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~isPartOf:"De Nederlandsche Bank Working Paper"
~isPartOf:"Suntory Toyota International Centre for Economics and Related Disciplines"
~person:"Koopman, Siem Jan"
~person:"Minford, Patrick"
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MEDEA: a DSGE model for the Sp...
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Koopman, Siem Jan
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Measuring Financial Cycles with a Model-Based Filter : Empirical Evidence for the United States and the Euro Area
Galati, Gabriele
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2016
financial cycles for the United States, Germany, France, Italy,
Spain
and the Netherlands, using data from 1970 to 2014. For …
Persistent link: https://www.econbiz.de/10013000400
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Exact score for time series models in state space form
Koopman, Siem Jan
;
Shephard, Neil G.
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1992
Persistent link: https://www.econbiz.de/10000837992
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The modelling and seasonal adjustment of weekly observations
Harvey, Andrew C.
;
Koopman, Siem Jan
;
Riani, Marco
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1995
Persistent link: https://www.econbiz.de/10000906280
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