JOURNAL PUBLICATIONS
* Non-Independent Component Analysis
(Forthcoming in the Annals of Statistics, 2024)
-
joint with Piotr Zwiernik
* Locally Robust Inference for Non-Gaussian SVAR models
Quantitative Economics, 15, 2024, pp. 523–570.
-
joint with Lukas Hoesch and Adam Lee
* Locally Robust Inference for Non-Gaussian Linear Simultaneous Equations Models
Journal of Econometrics, 2024, vol 240, Issue 1, pp. 105647.
-
joint with Adam Lee
* A Sufficient Statistics Approach for Macro Policy
American Economic Review, 2023, vol 113 (11), pp. 2809-45.
-
joint with Regis Barnichon
* The Phillips Multiplier
Journal of Monetary Economics, 2021, vol 117, pp. 689-705.
-
joint with Regis Barnichon
* Detecting Granular Time Series in Large Panels
Journal of Econometrics, 2021, vol 220, pp. 544-561.
-
joint with Christian Brownlees
* Identifying modern macro equations with old shocks
The Quarterly Journal of Economics, 2020, vol 135, pp. 2255–2298.
-
joint with Regis Barnichon
* On the Demographic Adjustment of Unemployment
The Review of Economics and Statistics, 2018, vol 100, pp. 219-231.
-
joint with Regis Barnichon
* Empirical Bayes Methods for Dynamic Factor Models
The Review of Economics and Statistics, 2017, vol. 99, pp. 486–498.
-
joint with Siem Jan Koopman
-
paper, web-appendix, replication
* Monte Carlo Maximum Likelihood Estimation for Long-Memory Time Series Models
Econometric Reviews, 2016, vol. 35, pp. 659-687.
-
joint with Marius Ooms and Siem Jan Koopman
* Generalized Dynamic Panel Data Models with Random Effects for Cross-Section and Time
Journal of Econometrics, 2014, vol. 180, pp. 127-140.
-
joint with Siem Jan Koopman
* 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.
-
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.
-
joint with Chantal van den Berg
* Crime, Employment and Social Welfare: an individual-level study on disadvantaged males
Journal of Quantitative Criminology, 2016, vol 32, pp. 159-190.
-
joint with Victor van der Geest and Catrien Bijleveld
* 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.
-
joint with Catrien Bijleveld and Doreen Hushek
In Dutch
* Amsterdam bepalend voor woningprijzen
Economisch Statistische Berichten (ESB), 2018, vol. 103(4767), pp. 492-494
-
joint with Dorinth van Dijk