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person:"Koopman, Siem Jan"
subject:"Time series analysis"
~person:"Österholm, Pär"
~subject:"Euro area"
~type_genre:"Article in journal"
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Time series analysis
Euro area
Estimation
41
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41
Zeitreihenanalyse
25
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16
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16
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14
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14
Bayes-Statistik
11
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Koopman, Siem Jan
Österholm, Pär
Gil-Alaña, Luis A.
80
Caporale, Guglielmo Maria
41
Gupta, Rangan
33
Tiwari, Aviral Kumar
24
Chang, Tsangyao
23
Belke, Ansgar
19
Moosa, Imad A.
19
Bahmani-Oskooee, Mohsen
15
Ramírez, Miguel D.
13
Ranjbar, Omid
12
Tauchen, George Eugene
12
Li, Jia
11
Marcellino, Massimiliano
11
Narayan, Paresh Kumar
11
Bollerslev, Tim
10
Chan, Joshua
10
Miller, Stephen M.
10
Todorov, Viktor
10
Wohar, Mark E.
10
Afonso, António
9
Koop, Gary
9
Sosvilla-Rivero, Simón
9
Yaya, OlaOluwa S.
9
Franses, Philip Hans
8
Herwartz, Helmut
8
Jalles, João Tovar
8
Lucas, André
8
Lütkepohl, Helmut
8
Ma, Feng
8
McAleer, Michael
8
McMillan, David G.
8
Omay, Tolga
8
Swanson, Norman R.
8
Taylor, Robert
8
Balcilar, Mehmet
7
Bekiros, Stelios
7
Boubaker, Heni
7
Canarella, Giorgio
7
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International journal of forecasting
4
Economics letters
3
Finance research letters
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Journal of econometrics
2
Oxford bulletin of economics and statistics
2
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1
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1
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1
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1
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ECONIS (ZBW)
26
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1
The evolution of the natural rate of interest : evidence from the Scandinavian countries
Armelius, Hanna
;
Solberger, Martin
;
Spånberg, Erik
; …
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
4
,
pp. 1633-1659
Persistent link: https://www.econbiz.de/10014519941
Saved in:
2
Trend inflation in Sweden
Österholm, Pär
;
Poon, Aubrey
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 4707-4716
Persistent link: https://www.econbiz.de/10014430060
Saved in:
3
Modelling Okun's law : does non-Gaussianity matter?
Kiss, Tamás
;
Nguyen, Hoang
;
Österholm, Pär
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
5
,
pp. 2183-2213
Persistent link: https://www.econbiz.de/10014253796
Saved in:
4
Is the US Phillips curve stable? : evidence from Bayesian vector autoregressions
Karlsson, Sune
;
Österholm, Pär
- In:
The Scandinavian journal of economics
125
(
2023
)
1
,
pp. 287-314
Persistent link: https://www.econbiz.de/10014303987
Saved in:
5
Estimating the US trend short-term interest rate
Beechey, Meredith Jane
;
Österholm, Pär
;
Poon, Aubrey
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473294
Saved in:
6
The relation between the high-yield bond spread and the unemployment rate in the euro area
Kiss, Tamás
;
Nguyen, Hoang
;
Österholm, Pär
- In:
Finance research letters
46
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013341510
Saved in:
7
Do market participants' forecasts of financial variables outperform the random-walk benchmark?
Kladívko, Kamil
;
Österholm, Pär
- In:
Finance research letters
40
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012819546
Saved in:
8
Dynamic factor models with clustered loadings : forecasting education flows using unemployment data
Blasques, Francisco
;
Hoogerkamp, Meindert Heres
; …
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1426-1441
Persistent link: https://www.econbiz.de/10013274289
Saved in:
9
The relation between the corporate bond-yield spread and the real economy : stable or time-varying?
Karlsson, Sune
;
Österholm, Pär
- In:
Economics letters
186
(
2020
),
pp. 1-3
Persistent link: https://www.econbiz.de/10012503617
Saved in:
10
A hybrid time-varying parameter Bayesian VAR analysis of Okun’s law in the United States
Karlsson, Sune
;
Österholm, Pär
- In:
Economics letters
197
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012511133
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