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 (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
ARTICLES IN BOOKS AND OTHER PERIODICALS
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.
Amsterdam bepalend voor woningprijzen, joint with D. van Dijk, in Economisch Statistische Berichten (ESB) (2018)
Flexible Fiscal Targeting, 2021, joint with Regis Barnichon
Testing Macroeconomic Policies with Sufficient Statistics 2021, joint with Regis Barnichon (web-appendix)
Bond market purchases and the term structure of sovereign bond yields, 2016, view old version, joint with B. Schwaab and S.J. Koopman