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area sovereign debt crises. We find that macro and default-specific world factors are a primary source of default …

Persistent link: https://www.econbiz.de/10010484886

Competition, the Lisbon strategy and the EURO

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Gil-Alaña, Luis A. - 1998

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Systemic risk diagnostics : coincident indicators and early warning signals

Schwaab, Bernd; Lucas, André; Koopman, Siem Jan - 2010

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Generalized dynamic panel data models with random effects for cross-section and time

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Forecasting in a changing world : from the great recession to the COVID-19 pandemic

Artemova, Mariia; Blasques, Francisco; Koopman, Siem Jan; … - 2021

We develop a new targeted maximum likelihood estimation method that provides improved forecasting for misspecified linear autoregressive models. The method weighs data points in the observed sample and is useful in the presence of data generating processes featuring structural breaks, complex...

Persistent link: https://www.econbiz.de/10012416341