Gorgi, P. and Koopman, S.J. (2023). Beta observation-driven models with exogenous regressors: A joint analysis of realized correlation and leverage effects Journal of Econometrics, 237(2):1--21.
40 Key Publications
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Gautier, P., Hu, B. and Watanabe, M. (2023). Marketmaking Middlemen RAND Journal of Economics, 54(1):83--103. -
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. -
Marie, O. and Castelló, J.V. (2023). Sick Leave Cuts and (Unhealthy) Returns to Work Journal of Labor Economics, 41(4):923--956. -
Peters, F. and Kucinskas, S. (2023). Measuring Under- and Overreaction in Expectation Formation Review of Economics and Statistics, :. -
Korevaar, M. (2023). Reaching for yield and the housing market: Evidence from 18th-century Amsterdam Journal of Financial Economics, 148(3):273--296. -
Huo, Z. and Pedroni, M. (2023). Dynamic information aggregation: Learning from the past Journal of Monetary Economics, 136:107--124. -
Moraga-González, J.L., Sándor, Z. and Wildenbeest, MatthijsR. (2023). Consumer Search and Prices in the Automobile Market Review of Economic Studies, 90(3):1394--1440. -
Hummel, A.J. and Jacobs, B. (2023). Optimal income taxation in unionized labor markets Journal of Public Economics, 220:1--30. -
Biais, B., Bisière, C., Bouvard, M., Casamatta, C. and Menkveld, AlbertJ. (2023). Equilibrium Bitcoin Pricing The Journal of Finance, 78(2):967--1014. -
Erbahar, A. and Rebeyrol, V. (2023). Trade Intermediation by Producers Journal of International Economics, 140:. -
Currie, J. and Zwiers, E. (2023). Medication of Postpartum depression and Maternal Outcomes: Evidence from Geographic Variation in Dutch Prescribing Journal of Human Resources, :. -
Blasques, F., Francq, C. and Laurent, S. (2023). Quasi score-driven models Journal of Econometrics, 234(1):251--275. -
Guggenberger, P., Kleibergen, F. and Mavroeidis, S. (2023). A Test for Kronecker Product Structure Covariance Matrix Journal of Econometrics, 223(1):88--112. -
Moraga-González, JoséL. and Sun, Y. (2023). Product Quality and Consumer Search American Economic Journal: Microeconomics, 15(1):117--141. -
Sorrenti, G., Zölitz, U., Ribeaud, D. and Eisner, M. (2023). The Causal Impact of Socio-Emotional Skills Training on Educational Success Review of Economic Studies, :. -
Caria, S., Franklin, S. and Witte, M.J. (2023). Searching With Friends Journal of Labor Economics, 41(4):887--922. -
Patault, B. (2023). Customer capital spillovers: evidence from sales managers in international markets American Economic Journal: Applied Economics, :. -
Arifovic, J., Hommes, C., Kopányi-Peuker, A. and Salle, I. (2023). Ten Isn’t Large! Group Size and Coordination in a Large-Scale Experiment American Economic Journal: Microeconomics, 15(1):580--617. -
Markiewicz, AgnieszkaP., Verhoeks, RalphC., Verschoor, WillemF.C. and Zwinkels, RemcoC.J. (2023). Inattentive Search for Currency Fundamentals IMF Economic Review, 71(4):907--952.