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479 key alumni publications

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  • Boswijk, H., Cavaliere, G., Rahbek, A. and Taylor, A. (2016). Inference on co-integration parameters in heteroskedastic vector autoregressions Journal of Econometrics, 192(1):64--85.
  • Kirchner, M. and van Wijnbergen, S. (2016). Fiscal Deficits, Financial Fragility, and the Effectiveness of Government Policies Journal of Monetary Economics, 80:51--68.
  • Ketel, N., Linde, J., Oosterbeek, H. and van der Klaauw, B. (2016). Tuition fees and sunk-cost effects Economic Journal, 126(598):2342--2362.

  • Frank Windmeijer (2016). A weak instrument F-test in linear IV models with multiple endogenous variables Journal of Econometrics.

  • Francesco Ravazzolo (2016). Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov-Switching VAR Model Journal of Applied Econometrics.
  • Koopman, S., Lucas, A. and Scharth, M. (2015). Numerically Accelerated Importance Sampling for Nonlinear Non-Gaussian State Space Models Journal of Business and Economic Statistics, 33(1):114--127.
  • Aït-Sahalia, Y., Cacho-Diaz, J. and Laeven, R. (2015). Modeling financial contagion using mutually exciting jump processes Journal of Financial Economics, 117(3):585--606.

  • Frank Windmeijer (2015). Peer effects in charitable giving: Evidence from the (Running) field Economic Journal.
  • Gautier, P. and Teulings, C. (2015). Sorting and the output loss due to search frictions Journal of the European Economic Association, 13(6):1136--1166.
  • Delfgaauw, J., Dur, R., Non, J. and Verbeke, W. (2015). The Effects of Prize Spread and Noise in Elimination Tournaments: A Natural Field Experiment Journal of Labor Economics, 33(3):521--569.
  • Kleibergen, F. and Zhan, Z. (2015). Unexplained factors and their effects on second pass R-squared’s Journal of Econometrics, 189(1):101--116.

  • Francesco Ravazzolo (2015). Macroeconomic Forecasting Performance under Alternative Specifications of Time-Varying Volatility Journal of Applied Econometrics.

  • Gijs van de Kuilen (2015). Belief Elicitation: A Horse Race among Truth Serums Economic Journal.
  • de Haan, T., Offerman, T. and Sloof, R. (2015). Money talks? An experimental investigation of cheap talk and burned money International Economic Review, 56(4):1385--1426.
  • Swank, O. and Visser, B. (2015). Learning from others? Decision rights,strategic communication, and reputational concerns American Economic Journal: Microeconomics, 7(4):109--149.
  • Boswijk, H., Jansson, M. and Nielsen, M. (2015). Improved likelihood ratio tests for cointegration rank in the VAR model Journal of Econometrics, 184(1):97--110.
  • Buser, T. (2015). The effect of income on religiousness American Economic Journal: Applied Economics, 7(3):178--195.

  • Sebastiano Manzan (2015). Forecasting the Distribution of Economic Variables in a Data-Rich Environment Journal of Business and Economic Statistics.
  • van Dolder, D., van den Assem, M.J., Camerer, C. and Thaler, R. (2015). Standing United or Falling Divided? High Stakes Bargaining in a TV Game Show American Economic Review, 105(5):402--407.

  • Yang Zu (2015). Nonparametric specification tests for stochastic volatility models based on volatility density Journal of Econometrics.