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subject:"Purchasing power parity"
subject:"World"
~person:"Koopman, Siem Jan"
~subject:"EU-Staaten"
~subject:"Forecasting model"
~subject:"Time series analysis"
~type_genre:"Article in journal"
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Purchasing power parity
World
EU-Staaten
Forecasting model
Time series analysis
Estimation
21
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21
Zeitreihenanalyse
14
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12
Theory
12
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8
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8
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6
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16
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Koopman, Siem Jan
Gupta, Rangan
102
Gil-Alaña, Luis A.
90
Chang, Tsangyao
72
Bahmani-Oskooee, Mohsen
55
Caporale, Guglielmo Maria
55
Zaremba, Adam
37
Pierdzioch, Christian
35
Wohar, Mark E.
34
Ma, Feng
33
Tiwari, Aviral Kumar
33
McMillan, David G.
31
Narayan, Paresh Kumar
30
Balcilar, Mehmet
29
Belke, Ansgar
29
MacDonald, Ronald
29
Moosa, Imad A.
27
Su, Chi-Wei
27
Lee, Chien-chiang
26
Wang, Yudong
26
Apergēs, Nikolaos
23
Herwartz, Helmut
23
Salisu, Afees A.
23
Shahbaz, Muhammad
23
Schneider, Friedrich
22
Xuan Vinh Vo
22
Zhang, Yaojie
22
Hammoudeh, Shawkat
21
Bouri, Elie
20
Sosvilla-Rivero, Simón
20
Westerlund, Joakim
20
Marcellino, Massimiliano
18
Kutan, Ali Mustafa
17
Nonejad, Nima
17
Pesaran, M. Hashem
17
Pradhan, Rudra Prakash
17
Baharumshah, Ahmad Zubaidi
16
Bollerslev, Tim
16
Kumar, Dilip
16
McAleer, Michael
16
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International journal of forecasting
5
Journal of econometrics
2
Oxford bulletin of economics and statistics
2
Economics letters
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
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ECONIS (ZBW)
16
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16
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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
Realized Wishart-GARCH : a score-driven multi-asset volatility model
Gorgi, P.
;
Hansen, Peter Reinhard
;
Janus, Paweł
; …
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012054424
Saved in:
4
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:
5
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:
6
In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models
Blasques, Francisco
;
Koopman, Siem Jan
;
Łasak, Katarzyna
; …
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 875-887
Persistent link: https://www.econbiz.de/10011621857
Saved in:
7
Forecasting and nowcasting economic growth in the euro area using factor models
Hindrayanto, Irma
;
Koopman, Siem Jan
;
Winter, Jasper de
- In:
International journal of forecasting
32
(
2016
)
4
,
pp. 1284-1305
Persistent link: https://www.econbiz.de/10011622152
Saved in:
8
Spillover dynamics for systemic risk measurement using spatial financial time series models
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
; …
- In:
Journal of econometrics
195
(
2016
)
2
,
pp. 211-223
Persistent link: https://www.econbiz.de/10011705251
Saved in:
9
Discussion of "Forecasting macroeconomic variables using collapsed dynamic factor analysis" by Falk Bräuning and Siem Jan Koopman
Mitchell, James
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 585-588
Persistent link: https://www.econbiz.de/10010513602
Saved in:
10
Forecasting macroeconomic variables using collapsed dynamic factor analysis
Bräuning, Falk
;
Koopman, Siem Jan
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 572-584
Persistent link: https://www.econbiz.de/10010513606
Saved in:
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