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subject:"United States"
type_genre:"Article in journal"
~person:"Koopman, Siem Jan"
~person:"Nelson, Charles R."
~subject:"Prognoseverfahren"
~subject:"Zustandsraummodell"
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United States
Prognoseverfahren
Zustandsraummodell
Estimation
31
Schätzung
31
Theorie
17
Theory
17
USA
16
Time series analysis
15
Zeitreihenanalyse
15
Factor analysis
6
Faktorenanalyse
6
Forecasting model
6
Volatility
6
Volatilität
6
Capital income
5
Kapitaleinkommen
5
State space model
5
ARCH model
4
ARCH-Modell
4
Arbeitslosigkeit
4
Estimation theory
4
Schätztheorie
4
Unemployment
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3
Correlation
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EU countries
3
EU-Staaten
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Kreditrisiko
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Markov chain
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Markov-Kette
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Monte Carlo simulation
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Monte-Carlo-Simulation
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3
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Article
22
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Article in journal
Graue Literatur
29
Non-commercial literature
29
Arbeitspapier
28
Working Paper
28
Aufsatz in Zeitschrift
22
Aufsatz im Buch
1
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1
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1
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1
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English
22
Author
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Koopman, Siem Jan
Nelson, Charles R.
Gupta, Rangan
95
Wohar, Mark E.
35
Bahmani-Oskooee, Mohsen
32
Gil-Alaña, Luis A.
32
Tiwari, Aviral Kumar
32
Ma, Feng
29
Pierdzioch, Christian
29
Zaremba, Adam
27
Caporale, Guglielmo Maria
26
McMillan, David G.
26
Wang, Yudong
22
Zhang, Yaojie
21
Balcilar, Mehmet
20
Narayan, Paresh Kumar
20
Moosa, Imad A.
19
Bollerslev, Tim
18
Salisu, Afees A.
17
Marcellino, Massimiliano
16
Apergēs, Nikolaos
15
McAleer, Michael
15
Nonejad, Nima
15
Bali, Turan G.
14
Heckman, James J.
14
Hsing, Yu
14
Payne, James E.
13
Sarno, Lucio
13
Swanson, Norman R.
13
Wei, Yu
13
Cebula, Richard J.
12
Jawadi, Fredj
12
Kumar, Dilip
12
Neumark, David
12
Andersen, Torben
11
Chang, Tsangyao
11
Cheung, Yin-Wong
11
Franses, Philip Hans
11
Glaeser, Edward L.
11
Kilian, Lutz
11
Koop, Gary
11
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International journal of forecasting
5
Journal of applied econometrics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of empirical finance
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
Journal of monetary economics
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
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ECONIS (ZBW)
22
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1
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10
of
22
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Discussion of "Forecasting macroeconomic variables using collapsed dynamic factor analysis" by Falk Bräuning and Siem Jan Koopman
Mitchell, James
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 585-588
Persistent link: https://www.econbiz.de/10010513602
Saved in:
8
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:
9
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:
10
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:
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