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person:"Koopman, Siem Jan"
subject:"Time series analysis"
~isPartOf:"DNB working paper"
~person:"Lelyveld, Iman van"
~subject:"Credit risk"
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Time series analysis
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credit risk uncertainty
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maximum likelihood
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short and medium term cycles
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Koopman, Siem Jan
Lelyveld, Iman van
Pesaran, M. Hashem
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Pick, Andreas
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Blasques, Francisco
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Bräuning, Falk
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End, Jan-Willem van den
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Hughes Hallett, Andrew
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DNB working paper
Discussion paper / Tinbergen Institute
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International journal of forecasting
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of econometrics
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Oxford bulletin of economics and statistics
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Nonlinear time series analysis of business cycles
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The review of economics and statistics
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Tinbergen Institute Discussion Paper 09-110/4
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Tinbergen Institute Discussion Paper 11-042/DSF 16
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Tinbergen Institute Discussion Paper 2018-027/III
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Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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Measuring financial cycles with a model-based filter : empirical evidence for the United States and the euro area
Galati, Gabriele
;
Hindrayanto, Irma
;
Koopman, Siem Jan
; …
-
2016
Persistent link: https://www.econbiz.de/10011439548
Saved in:
2
A dynamic network model of the unsecured interbank lending
Blasques, Francisco
;
Bräuning, Falk
;
Lelyveld, Iman van
-
2015
Persistent link: https://www.econbiz.de/10010488940
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