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subject:"United States"
type_genre:"Article in journal"
~person:"Koopman, Siem Jan"
~subject:"EU-Staaten"
~type_genre:"Aufsatz im Buch"
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United States
EU-Staaten
Estimation
23
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23
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15
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15
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12
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12
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9
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6
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Koopman, Siem Jan
Gupta, Rangan
53
Gil-Alaña, Luis A.
38
Bahmani-Oskooee, Mohsen
37
Caporale, Guglielmo Maria
35
Belke, Ansgar
28
Wohar, Mark E.
23
Apergēs, Nikolaos
16
Heckman, James J.
14
Hsing, Yu
13
Payne, James E.
13
Balcilar, Mehmet
12
Bollerslev, Tim
12
Cebula, Richard J.
12
Engle, Robert F.
12
Hamori, Shigeyuki
12
Herwartz, Helmut
12
Neumark, David
12
Sarno, Lucio
12
Serletis, Apostolos
12
Badinger, Harald
11
Basu, Susanto
11
Dreger, Christian
11
Miller, Stephen M.
11
Semmler, Willi
11
Sosvilla-Rivero, Simón
11
Tsionas, Efthymios G.
11
Afonso, António
10
Chang, Tsangyao
10
Cheung, Yin-Wong
10
Crespo Cuaresma, Jesús
10
Glaeser, Edward L.
10
Hamermesh, Daniel S.
10
Hegerty, Scott W.
10
Hess, Gregory D.
10
Koop, Gary
10
MacDonald, Ronald
10
Marcellino, Massimiliano
10
Reitz, Stefan
10
Stock, James H.
10
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Journal of econometrics
2
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2
Economics letters
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Nonlinear time series analysis of business cycles
1
The review of economics and statistics
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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ECONIS (ZBW)
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Trend-cycle decomposition models with smooth-transition parameters: Evidence from US economic time series
Koopman, Siem Jan
;
Lee, Kai Ming
;
Wong, Soon Yip
- In:
Nonlinear time series analysis of business cycles
,
(pp. 199-219)
.
2006
Persistent link: https://www.econbiz.de/10003312252
Saved in:
10
Constructing seasonally adjusted data with time-varying confidence intervals
Koopman, Siem Jan
;
Franses, Philip Hans
- In:
Oxford bulletin of economics and statistics
64
(
2002
)
5
,
pp. 509-526
Persistent link: https://www.econbiz.de/10001741990
Saved in:
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