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Global credit risk : world, country and industry factors
Schwaab, Bernd; Koopman, Siem Jan; Lucas, André - 2016
Persistent link: https://www.econbiz.de/10011618479
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Systemic risk diagnostics : coincident indicators and early warning signals
Schwaab, Bernd; Koopman, Siem Jan; Lucas, André - 2011
components for a large data set comprising the U.S., the EU-27 area, and the respective rest of the world. Credit risk conditions …
Persistent link: https://www.econbiz.de/10009006653
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Central banks, macro-financial stability and the future of the financial system
George, Esther L.; Acemoglu, Daron; Allen, Hilary J.; … - BIS Annual Conference <22., 2023, Basel> - 2023
Persistent link: https://www.econbiz.de/10014442377
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Multivariate structural time series models
Harvey, Andrew C.; Koopman, Siem Jan - 1996
Persistent link: https://www.econbiz.de/10000934066
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Testing of unit root and other nonstationary hypotheses in macroeconomic time series
Gil-Alaña, Luis A.; Robinson, Peter M. - 1996
Persistent link: https://www.econbiz.de/10000952843
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Messy time series : a unified approach
Harvey, Andrew C.; Koopman, Siem Jan; Penzer, Jeremy - 1997
Persistent link: https://www.econbiz.de/10000960677