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Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors

Bennedsen, Mikkel; Hillebrand, Eric; Koopman, Siem Jan - 2019

Persistent link: https://www.econbiz.de/10012316908

Long-term forecasting of El Niño events via dynamic factor simulations

Li, Mengheng; Koopman, Siem Jan; Lit, Rutger; Petrova, … - In: Journal of econometrics 214 (2020) 1, pp. 46-66

Persistent link: https://www.econbiz.de/10012438104

Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors

Bennedsen, Mikkel; Hillebrand, Eric; Koopman, Siem Jan - In: Energy economics 96 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10012818590

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

This paper proposes a new model-based method to obtain a coincident indicator for the business cycle. A dynamic factor model with trend components and a common cycle component is considered which can be estimated using standard maximum likelihood methods. The multivariate unobserved components...

Persistent link: https://www.econbiz.de/10011334364

Convergence in European GDP series

Luginbuhl, Rob; Koopman, Siem Jan - 2003

Convergence in gross domestic product series of five European countriesis empirically identified using multivariate time series models that arebased on unobserved components with dynamic converging properties.We define convergence in terms of a decrease in dispersion over timeand model this...

Persistent link: https://www.econbiz.de/10011333256

Convergence in European GDP Series

Luginbuhl, Rob; Koopman, Siem Jan - 2003

Convergence in gross domestic product series of five European countries is empirically identified using multivariate time series models that are based on unobserved components with dynamic converging properties. We define convergence in terms of a decrease in dispersion over time and model this...

Persistent link: https://www.econbiz.de/10014086714

The common converging trend-cycle model : estimation, modeling and an application to European convergence

Luginbuhl, Rob; Koopman, Siem Jan - In: Monographs of official statistics : papers and …, (pp. 264-291). 2004

Persistent link: https://www.econbiz.de/10003398184

Convergence in European GDP series : a multivariate common converging trend-cycle decomposition

Luginbuhl, Rob; Koopman, Siem Jan - In: Journal of applied econometrics 19 (2004) 5, pp. 611-636

Persistent link: https://www.econbiz.de/10002342792

Convergence in European GDP series : a multivariate common converging trend-cycle decomposition

Luginbuhl, Rob; Koopman, Siem Jan - 2003

Persistent link: https://www.econbiz.de/10001791917

Nowcasting and Forecasting Economic Growth in the Euro Area Using Principal Components

Hindrayanto, Irma - 2014

different forecast horizons. However, various specifications of the factor model exist and it is a topic of debate which … specification is most effective in its forecasting performance. Furthermore, the forecast performances of the different … depth. We empirically verify the forecast performance of three factor model approaches and report our findings in an …

Persistent link: https://www.econbiz.de/10013048646