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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~language:"eng"
~language:"tur"
~language:"ukr"
~person:"Koopman, Siem Jan"
~person:"Ravazzolo, Francesco"
~subject:"Estimation"
~subject:"Hungary"
~subject:"Monetary policy"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Thesis"
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Koopman, Siem Jan
Ravazzolo, Francesco
Lucas, André
6
Su, Liangjun
6
Tauchen, George Eugene
5
Chan, Joshua
4
Gao, Jiti
4
Ghysels, Eric
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
6
International journal of forecasting
5
Journal of applied econometrics
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Econometric reviews
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Oxford bulletin of economics and statistics
3
Journal of empirical finance
2
Economics letters
1
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1
Journal of international money and finance
1
Research series / Universiteit van Amsterdam
1
Review of economic dynamics
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of real estate finance and economics
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
The review of economics and statistics
1
Tinbergen Institute research series
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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ECONIS (ZBW)
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1
Combined density nowcasting in an uncertain economic environment
Aastveit, Knut Are
;
Ravazzolo, Francesco
;
Dijk, Herman …
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 131-145
Persistent link: https://www.econbiz.de/10011894481
Saved in:
2
Macroeconomic factors strike back : a Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section
Bianchi, Daniele
;
Guidolin, Massimo
;
Ravazzolo, Francesco
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 110-129
Persistent link: https://www.econbiz.de/10011704120
Saved in:
3
Numerically accelerated importance sampling for nonlinear non-Gaussian state-space models
Koopman, Siem Jan
;
Lucas, André
;
Scharth, Marcel
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 114-127
Persistent link: https://www.econbiz.de/10011389921
Saved in:
4
Real-time inflation forecasting in a changing world
Groen, Jan J. J.
;
Paap, Richard
;
Ravazzolo, Francesco
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
1
,
pp. 29-44
Persistent link: https://www.econbiz.de/10009715102
Saved in:
5
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:
6
A dynamic multivariate heavy-tailed model for time-varying volatilities and correlations
Creal, Drew
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
4
,
pp. 552-563
Persistent link: https://www.econbiz.de/10009355592
Saved in:
7
State space models with a common stochastic variance
Koopman, Siem Jan
;
Bos, Charles S.
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
3
,
pp. 346-357
Persistent link: https://www.econbiz.de/10002135515
Saved in:
8
The modeling and seasonal adjustment of weekly observations
Harvey, Andrew C.
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
3
,
pp. 354-368
Persistent link: https://www.econbiz.de/10001222712
Saved in:
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