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.
27 Key Publications
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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. -
Kamphorst, J. and Swank, O. (2016). Don't Demotivate, Discriminate American Economic Journal: Microeconomics, 8(1):140--165. -
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. -
Zoutman, F. and Jacobs, B. (2016). Optimal redistribution and monitoring of labor supply Journal of Public Economics, 135:15--31. -
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. -
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.