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Geert Mesters
Geert Mesters
Universitat Pompeu Fabra, Barcelona GSE & Vrije Universiteit Amsterdam
Geverifieerd e-mailadres voor upf.edu - Homepage
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The Phillips Multiplier
R Barnichon, G Mesters
Journal of Monetary Economics, 2020
712020
Identifying modern macro equations with old shocks
R Barnichon, G Mesters
The Quarterly Journal of Economics 135 (4), 2255-2298, 2020
70*2020
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
322016
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
272014
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
Empirical Bayes methods for dynamic factor models
SJ Koopman, G Mesters
Review of Economics and Statistics 99 (3), 486-498, 2017
142017
Locally robust inference for non-Gaussian linear simultaneous equations models
A Lee, G Mesters
Journal of Econometrics 240 (1), 105647, 2024
13*2024
A sufficient statistics approach for macro policy
R Barnichon, G Mesters
American Economic Review 113 (11), 2809-2845, 2023
12*2023
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
How tight is the US labor market?
R Barnichon, G Mesters
FRBSF Economic Letter 7, 2017
82017
Non-independent components analysis
G Mesters, P Zwiernik
arXiv preprint arXiv:2206.13668, 2022
72022
Locally Robust Inference for Non-Gaussian SVAR models
L Hoesch, A Lee, G Mesters
Barcelona School of Economics Working Paper 1367, 2023
32023
A forty year assessment of forecasting the boat race
G Mesters, SJ Koopman
Tinbergen Institute Discussion Paper, 2012
32012
Evaluating policy institutions-150 years of US monetary policy
R Barnichon, G Mesters
Department of Economics and Business, Universitat Pompeu Fabra Economics …, 2023
22023
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
Disentangling criminal careers for disadvantaged youths
G Mesters
22015
The employment-crime association for individuals convicted of a sexual offense in their youth
C van den Berg, G Mesters
Journal of Developmental and Life-Course Criminology 3, 440-467, 2017
12017
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Artikelen 1–20