Blasques, F., Koopman, S.J. and Nientker, M. (2022). A time-varying parameter model for local explosions Journal of Econometrics, 227(1):65--84.
40 Key Publications
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Almeida, C. and Freire, G. (2022). Pricing of index options in incomplete markets Journal of Financial Economics, 144(1):174--205.
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Hendershott, T., Menkveld, AlbertJ., Praz, R. and Seasholes, M. (2022). Asset Price Dynamics with Limited Attention Review of Financial Studies, 35(2):962--1008.
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Wan, P. and Davis, R. (2022). Goodness-of-fit testing for time series models via distance covariance Journal of Econometrics, 227(1):4--24.
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Kastoryano, S. and van der Klaauw, B. (2022). Dynamic evaluation of job search assistance Journal of Applied Econometrics, 37(2):227--241.
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Bleichrodt, H. and van Bruggen, P. (2022). The Reflection Effect for Higher-Order Risk Preferences Review of Economics and Statistics, 104(4):705--717.
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Denter, P., Morgan, J. and Sisak, D. (2022). Showing Off or Laying Low? The Economics of Psych-outs: The Economics of Psych-outs American Economic Journal: Microeconomics, 14(1):529--580.
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Evans, G., Hommes, C., McGough, B. and Salle, I. (2022). Are long-horizon expectations (de-)stabilizing? Theory and experiments Journal of Monetary Economics, 132:44--63.
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Böhm, H., Schaumburg, J. and Tonzer, L. (2022). Financial Linkages and Sectoral Business Cycle Synchronization: Evidence from Europe IMF Economic Review, 70(4):698--734.
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Chen, Y., Ward, F., Palma, N. and Brzezinski, A. (2022). The Vagaries of the Sea: Evidence on the Real Effects of Money from Maritime Disasters in the Spanish Empire Review of Economics and Statistics, :1--45.
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König, M., Storesletten, K., Song, Z. and Zilibotti, F. (2022). From Imitation to Innovation: Where Is All That Chinese R&D Going? Econometrica, 90(4):1615--1654.
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Bindler, A. and Ketel, N. (2022). Scaring or Scarring? Labor Market Effects of Criminal Victimization Journal of Labor Economics, 40(4):939--970.
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Wakker, PeterP. (2022). Transforming Ordinal Riskless Utility into Cardinal Risky Utility: A Comment on Chung, Glimcher, and Tymula (2019) American Economic Journal: Microeconomics, 14(2):561--565.
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Houba, H., Li, D. and Wen, Q. (2022). Bargaining with costly competition for the right to propose Journal of Mathematical Economics, 98:1--9.
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Baley, I., Figueiredo, A. and Ulbricht, R. (2022). Mismatch Cycles Journal of Political Economy, :.
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Beetsma, R., Burgoon, B., Nicoli, F., de Ruijter, A. and Vandenbroucke, F. (2022). What kind of EU fiscal capacity? Evidence from a randomized survey experiment in five European countries in times of corona Economic Policy, 37(111):411--459.
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Beetsma, R., Debrun, X. and Sloof, R. (2022). The political economy of fiscal transparency and independent fiscal councils European Economic Review, 145:.
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Salle, I. (2022). Comment on “No firm is an island? How industry conditions shape firms’ expectations” by Philippe Andrade, Olivier Coibion, Erwan Gautier and Yuriy Gorodnichenko Journal of Monetary Economics, 125:.
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De Luca, G., Magnus, JanR. and Peracchi, F. (2022). Sampling properties of the Bayesian posterior mean with an application to WALS estimation Journal of Econometrics, 230(2):299--317.
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Moraga-González, J., Motchenkova, E. and Nevrekar, S. (2022). Mergers and innovation portfolios RAND Journal of Economics, 53(4):641--677.