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The unprecedented stock market reaction to COVID-19
Baker, Scott; Bloom, Nicholas; Davis, Steven J.; Kost, Kyle - In: Review of asset pricing studies : RAPS 10 (2020) 4, pp. 742-758
Persistent link: https://www.econbiz.de/10012318204
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Fluctuations in uncertainty
Bloom, Nicholas - 2013
Persistent link: https://www.econbiz.de/10010227869
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Measuring economic policy uncertainty
Baker, Scott; Bloom, Nicholas; Davis, Steven J. - 2015
Persistent link: https://www.econbiz.de/10011399424
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Measuring economic policy uncertainty
Baker, Scott; Bloom, Nicholas; Davis, Steven J. - 2015
Persistent link: https://www.econbiz.de/10011415992
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Measuring economic policy uncertainty
Baker, Scott; Bloom, Nicholas; Davis, Steven J. - In: The quarterly journal of economics 131 (2016) 4, pp. 1593-1636
Persistent link: https://www.econbiz.de/10011710092
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Long-term forecasting of El Niño events via dynamic factor simulations
Li, Mengheng; Koopman, Siem Jan; Lit, Rutger; Petrova, … - In: Journal of econometrics 214 (2020) 1, pp. 46-66
Persistent link: https://www.econbiz.de/10012438104
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Economic uncertainty before and during the Covid-19 pandemic
Altig, Dave; Baker, Scott; Barrero, Jose Maria; Bloom, … - 2020
Persistent link: https://www.econbiz.de/10012542180
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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
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Empirical bayes methods for dynamic factor models
Koopman, Siem Jan; Mesters, Geert - In: The review of economics and statistics 99 (2017) 3, pp. 486-498
Persistent link: https://www.econbiz.de/10011793537
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Monte Carlo maximum likelihood estimation for generalized long-memory time series models
Mesters, G.; Koopman, Siem Jan; Ooms, Marius - In: Econometric reviews 35 (2016) 1/4, pp. 659-687
Persistent link: https://www.econbiz.de/10011550112