IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Log in (now much improved!) to follow this author

Rob Ernst Luginbuhl

This is information that was supplied by Rob Luginbuhl in registering through RePEc. If you are Rob Ernst Luginbuhl , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Rob
Middle Name:Ernst
Last Name:Luginbuhl
Suffix:
RePEc Short-ID:plu254
[This author has chosen not to make the email address public]
Den Haag, Netherlands
http://www.cpb.nl/

: (070) 338 33 80
(070) 338 33 50
Postbus 80510, 2508 GM Den Haag
RePEc:edi:cpbgvnl (more details at EDIRC)
in new window
  1. Adam Elbourne & Henk Kranendonk & Rob Luginbuhl & Bert Smid & Martin Vromans, 2008. "Evaluating CPB's published GDP growth forecasts; a comparison with individual and pooled VAR based forecasts," CPB Document 172, CPB Netherlands Bureau for Economic Policy Analysis.
  2. Dinand Webbink & Rob Luginbuhl & I. de Wolf, 2007. "Do school inspections improve primary school performance?," CPB Discussion Paper 83, CPB Netherlands Bureau for Economic Policy Analysis.
  3. Rob Luginbuhl & Siem Jan Koopman, 2003. "Convergence in European GDP Series," Tinbergen Institute Discussion Papers 03-031/4, Tinbergen Institute.
  1. Marloes Graaf-Zijl & Albert Horst & Daniel Vuuren & Hugo Erken & Rob Luginbuhl, 2015. "Long-Term Unemployment and the Great Recession in the Netherlands: Economic Mechanisms and Policy Implications," De Economist, Springer, vol. 163(4), pages 415-434, December.
  2. Rob Luginbuhl & Siem Jan Koopman, 2004. "Convergence in European GDP series: a multivariate common converging trend-cycle decomposition," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(5), pages 611-636.
  3. Rob Luginbuhl & Aart de Vos, 2003. "Seasonality and Markov switching in an unobserved component time series model," Empirical Economics, Springer, vol. 28(2), pages 365-386, 04.
  4. Luginbuhl, Rob & de Vos, Aart, 1999. "Bayesian Analysis of an Unobserved-Component Time Series Model of GDP with Markov-Switching and Time-Varying Growths," Journal of Business & Economic Statistics, American Statistical Association, vol. 17(4), pages 456-65, October.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CBA: Central Banking (1) 2008-10-13. Author is listed
  2. NEP-EDU: Education (1) 2007-08-08. Author is listed
  3. NEP-EEC: European Economics (1) 2003-04-27. Author is listed
  4. NEP-FOR: Forecasting (1) 2008-10-13. Author is listed
  5. NEP-MAC: Macroeconomics (1) 2008-10-13. Author is listed
  6. NEP-URE: Urban & Real Estate Economics (1) 2007-08-08. Author is listed

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Rob Luginbuhl should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.