Biroli, P., Galama, T., Von Hinke, S., van Kippersluis, H., Rietveld, CorneliusA. and Thom, K. (2026). The Economics and Econometrics of Gene–Environment Interplay Review of Economic Studies, 93(1):144--180.
35 Key Publications
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Boswijk, H.Peter, Laeven, RogerJ.A., Lalu, A. and Vladimirov, E. (2026). Jump Contagion among Stock Market Indices: Evidence from Option Markets Journal of the American Statistical Association. -
de Punder, RamonF.A., Diks, CeesG.H., Laeven, RogerJ.A. and van Dijk, DickJ.C. (2026). Localizing Strictly Proper Scoring Rules Journal of the American Statistical Association. -
van der Wel, M. and Zhang, Y. (2026). Global evidence on unspanned macro risks in dynamic term structure models Journal of Banking and Finance, 185.
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Capera Romero, L. and Opschoor, A. (2026). Revisiting EWMA in High‐Frequency‐Based Portfolio Optimization: A Comparative Assessment Journal of Applied Econometrics. -
Juodis, A. and Reese, S. (2026). Five lessons for applied researchers from twenty years of common correlated effects estimation Journal of Econometrics, 253. -
Veiga, F.J., Veiga, L.G. and Swank, O. (2026). Electoral Incentives to Obtain EU Grants Economic Journal, 136(676):1527--1543. -
Chen, L. and Zhou, C. (2026). High-dimensional inference for extreme value indices Journal of the American Statistical Association. -
Salle, I., Grimaud, A., Vermandel, G. and Bullard, J. (2026). Soft Landing and Inflation Scarces Journal of Monetary Economics, 157. -
DtextquoterightInnocenzo, E., Lucas, A., Schwaab, B. and Zhang, X. (2026). Joint Extreme Value-at-Risk and Expected Shortfall Dynamics with a Single Integrated Tail Shape Parameter Journal of Business and Economic Statistics. -
de Bruijn, E.J., Vethaak, H., Koning, P. and Knoef, M. (2026). Welfare debt relief: Impact on employment, benefit receipt, and mental health Journal of Public Economics, 260:1--13. -
De Vos, I. and Everaert, G. (2026). GLS estimation of local projections: Trading robustness for efficiency Journal of Econometrics, 253. -
Douenne, T., Hummel, A.J. and Pedroni, M. (2026). Optimal Fiscal Policy in a Climate-Economy Model with Heterogeneous Households Economic Journal. -
Koning, N. (2026). Measuring Evidence against Exchangeability and Group Invariance with E-values Annals of Statistics. -
Johannes, M., Seeger, NormanJ. and Stroud, JonathanR. (2026). Time-varying macroeconomic announcement risk Journal of Econometrics, 254:1--23.