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~person:"Koopman, Siem Jan"
~person:"Timmermann, Allan"
~subject:"United States"
~type:"article"
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Koopman, Siem Jan
Timmermann, Allan
Gil-Alaña, Luis A.
39
Gupta, Rangan
22
Caporale, Guglielmo Maria
16
Stock, James H.
14
Franses, Philip Hans
13
Watson, Mark W.
13
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9
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9
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8
Cuñado Eizaguirre, Juncal
8
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8
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8
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8
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7
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7
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7
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7
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7
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6
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6
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6
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6
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6
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6
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6
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6
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6
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6
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5
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5
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5
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5
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5
Dijk, Dick van
5
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5
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5
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5
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5
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5
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3
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2
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1
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1
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1
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1
Nonlinear time series analysis of business cycles
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Systemic risk tomography : signals, measurement and transmission channels
1
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ECONIS (ZBW)
12
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1
Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors
Bennedsen, Mikkel
;
Hillebrand, Eric
;
Koopman, Siem Jan
- In:
Energy economics
96
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012818590
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
Model-based business cycle and financial cycle decomposition for Europe and the United States
Koopman, Siem Jan
;
Lit, Rutger
;
Lucas, André
- In:
Systemic risk tomography : signals, measurement and …
,
(pp. 151-168)
.
2017
Persistent link: https://www.econbiz.de/10011617896
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
Forecasting the US term structure of interest rates using a macroeconomic smooth dynamic factor model
Koopman, Siem Jan
;
Wel, Michel van der
- In:
International journal of forecasting
29
(
2013
)
4
,
pp. 676-694
Persistent link: https://www.econbiz.de/10010221305
Saved in:
6
Periodic unobserved cycles in seasonal time series with an application to US unemployment
Koopman, Siem Jan
;
Ooms, Marius
;
Hindrayanto, Irma
- In:
Oxford bulletin of economics and statistics
71
(
2009
)
5
,
pp. 683-713
Persistent link: https://www.econbiz.de/10003875192
Saved in:
7
Measuring synchronization and convergence of business cycles for the euro area, UK and US
Koopman, Siem Jan
;
Azevedo, João Valle e
- In:
Oxford bulletin of economics and statistics
70
(
2008
)
1
,
pp. 23-51
Persistent link: https://www.econbiz.de/10003624791
Saved in:
8
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
Saved in:
9
Duration dependence in stock prices : an analysis of bull and bear markets
Lunde, Asger
;
Timmermann, Allan
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
3
,
pp. 253-273
Persistent link: https://www.econbiz.de/10002135493
Saved in:
10
Constructing seasonally adjusted data with time-varying confidence intervals
Koopman, Siem Jan
;
Franses, Philip Hans
- In:
Oxford bulletin of economics and statistics
64
(
2002
)
5
,
pp. 509-526
Persistent link: https://www.econbiz.de/10001741990
Saved in:
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