Koopman, Siem-Jan
Koopman, Siem-Jan, 1963-
Koopman, S. J. (Siem Jan)
Koopman, S. J., 1963-
Siem Jan Koopman economist (Vrije Universiteit; Tinbergen Instituut)
VIAF ID: 54370696 ( Personal )
Permalink: http://viaf.org/viaf/54370696
Preferred Forms
- 200 _ | ‡a Koopman ‡b Siem Jan
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- 100 1 _ ‡a Koopman, S. J. ‡q (Siem Jan)
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- 100 1 _ ‡a Koopman, S. J., ‡d 1963-
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- 100 1 _ ‡a Koopman, Siem Jan
- 100 1 _ ‡a Koopman, Siem Jan
- 100 1 _ ‡a Koopman, Siem Jan
- 100 1 _ ‡a Koopman, Siem Jan
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- 100 1 _ ‡a Koopman, Siem Jan ‡d 1963-
- 100 1 _ ‡a Koopman, Siem Jan ‡d 1963-
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- 100 0 _ ‡a Siem Jan Koopman ‡c economist (Vrije Universiteit; Tinbergen Instituut)
4xx's: Alternate Name Forms (15)
5xx's: Related Names (5)
- 510 2 _ ‡a Aarhus Universitet ‡b Center for Research in Econometric Analysis of Time Series ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a London School of Economics and Political Science ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Tinbergen Institute ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Universiteit van Tilburg ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Vrije Universiteit Amsterdam ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
Works
Title | Sources |
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Analyse de la dynamique du phénomène de contagion entre les obligations souveraines européennes au cours des récents épisodes de crises financières | |
Business and default cycles for credit risk | |
Constructing seasonally adjusted data with time-varying confidence intervals | |
Convergence in European GDP series : a multivariate common converging trend-cycle decomposition | |
Credit cycles and macro fundamentals | |
Detecting shocks : outliers and breaks in time series | |
Diagnostic checking and intra-daily effects in time series models | |
Dynamic factor models | |
A dynamic multivariate heavy-tailed model for time-varying volatilities and correlations | |
Dynamic term structure models with score-driven time-varying parameters: estimation and forecasting | |
The effect of the great moderation on the US business cycle in a time-varying multivariate trend-cycle model | |
Estimating systematic continuous-time trends in recidivism using a non-Gaussian panel data model | |
Extracting business cycles using semi-parametric time-varying spectra with applications to US macroeconomic time series | |
Forecasting cross-sections of frailty-correlated default | |
Interaction between supply and demand shocks in production and employment | |
Introduction to state space time series analysis | |
Jotai kukan moderingu ni yoru jikeiretsu bunseki nyumon. | |
Likelihood functions for state space models with diffuse initial conditions | |
The liquidity effect of monetary policy : a signal extraction approach | |
Long memory modelling of inflation with stochastic variance and structural breaks | |
Macro, industry and frailty effects in defaults : the 2008 credit crisis in perspective | |
Measuring synchronisation and convergence of business cycles | |
Model-based measurement of actual volatility in high-frequency data | |
Modèles à facteurs dynamiques avec non linéarités : application à l'analyse du cycle économique. | |
Modelling bid-ask spreads in competitive dealership markets | |
Models with time-varying mean and variance: a robust analysis of U.S. industrial production | |
The multi-state latent factor intensity model for credit rating transitions | |
n00008824 | |
A non-Gaussian panel time series model for estimating and decomposing default risk | |
On importance sampling for state space models | |
Periodic seasonal Reg-ARFIMA-GARCH models for daily electricity spot prices | |
Periodic unobserved cycles in seasonal time series with an application to US unemployment | |
Pro-cyclicality, empirical credit cycles, and capital buffer formation | |
Round-the-clock price discovery for cross-listed stocks : U.S.-Dutch evidence | |
Sovereign risk exploration in times of crisis : a look at financial contagion. | |
Spline smoothing over difficult regions : a state space approach | |
Spot variance path estimation and its application to high frequency jump testing | |
Stamp 5.0 : structural time series analyser, modeller and predictor | |
STAMP eight | |
State space and unobserved component models, 2004: | |
Statistical algorithms for models in state space form : SsfPack 3.0 | |
The stochastic volatility in mean model : empirical evidence from international stock markets | |
Stock index volatility forecasting with high frequency data | |
Systemic risk diagnostics : coincident indicators and early warning signals | |
Time series modelling of daily tax revenues | |
Time series models with a common stochastic variance for analysing economic time series | |
Tracking growth and the business cycle stochastic common cycle model for the euro area | |
Unobserved components and time series econometrics | |
状態空間時系列分析入門 |