JOURNAL PUBLICATIONS
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* Non-Independent Component Analysis
Annals of Statistics, 2024, Vol. 52, No. 6, pp. 2506–2528.
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joint with Piotr Zwiernik
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* Locally Robust Inference for Non-Gaussian SVAR models
Quantitative Economics, 15, 2024, pp. 523–570.
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joint with Lukas Hoesch and Adam Lee
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* Locally Robust Inference for Non-Gaussian Linear Simultaneous Equations Models
Journal of Econometrics, 2024, vol 240, Issue 1, pp. 105647.
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joint with Adam Lee
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paper, slides, web-appendix​
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* 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
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* The Phillips Multiplier
Journal of Monetary Economics, 2021, vol 117, pp. 689-705.
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joint with Regis Barnichon
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* Detecting Granular Time Series in Large Panels
Journal of Econometrics, 2021, vol 220, pp. 544-561.
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joint with Christian Brownlees
* 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
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* 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
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* 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
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paper, web-appendix, replication ​​
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* Monte Carlo Maximum Likelihood Estimation for 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
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* 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
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* 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
Other papers
* 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
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* 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
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* 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
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In Dutch
* Amsterdam bepalend voor woningprijzen
Economisch Statistische Berichten (ESB), 2018, vol. 103(4767), pp. 492-494
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joint with Dorinth van Dijk
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