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subject:"United States"
type_genre:"Article in journal"
~person:"Basu, Susanto"
~person:"Koopman, Siem Jan"
~subject:"ARCH-Modell"
~subject:"Productivity"
~subject:"Theorie"
~type_genre:"Aufsatz im Buch"
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United States
ARCH-Modell
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Estimation
35
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20
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18
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15
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15
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Basu, Susanto
Koopman, Siem Jan
Gupta, Rangan
83
Bahmani-Oskooee, Mohsen
61
Gil-Alaña, Luis A.
61
Caporale, Guglielmo Maria
48
Serletis, Apostolos
35
Kumbhakar, Subal
34
Wohar, Mark E.
33
Apergēs, Nikolaos
31
McAleer, Michael
28
Chang, Tsangyao
23
Belke, Ansgar
22
Tiwari, Aviral Kumar
22
Hsing, Yu
21
Ma, Feng
21
MacDonald, Ronald
21
Blundell, Richard W.
20
Moosa, Imad A.
20
Sickles, Robin C.
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Tsionas, Efthymios G.
20
Balcilar, Mehmet
19
Brooks, Robert
19
Kumar, Dilip
19
Peel, David
19
Pierdzioch, Christian
19
Bollerslev, Tim
18
Jawadi, Fredj
18
Bouri, Elie
17
Ghysels, Eric
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Hamori, Shigeyuki
17
Wagner, Joachim
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Barnett, William A.
16
Fabozzi, Frank J.
16
Heckman, James J.
16
Herwartz, Helmut
16
Koop, Gary
16
Payne, James E.
16
Chiang, Thomas C.
15
Hammoudeh, Shawkat
15
Hess, Gregory D.
15
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International journal of forecasting
4
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2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
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2
Oxford bulletin of economics and statistics
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The American economic review
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Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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ECONIS (ZBW)
32
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1
Productivity and the welfare of nations
Basu, Susanto
;
Pascali, Luigi
;
Schiantarelli, Fabio
; …
- In:
Journal of the European Economic Association : JEEA
20
(
2022
)
4
,
pp. 1647-1682
Persistent link: https://www.econbiz.de/10013349263
Saved in:
2
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:
3
Are price-cost markups rising in the United States? : a discussion of the evidence
Basu, Susanto
- In:
The journal of economic perspectives : EP ; a journal …
33
(
2019
)
3
,
pp. 3-22
Persistent link: https://www.econbiz.de/10012139654
Saved in:
4
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:
5
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:
6
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:
7
Joint Bayesian analysis of oarameters and states in nonlinear non‐Gaussian state space models
Barra, István
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
; …
- In:
Journal of applied econometrics
32
(
2017
)
5
,
pp. 1003-1026
Persistent link: https://www.econbiz.de/10011862307
Saved in:
8
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:
9
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:
10
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
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