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Global credit risk : world, country and industry factors
Schwaab, Bernd; Koopman, Siem Jan; Lucas, André - 2015
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
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Productivity gains from offshoring : an empirical analysis for the Netherlands
Butter, Frank A. G. den; Pattipeilohy, Christiaan - 2007 - This version: 19 November 2007
, using a recent theory on trade in tasks. A production function is estimated for the Netherlands for the period 1972-2001. It …
Persistent link: https://www.econbiz.de/10011373831
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Trade, trust and transaction cost
Butter, Frank A. G. den; Mosch, Robert - 2003
Transaction costs are a major reason why international trade flows are much smaller than traditional trade theory would …
Persistent link: https://www.econbiz.de/10011334351
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Skill policies for Scotland
Heckman, James J. (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10002520119
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Long memory and fractional integration in high frequency financial time series
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2010
Persistent link: https://www.econbiz.de/10003979849
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Systemic risk diagnostics : coincident indicators and early warning signals
Schwaab, Bernd; Lucas, André; Koopman, Siem Jan - 2010
Persistent link: https://www.econbiz.de/10008771823
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Generalized dynamic panel data models with random effects for cross-section and time
Mesters, Geert; Koopman, Siem Jan - 2012
Persistent link: https://www.econbiz.de/10009722706
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Global loss diversification in the insurance sector
Sheremet, Oleg; Lucas, André - 2008
Persistent link: https://www.econbiz.de/10003762628
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A hybrid joint moment ratio test for financial times series
Groenendijk, Patrick A.; Lucas, André; Vries, Casper G. de - 1998
Persistent link: https://www.econbiz.de/10000994244
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Model-based business cycle and financial cycle decomposition for Europe and the U.S.
Koopman, Siem Jan; Lit, Rutger; Lucas, André - 2016
We develop a multivariate unobserved components model to extract business cycle and financial cycle indicators from a panel of economic and financial time series of four large developed economies. Our model is flexible and allows for the inclusion of cycle components in different selections of...
Persistent link: https://www.econbiz.de/10011520505