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Geert Mesters

Personal Details

First Name:Geert
Middle Name:
Last Name:Mesters
Suffix:
RePEc Short-ID:pme642
[This author has chosen not to make the email address public]
http://www.geertmesters.nl
Terminal Degree:2015 Afdeling Econometrie and Operations Research; School of Business and Economics; Vrije Universiteit Amsterdam (from RePEc Genealogy)

Affiliation

Departament d'Economia i Empresa
Universitat Pompeu Fabra
Barcelona School of Economics (BSE)

Barcelona, Spain
http://www.econ.upf.edu/
RePEc:edi:deupfes (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Geert Mesters & Régis Barnichon, 2025. "Policy evaluation with Sufficient Macro Statistics -a primer," Working Papers 1474, Barcelona School of Economics.
  2. Geert Mesters & Régis Barnichon, 2025. "Innovations Meet Narratives -Improving the Power-Credibility Trade-off in Macro," Working Papers 1475, Barcelona School of Economics.
  3. Geert Mesters & Régis Barnichon, 2023. "Evaluating Policy Institutions -150 Years of US Monetary Policy-," Working Papers 1410, Barcelona School of Economics.
  4. Jordi Brandts & Sabrine El Baroudi & Stefanie Huber & Christina Rott, 2022. "Gender Differences in Private and Public Goal Setting," Tinbergen Institute Discussion Papers 22-008/II, Tinbergen Institute.
  5. Lukas Hoesch & Adam Lee & Geert Mesters, 2022. "Robust inference for non-Gaussian SVAR models," Economics Working Papers 1847, Department of Economics and Business, Universitat Pompeu Fabra.
  6. Adam Lee & Lukas Hoesch & Geert Mesters, 2022. "Locally Robust Inference for Non-Gaussian SVAR Models," Working Papers 1367, Barcelona School of Economics.
  7. Piotr Zwiernik & Geert Mesters, 2022. "Non-Independent Components Analysis," Working Papers 1358, Barcelona School of Economics.
  8. Adam Lee & Geert Mesters, 2021. "Locally Robust Inference for Non-Gaussian Linear Simultaneous Equations Models," Working Papers 1278, Barcelona School of Economics.
  9. Geert Mesters & Régis Barnichon, 2021. "Reconciling Fiscal Ceilings with Macro Stabilization," Working Papers 1277, Barcelona School of Economics.
  10. Régis Barnichon & Geert Mesters, 2021. "Fiscal targeting," Economics Working Papers 1793, Department of Economics and Business, Universitat Pompeu Fabra.
  11. Adam Lee & Geert Mesters, 2021. "Robust non-Gaussian inference for linear simultaneous equations models," Economics Working Papers 1792, Department of Economics and Business, Universitat Pompeu Fabra.
  12. Geert Mesters & Régis Barnichon, 2020. "A Sufficient Statistics Approach for Macro Policy Evaluation," Working Papers 1171, Barcelona School of Economics.
  13. Régis Barnichon & Geert Mesters, 2020. "Optimal policy perturbations," Economics Working Papers 1716, Department of Economics and Business, Universitat Pompeu Fabra.
  14. Geert Mesters & Régis Barnichon, 2019. "The Phillips Multiplier," Working Papers 1070, Barcelona School of Economics.
  15. Geert Mesters & Régis Barnichon, 2019. "Identifying Modern Macro Equations with Old Shocks," Working Papers 1097, Barcelona School of Economics.
  16. Geert Mesters & Christian Brownlees, 2017. "Detecting Granular Time Series in Large Panels," Working Papers 991, Barcelona School of Economics.
  17. 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.
  18. Siem Jan Koopman & Geert Mesters, 2014. "Empirical Bayes Methods for Dynamic Factor Models," Tinbergen Institute Discussion Papers 14-061/III, Tinbergen Institute.
  19. 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.
  20. Geert Mesters & Siem Jan Koopman, 2012. "A Forty Year Assessment of Forecasting the Boat Race," Tinbergen Institute Discussion Papers 12-110/III, Tinbergen Institute.
  21. 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.
  22. 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.

Articles

  1. Lukas Hoesch & Adam Lee & Geert Mesters, 2024. "Locally robust inference for non‐Gaussian SVAR models," Quantitative Economics, Econometric Society, vol. 15(2), pages 523-570, May.
  2. Lee, Adam & Mesters, Geert, 2024. "Locally robust inference for non-Gaussian linear simultaneous equations models," Journal of Econometrics, Elsevier, vol. 240(1).
  3. Régis Barnichon & Geert Mesters, 2023. "A Sufficient Statistics Approach for Macro Policy," American Economic Review, American Economic Association, vol. 113(11), pages 2809-2845, November.
  4. Barnichon, Regis & Mesters, Geert, 2021. "The Phillips multiplier," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 689-705.
  5. Brownlees, Christian & Mesters, Geert, 2021. "Detecting granular time series in large panels," Journal of Econometrics, Elsevier, vol. 220(2), pages 544-561.
  6. Regis Barnichon & Geert Mesters, 2020. "Identifying Modern Macro Equations with Old Shocks," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 135(4), pages 2255-2298.
  7. 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.
  8. Régis Barnichon & Geert Mesters, 2017. "How Tight Is the U.S. Labor Market?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  9. 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.
  10. 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.
  11. 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.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 24 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-MAC: Macroeconomics (13) 2014-07-13 2015-04-25 2019-02-11 2019-02-25 2019-05-20 2019-05-27 2019-07-22 2020-04-20 2020-05-11 2021-08-09 2021-08-16 2023-11-13 2023-11-20. Author is listed
  2. NEP-ECM: Econometrics (12) 2011-07-13 2012-11-03 2014-11-17 2015-04-25 2017-09-24 2019-05-20 2019-05-27 2020-04-20 2021-08-09 2022-08-29 2022-10-03 2022-11-07. Author is listed
  3. NEP-MON: Monetary Economics (7) 2014-07-13 2015-04-25 2019-02-11 2019-02-25 2020-05-11 2023-11-13 2023-11-20. Author is listed
  4. NEP-CBA: Central Banking (6) 2015-04-25 2019-02-11 2019-02-25 2020-04-20 2022-08-29 2023-11-13. Author is listed
  5. NEP-ETS: Econometric Time Series (6) 2011-07-13 2012-08-23 2012-11-03 2015-04-25 2017-09-24 2022-11-07. Author is listed
  6. NEP-ORE: Operations Research (6) 2011-07-13 2012-11-03 2014-11-17 2020-05-11 2021-08-09 2021-08-16. Author is listed
  7. NEP-EEC: European Economics (3) 2014-07-13 2015-04-25 2021-08-09
  8. NEP-HIS: Business, Economic and Financial History (3) 2022-02-14 2023-11-13 2023-11-20
  9. NEP-LAW: Law and Economics (2) 2014-11-22 2015-04-25
  10. NEP-URE: Urban and Real Estate Economics (2) 2014-11-22 2015-04-25
  11. NEP-BEC: Business Economics (1) 2019-05-20
  12. NEP-CTA: Contract Theory and Applications (1) 2022-02-14
  13. NEP-DCM: Discrete Choice Models (1) 2015-04-25
  14. NEP-EXP: Experimental Economics (1) 2022-02-14
  15. NEP-FOR: Forecasting (1) 2012-11-03
  16. NEP-GEN: Gender (1) 2020-05-11
  17. NEP-HRM: Human Capital and Human Resource Management (1) 2022-02-14
  18. NEP-ISF: Islamic Finance (1) 2021-08-16

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