30 Key Publications

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  de Haan, L. and Zhou, C. (2020). Trends in extreme value indices Journal of the American Statistical Association, 116(535):1265--1279.

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  Li, M., Koopman, S.J., Lit, R. and Petrova, D. (2020). Long-term forecasting of El Niño events via dynamic factor simulations Journal of Econometrics, 214(1):46--66.

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  Friedrich, M., Smeekes, S. and Urbain, J.P. (2020). Autoregressive wild bootstrap inference for nonparametric trends Journal of Econometrics, 214(1):81--109.

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  Zouain Pedroni, M. and Huo, Z. (2020). A Single-Judge Solution to Beauty Contests American Economic Review, Vol. 110, No. 2:526--568.

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  Crutzen, B., Flamand, S. and Sahuguet, N. (2020). A model of a team contest, with an application to incentives under list proportional representation Journal of Public Economics, 182:.

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  Ikefuji, M., Laeven, RogerJ.A., Magnus, JanR. and Muris, C. (2020). Expected utility and catastrophic risk in a stochastic economy-climate model Journal of Econometrics, 214(1):110--129.

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  Boons, M.F., Duarte, F., de Roon, F. and Szymanowska, M. (2020). Time-Varying Inflation Risk and Stock Returns Journal of Financial Economics, 136(2):444--470.

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  Conrad, C. and Kleen, O. (2020). Two are better than one: Volatility forecasting using multiplicative component GARCH?MIDAS models Journal of Applied Econometrics, 35(1):19--45.

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  Gryglewicz, S., Mayer, S and Morellec, E. (2020). Agency Conflicts and Short- versus Long-Termism in Corporate Policies Journal of Financial Economics, 136(3):718--742.

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  Gryglewicz, S. and Hartman-Glaser, B. (2020). Investment Timing and Incentive Costs Review of Financial Studies, 33(1):309--357.