Kleibergen, F. and Zhan, Z. (2025). Risk premia from the cross-section of individual assets Journal of Econometrics, 252(A).
40 Key Publications
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Chen, Y. and Ward, F. (2025). Output divergence in fixed exchange rate regimes Journal of International Economics, 157. -
Francke, M. and Korevaar, M. (2025). Baby Booms and Asset Booms: Demographic Change and the Housing Market The Journal of Finance, 80(5):3021--3056. -
Cai, X., Gautier, P. and Wolthoff, R. (2025). Spatial search Journal of Economic Theory, 224:1--18. -
Opschoor, D. and van der Wel, M. (2025). A Smooth Shadow-Rate Dynamic Nelson-Siegel Model for Yields at the Zero Lower Bound Journal of Business and Economic Statistics, 43(2):298--311. -
Poblete-Cazenave, R. (2025). Asymmetric crime dynamics in and out of lockdowns Journal of Law, Economics, and Organization, 41(2):700--729.
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Einmahl, JohnH.J., Krajina, A. and Cai, J.J. (2025). Empirical likelihood based testing for multivariate regular variation Annals of Statistics, 53(1):352--373. -
Hsieh, C.S., König, MichaelD. and Liu, X. (2025). Endogenous Technology Spillovers in R&D Collaboration Networks RAND Journal of Economics, 56(4):419--443. -
Han, J. and Wang, Y. (2025). All that glitters: A theory of multiple bubbles with implications for cryptocurrencies Journal of Monetary Economics, 152. -
Gerritsen, A., Jacobs, B., Spiritus, K. and Rusu, A. (2025). Optimal taxation of capital income with heterogeneous rates of return Economic Journal, 135(665):180--211. -
De Haan, M. and Schreiner, RagnhildC. (2025). The Intergenerational Transmission of Welfare Dependency Economic Journal, 135(669):1609--1640. -
Kleibergen, F. and Kong, L. (2025). Identification robust inference for the risk premium in term structure models Journal of Econometrics, 248. -
van der Klaauw, B. and Ziegler, L. (2025). A field experiment on labor market speeddates for unemployed workers Journal of Human Resources, 60(1):259--288. -
Dittmann, I., Li, A.Y., Obernberger, S. and Zheng, J.(. (2025). Equity-based compensation and the timing of share repurchases: the role of the corporate calendar Journal of Accounting and Economics, 80(1). -
Blasques, F., Gorgi, P. and Koopman, S.J. (2025). Conditional Score Residuals and Diagnostic Analysis of Serial Dependence in Time Series Models Journal of Business and Economic Statistics, 43(4):926--940. -
Ahmed, H., Einmahl, JohnH.J. and Zhou, C. (2025). Extreme value statistics in semi-supervised models Journal of the American Statistical Association, 120(549):291--304. -
Frazier, D., Renault, E., Zhang, L. and Zhao, X. (2025). Weak Identification in Discrete Choice Models Journal of Econometrics, 248. -
Pedroni, M., Singh, S. and Stoltenberg, C. (2025). Advance information and consumption insurance: Evidence and structural estimation Journal of Monetary Economics, 151. -
Hoffmann, F. and Vladimirov, V. (2025). Worker Runs The Journal of Finance, 80(2):937--979. -
Bertsch, C., Hull, I., Lumsdaine, RobinL. and Zhang, X. (2025). Central bank mandates and monetary policy stances: Through the lens of Federal Reserve speeches Journal of Econometrics, 249.