Dr. R. (Rutger-Jan) Lange
Publications
Article (12)
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Academic (11)
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Grubb, M., Lange, R. J., Cerkez, N., Sognnaes, I., Wieners, C., & Salas, P. (2024). Dynamic determinants of optimal global climate policy. Structural Change and Economic Dynamics, 71, 490-508. https://doi.org/10.1016/j.strueco.2024.07.005
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Lange, R.-J. (2024). Bellman filtering and smoothing for state-space models. Journal of Econometrics, 238(2), Article 105632. https://doi.org/10.1016/j.jeconom.2023.105632
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Lange, R.-J., & Teulings, CN. (2024). Irreversible investment under predictable growth: Why land stays vacant when housing demand is booming. Journal of Economic Theory, 215, Article 105776. https://doi.org/10.1016/j.jet.2023.105776
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Kroft, van der, B., Lange, R.-J., & Teulings, C. (2020). Piek in volatiliteit laat zien dat groot deel daling aandelenkoersen tijdelijk is. Economisch-Statistische Berichten, 105(4784).
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Niesert, RF., Oorschot, J., Veldhuisen, CP., Brons, K., & Lange, R.-J. (2019). Can Google search Data help predict macroeconomic series? International Journal of Forecasting. https://doi.org/10.1016/j.ijforecast.2018.12.006
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Lange, R.-J., Ralph, D., & Store, K. (2019). Real-Option Valuation in Multiple Dimensions Using Poisson Optional Stopping Times. Journal of Financial and Quantitative Analysis, 55(2), 653-677. https://doi.org/10.1017/S0022109019000048
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Lange, R.-J., & Harvey, AC. (2018). Modeling the Interactions between Volatility and Returns using EGARCH?M. Journal of Time Series Analysis, 39, 909-919. https://doi.org/10.1111/jtsa.12419
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Lange, R.-J., & Harvey, A. (2016). Volatility Modeling with a Generalized t Distribution. Journal of Time Series Analysis, 38(2), 175-190. https://doi.org/10.1111/jtsa.12224
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Lange, R.-J., Atkinson, A., & Kress, M. (2016). When Is Information Sufficient for Action? Search with Unreliable yet Informative Intelligence. Operations Research, 64(2), 315-328. https://doi.org/10.1287/opre.2016.1488
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Lange, R.-J. (2015). Distribution theory for Schrödinger’s integral equation. Journal of Mathematical Physics, 56(12), 122105. https://doi.org/10.1063/1.4936302
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Lange, R.-J. (2012). Potential theory, path integrals and the Laplacian of the indicator. Journal of High Energy Physics, 32(11), 1-46. https://doi.org/10.1007/JHEP11(2012)032
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Professional (1)
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Lange, R.-J., & Teulings, CN. (2022). Uitstel is niet altijd afstel: Stijgende huizenprijzen leiden tot uitstel van nieuwbouw en dat is maar goed ook. Real Estate Research Quarterly, 21(2). https://files.vastgoedbibliotheek.nl/Server/getfile.aspx?file=docs/publicaties/site/RERQ/2022_2/Uitstel_is_niet_altijd_afstel_Lange_Teulings.pdf
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Chapter (2)
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Academic (2)
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Lange, R.-J., Lucas, A., & Siegmann, A. (2017). Score-Driven Systemic Risk Signaling for European Sovereign Bond Yields and CDS Spreads. In M. Bilio, L. Pelizzon, & R. Savona (Eds.), Systemic Risk Tomography: Signals, Measurement and Transmission Channels Elsevier.
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Lange, R. J., Lucas, A., & Siegmann, A. (2016). Score-driven Systemic Risk Signaling for European Sovereign Bond Yields and CDS Spreads. In Systemic Risk Tomography: Signals, Measurement and Transmission Channels (pp. 129-150). Elsevier. https://doi.org/10.1016/B978-1-78548-085-0.50005-4
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Review article (1)
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Popular (1)
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Edwards, A., & Lange, R. J. (2016). In case of innovation academic phraseology in the three circles. International Journal of Learner Corpus Research, 2(2), 252-277. https://doi.org/10.1075/ijlcr.2.2.06edw
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Address
Office: ET-18
Burgemeester Oudlaan 50
3062 PA Rotterdam
Postbus 1738
3000 DR Rotterdam
Netherlands
