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subject:"United States"
type_genre:"Article in journal"
~person:"Koopman, Siem Jan"
~person:"Nelson, Charles R."
~subject:"Capital income"
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United States
Capital income
Estimation
31
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31
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17
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16
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15
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15
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Koopman, Siem Jan
Nelson, Charles R.
Gupta, Rangan
93
Zaremba, Adam
58
Wohar, Mark E.
43
Gil-Alaña, Luis A.
41
Caporale, Guglielmo Maria
33
McMillan, David G.
33
Bahmani-Oskooee, Mohsen
31
Bollerslev, Tim
25
Pierdzioch, Christian
23
Tiwari, Aviral Kumar
23
Balcilar, Mehmet
21
Bali, Turan G.
21
Narayan, Paresh Kumar
21
Apergēs, Nikolaos
20
Cakici, Nusret
19
Todorov, Viktor
19
Wang, Yudong
18
Ma, Feng
17
Brooks, Robert
16
McAleer, Michael
16
Bouri, Elie
15
Kumar, Dilip
15
Salisu, Afees A.
15
Sehgal, Sanjay
15
Xuan Vinh Vo
15
Bohl, Martin T.
14
Chiang, Thomas C.
14
Demirer, Rıza
14
Heckman, James J.
14
Jawadi, Fredj
14
Long, Huaigang
14
Payne, James E.
14
Zhang, Yaojie
14
Andersen, Torben
13
Engle, Robert F.
13
Hsing, Yu
13
Ammann, Manuel
12
Belke, Ansgar
12
Cebula, Richard J.
12
Jareño, Francisco
12
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Journal of empirical finance
3
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of money, credit and banking : JMCB
2
Oxford bulletin of economics and statistics
2
The review of economics and statistics
2
Economics letters
1
Journal of econometrics
1
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1
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ECONIS (ZBW)
19
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1
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:
2
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:
3
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:
4
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:
5
Pricing stock market volatility : does it matter whether the volatility is related to the business cycle?
Kim, Yunmi
;
Nelson, Charles R.
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
2
,
pp. 307-328
Persistent link: https://www.econbiz.de/10010351545
Saved in:
6
Smooth dynamic factor analysis with application to the US term structure of interest rates
Jungbacker, Borus
;
Koopman, Siem Jan
;
Wel, Michel van der
- In:
Journal of applied econometrics
29
(
2014
)
1
,
pp. 65-90
Persistent link: https://www.econbiz.de/10010414251
Saved in:
7
Observation-driven mixed-measurement dynamic factor models with an application to credit risk
Creal, Drew
;
Schwaab, Bernd
;
Koopman, Siem Jan
;
Lucas, …
- In:
The review of economics and statistics
96
(
2014
)
5
,
pp. 898-915
Persistent link: https://www.econbiz.de/10010470540
Saved in:
8
Dynamic factor models with macro, frailty, and industry effects for US default counts : the credit crisis of 2008
Koopman, Siem Jan
;
Lucas, André
;
Schwaab, Bernd
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
4
,
pp. 521-532
Persistent link: https://www.econbiz.de/10009667047
Saved in:
9
Periodic unobserved cycles in seasonal time series with an application to US unemployment
Koopman, Siem Jan
;
Ooms, Marius
;
Hindrayanto, Irma
- In:
Oxford bulletin of economics and statistics
71
(
2009
)
5
,
pp. 683-713
Persistent link: https://www.econbiz.de/10003875192
Saved in:
10
Expectation horizon and the Phillips curve : the solution to an empirical puzzle
Lee, Jaejoon
;
Nelson, Charles R.
- In:
Journal of applied econometrics
22
(
2007
)
1
,
pp. 161-178
Persistent link: https://www.econbiz.de/10003448518
Saved in:
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