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Year of Publication
Title
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2024
A robust Beveridge-Nelson decomposition using a score-driven approach with an application
Blasques, Francisco
;
van Brummelen, Janneke
;
Gorgi, Paolo
;
Koopman, Siem Jan
2006
Credit Cycles and Macro Fundamentals
Koopman, Siem Jan
;
Kraeussl, Roman
;
Lucas, Andre
;
Monteiro, Andre
2002
Time Series Models with a Common Stochastic Variance for Analysing Economic Time Series
Koopman, Siem Jan
;
Bos, Charles S.
2012
Joint Independent Metropolis-Hastings Methods for Nonlinear Non-Gaussian State Space Models
Barra, Istvan
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
;
Lucas, Andre
2021
An empirical assessment of the U.S. Phillips curve over time
Vlekke, Marente
;
Koopman, Siem Jan
;
Mellens, Martin C.
2011
Modeling Dynamic Volatilities and Correlations under Skewness and Fat Tails
Zhang, Xin
;
Creal, Drew
;
Koopman, Siem Jan
;
Lucas, Andre
2011
Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models
Mesters, Geert
;
Koopman, Siem Jan
;
Ooms, Marius
2014
Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, Andre
;
Schaumburg, Julia
2016
The Dynamic Factor Network Model with an Application to Global Credit-Risk
Bräuning, Falk
;
Koopman, Siem Jan
2019
Partially Censored Posterior for Robust and Efficient Risk Evaluation
Borowska, Agnieszka
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
;
van Dijk, Herman K.
Author
23
Blasques, Francisco
20
Lucas, André
15
Lucas, Andre
9
Gorgi, Paolo
8
Ooms, Marius
7
Creal, Drew
7
Schwaab, Bernd
6
Lit, Rutger
5
Mesters, Geert
4
Hindrayanto, Irma
.
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