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subject:"EU-Staaten"
subject:"Volatility"
~person:"Card, David"
~person:"Kelly, Bryan T."
~person:"Koopman, Siem Jan"
~subject:"Arbeitslosigkeit"
~subject:"Bildungsertrag"
~subject:"Konjunktur"
~subject:"Monetary policy"
~subject:"Productivity"
~subject:"Share price"
~subject:"Wirkungsanalyse"
~type_genre:"Book section"
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EU-Staaten
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Card, David
Kelly, Bryan T.
Koopman, Siem Jan
Belke, Ansgar
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Handbook of financial time series
1
Nonlinear time series analysis of business cycles
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ECONIS (ZBW)
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1
Parameter estimation and practical aspects of modeling stochastic volatility
Jungbacker, Borus
;
Koopman, Siem Jan
- In:
Handbook of financial time series
,
(pp. 313-344)
.
2009
Persistent link: https://www.econbiz.de/10003833957
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2
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
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