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subject:"United States"
type_genre:"Article in journal"
~person:"Koopman, Siem Jan"
~subject:"Arbeitslosigkeit"
~subject:"Credit risk"
~type_genre:"Aufsatz im Buch"
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United States
Arbeitslosigkeit
Credit risk
Estimation
23
Schätzung
23
Time series analysis
15
Zeitreihenanalyse
15
Theorie
12
Theory
12
USA
9
Factor analysis
6
Faktorenanalyse
6
Forecasting model
6
Prognoseverfahren
6
State space model
5
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5
Volatilität
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Zustandsraummodell
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ARCH model
4
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EU countries
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EU-Staaten
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Estimation theory
3
Kalman filter
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3
Kreditrisiko
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Monte Carlo simulation
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Multivariate Analyse
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Stochastischer Prozess
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Article
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Article in journal
Aufsatz im Buch
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21
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21
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Koopman, Siem Jan
Gupta, Rangan
54
Gil-Alaña, Luis A.
39
Bahmani-Oskooee, Mohsen
32
Caporale, Guglielmo Maria
28
Wohar, Mark E.
22
Apergēs, Nikolaos
16
Belke, Ansgar
16
Heckman, James J.
14
Cebula, Richard J.
13
Hsing, Yu
13
Payne, James E.
13
Serletis, Apostolos
13
Balcilar, Mehmet
12
Bollerslev, Tim
12
Miller, Stephen M.
12
Neumark, David
12
Ours, Jan C. van
12
Basu, Susanto
11
Chang, Tsangyao
11
Engle, Robert F.
11
Glaeser, Edward L.
11
Sarno, Lucio
11
Cheung, Yin-Wong
10
Diebold, Francis X.
10
Haltiwanger, John C.
10
Hamermesh, Daniel S.
10
Hess, Gregory D.
10
Salisu, Afees A.
10
Semmler, Willi
10
Stock, James H.
10
Tiwari, Aviral Kumar
10
Wu, Chunchi
10
Österholm, Pär
10
Addison, John T.
9
Attanasio, Orazio P.
9
Bali, Turan G.
9
Belzil, Christian
9
Blundell, Richard W.
9
Card, David E.
9
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Oxford bulletin of economics and statistics
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
Journal of econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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
1
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ECONIS (ZBW)
11
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11
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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
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:
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
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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