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Information, data dimension and factor structure
Jacobs, Jan; Otter, Pieter W.; Reijer, Ard H. J. den - 2011 - Rev.
Persistent link: https://www.econbiz.de/10009153453
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Measuring coherence of output gaps with an application to the euro area
Mink, Mark; Jacobs, Jan; Haan, Jakob de - In: Oxford economic papers 64 (2012) 2, pp. 217-236
Persistent link: https://www.econbiz.de/10009526826
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Forecasting with real-time macroeconomic data : the ragged-edge problem and revisions
E. Bouwman, Kees; Jacobs, Jan - In: Journal of macroeconomics 33 (2011) 4, pp. 784-792
Persistent link: https://www.econbiz.de/10009530428
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Modeling data revisions : measurement error and dynamics of "true" values
Jacobs, Jan; Van Norden, Simon - In: Journal of econometrics 161 (2011) 2, pp. 101-109
Persistent link: https://www.econbiz.de/10009242202
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Testing for news and noise in non-stationary time series subject to multiple historical revisions
Hecq, Alain W. J.; Jacobs, Jan; Stamatogiannis, Michalis P. - 2016
Persistent link: https://www.econbiz.de/10011419179
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Testing for news and noise in non-stationary time series subject to multiple historical revisions
Hecq, Alain W. J.; Jacobs, Jan; Stamatogiannis, Michalis P. - 2016
Persistent link: https://www.econbiz.de/10011433077
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Trend in cycle or cycle in trend? : new structural identifications for unobserved-components models of U.S. real GDP
Dungey, Mardi H.; Jacobs, Jan; Tian, Jing; Van Norden, Simon - In: Macroeconomic dynamics 19 (2015) 4, pp. 776-790
Persistent link: https://www.econbiz.de/10011309209
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GMM estimation of fixed effects dynamic panel data models with spatial lag and spatial errors
Čížek, Pavel; Jacobs, Jan; Ligthart, Jenny E.; … - 2015 - Revised version of CentER Discussion Paper No. 2011-134
Persistent link: https://www.econbiz.de/10011348905
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On the correspondence between data revision and trend-cycle decomposition
Dungey, Mardi H.; Jacobs, Jan; Tian, Jing; Van Norden, Simon - In: Applied economics letters 20 (2013) 4/6, pp. 316-319
Persistent link: https://www.econbiz.de/10009706792
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Trend-cycle decomposition : implications from an exact structural identification
Dungey, Mardi H.; Jacobs, Jan; Tian, Jing; Van Norden, Simon - 2013
Persistent link: https://www.econbiz.de/10010198264