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type_genre:"Article in journal"
subject:"Schätzung"
~person:"Apergēs, Nikolaos"
~person:"Koopman, Siem Jan"
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Theorie
66
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66
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24
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24
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14
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14
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Apergēs, Nikolaos
Koopman, Siem Jan
Gil-Alaña, Luis A.
32
Caporale, Guglielmo Maria
28
Kumbhakar, Subal
25
Serletis, Apostolos
25
Gupta, Rangan
21
Bahmani-Oskooee, Mohsen
18
Moosa, Imad A.
15
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15
Chang, Tsangyao
14
Engsted, Tom
13
Peel, David
13
Bollerslev, Tim
12
Creedy, John
12
Fabozzi, Frank J.
12
Ghysels, Eric
12
MacDonald, Ronald
12
Tsionas, Efthymios G.
12
Blundell, Richard W.
11
Chan, Joshua
11
Koop, Gary
11
McAleer, Michael
11
Pesaran, M. Hashem
11
Phillips, Peter C. B.
11
Taylor, Mark P.
11
Tzavalis, Elias
11
Asai, Manabu
10
Belzil, Christian
10
Brooks, Robert
10
Chavas, Jean-Paul
10
Franses, Philip Hans
10
Jawadi, Fredj
10
Marcellino, Massimiliano
10
McMillen, Daniel P.
10
Narayan, Paresh Kumar
10
Pierdzioch, Christian
10
Tiwari, Aviral Kumar
10
Berg, Gerard J. van den
9
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9
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International journal of forecasting
3
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2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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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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
Kredit und Kapital
1
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1
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1
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ECONIS (ZBW)
24
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1
The presence of a latent factor in gasoline and diesel prices co-movements
Magazzino, Cosimo
;
Mele, Marco
;
Albulescu, Claudiu Tiberiu
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 1921-1939
Persistent link: https://www.econbiz.de/10014520081
Saved in:
2
ICT capital formation, unemployment, and the Solow Paradox
Apergis, Emmanuel
;
Apergēs, Nikolaos
;
Saunoris, James W.
- In:
International journal of the economics of business
30
(
2023
)
1
,
pp. 79-105
Persistent link: https://www.econbiz.de/10014291833
Saved in:
3
Nonlinear responses of consumption to wealth, income, and interest rate shocks
Coskun, Yener
;
Apergēs, Nikolaos
;
Alp Coskun, Esra
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
3
,
pp. 1293-1335
Persistent link: https://www.econbiz.de/10013440367
Saved in:
4
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:
5
Decomposing supply shocks in the US electricity industry : evidence from a time-varying Bayesian panel vector autoregression model
Apergēs, Nikolaos
;
Polemis, Michael
- In:
The journal of energy markets
13
(
2020
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012662202
Saved in:
6
Do gold prices respond to real interest rates? : evidence from the Bayesian Markov Switching VECM model
Apergēs, Nikolaos
;
Cooray, Arusha
;
Khraief, Naceur
; …
- In:
Journal of international financial markets, …
60
(
2019
),
pp. 134-148
Persistent link: https://www.econbiz.de/10012127975
Saved in:
7
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:
8
Is CAPM a behavioral model? : estimating sentiments from rationalism
Apergēs, Nikolaos
;
Ur Rehman, Mobeen
- In:
The journal of behavioral finance : a publication of …
19
(
2018
)
4
,
pp. 442-449
Persistent link: https://www.econbiz.de/10012009749
Saved in:
9
Monetary policy rules and the equity risk premium : evidence from the US experience
Apergēs, Nikolaos
;
Payne, James E.
- In:
Review of financial economics : RFE
36
(
2018
)
4
,
pp. 287-299
Persistent link: https://www.econbiz.de/10011948609
Saved in:
10
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:
11
Joint Bayesian analysis of oarameters and states in nonlinear non‐Gaussian state space models
Barra, István
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
; …
- In:
Journal of applied econometrics
32
(
2017
)
5
,
pp. 1003-1026
Persistent link: https://www.econbiz.de/10011862307
Saved in:
12
Gold returns: Do business cycle asymmetries matter? : evidence from an international country sample
Apergēs, Nikolaos
;
Eleftheriou, Sophia
- In:
Economic modelling
57
(
2016
),
pp. 164-170
Persistent link: https://www.econbiz.de/10011646877
Saved in:
13
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:
14
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:
15
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:
16
Foreign exchange risk, equity risk factors and economic growth
Apergēs, Nikolaos
;
Artikis, Panayiotis G.
- In:
Atlantic economic journal : AEJ
44
(
2016
)
4
,
pp. 425-445
Persistent link: https://www.econbiz.de/10011711140
Saved in:
17
The behaviour of the bank lending channel when interest rates approach the zero lower bound : evidence from quantile regressions
Apergēs, Nikolaos
;
Christou, Christina
- In:
Economic modelling
49
(
2015
),
pp. 296-307
Persistent link: https://www.econbiz.de/10011439576
Saved in:
18
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:
19
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:
20
Monte Carlo likelihood estimation for three multivariate stochastic volatility models
Jungbacker, Borus
;
Meyer, Renate
;
Koopman, Siem Jan
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 385-408
Persistent link: https://www.econbiz.de/10003355799
Saved in:
21
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:
22
Stock market volatility and deviations from macroeconomic fundamentals : evidence from GARCH and GARCH-X-models
Apergēs, Nikolaos
- In:
Kredit und Kapital
31
(
1998
)
3
,
pp. 400-412
Persistent link: https://www.econbiz.de/10001251551
Saved in:
23
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:
24
ARCH effects and cointegration : is the foreign exchange market efficient?
Alexakis, Panayotis
- In:
Journal of banking & finance
20
(
1996
)
4
,
pp. 687-697
Persistent link: https://www.econbiz.de/10001197705
Saved in:
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