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20 key alumni publications

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  • 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.
  • 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.
  • Peer, S., Verhoef, E., Knockaert, J., Koster, P. and Tseng, Y. (2015). Long-Run versus Short-Run Perspectives on Consumer scheduling: Evidence from a Revealed-Preference Experiment among Peak-Hour Road Commuters International Economic Review, 56(1):303--323.
  • Beetsma, R., Cimadomo, J., Furtuna, O. and Giuliodori, M. (2015). The confidence effects of fiscal consolidations Economic Policy, 30(83):439--489.
  • Koning, P. and Lindeboom, M. (2015). The Rise and Fall of Disability Enrollment in the Netherlands Journal of Economic Perspectives, 29(2):151--172.
  • 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.

  • Sebastiano Manzan (2015). Forecasting the Distribution of Economic Variables in a Data-Rich Environment Journal of Business and Economic Statistics.

  • Xianhua Hu (2015). Sequential auctions, price trends, and risk preferences Journal of Economic Theory.

  • Francesco Lippi (2015). Optimal monetary policy with heterogeneous money holdings Journal of Economic Theory.

  • 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.

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