Identifying modern macro equations with old shocks, The Quarterly Journal of Economics, 2020, vol 135,  pp. 2255–2298, joint with Regis Barnichon (web-appendix) (replication code)

The Phillips Multiplier, Journal of Monetary Economics, 2020, joint with Regis Barnichon (web-appendix) (forthcoming) (replication code)

Detecting Granular Time Series in Large Panels, Journal of Econometrics, 2020, joint with Christian Brownlees (forthcoming)

On the Demographic Adjustment of Unemployment, The Review of Economics and Statistics, 2018, vol 100, pp. 219-231, joint with R. Barnichon  (web-appendix) (San Francisco FED letter) (replication code)

Empirical Bayes Methods for Dynamic Factor ModelsThe Review of Economics and Statistics, 2017, vol. 99, pp. 486–498, joint with S.J. Koopman (web-appendix) (replication code)

Age- and Quality-Graded Effects for Employment and Crime, Journal of Developmental and Life-Course Criminology, 2017, forthcoming, joint with C. van den Berg 

Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models, Econometric Reviews, 2016, vol. 35, pp. 659-687, joint with M. Ooms and S.J. Koopman 

Crime, Employment and Social Welfare: an individual-level study on disadvantaged males, Journal of Quantitative Criminology, 2016, vol 32,  pp. 159-190, joint with V. van der Geest and C. Bijleveld

Generalized Dynamic Panel Data Models with Random Effects for Cross-Section and Time, Journal of Econometrics, 2014, vol. 180, pp. 127-140, joint with S.J. 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.

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.

In Dutch

Amsterdam bepalend voor woningprijzen, joint with D. van Dijk, in Economisch Statistische Berichten (ESB) (2018)



Robust Non-Gaussian Inference, 2020, joint with Adam Lee (web-appendix)

Testing Macroeconomic Policies with Sufficient Statistics 2020, joint with Regis Barnichon

Bond market purchases and the term structure of sovereign bond yields, 2016, view old version, joint with B. Schwaab and S.J. Koopman