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Geert Mesters
Geert Mesters
Universitat Pompeu Fabra, Barcelona GSE & Vrije Universiteit Amsterdam
在 upf.edu 的电子邮件经过验证 - 首页
标题
引用次数
引用次数
年份
Identifying modern macro equations with old shocks
R Barnichon, G Mesters
The Quarterly Journal of Economics 135 (4), 2255-2298, 2020
79*2020
The Phillips Multiplier
R Barnichon, G Mesters
Journal of Monetary Economics, 2020
742020
On the demographic adjustment of unemployment
R Barnichon, G Mesters
Review of Economics and Statistics 100 (2), 219-231, 2018
512018
Crime, employment and social welfare: An individual-level study on disadvantaged males
G Mesters, V van der Geest, C Bijleveld
Journal of quantitative criminology 32, 159-190, 2016
312016
Generalized dynamic panel data models with random effects for cross-section and time
G Mesters, SJ Koopman
Journal of Econometrics 180 (2), 127-140, 2014
262014
A sufficient statistics approach for macro policy
R Barnichon, G Mesters
American Economic Review 113 (11), 2809-2845, 2023
18*2023
Detecting granular time series in large panels
C Brownlees, G Mesters
Journal of Econometrics 220 (2), 544-561, 2021
162021
A dynamic yield curve model with stochastic volatility and non-Gaussian interactions: an empirical study of non-standard monetary policy in the euro area
G Mesters, B Schwaab, SJ Koopman
Tinbergen Institute Discussion Paper 14-071/III, 2014
162014
Locally robust inference for non-Gaussian linear simultaneous equations models
A Lee, G Mesters
Journal of Econometrics 240 (1), 105647, 2024
13*2024
Empirical Bayes methods for dynamic factor models
SJ Koopman, G Mesters
Review of Economics and Statistics 99 (3), 486-498, 2017
132017
Monte Carlo maximum likelihood estimation for generalized long-memory time series models
G Mesters, SJ Koopman, M Ooms
Econometric Reviews 35 (4), 659-687, 2016
9*2016
Non-independent components analysis
G Mesters, P Zwiernik
arXiv preprint arXiv:2206.13668, 2022
82022
How tight is the US labor market?
R Barnichon, G Mesters
FRBSF Economic Letter 7, 2017
82017
Locally robust inference for non‐Gaussian SVAR models
L Hoesch, A Lee, G Mesters
Quantitative Economics 15 (2), 523-570, 2024
42024
A forty year assessment of forecasting the boat race
G Mesters, SJ Koopman
Tinbergen Institute Discussion Paper, 2012
42012
Evaluating policy institutions-150 years of us monetary policy
R Barnichon, G Mesters
Department of Economics and Business, Universitat Pompeu Fabra Economics …, 2023
32023
Supplement to ‘Locally robust inference for non-Gaussian SVAR models’
L Hoesch, A Lee, G Mesters
Quantitative Economics Supplemental Material 15, 2024
22024
Supplement to ‘locally robust inference for non-Gaussian linear simultaneous equations models’
A Lee, G Mesters
Journal of Econometrics Supplementary Material 240, 534-558, 2024
22024
Supplement to “robust inference for non-gaussian linear simultaneous equations models”
A Lee, G Mesters
Working Paper, 2022
22022
Nonlinear Dynamic Factor Models with Interacting Level and Volatility
SJ Koopman, G Mesters, B Schwaab
26th Symposium of the Society of Nonlinear Dynamics and Econometrics, Tokyo …, 2018
22018
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