogenous credibility Journal of Monetary Economics, 107:48--62.
van den Berg, GerardJ. and van der Klaauw, B. (2019). Structural empirical evaluation of job search monitoring International Economic Review, 60(2):879--903.
Baltussen, G., Bekkum, S. and Da, Z. (2018). Indexing and Stock Market Serial Dependence Around the World Journal of Financial Economics, 132(1):26--48.
Zhou, C. (2019). Book review: Risk Theory: A Heavy Tail Approach Journal of the American Statistical Association, 114:1424--1425.
Chen, Y. and Ward, F. (2018). When do fixed exchange rates work? Evidence from the Gold Standard Journal of International Economics, 116:158--172.
Hagströmer, B. and Menkveld, AlbertJ. (2019). Information Revelation in Decentralized Markets The Journal of Finance, 74(6):2751--2787.
Christensen, B. and van der Wel, M. (2019). An Asset Pricing Approach to Testing General Term Structure Models Journal of Financial Economics, 134(1):165--191.
Wakker, P. and Yang, J. (2019). A Powerful Tool for Analyzing Concave/Convex Utility and Weighting Functions Journal of Economic Theory, 181:143--159.
Van Kervel, V. and Menkveld, AlbertJ. (2019). High-Frequency Trading around Large Institutional Orders The Journal of Finance, 74(3):1091--1137.
Doepke, M., Sorrenti, G. and Zilibotti, F. (2019). The Economics of Parenting Annual Review of Economics, 11:55--84.
Belot, M., Kircher, P. and Muller, P. (2019). Providing advice to jobseekers at low cost: An experimental study on online advice Review of Economic Studies, 86(4):1411--1447.