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Interaction between structural and cyclical shocks in production and employment
Butter, Frank A. G. den; Koopman, Siem Jan - In: Weltwirtschaftliches Archiv : Zeitschrift des Instituts … 137 (2001) 2, pp. 273-296
Persistent link: https://www.econbiz.de/10001594753
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Interaction between supply and demand shocks in production and employment
Butter, Frank A. G. den; Koopman, Siem Jan - 1997
Persistent link: https://www.econbiz.de/10000961559
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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
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Stock index volatility forecasting with high frequency data
Hol Uspensky, Eugenie; Koopman, Siem Jan - 2002
Persistent link: https://www.econbiz.de/10001689297
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Pro-cyclicality, empirical credit cycles, and capital buffer formation
Koopman, Siem Jan; Lucas, André; Klaassen, Pieter - 2002
Persistent link: https://www.econbiz.de/10001718549
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The stochastic volatility in mean model : empirical evidence from international stock markets
Koopman, Siem Jan; Hol Uspensky, Eugenie - In: Journal of applied econometrics 17 (2002) 6, pp. 667-689
Persistent link: https://www.econbiz.de/10001723785
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Round-the-clock price discovery for cross-listed stocks : US-Dutch evidence
Menkveld, Albert J.; Koopman, Siem Jan; Lucas, André - 2003
Persistent link: https://www.econbiz.de/10001792414
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Measuring asymmetric stochastic cycle components in US macroeconomic time series
Koopman, Siem Jan; Lee, Kai Ming - 2005
Persistent link: https://www.econbiz.de/10003115944
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A non-Gaussian panel time series model for estimating and decomposing default risk
Koopman, Siem Jan; Lucas, André; Daniels, Robert - 2005
Persistent link: https://www.econbiz.de/10002982977
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The stochastic volatility on mean model : empirical evidence from international stock markets
Koopman, Siem Jan; Uspensky, Eugenie Hol - 2000
Persistent link: https://www.econbiz.de/10001472890