Lange, R. and Teulings, C.(. (2024). Irreversible investment under predictable growth: Why land stays vacant when housing demand is booming Journal of Economic Theory, 215:.
Rutger-Jan Lange
University
Erasmus University Rotterdam
E-mail
Research field
Econometrics
Interests
Econometrics, Finance, Financial Econometrics, Mathematical Methods, Operations Research, Time Series Econometrics
Website
Biography
Rutger-Jan Lange is an assistant professor at the Department of Econometrics at Erasmus University Rotterdam. He holds a PhD in management science and operations research from the University of Cambridge and has published in econometrics, economics, finance and theoretical physics.
Key publications
List of publications
Lange, R. and Teulings, C.(. (2024). Irreversible investment under predictable growth: Why land stays vacant when housing demand is booming Journal of Economic Theory, 215:.
Lange, R. (2024). Bellman filtering and smoothing for state-space models Journal of Econometrics, 238(2):.
Grubb, M., Lange, R.J., Cerkez, N., Sognnaes, I., Wieners, C. and Salas, P. (2024). Dynamic determinants of optimal global climate policy Structural Change and Economic Dynamics, 71:490--508.
Lange, R., Ralph, D. and Store, K. (2019). Real-Option Valuation in Multiple Dimensions Using Poisson Optional Stopping Times Journal of Financial and Quantitative Analysis, 55(2):653--677.
Niesert, R., Oorschot, J., Veldhuisen, C., Brons, K. and Lange, R. (2019). Can Google search Data help predict macroeconomic series? International Journal of Forecasting, :.
Lange, R., Atkinson, A. and Kress, M. (2016). When Is Information Sufficient for Action? Search with Unreliable yet Informative Intelligence Operations Research, 64(2):315--328.