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A non-Gaussian panel time series model for estimatingand decomposing default risk
Koopman, Siem Jan; Lucas, André; Daniels, Robert J. - 2005
Persistent link: https://www.econbiz.de/10003321902
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A dynamic network model of the unsecured interbank lending
Blasques, Francisco; Bräuning, Falk; Lelyveld, Iman van - 2015
Persistent link: https://www.econbiz.de/10010488940
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Nowcasting and forecasting economic growth in the euro area using principal components
Hindrayanto, Irma; Koopman, Siem Jan; Winter, Jasper de - 2014
Persistent link: https://www.econbiz.de/10010247448
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Measuring financial cycles with a model-based filter : empirical evidence for the United States and the euro area
Galati, Gabriele; Hindrayanto, Irma; Koopman, Siem Jan; … - 2016
Persistent link: https://www.econbiz.de/10011439548
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Modeling the business and financial cycle in a multivariate structural time series model
Winter, Jasper de; Koopman, Siem Jan; Hindrayanto, Irma; … - 2017
Persistent link: https://www.econbiz.de/10011741115