24-037/III - Statistical Early Warning Models with Applications

  • Authors
    Lucas P. Harlaar, Vrije Universiteit Amsterdam; Jacques J.F. Commandeur, Vrije Universiteit Amsterdam; Jan A. van den Brakel, Maastricht University; Siem Jan Koopman, Vrije Universiteit Amsterdam; Niels Bos, SWOV Institute for Road Safety Research; Frits D. Bijleveld, Vrije Universiteit Amsterdam
  • Publication date
    May 30, 2024
  • Keywords
    nowcasting, multivariate structural time series model, seemingly unrelated time series equations, Kalman filter, road fatalities, labour market statistics
  • JEL
    C32