Harvey, A., Trimbur, T. and van Dijk, H. (2007). Trends and cycles in economic time series: a Bayesian approach Journal of Econometrics, 140(2):618--649.
851 Key Publications
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Fok, D., Franses, P.H. and Paap, R. (2007). Seasonality and non-linear price effects in scanner-data based market-response models Journal of Econometrics, 138(1):231--251.
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Hoogerheide, L., Kaashoek, J. and van Dijk, H.K. (2007). On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks Journal of Econometrics, 139(1):154--180.
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Chesher, A., Dhaene, G.(. and van Dijk, H. (2007). Endogeneity, Instruments and Identification, Guest Editorial Journal of Econometrics, 139(1):1--3.
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Fok, D. and Franses, P.H. (2007). Modeling the diffusion of scientific publications Journal of Econometrics, 139(2):376--390.
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Boone, J., Fredriksson, P., Holmlund, B. and van Ours, J.C. (2007). Optimal unemployment insurance with monitoring and sanctions Economic Journal, 117:399--421.
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Perotti, E. and von Thadden, E.L. (2006). The Political Economy of Corporate Control and Labor Rents Journal of Political Economy, 114(1):145--174.
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Bjorklund, A., Lindahl, M. and Plug, E. (2006). The Origins of Intergenerational Associations: Lessons from Swedish Adoption Data Quarterly Journal of Economics, 121(3):999--1028.
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Pozzi, L. (2006). Ricardian equivalence under imperfect information Journal of Public Economics, 90:2009--2026.
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Rouwendal, J. and Meijer, E. (2006). Measuring Welfare Effects in Models with Random Coefficients Journal of Applied Econometrics, 21:227--244.
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Beetsma, R., Giuliodori, M. and Klaassen, F. (2006). Trade spill-overs of fiscal policy in the European Union: a panel analysis Economic Policy, 21(48):639--687.
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Gautier, P. and Teulings, C. (2006). How large are search frictions? Journal of the European Economic Association, 4:1193--1225.
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van der Klaauw, B. and van den Berg, G.J. (2006). Counseling and monitoring of unemployed workers: Theory and evidence from a controlled social experiment International Economic Review, 47:895--936.
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Boot, A., Gopalan, R. and Thakor, A. (2006). The entrepreneur's choice between private and public ownership The Journal of Finance, 61(2):803--836.
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Donkers, B., Paap, R., Jonker, J. and Franses, P.H. (2006). Deriving Target Selection Rules from Endogenously Selected Samples Journal of Applied Econometrics, 21(5):549--562.
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Azevedo, J., Koopman, S. and Rua, A. (2006). Tracking the business cycle of the Euro area: A multivariate model-based band-pass filter Journal of Business and Economic Statistics, 24(3):278--290.
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Bauwens, L., Boswijk, H. and Urbain, J. (2006). Causality and exogeneity in econometrics (guest editorial) Journal of Econometrics, 132(2):305--309.
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Boot, A., Milbourn, T. and Schmeits, A. (2006). Credit Ratings as Coordination Mechanisms Review of Financial Studies, 19(1):81--118.
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Offerman, T. and Potters, J. (2006). Does auctioning of entry licenses induce collusion? An experimental study Review of Economic Studies, 73(3):769--791.
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Swanson, N. and van Dijk, D. (2006). Are statistical reporting agencies getting it right? Data rationality and business cycle asymmetry. Journal of Business and Economic Statistics, 24(1):24--42.