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person:"Kapetanios, George"
~isPartOf:"Journal of applied econometrics"
~person:"Koopman, Siem Jan"
~person:"Maravall Herrero, Agustín"
~subject:"Zustandsraummodell"
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Kapetanios, George
Koopman, Siem Jan
Maravall Herrero, Agustín
Angelini, Giovanni
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Journal of applied econometrics
Discussion paper / Tinbergen Institute
47
International journal of forecasting
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Journal of econometrics
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Oxford statistical science series
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The econometrics journal
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Monographs of official statistics : papers and proceedings of the Third Eurostat Colloquium on Modern Tools for Business Cycle Analysis ; statistical methods and business cycle analysis of the Euro zone
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Oxford bulletin of economics and statistics
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State space and unobserved component models : theory and applications
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Suntory Toyota International Centre for Economics and Related Disciplines
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The review of economics and statistics
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Tinbergen Institute Discussion Paper
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Tinbergen Institute Discussion Paper 14-118/III
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Tinbergen Institute Discussion Paper 2018-027/III
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Extracting a robust US business cycle using a time-varying multivariate model-based bandpass filter
Creal, Drew
;
Koopman, Siem Jan
;
Zivot, Eric
- In:
Journal of applied econometrics
25
(
2010
)
4
,
pp. 695-719
Persistent link: https://www.econbiz.de/10008667461
Saved in:
2
Convergence in European GDP series : a multivariate common converging trend-cycle decomposition
Luginbuhl, Rob
;
Koopman, Siem Jan
- In:
Journal of applied econometrics
19
(
2004
)
5
,
pp. 611-636
Persistent link: https://www.econbiz.de/10002342792
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