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Rutger-Jan Lange

Erasmus University Rotterdam (from arXiv:2512.02744, 2025) · ORCID · OpenAlex

12 papers in scope · 11 published · 1 on the econ.EM arXiv · 186 citations · h-index 6 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Ramon de Punder
  2. Timo Dimitriadis
  3. Chen Tong
  4. Peter Reinhard Hansen
  5. Ilya Archakov
  6. Tong Chen
  7. Yannick Hoga
  8. Julie Schnaitmann
  9. Asger Lunde
  10. Tobias Fissler
  11. Xiaochun Liu
  12. Xinxian Chen
  13. Marius Puke
  14. Zhuo Huang
  15. Yiyao Luo
  16. Nikolaus Hautsch
  17. Xandro Bayer
  18. Rafael Reisenhofer
  19. Jeannine Polivka
  20. Jasper Rennspies

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(2 of 12)

Implicit score-driven filters for time-varying parameter models
published2026 · Journal of Econometrics
with Bram van Os, Dick van Dijk
Paper profile Journal of Econometrics arXiv:2512.02744
Expected Kullback-Leibler-based characterizations of score-driven updates
working paper2024 · arXiv · 1 citations
with Ramon de Punder, Timo Dimitriadis
Paper profile arXiv arXiv:2408.02391
Dynamic determinants of optimal global climate policy
published2024 · Structural Change and Economic Dynamics · 6 citations · first circulated 2023
with Michael Grubb, Nicolas Cerkez, Ida Sognnæs, Claudia Wieners, Pablo Salas
Structural Change and Economic Dynamics
Bellman filtering and smoothing for state–space models
published2023 · Journal of Econometrics · 8 citations · first circulated 2020
Journal of Econometrics
Irreversible investment under predictable growth: Why land stays vacant when housing demand is booming
published2023 · Journal of Economic Theory · 4 citations
with Coen N. Teulings
Journal of Economic Theory
Piek in volatiliteit laat zien dat groot deel daling aandelenkoersen tijdelijk is
published2020 · Economisch-statistische berichten
with Bram van der Kroft, Coen N. Teulings
no link
Can Google search data help predict macroeconomic series?
published2019 · International Journal of Forecasting · 40 citations · first circulated 2018
with Robin Niesert, Jochem Oorschot, Christian P. Veldhuisen, Kester Brons, Chris Veldhuisen
International Journal of Forecasting
Real-Option Valuation in Multiple Dimensions Using Poisson Optional Stopping Times
published2019 · Journal of Financial and Quantitative Analysis · 23 citations
with Daniel Ralph, Kristian Støre
Journal of Financial and Quantitative Analysis
Modeling the Interactions between Volatility and Returns using EGARCH‐M
published2018 · Journal of Time Series Analysis · 33 citations
with Andrew Harvey
Journal of Time Series Analysis
Volatility Modeling with a Generalized t Distribution
published2016 · Journal of Time Series Analysis · 64 citations · first circulated 2015
with Andrew Harvey
Journal of Time Series Analysis
When Is Information Sufficient for Action? Search with Unreliable yet Informative Intelligence
published2016 · Operations Research · 6 citations
with Michael P. Atkinson, Moshe Kress
Operations Research
Cost-benefit Analysis of Climate Action in Adaptive Economic Systems: A Technology Production and Supply Chain Perspective
published2015 · Energy Security, Technology and Sustainability Challenges Across the Globe,38th IAEE International Conference,May 25-27, 2015 · 1 citations
with Pablo Salas, Jean-François Mercure, Michael Grubb
no link

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.