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subject:"United States"
type_genre:"Article in journal"
~person:"Koopman, Siem Jan"
~person:"Semmler, Willi"
~subject:"Arbeitslosigkeit"
~subject:"Credit risk"
~type_genre:"Aufsatz im Buch"
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United States
Arbeitslosigkeit
Credit risk
Estimation
43
Schätzung
43
Theorie
20
Theory
20
USA
18
Time series analysis
17
Zeitreihenanalyse
17
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7
Volatilität
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6
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Article
21
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Article in journal
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27
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4
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English
21
Author
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Koopman, Siem Jan
Semmler, Willi
Gupta, Rangan
55
Gil-Alaña, Luis A.
39
Bahmani-Oskooee, Mohsen
32
Caporale, Guglielmo Maria
28
Wohar, Mark E.
22
Apergēs, Nikolaos
16
Belke, Ansgar
16
Heckman, James J.
14
Cebula, Richard J.
13
Chang, Tsangyao
13
Hsing, Yu
13
Payne, James E.
13
Serletis, Apostolos
13
Balcilar, Mehmet
12
Bollerslev, Tim
12
Miller, Stephen M.
12
Neumark, David
12
Ours, Jan C. van
12
Basu, Susanto
11
Engle, Robert F.
11
Glaeser, Edward L.
11
Sarno, Lucio
11
Cheung, Yin-Wong
10
Diebold, Francis X.
10
Haltiwanger, John C.
10
Hamermesh, Daniel S.
10
Hess, Gregory D.
10
Salisu, Afees A.
10
Stock, James H.
10
Tiwari, Aviral Kumar
10
Wu, Chunchi
10
Österholm, Pär
10
Addison, John T.
9
Attanasio, Orazio P.
9
Bali, Turan G.
9
Belzil, Christian
9
Berg, Gerard J. van den
9
Blundell, Richard W.
9
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Oxford bulletin of economics and statistics
3
Journal of economic behavior & organization : JEBO
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Advances in non-linear economic modeling : theory and applications ; [this book is associated with the SEEK workshop "Non-linear economic modeling : theory and applications" held at ZEW in Mannheim in December 2012.]
1
Economics letters
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of macroeconomics
1
Metroeconomica : international review of economics
1
Nonlinear time series analysis of business cycles
1
Quantitative and empirical analysis of nonlinear dynamic macromodels
1
Symposium on nonlinear econometrics and economic theory
1
The review of economics and statistics
1
Wavelet applications in economics and finance
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
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ECONIS (ZBW)
21
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21
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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
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:
4
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:
5
Productivity and unemployment : a scale-by-scale panel data analysis for the G7 countries
Gallegati, Marco
;
Gallegati, Mauro
;
Ramsey, James B.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
4
,
pp. 477-493
Persistent link: https://www.econbiz.de/10011649143
Saved in:
6
Estimating a banking-macro model using a multi-regime VAR
Mittnik, Stefan
;
Semmler, Willi
- In:
Advances in non-linear economic modeling : theory and …
,
(pp. 3-40)
.
2014
Persistent link: https://www.econbiz.de/10010251591
Saved in:
7
Does productivity affect unemployment? : a time-frequency analysis for the US
Gallegati, Marco
;
Gallegati, Mauro
;
Ramsey, James B.
; …
- In:
Wavelet applications in economics and finance
,
(pp. 23-46)
.
2014
Persistent link: https://www.econbiz.de/10010411190
Saved in:
8
Smooth dynamic factor analysis with application to the US term structure of interest rates
Jungbacker, Borus
;
Koopman, Siem Jan
;
Wel, Michel van der
- In:
Journal of applied econometrics
29
(
2014
)
1
,
pp. 65-90
Persistent link: https://www.econbiz.de/10010414251
Saved in:
9
Observation-driven mixed-measurement dynamic factor models with an application to credit risk
Creal, Drew
;
Schwaab, Bernd
;
Koopman, Siem Jan
;
Lucas, …
- In:
The review of economics and statistics
96
(
2014
)
5
,
pp. 898-915
Persistent link: https://www.econbiz.de/10010470540
Saved in:
10
Dynamic factor models with macro, frailty, and industry effects for US default counts : the credit crisis of 2008
Koopman, Siem Jan
;
Lucas, André
;
Schwaab, Bernd
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
4
,
pp. 521-532
Persistent link: https://www.econbiz.de/10009667047
Saved in:
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