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Time series models with a common stochastic variance for analysing economic time series

Koopman, Siem Jan; Bos, Charles S. - 2002

Persistent link: https://www.econbiz.de/10001718624

Meta-analysis: A Tool for Upgrading Inputs of Macroeconomic Policy Models

Florax, Raymond J. G. M.; Groot, Henri L. F. de; Mooij, … - 2002

Persistent link: https://www.econbiz.de/10001663843

Meta-analysis of the impact of fiscal policies on long-run growth

Nijkamp, Peter; Poot, Jacques - 2002

Persistent link: https://www.econbiz.de/10001659005

Business and default cycles for credit risk

Koopman, Siem Jan; Lucas, André - 2003

Persistent link: https://www.econbiz.de/10001792714

Tracking growth and the business cycle : a stochastic common cycle model for the euro area

Azevedo, João Valle e; Koopman, Siem Jan; Rua, António - 2003

Persistent link: https://www.econbiz.de/10001792789

Inference for adaptive time series models : stochastic volatility and conditionally Gaussian state space form

Bos, Charles S.; Shephard, Neil G. - 2004

Persistent link: https://www.econbiz.de/10001906792

Measuring asymmetric stochastic cycle components in US macroeconomic time series

Koopman, Siem Jan; Lee, Kai Ming - 2005

Persistent link: https://www.econbiz.de/10003115944

Non-linearities and fractional integration in the US unemployment rate

Caporale, Guglielmo Maria (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001873870

The stochastic volatility on mean model : empirical evidence from international stock markets

Koopman, Siem Jan; Uspensky, Eugenie Hol - 2000

Persistent link: https://www.econbiz.de/10001472890

Risk-taking, competition and uncertaint : do contingent convertible (CoCo) bonds increase the risk appetite of banks?

Fatouh, Mahmoud; Neamtu, Ioana; Wijnbergen, Sweder van - 2022

We assess the impact of contingent convertible (CoCo) bonds and the wealth transfers they imply conditional on conversion on the risk-taking behaviour of the issuing bank. We also test for regulatory arbitrage: do banks try to maintain risk-taking incentives by issuing CoCo bonds, when...

Persistent link: https://www.econbiz.de/10012887890