29 Key Publications

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  He, Y., Jaidee, S. and Gao, J. (2022). Most powerful test against a sequence of high dimensional local alternatives Journal of Econometrics, :.

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  Beetsma, R., Burgoon, B., Nicoli, F., de Ruijter, A. and Vandenbroucke, F. (2022). What kind of EU fiscal capacity? Evidence from a randomized survey experiment in five European countries in times of corona Economic Policy, :.

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  Beetsma, R., Furtuna, O., Giuliodori, M. and Mumtaz, H. (2022). Revenue- versus spending-based fiscal consolidation announcements: multipliers and follow-up Journal of International Economics, :.

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  Fan, Z., Londono, J. and Xiao, X. (2022). Equity tail risk and currency risk premiums Journal of Financial Economics, 143(1):484--503.

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  Guggenberger, P., Kleibergen, F. and Mavroeidis, S. (2022). A Test for Kronecker Product Structure Covariance Matrix Journal of Econometrics, :.

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  Blasques, F., Koopman, S.J. and Nientker, M. (2022). A time-varying parameter model for local explosions Journal of Econometrics, 227(1):65--84.

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  Sorrenti, G. and Le Moglie, M. (2022). Revealing 'Mafia Inc.'? Financial Crisis, Organized Crime, and the Birth of New Enterprises Review of Economics and Statistics, 104(1):142--156.

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  Sorrenti, G., Agostinelli, F., Zilibotti, F. and Doepke, M. (2022). When the great equalizer shuts down: Schools, peers, and parents in pandemic times Journal of Public Economics, 206:.

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  Lumsdaine, R., Okui, R. and Wang, W. (2022). Estimation of panel group structure models with structural breaks in group memberships and coefficients Journal of Econometrics, :.

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  Baley, I., Figueiredo, A. and Ulbricht, R. (2022). Mismatch Cycles Journal of Political Economy, :.

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  van der Klaauw, B. and Ziegler, L. (2022). A field experiment on labor market speeddates for unemployed workers Journal of Human Resources, :.

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  Denter, P., Morgan, J. and Sisak, D. (2022). Showing Off or Laying Low? The Economics of Psych-outst: The Economics of Psych-outs American Economic Journal: Microeconomics, 14(1):529--580.

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  Blasques, F., Francq, C. and Laurent, S. (2022). Quasi score-driven models Journal of Econometrics, :.

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  Beetsma, R., Debrun, X. and Sloof, R. (2022). The political economy of fiscal transparency and independent fiscal councils European Economic Review, :.

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  de Haan, M., Gautier, P., Oosterbeek, H. and van der Klaauw, B. (2022). The performance of school assignment mechanisms in practice Journal of Political Economy, :.

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  Baillon, A., Halevy, Y. and Li, C. (2022). Randomize at Your Own Risk: On the Observability of Ambiguity Aversion Econometrica, 90(3):1085--1107.

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  Hendershott, T., Menkveld, AlbertJ., Praz, R. and Seasholes, M. (2022). Asset Price Dynamics with Limited Attention Review of Financial Studies, 35(2):962--1008.

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  Moraga Gonzalez, J., Motchenkova, E. and Nevrekar, S. (2022). Mergers and Innovation Portfolios RAND Journal of Economics, :.

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  Böhm, H., Schaumburg, J. and Tonzer, L. (2022). Financial Linkages and Sectoral Business Cycle Synchronization: Evidence from Europe IMF Economic Review, :.

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  Chen, Y. (2022). The Vagaries of the Sea: Evidence on the Real Effects of Money from Maritime Disasters in the Spanish Empire Review of Economics and Statistics, :1--45.