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35 key alumni publications

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  • Francesco Ravazzolo (2017). Density Forecasts With Midas Models Journal of Applied Econometrics.

  • Francesco Lippi (2017). Cash burns: An inventory model with a cash-credit choice Journal of Monetary Economics.
  • Aït-Sahalia, Y., Fan, J., Laeven, R., Wang, C. and Yang, X. (2017). Estimation of the Continuous and Discontinuous Leverage Effects Journal of the American Statistical Association, 112(520):1744--1758.
  • Koopman, S., Lit, R. and Lucas, A. (2017). Intraday Stochastic Volatility in Discrete Price Changes: the Dynamic Skellam Model Journal of the American Statistical Association, 112(520):1490--1503.
  • van Bruggen, P. and Heufer, J.P.M. (2017). Afriat in the lab Journal of Economic Theory, 169:546--550.
  • Bao, T., Hommes, C. and Makarewicz, T. (2017). Bubble formation and (in)efficient markets in learning-to-forecast and optimise experiments Economic Journal, 127(605):F581--F609.
  • Bisschop, P., Kastoryano, S. and van der Klaauw, B. (2017). Street prostitution zones and crime American Economic Journal: Economic Policy, 9(4):28--63.
  • Gautier, PieterA. and Holzner, ChristianL. (2017). Simultaneous search and efficiency of entry and search intensity American Economic Journal: Microeconomics, 9(3):245--282.
  • Bernasco, W., de Graaff, T., Rouwendal, J. and Steenbeek, W. (2017). Social Interactions and Crime Revisited: An Investigation Using Individual Offender Data in Dutch Neighborhoods Review of Economics and Statistics, 99(4):622--636.
  • de Haan, T., Offerman, T. and Sloof, R. (2017). Discrimination in the labour market: the curse of competition between workers Economic Journal, 127(603):1433–1466.
  • Barra, I., Hoogerheide, L., Koopman, S. and Lucas, A. (2017). Joint Bayesian Analysis of Parameters and States in Nonlinear, Non-Gaussian State Space Models Journal of Applied Econometrics, 32(5):1003--1026.

  • Tim Willems (2017). The benefits of forced experimentation: Striking evidence from the London underground network Quarterly Journal of Economics.
  • Lundborg, P., Plug, E. and Rasmussen, A. (2017). Can women have children and a career? IV evidence from IVF treatments American Economic Review, 107(6):1611--1637.
  • Kole, E. and van Dijk, D. (2017). How to identify and forecast bull and bear markets? Journal of Applied Econometrics, 32(1):120--139.
  • Weber, M. and Schram, A. (2017). The Non-Equivalence of Labour Market Taxes: A Real-Effort Experiment Economic Journal, 127(604):2187--2215.