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~isPartOf:"Economics letters"
~person:"Koopman, Siem Jan"
~person:"Pesaran, M. Hashem"
~subject:"Forecast"
~subject:"Time series analysis"
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Koopman, Siem Jan
Pesaran, M. Hashem
Franses, Philip Hans
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1
Generalized impulse response analysis in linear multivariate models
Pesaran, M. Hashem
- In:
Economics letters
58
(
1998
)
1
,
pp. 17-29
Persistent link: https://www.econbiz.de/10001233152
Saved in:
2
Measuring financial cycles in a model-based analysis : empirical evidence for the United States and the euro area
Galati, Gabriele
;
Hindrayanto, Irma
;
Koopman, Siem Jan
; …
- In:
Economics letters
145
(
2016
),
pp. 83-87
Persistent link: https://www.econbiz.de/10011618230
Saved in:
3
A robust Beveridge-Nelson decomposition using a score-driven approach with an application
Blasques, F.
;
Brummelen, J. van
;
Gorgi, P.
;
Koopman, …
- In:
Economics letters
236
(
2024
),
pp. 1-5
Persistent link: https://www.econbiz.de/10015071895
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