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subject:"France"
type:"article"
~person:"Koopman, Siem Jan"
~subject:"EU countries"
~subject:"Time series analysis"
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23
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9
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Koopman, Siem Jan
Gil-Alaña, Luis A.
86
Caporale, Guglielmo Maria
51
Gupta, Rangan
33
Tiwari, Aviral Kumar
26
Chang, Tsangyao
25
Belke, Ansgar
23
Bahmani-Oskooee, Mohsen
20
Moosa, Imad A.
20
Tauchen, George Eugene
14
Marcellino, Massimiliano
13
Ramírez, Miguel D.
13
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12
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12
Koop, Gary
12
MacDonald, Ronald
12
Ranjbar, Omid
12
Sosvilla-Rivero, Simón
12
Österholm, Pär
12
Badinger, Harald
11
Dreger, Christian
11
Li, Jia
11
Miller, Stephen M.
11
Narayan, Paresh Kumar
11
Pentecost, Eric J.
11
Afonso, António
10
Chan, Joshua
10
Hughes Hallett, Andrew
10
Kutan, Ali Mustafa
10
Sehgal, Sanjay
10
Tamarit Escalona, Cecilio R.
10
Todorov, Viktor
10
Tsionas, Efthymios G.
10
Wohar, Mark E.
10
Crespo Cuaresma, Jesús
9
Hall, Stephen G.
9
Jawadi, Fredj
9
Lütkepohl, Helmut
9
Ma, Feng
9
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9
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International journal of forecasting
4
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2
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2
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1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
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1
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1
Nonlinear time series analysis of business cycles
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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ECONIS (ZBW)
15
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1
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:
2
Accelerating score-driven time series models
Blasques, F.
;
Gorgi, P.
;
Koopman, Siem Jan
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 359-376
Persistent link: https://www.econbiz.de/10012304023
Saved in:
3
Realized Wishart-GARCH : a score-driven multi-asset volatility model
Gorgi, P.
;
Hansen, Peter Reinhard
;
Janus, Paweł
; …
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012054424
Saved in:
4
Testing for parameter instability across different modeling frameworks
Calvori, Francesco
;
Creal, Drew
;
Koopman, Siem Jan
; …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 223-246
Persistent link: https://www.econbiz.de/10011987424
Saved in:
5
Measuring financial cycles in a model-based analysis : empirical evidence for the United States and the euro area
Galati, Gabriele
;
Hindrayanto, Irma
;
Koopman, Siem Jan
; …
- In:
Economics letters
145
(
2016
),
pp. 83-87
Persistent link: https://www.econbiz.de/10011618230
Saved in:
6
In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models
Blasques, Francisco
;
Koopman, Siem Jan
;
Łasak, Katarzyna
; …
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 875-887
Persistent link: https://www.econbiz.de/10011621857
Saved in:
7
Forecasting and nowcasting economic growth in the euro area using factor models
Hindrayanto, Irma
;
Koopman, Siem Jan
;
Winter, Jasper de
- In:
International journal of forecasting
32
(
2016
)
4
,
pp. 1284-1305
Persistent link: https://www.econbiz.de/10011622152
Saved in:
8
Spillover dynamics for systemic risk measurement using spatial financial time series models
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
; …
- In:
Journal of econometrics
195
(
2016
)
2
,
pp. 211-223
Persistent link: https://www.econbiz.de/10011705251
Saved in:
9
Forecasting macroeconomic variables using collapsed dynamic factor analysis
Bräuning, Falk
;
Koopman, Siem Jan
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 572-584
Persistent link: https://www.econbiz.de/10010513606
Saved in:
10
Long memory dynamics for multivariate dependence under heavy tails
Janus, Paweł
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of empirical finance
29
(
2014
),
pp. 187-206
Persistent link: https://www.econbiz.de/10011300485
Saved in:
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