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Publications

by alumni of

Afdeling Econometrie and Operations Research
School of Business and Economics
Vrije Universiteit Amsterdam
Amsterdam, Netherlands

(Department of Econometrics and Operations Research, VU University Amsterdam)

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.


| Working papers | Journal articles |

Working papers

2021

  1. Régis Barnichon & Geert Mesters, 2021. "Fiscal Targeting," Working Papers 1277, Barcelona Graduate School of Economics.
  2. Adam Lee & Geert Mesters, 2021. "Robust Non-Gaussian Inference for Linear Simultaneous Equations Models," Working Papers 1278, Barcelona Graduate School of Economics.

2020

  1. Régis Barnichon & Geert Mesters, 2020. "Optimal policy perturbations," Economics Working Papers 1716, Department of Economics and Business, Universitat Pompeu Fabra.
  2. Régis Barnichon & Geert Mesters, 2020. "Testing Macroeconomic Policies with Sufficient Statistics," Working Papers 1171, Barcelona Graduate School of Economics.

2019

  1. Régis Barnichon & Geert Mesters, 2019. "The Phillips multiplier," Economics Working Papers 1632, Department of Economics and Business, Universitat Pompeu Fabra.
  2. Régis Barnichon & Geert Mesters, 2019. "Identifying modern macro equations with old shocks," Economics Working Papers 1659, Department of Economics and Business, Universitat Pompeu Fabra.
  3. Dennis Bonam & Gabriele Galati & Irma Hindrayanto & Marco Hoeberichts & Anna Samarina & Irina Stanga, 2019. "Inflation in the euro area since the Global Financial Crisis," DNB Occasional Studies 1703, Netherlands Central Bank, Research Department.

2018

  1. Dennis Bonam & Peter van Els & Jan Willem van den End & Leo de Haan & Irma Hindrayanto, 2018. "The natural rate of interest from a monetary and financial perspective," DNB Occasional Studies 1603, Netherlands Central Bank, Research Department.
  2. Mengheng Li & Irma Hindrayanto, 2018. "Looking for the stars: Estimating the natural rate of interest," Working Paper Series 51, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
  3. Rünstler, Gerhard & Balfoussia, Hiona & Burlon, Lorenzo & Buss, Ginters & Comunale, Mariarosaria & De Backer, Bruno & Dewachter, Hans & Guarda, Paolo & Haavio, Markus & Hindrayanto, Irma & Iskrev, Nik, 2018. "Real and financial cycles in EU countries - Stylised facts and modelling implications," Occasional Paper Series 205, European Central Bank.
  4. Kuurstra, Douwe & Zeelenberg, Kees, 2018. "Statistical quality by design: certification, rules and culture," MPRA Paper 88227, University Library of Munich, Germany.
  5. Zeelenberg, Kees & Ypma, Winfried & Struijs, Peter, 2018. "Quality management of methodology and process development for official statistics," MPRA Paper 88610, University Library of Munich, Germany.

2017

  1. Christian Brownlees & Geert Mesters, 2017. "Detecting Granular Time Series in Large Panels," Working Papers 991, Barcelona Graduate School of Economics.
  2. Irma Hindrayanto & Jan P.A.M. Jacobs & Denise R. Osborn & Jing Tian, 2017. "Trend-cycle-seasonal interactions: identification and estimation," CAMA Working Papers 2017-57, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  3. Jasper de Winter & Siem Jan Koopman & Irma Hindrayanto & Anjali Chouhan, 2017. "Modeling the business and financial cycle in a multivariate structural time series model," DNB Working Papers 573, Netherlands Central Bank, Research Department.

2016

  1. Gabriele Galati & Irma Hindrayanto & Siem Jan Koopman & Marente Vlekke, 2016. "Measuring Financial Cycles in a Model-Based Analysis: Empirical Evidence for the United States and the Euro Area," Tinbergen Institute Discussion Papers 16-029/III, Tinbergen Institute.
  2. Gabriele Galati & Irma Hindrayanto & Siem Jan Koopman & Marente Vlekke, 2016. "Measuring financial cycles with a model-based filter: Empirical evidence for the United States and the euro area," DNB Working Papers 495, Netherlands Central Bank, Research Department.

2015

  1. de Wolf, Peter-Paul & Zeelenberg, Kees, 2015. "Challenges for statistical disclosure control in a world with big data and open data," MPRA Paper 88658, University Library of Munich, Germany.
  2. Braaksma, Barteld & Zeelenberg, Kees, 2015. "“Re-make/Re-model”: Should big data change the modelling paradigm in official statistics?," MPRA Paper 87741, University Library of Munich, Germany.

2014

  1. Siem Jan Koopman & Geert Mesters, 2014. "Empirical Bayes Methods for Dynamic Factor Models," Tinbergen Institute Discussion Papers 14-061/III, Tinbergen Institute.
  2. Geert Mesters & Victor van der Geest & Catrien Bijleveld, 2014. "Crime, Employment and Social Welfare: an Individual-level Study on Disadvantaged Males," Tinbergen Institute Discussion Papers 14-091/III, Tinbergen Institute.
  3. Geert Mesters & Bernd Schwaab & Siem Jan Koopman, 2014. "A Dynamic Yield Curve Model with Stochastic Volatility and Non-Gaussian Interactions: An Empirical Study of Non-standard Monetary Policy in the Euro Area," Tinbergen Institute Discussion Papers 14-071/III, Tinbergen Institute.
  4. Irma Hindrayanto & Jan Jacobs & Denise Osborn, 2014. "On trend-cycle-seasonal interactions," DNB Working Papers 417, Netherlands Central Bank, Research Department.
  5. Irma Hindrayanto & Siem Jan Koopman & Jasper de Winter, 2014. "Nowcasting and forecasting economic growth in the euro area using principal components," DNB Working Papers 415, Netherlands Central Bank, Research Department.

2013

  1. Booleman, Max & Zeelenberg, Kees, 2013. "Industrialisation in official statistics: a view on quality reporting and sufficient quality," MPRA Paper 88659, University Library of Munich, Germany.

2012

  1. Geert Mesters & Siem Jan Koopman, 2012. "A Forty Year Assessment of Forecasting the Boat Race," Tinbergen Institute Discussion Papers 12-110/III, Tinbergen Institute.
  2. Geert Mesters & Siem Jan Koopman, 2012. "Generalized Dynamic Panel Data Models with Random Effects for Cross-Section and Time," Tinbergen Institute Discussion Papers 12-009/4, Tinbergen Institute, revised 18 Mar 2014.

2011

  1. Geert Mesters & Siem Jan Koopman & Marius Ooms, 2011. "Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models," Tinbergen Institute Discussion Papers 11-090/4, Tinbergen Institute.

2010

  1. Irma Hindrayanto & John A.D. Aston & Siem Jan Koopman & Marius Ooms, 2010. "Modeling Trigonometric Seasonal Components for Monthly Economic Time Series," Tinbergen Institute Discussion Papers 10-018/4, Tinbergen Institute.

2006

  1. Siem Jan Koopman & Marius Ooms & Irma Hindrayanto, 2006. "Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment," Tinbergen Institute Discussion Papers 06-101/4, Tinbergen Institute.

1997

  1. Petoussis, Kos & Gill, Richard & Zeelenberg, Kees, 1997. "Statistical analysis of heaped duration data," MPRA Paper 89263, University Library of Munich, Germany.
  2. Zeelenberg, Kees & de Boer, Bart & Brouwer, Roy, 1997. "Sustainability in Growth Models," MPRA Paper 89260, University Library of Munich, Germany.

1996

  1. Bartelsman, Eric & van Leeuwen, George & Nieuwenhuijsen, Henry & Zeelenberg, Kees, 1996. "R&D and productivity growth: evidence from firm-level data for the Netherlands," MPRA Paper 87740, University Library of Munich, Germany.

1989

  1. Cornielje, O.J.C. & Zeelenberg, C., 1989. "Excess demand in the Keller model," Serie Research Memoranda 0076, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  2. Kleijweg, A. & Van Leeuwen, G. & Huigen, R. & Zeelenberg, K., 1989. "The Demand For Energy In Dutch Manufacturing; Astudy Using Panel Data Of Individual Firms 1978-1986," Papers 8906, NEUHUYS - RESEARCH INSTITUTE FOR SMALL AND MEDIUM.

1988

  1. Zeelenberg, Kees, 1988. "Elasticities under multi-stage budgeting," MPRA Paper 90353, University Library of Munich, Germany.

1986

  1. Zeelenberg, Kees, 1986. "Elasticities under two-stage budgeting," MPRA Paper 89262, University Library of Munich, Germany.

Journal articles

2021

  1. Barnichon, Regis & Mesters, Geert, 2021. "The Phillips multiplier," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 689-705.
  2. Brownlees, Christian & Mesters, Geert, 2021. "Detecting granular time series in large panels," Journal of Econometrics, Elsevier, vol. 220(2), pages 544-561.

2020

  1. Regis Barnichon & Geert Mesters, 2020. "Identifying Modern Macro Equations with Old Shocks," The Quarterly Journal of Economics, Oxford University Press, vol. 135(4), pages 2255-2298.

2019

  1. Hindrayanto, Irma & Jacobs, Jan P.A.M. & Osborn, Denise R. & Tian, Jing, 2019. "Trend–Cycle–Seasonal Interactions: Identification And Estimation," Macroeconomic Dynamics, Cambridge University Press, vol. 23(8), pages 3163-3188, December.
  2. Hindrayanto, Irma & Samarina, Anna & Stanga, Irina M., 2019. "Is the Phillips curve still alive? Evidence from the euro area," Economics Letters, Elsevier, vol. 174(C), pages 149-152.

2018

  1. Regis Barnichon & Geert Mesters, 2018. "On the Demographic Adjustment of Unemployment," The Review of Economics and Statistics, MIT Press, vol. 100(2), pages 219-231, May.

2017

  1. Regis Barnichon & Geert Mesters, 2017. "How Tight Is the U.S. Labor Market?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  2. S. J. Koopman & G. Mesters, 2017. "Empirical Bayes Methods for Dynamic Factor Models," The Review of Economics and Statistics, MIT Press, vol. 99(3), pages 486-498, July.

2016

  1. G. Mesters & S. J. Koopman & M. Ooms, 2016. "Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models," Econometric Reviews, Taylor & Francis Journals, vol. 35(4), pages 659-687, April.
  2. Hindrayanto, Irma & Koopman, Siem Jan & de Winter, Jasper, 2016. "Forecasting and nowcasting economic growth in the euro area using factor models," International Journal of Forecasting, Elsevier, vol. 32(4), pages 1284-1305.
  3. Galati, Gabriele & Hindrayanto, Irma & Koopman, Siem Jan & Vlekke, Marente, 2016. "Measuring financial cycles in a model-based analysis: Empirical evidence for the United States and the euro area," Economics Letters, Elsevier, vol. 145(C), pages 83-87.

2014

  1. Mesters, G. & Koopman, S.J., 2014. "Generalized dynamic panel data models with random effects for cross-section and time," Journal of Econometrics, Elsevier, vol. 180(2), pages 127-140.

2013

  1. Irma Hindrayanto & John A.D. Aston & Siem Jan Koopman & Marius Ooms, 2013. "Modelling trigonometric seasonal components for monthly economic time series," Applied Economics, Taylor & Francis Journals, vol. 45(21), pages 3024-3034, July.

2010

  1. Hindrayanto, Irma & Koopman, Siem Jan & Ooms, Marius, 2010. "Exact maximum likelihood estimation for non-stationary periodic time series models," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2641-2654, November.

2009

  1. Siem Jan Koopman & Marius Ooms & Irma Hindrayanto, 2009. "Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(5), pages 683-713, October.
  2. Eugene Seneta & Kees Zeelenberg, 2009. "New Editor‐in‐Chief for the International Statistical Review," International Statistical Review, International Statistical Institute, vol. 77(3), pages 329-330, December.

1997

  1. van Driel, Hans & Nadall, Venuta & Zeelenberg, Kees, 1997. "The Demand for Food in the United States and the Netherlands: A Systems Approach with the CBS Model: Reply," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(5), pages 530-532, Sept.-Oct.
  2. van Driel, Hans & Nadall, Venuta & Zeelenberg, Kees, 1997. "The Demand for Food in the United States and the Netherlands: A Systems Approach with the CBS Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(5), pages 509-523, Sept.-Oct.

1994

  1. W. H. J. Hassink & R. D. Huigen & Z. Zeelenberg, 1994. "Sampling errors and the substitution between white-collar and blue-collar workers," Applied Economics Letters, Taylor & Francis Journals, vol. 1(10), pages 164-166.

1989

  1. René Huige & Huib Van de Stadt & Kees Zeelenberg, 1989. "Socio‐Economic Accounts For The Netherlands," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 35(3), pages 317-334, September.

IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.