851 Key Publications

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  Blasques, F., Koopman, S., Lucas, A. and Schaumburg, J. (2016). Spillover dynamics for systemic risk measurement using spatial financial time series models Journal of Econometrics, 195(2):211--223.

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  Diks, C. and Wolski, M. (2016). Nonlinear Granger Causality: Guidelines for Multivariate Analysis Journal of Applied Econometrics, 31(7):1333--1351.

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  Hillert, A., Maug, E. and Obernberger, S. (2016). Stock repurchases and liquidity Journal of Financial Economics, 119(1):186--209.

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  Blasques Albergaria Amaral, F., Koopman, S., Mallee, M. and Zhang, Z. (2016). Weighted Maximum Likelihood for Dynamic Factor Analysis and Forecasting with Mixed Frequency Data Journal of Econometrics, 193(2):405--417.

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  Akcomak, S., Webbink, D. and ter Weel, B. (2016). Why Did the Netherlands Develop So Early? The Legacy of the Brethren of the Common Life Economic Journal, 126(593):821--860.

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  Baltussen, G., van den Assem, M.J. and van Dolder, D. (2016). Risky Choice in the Limelight Review of Economics and Statistics, 98(2):318--332.

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  Koudijs, P. and Voth, H.J. (2016). Leverage and beliefs: Personal experience and risk-taking in margin lending American Economic Review, 106(11):3367--3400.

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  Kamphorst, J. and Swank, O. (2016). Don't Demotivate, Discriminate American Economic Journal: Microeconomics, 8(1):140--165.

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  Christensen, B., Posch, O. and van der Wel, M. (2016). Estimating Dynamic Equilibrium Models using Macro and Financial Data Journal of Econometrics, 194(1):116--137.

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  Fredriksson, P., Öckert, B. and Oosterbeek, H. (2016). Parental responses to public investments in children: Evidence from a maximum class size rule Journal of Human Resources, 51(4):832--868.

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  Beetsma, R., Cukierman, A. and Giuliodori, M. (2016). The Political Economy of Redistribution in the U.S. in the Aftermath of World War II - Evidence and Theory American Economic Journal: Economic Policy, 8(4):1--40.

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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.

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  Francesco Ravazzolo (2016). Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov-Switching VAR Model Journal of Applied Econometrics.

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  Ketel, N., Linde, J., Oosterbeek, H. and van der Klaauw, B. (2016). Tuition fees and sunk-cost effects Economic Journal, 126(598):2342--2362.

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  Mancini, L., Ranaldo, A. and Wrampelmeyer, J. (2016). The euro interbank repo market Review of Financial Studies, 29(7):1747--1779.

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  Zoutman, F. and Jacobs, B. (2016). Optimal redistribution and monitoring of labor supply Journal of Public Economics, 135:15--31.

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  van Dijk, D., Lumsdaine, R. and van der Wel, M. (2016). Market set-up in advance of Federal Reserve policy rate decisions Economic Journal, 126(592):618--653.

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  García, J. and van Veelen, M. (2016). In and out of equilibrium I: Evolution of strategies in repeated games with discounting Journal of Economic Theory, 161:161--189.

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  Attema, A., Bleichrodt, H., Gao, Y., Huang, Z. and Wakker, P. (2016). Measuring Discounting without Measuring Utility American Economic Review, 106(6):1476--1494.

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  Gielen, A., Myers, C. and Holmes, J. (2016). Prenatal testosterone and the Earnings of Men and Women Journal of Human Resources, 51(1):30--61.