JOURNAL PUBLICATIONS
13. Non-Independent Component Analysis, 2024
(Forthcoming in the Annals of Statistics)
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joint with Piotr Zwiernik
12. Locally Robust Inference for Non-Gaussian SVAR models, 2023
(Forthcoming in Quantitative Economics)
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joint with Lukas Hoesch and Adam Lee
11. Locally Robust Inference for Non-Gaussian Linear Simultaneous Equations Models, 2023
(Forthcoming in the Journal of Econometrics)
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joint with Adam Lee
10. A Sufficient Statistics Approach for Macro Policy, American Economic Review, 2023, vol 113 (11), pp. 2809-45.
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joint with Regis Barnichon
9. The Phillips Multiplier, Journal of Monetary Economics, 2021, vol 117, pp. 689-705
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joint with Regis Barnichon
8. Detecting Granular Time Series in Large Panels, Journal of Econometrics, 2021, vol 220, pp. 544-561
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joint with Christian Brownlees
7. Identifying modern macro equations with old shocks, The Quarterly Journal of Economics, 2020, vol 135, pp. 2255–2298
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joint with Regis Barnichon
6. On the Demographic Adjustment of Unemployment, The Review of Economics and Statistics, 2018, vol 100, pp. 219-231
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joint with Regis Barnichon
5. Empirical Bayes Methods for Dynamic Factor Models, The Review of Economics and Statistics, 2017, vol. 99, pp. 486–498
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joint with Siem Jan Koopman
4. Age- and Quality-Graded Effects for Employment and Crime, Journal of Developmental and Life-Course Criminology, 2017, vol. 3, pp. 440-467
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joint with Chantal van den Berg
3. Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models, Econometric Reviews, 2016, vol. 35, pp. 659-687
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joint with Marius Ooms and Siem Jan Koopman
2. Crime, Employment and Social Welfare: an individual-level study on disadvantaged males, Journal of Quantitative Criminology, 2016, vol 32, pp. 159-190
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joint with Victor van der Geest and Catrien Bijleveld
1. Generalized Dynamic Panel Data Models with Random Effects for Cross-Section and Time, Journal of Econometrics, 2014, vol. 180, pp. 127-140
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joint with Siem Jan Koopman
Articles in Books and Other Periodicals
2. Forecasting the Boatrace, In: Koopman, S.J. and Shepherd, N. (Eds.). Unobserved Components and Time Series Econometrics. Oxford: Oxford University Press, (2014) pp. 90-117.
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joint with Siem Jan Koopman
1. The Effect of Unemployment on Crime in High Risk Families in the Netherlands between 1920 and 2005. In: Weerman, F. & Bijleveld, C.C.J.H. (Eds.). Criminal behavior from school to the workplace. Untangling the complex relations between employment, education, and crime. (2013) London: Routledge, pp. 142-165.
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joint with Catrien Bijleveld and Doreen Hushek
In Dutch
1. Amsterdam bepalend voor woningprijzen, Economisch Statistische Berichten (ESB), 2018, vol. 103(4767), pp. 492-494
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joint with Dorinth van Dijk