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Geert Mesters

This is information that was supplied by Geert Mesters in registering through RePEc. If you are Geert Mesters, 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:Geert
Middle Name:
Last Name:Mesters
RePEc Short-ID:pme642
Barcelona, Spain

: (34) 935 42 1766
(34)935 42 17 46
Ramon Trias Fargas 25-27, 08005 Barcelona
RePEc:edi:deupfes (more details at EDIRC)
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  1. 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.
  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. Siem Jan Koopman & Geert Mesters, 2014. "Empirical Bayes Methods for Dynamic Factor Models," Tinbergen Institute Discussion Papers 14-061/III, Tinbergen Institute.
  4. 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.
  5. Geert Mesters & Siem Jan Koopman, 2012. "A Forty Year Assessment of Forecasting the Boat Race," Tinbergen Institute Discussion Papers 12-110/III, Tinbergen Institute.
  6. 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.
  1. Barnichon, Regis & Mesters, Geert, 2017. "How Tight Is the U.S. Labor Market?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  2. 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.
  3. 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.
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-ECM: Econometrics (4) 2011-07-13 2012-11-03 2014-11-17 2015-04-25. Author is listed
  2. NEP-ORE: Operations Research (4) 2011-07-13 2012-11-03 2014-07-13 2014-11-17. Author is listed
  3. NEP-DCM: Discrete Choice Models (2) 2014-11-22 2015-04-25. Author is listed
  4. NEP-ETS: Econometric Time Series (2) 2011-07-13 2015-04-25. Author is listed
  5. NEP-LAW: Law & Economics (2) 2014-11-22 2015-04-25. Author is listed
  6. NEP-MAC: Macroeconomics (2) 2014-07-13 2015-04-25. Author is listed
  7. NEP-MON: Monetary Economics (2) 2014-07-13 2015-04-25. Author is listed
  8. NEP-URE: Urban & Real Estate Economics (2) 2014-11-22 2015-04-25. Author is listed
  9. NEP-CBA: Central Banking (1) 2015-04-25. Author is listed
  10. NEP-EEC: European Economics (1) 2015-04-25. Author is listed

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