Boot, T. and Pick, A. (2019). Does modeling a structural break improve forecast accuracy? Journal of Econometrics, 215(1):35--59.
33 key alumni publications
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Hommes, C. and Lustenhouwer, J. (2019). Inflation targeting and liquidity traps under endogenous credibility Journal of Monetary Economics, 107:48--62.
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van den Berg, GerardJ. and van der Klaauw, B. (2019). Structural empirical evaluation of job search monitoring International Economic Review, 60(2):879--903.
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Baltussen, G., Bekkum, S. and Da, Z. (2018). Indexing and Stock Market Serial Dependence Around the World Journal of Financial Economics, 132(1):26--48.
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Zhou, C. (2019). Book review: Risk Theory: A Heavy Tail Approach Journal of the American Statistical Association, 114:1424--1425.
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Hagströmer, B. and Menkveld, AlbertJ. (2019). Information Revelation in Decentralized Markets The Journal of Finance, 74(6):2751--2787.
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He, S., Offerman, T. and van de Ven, J. (2019). The power and limits of sequential communication in coordination games Journal of Economic Theory, 181:238--273.
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Belot, M., Kircher, P. and Muller, P. (2019). Providing advice to jobseekers at low cost: An experimental study on online advice Review of Economic Studies, 86(4):1411--1447.
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Christensen, B. and van der Wel, M. (2019). An Asset Pricing Approach to Testing General Term Structure Models Journal of Financial Economics, 134(1):165--191.
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Van Kervel, V. and Menkveld, AlbertJ. (2019). High-Frequency Trading around Large Institutional Orders The Journal of Finance, 74(3):1091--1137.
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Lucas, A., Schaumburg, J. and Schwaab, B. (2019). Bank Business Models at Zero Interest Rates Journal of Business and Economic Statistics, 37(3):542--555.
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van Oordt, M. and Zhou, C. (2019). Systemic risk and bank business models Journal of Applied Econometrics, 34(3):365--384.
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Wang, W., Zhang, X.(. and Paap, R. (2019). To pool or not to pool: What i?s a good strategy for parameter estimation and forecasting in panel regressions? Journal of Applied Econometrics, 34(5):724--745.
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Menkveld, AlbertJ. and Yueshen, B.Z. (2019). The flash crash: A cautionary tale about highly fragmented markets Management Science, 65(10):4470--4488.
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van Ophem, H., van Giersbergen, N., van Garderen, K.J. and Bun, M. (2019). The cyclicality of R&D investment and innovation revisited Journal of Applied Econometrics, 34(2):315--324.
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Baştürk, N., Borowska, A., Grassi, S., Hoogerheide, L. and van Dijk, H.K. (2019). Forecast density combinations of dynamic models and data driven portfolio strategies Journal of Econometrics, 210(1):170--186.
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Bolhaar, J., Ketel, N. and van Der Klaauw, B. (2019). Job search periods for welfare applicants: Evidence from a randomized experiment American Economic Journal: Applied Economics, 11(1):92--125.
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Galama, TitusJ. and van Kippersluis, H. (2019). A Theory of Socio-economic Disparities in Health over the Life Cycle Economic Journal, 129(617):338--374.
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Kong, C., Granic, G., Lambert, N. and Teo, C.(. (2019). Judgment Error in Lottery Play: When the Hot-Hand Meets the Gambler's Fallacy Management Science, 66(2):844--862.
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Francesco Ravazzolo (2019). Identification of financial factors in economic fluctuations Economic Journal.