Browsing All of EconStor by Author Lange, Rutger-Jan
Showing results 1 to 10 of 10
Year of Publication | Title | Author(s) |
2016 | Score-Driven Systemic Risk Signaling for European Sovereign Bond Yields and CDS Spreads | Lange, Rutger-Jan; Lucas, Andre; Siegmann, Arjen H. |
2018 | The option value of vacant land and the optimal timing of city extensions | Lange, Rutger-Jan; Teulings, Coen N. |
2019 | Can Google Search Data Help Predict Macroeconomic Series? | Niesert, Robin; Oorschot, Jochem; Veldhuisen, Chris; Brons, Kester; Lange, Rutger-Jan |
2020 | Taking Time Seriously: Implications for Optimal Climate Policy | Grubb, Michael; Lange, Rutger-Jan; Cerkez, Nicolas; Salas, Pablo; Mercure, Jean-Francois; Sognnaes, Ida |
2021 | The option value of vacant land: Don't build when demand for housing is booming | Lange, Rutger-Jan; Teulings, Coen N. |
2022 | Robust Observation-Driven Models Using Proximal-Parameter Updates | Lange, Rutger-Jan; van Os, Bram; van Dijk, Dick |
2022 | Solving penalised American options for jump diffusions using the POST algorithm | Hessing, Jean-Claude; Lange, Rutger-Jan; Ralph, Daniel |
2023 | Dynamic determinants of optimal global climate policy | Grubb, Michael; Lange, Rutger-Jan; Cerkez, Nicolas; Salas, Pablo; Sognnaes, Ida |
2024 | Kullback-Leibler-based characterizations of score-driven updates | de Punder, Ramon; Dimitriadis, Timo; Lange, Rutger-Jan |
2025 | Stability and performance guarantees for misspecified multivariate score-driven filters | van Heel, Simon Donker; Lange, Rutger-Jan; van Dijk, Dick; van Os, Bram |