Geert Mesters
Personal Details
First Name: | Geert |
Middle Name: | |
Last Name: | Mesters |
Suffix: | |
RePEc Short-ID: | pme642 |
| |
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, Spainhttp://www.econ.upf.edu/
RePEc:edi:deupfes (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Adam Lee & Geert Mesters, 2021.
"Robust Non-Gaussian Inference for Linear Simultaneous Equations Models,"
Working Papers
1278, Barcelona Graduate School of Economics.
- 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.
- Régis Barnichon & Geert Mesters, 2021.
"Fiscal Targeting,"
Working Papers
1277, Barcelona Graduate School of Economics.
- Régis Barnichon & Geert Mesters, 2021. "Fiscal targeting," Economics Working Papers 1793, Department of Economics and Business, Universitat Pompeu Fabra.
- Régis Barnichon & Geert Mesters, 2020. "Testing Macroeconomic Policies with Sufficient Statistics," Working Papers 1171, Barcelona Graduate School of Economics.
- Régis Barnichon & Geert Mesters, 2020. "Optimal policy perturbations," Economics Working Papers 1716, Department of Economics and Business, Universitat Pompeu Fabra.
- Régis Barnichon & Geert Mesters, 2019.
"Identifying modern macro equations with old shocks,"
Economics Working Papers
1659, Department of Economics and Business, Universitat Pompeu Fabra.
- 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.
- Barnichon, Régis & Mesters, Geert, 2019. "Identifying Modern Macro Equations with Old Shocks," CEPR Discussion Papers 13765, C.E.P.R. Discussion Papers.
- Régis Barnichon & Geert Mesters, 2019. "Identifying Modern Macro Equations with Old Shocks," Working Papers 1097, Barcelona Graduate School of Economics.
- Régis Barnichon & Geert Mesters, 2019.
"The Phillips multiplier,"
Economics Working Papers
1632, Department of Economics and Business, Universitat Pompeu Fabra.
- Barnichon, Regis & Mesters, Geert, 2021. "The Phillips multiplier," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 689-705.
- Régis Barnichon & Geert Mesters, 2019. "The Phillips Multiplier," Working Papers 1070, Barcelona Graduate School of Economics.
- Barnichon, Régis & Mesters, Geert, 2019. "The Phillips Multiplier," CEPR Discussion Papers 13480, C.E.P.R. Discussion Papers.
- Christian Brownlees & Geert Mesters, 2017.
"Detecting Granular Time Series in Large Panels,"
Working Papers
991, Barcelona Graduate School of Economics.
- Brownlees, Christian & Mesters, Geert, 2021. "Detecting granular time series in large panels," Journal of Econometrics, Elsevier, vol. 220(2), pages 544-561.
- 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.
- 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.
- Siem Jan Koopman & Geert Mesters, 2014.
"Empirical Bayes Methods for Dynamic Factor Models,"
Tinbergen Institute Discussion Papers
14-061/III, Tinbergen Institute.
- 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.
- 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.
- 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.
- Geert Mesters & Siem Jan Koopman, 2012. "A Forty Year Assessment of Forecasting the Boat Race," Tinbergen Institute Discussion Papers 12-110/III, Tinbergen Institute.
- 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.
- 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.
Articles
- Barnichon, Regis & Mesters, Geert, 2021.
"The Phillips multiplier,"
Journal of Monetary Economics, Elsevier, vol. 117(C), pages 689-705.
- Régis Barnichon & Geert Mesters, 2019. "The Phillips Multiplier," Working Papers 1070, Barcelona Graduate School of Economics.
- Régis Barnichon & Geert Mesters, 2019. "The Phillips multiplier," Economics Working Papers 1632, Department of Economics and Business, Universitat Pompeu Fabra.
- Barnichon, Régis & Mesters, Geert, 2019. "The Phillips Multiplier," CEPR Discussion Papers 13480, C.E.P.R. Discussion Papers.
- Brownlees, Christian & Mesters, Geert, 2021.
"Detecting granular time series in large panels,"
Journal of Econometrics, Elsevier, vol. 220(2), pages 544-561.
- Christian Brownlees & Geert Mesters, 2017. "Detecting Granular Time Series in Large Panels," Working Papers 991, Barcelona Graduate School of Economics.
- 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.
- Barnichon, Régis & Mesters, Geert, 2019. "Identifying Modern Macro Equations with Old Shocks," CEPR Discussion Papers 13765, C.E.P.R. Discussion Papers.
- Régis Barnichon & Geert Mesters, 2019. "Identifying Modern Macro Equations with Old Shocks," Working Papers 1097, Barcelona Graduate School of Economics.
- Régis Barnichon & Geert Mesters, 2019. "Identifying modern macro equations with old shocks," Economics Working Papers 1659, Department of Economics and Business, Universitat Pompeu Fabra.
- 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.
- Regis Barnichon & Geert Mesters, 2017. "How Tight Is the U.S. Labor Market?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
- 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.
- Siem Jan Koopman & Geert Mesters, 2014. "Empirical Bayes Methods for Dynamic Factor Models," Tinbergen Institute Discussion Papers 14-061/III, Tinbergen Institute.
- 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.
- 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.
- 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.
- 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.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Régis Barnichon & Geert Mesters, 2019.
"Identifying modern macro equations with old shocks,"
Economics Working Papers
1659, Department of Economics and Business, Universitat Pompeu Fabra.
- 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.
- Barnichon, Régis & Mesters, Geert, 2019. "Identifying Modern Macro Equations with Old Shocks," CEPR Discussion Papers 13765, C.E.P.R. Discussion Papers.
- Régis Barnichon & Geert Mesters, 2019. "Identifying Modern Macro Equations with Old Shocks," Working Papers 1097, Barcelona Graduate School of Economics.
Cited by:
- William Chen & Marco Del Negro & Michele Lenza & Giorgio E. Primiceri & Andrea Tambalotti, 2020.
"What’s Up with the Phillips Curve?,"
Liberty Street Economics
20200918a, Federal Reserve Bank of New York.
- Del Negro, Marco & Lenza, Michele & Primiceri, Giorgio E & Tambalotti, Andrea, 2020. "What's up with the Phillips Curve?," CEPR Discussion Papers 14583, C.E.P.R. Discussion Papers.
- Marco Del Negro & Michele Lenza & Giorgio E. Primiceri & Andrea Tambalotti, 2020. "What’s up with the Phillips Curve?," NBER Working Papers 27003, National Bureau of Economic Research, Inc.
- Del Negro, Marco & Lenza, Michele & Primiceri, Giorgio E. & Tambalotti, Andrea, 2020. "What’s up with the Phillips Curve?," Working Paper Series 2435, European Central Bank.
- Michael McLeay & Silvana Tenreyro, 2018.
"Optimal Inflation and the Identification of the Phillips Curve,"
Discussion Papers
1815, Centre for Macroeconomics (CFM).
- McLeay, Michael & Tenreyro, Silvana, 2018. "Optimal Inflation and the Identification of the Phillips Curve," CEPR Discussion Papers 12981, C.E.P.R. Discussion Papers.
- McLeay, Michael & Tenreyro, Silvana, 2018. "Optimal inflation and the identification of the Phillips Curve," LSE Research Online Documents on Economics 90373, London School of Economics and Political Science, LSE Library.
- Michael McLeay & Silvana Tenreyro, 2019. "Optimal Inflation and the Identification of the Phillips Curve," NBER Working Papers 25892, National Bureau of Economic Research, Inc.
- McLeay, Michael & Tenreyro, Silvana, 2020. "Optimal inflation and the identification of the Phillips curve," LSE Research Online Documents on Economics 103080, London School of Economics and Political Science, LSE Library.
- Michael McLeay & Silvana Tenreyro, 2020. "Optimal Inflation and the Identification of the Phillips Curve," NBER Macroeconomics Annual, University of Chicago Press, vol. 34(1), pages 199-255.
- Michael McLeay & Silvana Tenreyro, 2019. "Optimal Inflation and the Identification of the Phillips Curve," NBER Chapters, in: NBER Macroeconomics Annual 2019, volume 34, pages 199-255, National Bureau of Economic Research, Inc.
- Mario Alloza & Jesús Gonzalo & Carlos Sanz, 2019.
"Dynamic effects of persistent shocks,"
Working Papers
1944, Banco de España.
- Mario Alloza & Jesus Gonzalo & Carlos Sanz, 2020. "Dynamic Effects of Persistent Shocks," Papers 2006.14047, arXiv.org.
- Alloza, Mario & Sanz, Carlos & Gonzalo Muñoz, Jesús, 2019. "Dynamic Effects of Persistent Shocks," UC3M Working papers. Economics 29187, Universidad Carlos III de Madrid. Departamento de Economía.
- Jean-Louis Combes & Pierre Lesuisse, 2021. "Inflation and Unemployment, new insights during the EMU accession," Working Papers hal-03216478, HAL.
- Matthew Rognlie, 2019. "Comment on "Optimal Inflation and the Identification of the Phillips Curve"," NBER Chapters, in: NBER Macroeconomics Annual 2019, volume 34, pages 267-279, National Bureau of Economic Research, Inc.
- Régis Barnichon & Geert Mesters, 2019.
"The Phillips multiplier,"
Economics Working Papers
1632, Department of Economics and Business, Universitat Pompeu Fabra.
- Barnichon, Regis & Mesters, Geert, 2021. "The Phillips multiplier," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 689-705.
- Régis Barnichon & Geert Mesters, 2019. "The Phillips Multiplier," Working Papers 1070, Barcelona Graduate School of Economics.
- Barnichon, Régis & Mesters, Geert, 2019. "The Phillips Multiplier," CEPR Discussion Papers 13480, C.E.P.R. Discussion Papers.
Cited by:
- Hideaki Aoyama & Corrado Di Guilmi & Yoshi Fujiwara & Hiroshi Yoshikawa, 2021.
"Dual Labor Market and the "Phillips Curve Puzzle","
Papers
2103.06482, arXiv.org.
- AOYAMA Hideaki & Corrado DI GUILMI & FUJIWARA Yoshi & YOSHIKAWA Hiroshi, 2021. "Dual Labor Market and the "Phillips Curve Puzzle"," Discussion papers 21006, Research Institute of Economy, Trade and Industry (RIETI).
- Hideaki Aoyama & Corrado Di Guilmi & Yoshi Fujiwara & Hiroshi Yoshikawa, 2021. "Dual labor market and the "Phillips curve puzzle"," CAMA Working Papers 2021-49, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Janice C. Eberly & James H. Stock & Jonathan H. Wright, 2020.
"The Federal Reserve's Current Framework for Monetary Policy: A Review and Assessment,"
International Journal of Central Banking, International Journal of Central Banking, vol. 16(1), pages 5-71, February.
- Janice C. Eberly & James H. Stock & Jonathan H. Wright, 2019. "The Federal Reserve’s Current Framework for Monetary Policy: A Review and Assessment," NBER Working Papers 26002, National Bureau of Economic Research, Inc.
- Martins, Manuel M. F. & Verona, Fabio, 2021.
"Inflation dynamics and forecast : frequency matters,"
Research Discussion Papers
8/2021, Bank of Finland.
- Manuel M. F. Martins & Fabio Verona, 2021. "Inflation Dynamics and Forecast: Frequency Matters," CEF.UP Working Papers 2101, Universidade do Porto, Faculdade de Economia do Porto.
- Luís Aguiar-Conraria & Manuel M. F. Martins & Maria Joana Soares, 2019.
"The Phillips Curve at 60: time for time and frequency,"
CEF.UP Working Papers
1902, Universidade do Porto, Faculdade de Economia do Porto.
- Aguiar-Conraria, Luís & Martins, Manuel M. F. & Soares, Maria Joana, 2019. "The Phillips Curve at 60: time for time and frequency," Research Discussion Papers 12/2019, Bank of Finland.
- Luís Aguiar-Conraria & Manuel M. F. Martins & Maria Joana Soares, 2019. "The Phillips Curve at 60: time for time and frequency," NIPE Working Papers 04/2019, NIPE - Universidade do Minho.
- Maurice Obstfeld, 2020.
"Global Dimensions of U.S. Monetary Policy,"
International Journal of Central Banking, International Journal of Central Banking, vol. 16(1), pages 73-132, February.
- Obstfeld, Maurice, 2019. "Global Dimensions of U.S. Monetary Policy," CEPR Discussion Papers 13887, C.E.P.R. Discussion Papers.
- Maurice Obstfeld, 2019. "Global Dimensions of US Monetary Policy," Working Paper Series WP19-16, Peterson Institute for International Economics.
- Maurice Obstfeld, 2019. "Global Dimensions of U.S. Monetary Policy," NBER Working Papers 26039, National Bureau of Economic Research, Inc.
- Eser, Fabian & Karadi, Peter & Lane, Philip R. & Moretti, Laura & Osbat, Chiara, 2020.
"The Phillips Curve at the ECB,"
Working Paper Series
2400, European Central Bank.
- Fabian Eser & Peter Karadi & Philip R. Lane & Laura Moretti & Chiara Osbat, 2020. "The Phillips Curve at the ECB," Manchester School, University of Manchester, vol. 88(S1), pages 50-85, September.
- Eser, Fabian & Lane, Philip & Moretti, Laura & Osbat, Chiara & Karadi, Peter, 2020. "The Phillips Curve at the ECB," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224627, Verein für Socialpolitik / German Economic Association.
- Lodge, David & Pérez, Javier J. & Albrizio, Silvia & Everett, Mary & De Bandt, Olivier & Georgiadis, Georgios & Ca' Zorzi, Michele & Lastauskas, Povilas & Carluccio, Juan & Parrága, Susana & Carvalho,, 2021. "The implications of globalisation for the ECB monetary policy strategy," Occasional Paper Series 263, European Central Bank.
- Jean-Louis Combes & Pierre Lesuisse, 2021. "Inflation and Unemployment, new insights during the EMU accession," Working Papers hal-03216478, HAL.
- Antonio M. Conti & Elisa Guglielminetti & Marianna Riggi, 2019. "Labour productivity and the wageless recovery," Temi di discussione (Economic working papers) 1257, Bank of Italy, Economic Research and International Relations Area.
- Ziegenbein, Alexander, 2021. "Macroeconomic shocks and Okun’s Law," Economics Letters, Elsevier, vol. 202(C).
- Ioannou, Demosthenes & Stracca, Livio & Pagliari, Maria Sole, 2020. "The international dimension of an incomplete EMU," Working Paper Series 2459, European Central Bank.
- Ioannou Demosthenes & Pagliari Maria Sole & Stracca Livio, 2020. "The international dimension of a fragile EMU," Working papers 795, Banque de France.
- Christian Brownlees & Geert Mesters, 2017.
"Detecting Granular Time Series in Large Panels,"
Working Papers
991, Barcelona Graduate School of Economics.
- Brownlees, Christian & Mesters, Geert, 2021. "Detecting granular time series in large panels," Journal of Econometrics, Elsevier, vol. 220(2), pages 544-561.
Cited by:
- Vasilis Sarafidis & Tom Wansbeek, 2020. "Celebrating 40 Years of Panel Data Analysis: Past, Present and Future," Monash Econometrics and Business Statistics Working Papers 6/20, Monash University, Department of Econometrics and Business Statistics.
- Gabaix, Xavier & Koijen, Ralph, 2020.
"Granular Instrumental Variables,"
CEPR Discussion Papers
15531, C.E.P.R. Discussion Papers.
- Xavier Gabaix & Ralph S. J. Koijen, 2020. "Granular Instrumental Variables," NBER Working Papers 28204, National Bureau of Economic Research, Inc.
- Xavier Gabaix & Ralph S. J. Koijen, 2020. "Granular Instrumental Variables," Working Papers 2020-177, Becker Friedman Institute for Research In Economics.
- George Kapetanios & M. Hashem Pesaran & Simon Reese, 2018. "A Residual-based Threshold Method for Detection of Units that are Too Big to Fail in Large Factor Models," CESifo Working Paper Series 7401, CESifo.
- 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.
Cited by:
- Christoph Trebesch & Jeromin Zettelmeyer, 2014.
"ECB Interventions in Distressed Sovereign Debt Markets: The Case of Greek Bonds,"
CESifo Working Paper Series
4731, CESifo.
- Christoph Trebesch & Jeromin Zettelmeyer, 2018. "ECB Interventions in Distressed Sovereign Debt Markets: The Case of Greek Bonds," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 66(2), pages 287-332, June.
- Trebesch, Christoph & Zettelmeyer, Jeromin, 2018. "ECB interventions in distressed sovereign debt markets: The case of Greek bonds," CEPR Discussion Papers 12635, C.E.P.R. Discussion Papers.
- Trebesch, Christoph & Zettelmeyer, Jeromin, 2015. "ECB Interventions in Distressed Sovereign Debt Markets: The Case of Greek Bonds," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112809, Verein für Socialpolitik / German Economic Association.
- Jeromin Zettelmeyer & Christoph Trebesch, 2018. "ECB Interventions in Distressed Sovereign Debt Markets: The Case of Greek Bonds," Working Paper Series WP18-1, Peterson Institute for International Economics.
- Trebesch, Christoph & Zettelmeyer, Jeromin, 2018. "ECB interventions in distressed sovereign debt markets: The case of Greek bonds," Kiel Working Papers 2101, Kiel Institute for the World Economy (IfW Kiel).
- Chamon, Marcos & Schumacher, Julian & Trebesch, Christoph, 2018.
"Foreign-law bonds: can they reduce sovereign borrowing costs?,"
Working Paper Series
2162, European Central Bank.
- Chamon, Marcos & Schumacher, Julian & Trebesch, Christoph, 2018. "Foreign-Law Bonds: Can They Reduce Sovereign Borrowing Costs?," CEPR Discussion Papers 13020, C.E.P.R. Discussion Papers.
- Chamon, Marcos & Schumacher, Julian & Trebesch, Christoph, 2018. "Foreign-law bonds: Can they reduce sovereign borrowing costs?," Journal of International Economics, Elsevier, vol. 114(C), pages 164-179.
- Chamon, Marcos & Schumacher, Julian & Trebesch, Christoph, 2018. "Foreign-Law Bonds: Can They Reduce Sovereign Borrowing Costs?," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, pages 164-179.
- Chamon, Marcos & Schumacher, Julian & Trebesch, Christoph, 2018. "Foreign-law bonds: Can they reduce sovereign borrowing costs?," Kiel Working Papers 2109, Kiel Institute for the World Economy (IfW Kiel).
- Schumacher, Julian & Chamon, Marcos & Trebesch, Christoph, 2015. "Foreign Law Bonds: Can They Reduce Sovereign Borrowing Costs?," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113199, Verein für Socialpolitik / German Economic Association.
- Marcos Chamon & Julian Schumacher & Christoph Trebesch, 2018. "Foreign-Law Bonds: Can They Reduce Sovereign Borrowing Costs?," CESifo Working Paper Series 7137, CESifo.
- Recchioni, Maria Cristina & Tedeschi, Gabriele, 2017. "From bond yield to macroeconomic instability: A parsimonious affine model," European Journal of Operational Research, Elsevier, vol. 262(3), pages 1116-1135.
- Kleppe, Tore Selland & Liesenfeld, Roman & Moura, Guilherme Valle & Oglend, Atle, 2022. "Analyzing Commodity Futures Using Factor State-Space Models with Wishart Stochastic Volatility," Econometrics and Statistics, Elsevier, vol. 23(C), pages 105-127.
- Pelizzon, Loriana & Subrahmanyam, Marti G. & Tomio, Davide & Uno, Jun, 2016. "Sovereign credit risk, liquidity, and European Central Bank intervention: Deus ex machina?," Journal of Financial Economics, Elsevier, vol. 122(1), pages 86-115.
- Eser, Fabian & Schwaab, Bernd, 2016. "Evaluating the impact of unconventional monetary policy measures: Empirical evidence from the ECB׳s Securities Markets Programme," Journal of Financial Economics, Elsevier, vol. 119(1), pages 147-167.
- Maria Cristina Recchioni & Gabriele Tedeschi, 2016. "From bond yield to macroeconomic instability: The effect of negative interest rates," Working Papers 2016/06, Economics Department, Universitat Jaume I, Castellón (Spain).
- Christoph Trebesch & Jeromin Zettelmeyer, 2014.
"ECB Interventions in Distressed Sovereign Debt Markets: The Case of Greek Bonds,"
CESifo Working Paper Series
4731, CESifo.
- 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.
Cited by:
- Christian Aßmann & Marcel Preising, 2020. "Bayesian estimation and model comparison for linear dynamic panel models with missing values," Australian & New Zealand Journal of Statistics, Australian Statistical Publishing Association Inc., vol. 62(4), pages 536-557, December.
- Siem Jan Koopman & Geert Mesters, 2014.
"Empirical Bayes Methods for Dynamic Factor Models,"
Tinbergen Institute Discussion Papers
14-061/III, Tinbergen Institute.
- 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.
Cited by:
- James Sampi, 2016. "High Dimensional Factor Models: An Empirical Bayes Approach," Working Papers 2016-75, Peruvian Economic Association.
- Falk Bräuning & Siem Jan Koopman, 2016.
"The dynamic factor network model with an application to global credit risk,"
Working Papers
16-13, Federal Reserve Bank of Boston.
- Falk Bräuning & Siem Jan Koopman, 2016. "The Dynamic Factor Network Model with an Application to Global Credit-Risk," Tinbergen Institute Discussion Papers 16-105/III, Tinbergen Institute.
- Michael W. McCracken & Serena Ng, 2021.
"FRED-QD: A Quarterly Database for Macroeconomic Research,"
Review, Federal Reserve Bank of St. Louis, vol. 103(1), pages 1-44, January.
- Michael W. McCracken & Serena Ng, 2020. "FRED-QD: A Quarterly Database for Macroeconomic Research," Working Papers 2020-005, Federal Reserve Bank of St. Louis.
- Michael McCracken & Serena Ng, 2020. "FRED-QD: A Quarterly Database for Macroeconomic Research," NBER Working Papers 26872, National Bureau of Economic Research, Inc.
- Bräuning, Falk & Koopman, Siem Jan, 2020. "The dynamic factor network model with an application to international trade," Journal of Econometrics, Elsevier, vol. 216(2), pages 494-515.
- 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.
- 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.
Cited by:
- Siem Jan Koopman & Geert Mesters, 2014.
"Empirical Bayes Methods for Dynamic Factor Models,"
Tinbergen Institute Discussion Papers
14-061/III, Tinbergen Institute.
- 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.
- 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.
- 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.
- Falk Bräuning & Siem Jan Koopman, 2016.
"The dynamic factor network model with an application to global credit risk,"
Working Papers
16-13, Federal Reserve Bank of Boston.
- Falk Bräuning & Siem Jan Koopman, 2016. "The Dynamic Factor Network Model with an Application to Global Credit-Risk," Tinbergen Institute Discussion Papers 16-105/III, Tinbergen Institute.
- Timothy Neal, 2018.
"Multidimensional Parameter Heterogeneity in Panel Data Models,"
Discussion Papers
2016-15A, School of Economics, The University of New South Wales.
- Timothy Neal, 2016. "Multidimensional Parameter Heterogeneity in Panel Data Models," Discussion Papers 2016-15, School of Economics, The University of New South Wales.
- Christian Aßmann & Marcel Preising, 2020. "Bayesian estimation and model comparison for linear dynamic panel models with missing values," Australian & New Zealand Journal of Statistics, Australian Statistical Publishing Association Inc., vol. 62(4), pages 536-557, December.
- 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.
- 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.
- Bräuning, Falk & Koopman, Siem Jan, 2020. "The dynamic factor network model with an application to international trade," Journal of Econometrics, Elsevier, vol. 216(2), pages 494-515.
- Eser, Fabian & Schwaab, Bernd, 2016. "Evaluating the impact of unconventional monetary policy measures: Empirical evidence from the ECB׳s Securities Markets Programme," Journal of Financial Economics, Elsevier, vol. 119(1), pages 147-167.
- Borus Jungbacker & Siem Jan Koopman, 2015. "Likelihood‐based dynamic factor analysis for measurement and forecasting," Econometrics Journal, Royal Economic Society, vol. 18(2), pages 1-21, June.
- Borus Jungbacker & Siem Jan Koopman, 2008. "Likelihood-based Analysis for Dynamic Factor Models," Tinbergen Institute Discussion Papers 08-007/4, Tinbergen Institute, revised 20 Mar 2014.
- Geert Mesters & Siem Jan Koopman, 2012.
"A Forty Year Assessment of Forecasting the Boat Race,"
Tinbergen Institute Discussion Papers
12-110/III, Tinbergen Institute.
Cited by:
- Yang Lu, 2020. "A simple parameter‐driven binary time series model," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(2), pages 187-199, March.
- 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.
- 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.
Cited by:
- Antonello D'Agostino & Domenico Giannone & Michele Lenza & Michele Modugno, 2015.
"Nowcasting Business Cycles: a Bayesian Approach to Dynamic Heterogeneous Factor Models,"
Finance and Economics Discussion Series
2015-66, Board of Governors of the Federal Reserve System (U.S.).
- Antonello D’Agostino & Domenico Giannone & Michele Lenza & Michele Modugno, 2016. "Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models," Advances in Econometrics, in: Eric Hillebrand & Siem Jan Koopman (ed.), Dynamic Factor Models, volume 35, pages 569-594, Emerald Publishing Ltd.
- Tobias Hartl & Roland Jucknewitz, 2022.
"Approximate state space modelling of unobserved fractional components,"
Econometric Reviews, Taylor & Francis Journals, vol. 41(1), pages 75-98, January.
- Tobias Hartl & Roland Weigand, 2018. "Approximate State Space Modelling of Unobserved Fractional Components," Papers 1812.09142, arXiv.org, revised May 2020.
- Tobias Hartl & Roland Weigand, 2018.
"Multivariate Fractional Components Analysis,"
Papers
1812.09149, arXiv.org, revised Jan 2019.
- Hartl, Tobias & Weigand, Roland, 2019. "Multivariate Fractional Components Analysis," University of Regensburg Working Papers in Business, Economics and Management Information Systems 38283, University of Regensburg, Department of Economics.
- Jin, Sainan & Miao, Ke & Su, Liangjun, 2021.
"On factor models with random missing: EM estimation, inference, and cross validation,"
Journal of Econometrics, Elsevier, vol. 222(1), pages 745-777.
- Su, Liangjun & Miao, Ke & Jin, Sainan, 2019. "On Factor Models with Random Missing: EM Estimation, Inference, and Cross Validation," Economics and Statistics Working Papers 4-2019, Singapore Management University, School of Economics.
- Blasques, Francisco & Hoogerkamp, Meindert Heres & Koopman, Siem Jan & van de Werve, Ilka, 2021.
"Dynamic factor models with clustered loadings: Forecasting education flows using unemployment data,"
International Journal of Forecasting, Elsevier, vol. 37(4), pages 1426-1441.
- Francisco Blasques & Meindert Heres Hoogerkamp & Siem Jan Koopman & Ilka van de Werve, 2020. "Dynamic Factor Models with Clustered Loadings: Forecasting Education Flows using Unemployment Data," Tinbergen Institute Discussion Papers 20-078/III, Tinbergen Institute, revised 21 Jan 2021.
- Siem Jan Koopman & Marcel Scharth, 2011.
"The Analysis of Stochastic Volatility in the Presence of Daily Realised Measures,"
Tinbergen Institute Discussion Papers
11-132/4, Tinbergen Institute.
- Siem Jan Koopman & Marcel Scharth, 2012. "The Analysis of Stochastic Volatility in the Presence of Daily Realized Measures," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 11(1), pages 76-115, December.
Articles
- Barnichon, Regis & Mesters, Geert, 2021.
"The Phillips multiplier,"
Journal of Monetary Economics, Elsevier, vol. 117(C), pages 689-705.
See citations under working paper version above.
- Régis Barnichon & Geert Mesters, 2019. "The Phillips Multiplier," Working Papers 1070, Barcelona Graduate School of Economics.
- Régis Barnichon & Geert Mesters, 2019. "The Phillips multiplier," Economics Working Papers 1632, Department of Economics and Business, Universitat Pompeu Fabra.
- Barnichon, Régis & Mesters, Geert, 2019. "The Phillips Multiplier," CEPR Discussion Papers 13480, C.E.P.R. Discussion Papers.
- Brownlees, Christian & Mesters, Geert, 2021.
"Detecting granular time series in large panels,"
Journal of Econometrics, Elsevier, vol. 220(2), pages 544-561.
See citations under working paper version above.
- Christian Brownlees & Geert Mesters, 2017. "Detecting Granular Time Series in Large Panels," Working Papers 991, Barcelona Graduate School of Economics.
- 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.
See citations under working paper version above.
- Barnichon, Régis & Mesters, Geert, 2019. "Identifying Modern Macro Equations with Old Shocks," CEPR Discussion Papers 13765, C.E.P.R. Discussion Papers.
- Régis Barnichon & Geert Mesters, 2019. "Identifying Modern Macro Equations with Old Shocks," Working Papers 1097, Barcelona Graduate School of Economics.
- Régis Barnichon & Geert Mesters, 2019. "Identifying modern macro equations with old shocks," Economics Working Papers 1659, Department of Economics and Business, Universitat Pompeu Fabra.
- 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.
Cited by:
- Andreas Hornstein & Marianna Kudlyak, 2019.
"Aggregate Labor Force Participation and Unemployment and Demographic Trends,"
Working Paper Series
2019-7, Federal Reserve Bank of San Francisco.
- Andreas Hornstein & Marianna Kudlyak, 2019. "Aggregate Labor Force Participation and Unemployment and Demographic Trends," Working Paper 19-8, Federal Reserve Bank of Richmond.
- Francesco D'Amuri & Marta De Philippis & Elisa Guglielminetti & Salvatore Lo Bello, 2021. "Natural unemployment and activity rates: flow-based determinants and implications for price dynamics," Questioni di Economia e Finanza (Occasional Papers) 599, Bank of Italy, Economic Research and International Relations Area.
- Regis Barnichon & Davide Debortoli & Christian Matthes, 2020.
"Understanding the Size of the Government Spending Multiplier: It's in the Sign,"
Working Paper Series
2021-01, Federal Reserve Bank of San Francisco.
- Regis Barnichon & Christian Matthes, 2017. "Understanding the Size of the Government Spending Multiplier: It's in the Sign," Working Paper 17-15, Federal Reserve Bank of Richmond.
- Barnichon, Régis & Matthes, Christian, 2016. "Understanding the Size of the Government Spending Multiplier: It's in the Sign," CEPR Discussion Papers 11373, C.E.P.R. Discussion Papers.
- Régis Barnichon & Davide Debortoli & Christian Matthes, 2020. "Understanding the Size of the Government Spending Multiplier: It’s in the Sign," Working Papers 1145, Barcelona Graduate School of Economics.
- Régis Barnichon & Christian Matthes, 2016. "Understanding the size of the government spending multiplier: It's in the sign," Economics Working Papers 1555, Department of Economics and Business, Universitat Pompeu Fabra.
- Régis Barnichon & Davide Debortoli & Christian Matthes, 2019. "Understanding the size of the government spending multiplier: It’s in the sign," Economics Working Papers 1688, Department of Economics and Business, Universitat Pompeu Fabra, revised Sep 2020.
- Richard K. Crump & Stefano Eusepi & Marc Giannoni & Aysegul Sahin, 2019.
"A unified approach to measuring u,"
Staff Reports
889, Federal Reserve Bank of New York.
- Richard K. Crump & Stefano Eusepi & Marc Giannoni & Ayşegül Şahin, 2019. "A Unified Approach to Measuring u," NBER Working Papers 25930, National Bureau of Economic Research, Inc.
- Crump, Richard K. & Eusepi, Stefano & Giannoni, Marc & Sahin, Aysegul, 2019. "A Unified Approach to Measuring u," CEPR Discussion Papers 13939, C.E.P.R. Discussion Papers.
- Barnichon, Régis, 2019. "The Ins and Outs of Labor Force Participation," CEPR Discussion Papers 13481, C.E.P.R. Discussion Papers.
- Maik Wolters, 2017.
"How the Baby Boomers' Retirement Wave Distorts Model-Based Output Gap Estimates,"
Jena Economic Research Papers
2017-008, Friedrich-Schiller-University Jena.
- Wolters, Maik Hendrik, 2018. "How the baby boomers' retirement wave distorts model-based output gap estimates," IMFS Working Paper Series 121, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Wolters, Maik H., 2016. "How the baby boomers' retirement wave distorts model-based output gap estimates," Kiel Working Papers 2031, Kiel Institute for the World Economy (IfW Kiel).
- Maik H. Wolters, 2018. "How the baby boomers' retirement wave distorts model‐based output gap estimates," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(5), pages 680-689, August.
- Wolters, Maik Hendrik, 2016. "How the Baby Boomers' Retirement Wave Distorts Model-Based Output Gap Estimates," VfS Annual Conference 2016 (Augsburg): Demographic Change 145812, Verein für Socialpolitik / German Economic Association.
- Stephanie Aaronson & Mary C. Daly & William L. Wascher & David W. Wilcox, 2019. "Okun Revisited: Who Benefits Most from a Strong Economy," Finance and Economics Discussion Series 2019-072, Board of Governors of the Federal Reserve System (U.S.).
- Bruce Fallick & Pawel Krolikowski, 2019. "Excess Persistence in Employment of Disadvantaged Workers," Working Papers 18-01R, Federal Reserve Bank of Cleveland.
- Frohm, Erik, 2020.
"Labor shortages and wage growth,"
Working Paper Series
394, Sveriges Riksbank (Central Bank of Sweden).
- Frohm, Erik, 2021. "Labour shortages and wage growth," Working Paper Series 2576, European Central Bank.
- D’Amuri, Francesco & De Philippis, Marta & Guglielminetti, Elisa & Lo Bello, Salvatore, 2022. "Slack and prices during Covid-19: Accounting for labor market participation," Labour Economics, Elsevier, vol. 75(C).
- Richard K. Crump & Christopher J. Nekarda & Nicolas Petrosky-Nadeau, 2020. "Unemployment Rate Benchmarks," Finance and Economics Discussion Series 2020-072, Board of Governors of the Federal Reserve System (U.S.).
- Poncela, Pilar & Ruiz, Esther & Miranda, Karen, 2021.
"Factor extraction using Kalman filter and smoothing: This is not just another survey,"
International Journal of Forecasting, Elsevier, vol. 37(4), pages 1399-1425.
- Poncela Blanco, Maria Pilar & Ruiz Ortega, Esther & Miranda Gualdrón, Karen Alejandra, 2020. "Factor extraction using Kalman filter and smoothing: this is not just another survey," DES - Working Papers. Statistics and Econometrics. WS 30644, Universidad Carlos III de Madrid. Departamento de Estadística.
- Yuelin Liu, 2022. "How structural is unemployment in the United States?," Economic Inquiry, Western Economic Association International, vol. 60(3), pages 1258-1276, July.
- Blasques, Francisco & Hoogerkamp, Meindert Heres & Koopman, Siem Jan & van de Werve, Ilka, 2021.
"Dynamic factor models with clustered loadings: Forecasting education flows using unemployment data,"
International Journal of Forecasting, Elsevier, vol. 37(4), pages 1426-1441.
- Francisco Blasques & Meindert Heres Hoogerkamp & Siem Jan Koopman & Ilka van de Werve, 2020. "Dynamic Factor Models with Clustered Loadings: Forecasting Education Flows using Unemployment Data," Tinbergen Institute Discussion Papers 20-078/III, Tinbergen Institute, revised 21 Jan 2021.
- Regis Barnichon & Geert Mesters, 2017. "How Tight Is the U.S. Labor Market?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
- Brand, Claus & Obstbaum, Meri & Coenen, Günter & Sondermann, David & Lydon, Reamonn & Ajevskis, Viktors & Hammermann, Felix & Angino, Siria & Hernborg, Nils & Basso, Henrique & Hertweck, Matthias & Bi, 2021. "Employment and the conduct of monetary policy in the euro area," Occasional Paper Series 275, European Central Bank.
- Alonso, Andrés M. & Galeano, Pedro & Peña, Daniel, 2020. "A robust procedure to build dynamic factor models with cluster structure," Journal of Econometrics, Elsevier, vol. 216(1), pages 35-52.
- Regis Barnichon & Christian Matthes, 2017. "The Natural Rate of Unemployment over the Past 100 Years," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
- Alexandre Ounnas, 2020. "Job Polarization and the Labor Market: A Worker Flow Analysis," LIDAM Discussion Papers IRES 2020010, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Barnichon, Régis & Matthes, Christian, 2016.
"Gaussian Mixture Approximations of Impulse Responses and The Non-Linear Effects of Monetary Shocks,"
CEPR Discussion Papers
11374, C.E.P.R. Discussion Papers.
- Regis Barnichon & Christian Matthes, 2014. "Gaussian Mixture Approximations of Impulse Responses and the Nonlinear Effects of Monetary Shocks," Working Paper 16-8, Federal Reserve Bank of Richmond.
- Bart Hobijn & Ayşegül Şahin, 2021. "Maximum Employment and the Participation Cycle," NBER Working Papers 29222, National Bureau of Economic Research, Inc.
- Saeed Zaman, 2021. "A Unified Framework to Estimate Macroeconomic Stars," Working Papers 21-23, Federal Reserve Bank of Cleveland.
- Andreas Hornstein & Marianna Kudlyak, 2019.
"Aggregate Labor Force Participation and Unemployment and Demographic Trends,"
Working Paper Series
2019-7, Federal Reserve Bank of San Francisco.
- Regis Barnichon & Geert Mesters, 2017.
"How Tight Is the U.S. Labor Market?,"
FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
Cited by:
- Lael Brainard, 2017. "Why Opportunity and Inclusion Matter to America’s Economic Strength : a speech at the Opportunity and Inclusive Growth Institute Conference, sponsored by the Federal Reserve Bank of Minneapolis, May 2," Speech 953, Board of Governors of the Federal Reserve System (U.S.).
- Janet L. Yellen, 2017. "Inflation, Uncertainty, and Monetary Policy : a speech at the \"Prospects for Growth: Reassessing the Fundamentals\" 59th Annual Meeting of the National Association for Business Economics, C," Speech 971, Board of Governors of the Federal Reserve System (U.S.).
- 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.
See citations under working paper version above.
- Siem Jan Koopman & Geert Mesters, 2014. "Empirical Bayes Methods for Dynamic Factor Models," Tinbergen Institute Discussion Papers 14-061/III, Tinbergen Institute.
- 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.
See citations under working paper version above.
- 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.
- 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.
See citations under working paper version above.
- 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.
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 18 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.- NEP-MAC: Macroeconomics (11) 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. Author is listed
- NEP-ECM: Econometrics (8) 2011-07-13 2012-11-03 2015-04-25 2017-09-24 2019-05-20 2019-05-27 2020-04-20 2021-08-09. Author is listed
- NEP-ORE: Operations Research (7) 2011-07-13 2012-11-03 2014-07-13 2014-11-17 2020-05-11 2021-08-09 2021-08-16. Author is listed
- NEP-ETS: Econometric Time Series (5) 2011-07-13 2012-08-23 2012-11-03 2015-04-25 2017-09-24. Author is listed
- NEP-MON: Monetary Economics (5) 2014-07-13 2015-04-25 2019-02-11 2019-02-25 2020-05-11. Author is listed
- NEP-CBA: Central Banking (4) 2015-04-25 2019-02-11 2019-02-25 2020-04-20
- NEP-DCM: Discrete Choice Models (2) 2014-11-22 2015-04-25
- NEP-EEC: European Economics (2) 2015-04-25 2021-08-09
- NEP-LAW: Law & Economics (2) 2014-11-22 2015-04-25
- NEP-BEC: Business Economics (1) 2019-05-20
- NEP-GEN: Gender (1) 2020-05-11
- NEP-ISF: Islamic Finance (1) 2021-08-16
- NEP-URE: Urban & Real Estate Economics (1) 2015-04-25
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