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A dynamic network model of the unsecured interbank lending
Blasques, Francisco
;
Bräuning, Falk
;
Lelyveld, Iman van
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2015
Persistent link: https://www.econbiz.de/10010488940
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2
Nowcasting and forecasting economic growth in the euro area using principal components
Hindrayanto, Irma
;
Koopman, Siem Jan
;
Winter, Jasper de
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2014
Persistent link: https://www.econbiz.de/10010247448
Saved in:
3
A non-Gaussian panel time series model for estimatingand decomposing default risk
Koopman, Siem Jan
;
Lucas, André
;
Daniels, Robert J.
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2005
Persistent link: https://www.econbiz.de/10003321902
Saved in:
4
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
Saved in:
5
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
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