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subject:"Time series analysis"
person:"Koopman, Siem Jan"
~person:"Österholm, Pär"
~type_genre:"Article in journal"
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Time series analysis
Estimation
41
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41
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25
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16
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16
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14
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14
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Koopman, Siem Jan
Österholm, Pär
Gil-Alaña, Luis A.
80
Caporale, Guglielmo Maria
38
Gupta, Rangan
32
Chang, Tsangyao
23
Tiwari, Aviral Kumar
23
Moosa, Imad A.
19
Bahmani-Oskooee, Mohsen
14
Ramírez, Miguel D.
13
Ranjbar, Omid
12
Tauchen, George Eugene
12
Li, Jia
11
Bollerslev, Tim
10
Chan, Joshua
10
Narayan, Paresh Kumar
10
Todorov, Viktor
10
Koop, Gary
9
Miller, Stephen M.
9
Wohar, Mark E.
9
Yaya, OlaOluwa S.
9
Franses, Philip Hans
8
Ma, Feng
8
McAleer, Michael
8
McMillan, David G.
8
Omay, Tolga
8
Swanson, Norman R.
8
Taylor, Robert
8
Balcilar, Mehmet
7
Boubaker, Heni
7
Hassler, Uwe
7
Kapetanios, George
7
Kim, Donggyu
7
Lovcha, Yuliya
7
Lucas, André
7
Lütkepohl, Helmut
7
Marcellino, Massimiliano
7
Nonejad, Nima
7
Papell, David H.
7
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7
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International journal of forecasting
4
Economics letters
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Finance research letters
2
Journal of econometrics
2
Oxford bulletin of economics and statistics
2
Applied economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
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1
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1
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1
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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)
25
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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
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:
7
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:
8
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:
9
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
Saved in:
10
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:
11
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:
12
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:
13
Time variation in Okun's law in Sweden
Österholm, Pär
- In:
Applied economics letters
23
(
2016
)
4/6
,
pp. 436-439
Persistent link: https://www.econbiz.de/10011430768
Saved in:
14
Effects of US policy uncertainty on Swedish GDP growth
Stockhammar, Pär
;
Österholm, Pär
- In:
Empirical economics : a journal of the Institute for …
50
(
2016
)
2
,
pp. 443-462
Persistent link: https://www.econbiz.de/10011454343
Saved in:
15
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:
16
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:
17
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:
18
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:
19
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:
20
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:
21
Does the labor-income process contain a unit root? : evidence from individual-specific time series
Gustavsson, Magnus
;
Österholm, Pär
- In:
Journal of economic dynamics & control
47
(
2014
),
pp. 152-167
Persistent link: https://www.econbiz.de/10010485869
Saved in:
22
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:
23
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:
24
Interaction between structural and cyclical shocks in production and employment
Butter, Frank A. G. den
;
Koopman, Siem Jan
- In:
Weltwirtschaftliches Archiv : Zeitschrift des Instituts …
137
(
2001
)
2
,
pp. 273-296
Persistent link: https://www.econbiz.de/10001594753
Saved in:
25
The modeling and seasonal adjustment of weekly observations
Harvey, Andrew C.
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
3
,
pp. 354-368
Persistent link: https://www.econbiz.de/10001222712
Saved in:
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