| Identifying modern macro equations with old shocks R Barnichon, G Mesters The Quarterly Journal of Economics 135 (4), 2255-2298, 2020 | 82* | 2020 |
| The Phillips Multiplier R Barnichon, G Mesters Journal of Monetary Economics, 2020 | 75 | 2020 |
| On the demographic adjustment of unemployment R Barnichon, G Mesters Review of Economics and Statistics 100 (2), 219-231, 2018 | 51 | 2018 |
| 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 | 31 | 2016 |
| 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 | 26 | 2014 |
| A sufficient statistics approach for macro policy R Barnichon, G Mesters American Economic Review 113 (11), 2809-2845, 2023 | 19* | 2023 |
| Detecting granular time series in large panels C Brownlees, G Mesters Journal of Econometrics 220 (2), 544-561, 2021 | 16 | 2021 |
| 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 | 16 | 2014 |
| 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 | 13 | 2017 |
| 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 | 8 | 2022 |
| How tight is the US labor market? R Barnichon, G Mesters FRBSF Economic Letter 7, 2017 | 8 | 2017 |
| Locally robust inference for non‐Gaussian SVAR models L Hoesch, A Lee, G Mesters Quantitative Economics 15 (2), 523-570, 2024 | 5 | 2024 |
| A forty year assessment of forecasting the boat race G Mesters, SJ Koopman Tinbergen Institute Discussion Paper, 2012 | 4 | 2012 |
| Evaluating policy institutions-150 years of us monetary policy R Barnichon, G Mesters Department of Economics and Business, Universitat Pompeu Fabra Economics …, 2023 | 3 | 2023 |
| Supplement to ‘Locally robust inference for non-Gaussian SVAR models’ L Hoesch, A Lee, G Mesters Quantitative Economics Supplemental Material 15, 2024 | 2 | 2024 |
| 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 | 2 | 2024 |
| Supplement to “robust inference for non-gaussian linear simultaneous equations models” A Lee, G Mesters Working Paper, 2022 | 2 | 2022 |
| 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 | 2 | 2018 |
Siem Jan KoopmanProfessor of Econometrics, Vrije Universiteit AmsterdamGeverifieerd e-mailadres voor vu.nl
