Gorgi, P. and Koopman, S.J. (2023). Beta observation-driven models with exogenous regressors: A joint analysis of realized correlation and leverage effects Journal of Econometrics, 237(2):1--21.
49 Key Publications
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Gautier, P., Hu, B. and Watanabe, M. (2023). Marketmaking Middlemen RAND Journal of Economics, 54(1):83--103.
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Albrecht, J., Cai, X., Gautier, P. and Vroman, S. (2023). On the foundations of competitive search equilibrium with and without market makers Journal of Economic Theory, 208:1--33.
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Manduca, R., Hell, M., Adermon, A., Blanden, J., Bratberg, E., Gielen, A., van Kippersluis, H., Lee, K., Machin, S., Munk, MartinD., Nybom, M., Ostrovsky, Y., Rahman, S. and Sirniö, O. (2023). Measuring Absolute Income Mobility: Lessons from North America and Europe American Economic Journal: Applied Economics, :.
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Marie, O. and Castelló, J.V. (2023). Sick Leave Cuts and (Unhealthy) Returns to Work Journal of Labor Economics, 41(4):923--956.
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Biais, B., Bisière, C., Bouvard, M., Casamatta, C. and Menkveld, AlbertJ. (2023). Equilibrium Bitcoin Pricing The Journal of Finance, 78(2):967--1014.
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Erbahar, A. and Rebeyrol, V. (2023). Trade Intermediation by Producers Journal of International Economics, 140:.
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Currie, J. and Zwiers, E. (2023). Medication of Postpartum depression and Maternal Outcomes: Evidence from Geographic Variation in Dutch Prescribing Journal of Human Resources, :.
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Blasques, F., Francq, C. and Laurent, S. (2023). Quasi score-driven models Journal of Econometrics, 234(1):251--275.