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)
joint with Adam Lee (web-appendix)
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