Daniel, K., Klos, A. and Rottke, S. (2023). The Dynamics of Disagreement Review of Financial Studies, 36(6):2431--2467.
30 Key Publications
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Custodio João, I., Lucas, A., Schaumburg, J. and Schwaab, B. (2023). Dynamic clustering of multivariate panel data Journal of Econometrics, 237(2):.
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Hummel, A. and Jacobs, B. (2023). Optimal income taxation in unionized labor markets Journal of Public Economics, 220:.
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Koning, P., Lindeboom, M. and Godard, M. (2022). Application and Award Responses to Stricter Screening in Disability Insurance Journal of Human Resources, :.
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Peters, F. and Kucinskas, S. (2023). Measuring Under- and Overreaction in Expectation Formation Review of Economics and Statistics, :.
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Korevaar, M. (2023). Reaching for yield and the housing market: Evidence from 18th-century Amsterdam Journal of Financial Economics, 148(3):273--296.
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Huo, Z. and Pedroni, M. (2023). Dynamic information aggregation: Learning from the past Journal of Monetary Economics, 136:107--124.
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Biais, B., Bisière, C., Bouvard, M., Casamatta, C. and Menkveld, AlbertJ. (2023). Equilibrium Bitcoin Pricing The Journal of Finance, 78(2):967--1014.
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Erbahar, A. and Rebeyrol, V. (2023). Trade Intermediation by Producers Journal of International Economics, 140:.
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Lumsdaine, R., Okui, R. and Wang, W. (2023). Estimation of panel group structure models with structural breaks in group memberships and coefficients Journal of Econometrics, 233(1):45--65.
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Almeida, C., Fan, J., Freire, G. and Tang, F. (2023). Can a Machine Correct Option Pricing Models? Journal of Business and Economic Statistics, 41(3):995--1009.
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Dirkmaat, T., Rohde, K., van de Veer, E., van Dijk, B. and Yu, X. (2023). Managing “Last Moment Behavior”:: Non-binding target dates to reduce the spikes in task completion at deadlines Journal of Public Economics, 219:.
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Gautier, P., Hu, B. and Watanabe, M. (2023). Marketmaking Middlemen RAND Journal of Economics, 54(1):83--103.
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Albrecht, J., Cai, X., Gautier, P. and Vroman, S. (2023). On the foundations of competitive search equilibrium with and without market makers Journal of Economic Theory, 208:1--33.
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Manduca, R., Hell, M., Adermon, A., Blanden, J., Bratberg, E., Gielen, A., van Kippersluis, H., Lee, K., Machin, S., Munk, MartinD., Nybom, M., Ostrovsky, Y., Rahman, S. and Sirniö, O. (2023). Measuring Absolute Income Mobility: Lessons from North America and Europe American Economic Journal: Applied Economics, :.
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Blasques, F., Francq, C. and Laurent, S. (2023). Quasi score-driven models Journal of Econometrics, 234(1):251--275.
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Guggenberger, P., Kleibergen, F. and Mavroeidis, S. (2023). A Test for Kronecker Product Structure Covariance Matrix Journal of Econometrics, 223(1):88--112.
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He, Y., Jaidee, S. and Gao, J. (2023). Most powerful test against a sequence of high dimensional local alternatives Journal of Econometrics, 234(1):151--177.
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Blasques, F., Harvey, A.C., Koopman, S.J. and Lucas, A. (2023). Time-Varying Parameters in Econometrics: The editor's foreword Journal of Econometrics, 237(2):.
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Blasques, F. and Nientker, M. (2023). Stochastic properties of nonlinear locally-nonstationary filters Journal of Econometrics, 235(2):2082--2095.