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 Date: May 30, 2024
24-036/III - A Novel Test for the Presence of Local Explosive Dynamics Authors: F. Blasques, Vrije Universiteit Amsterdam; S.J. Koopman, Vrije Universiteit Amsterdam; G. Mingoli, Vrije Universiteit Amsterdam; S. Telg, Vrije Universiteit Amsterdam Date: May 30, 2024
24-030/III - Taylor Rules with Endogenous Regimes Authors: Knut Are Aastveit, BI Norwegian Business School; Jamie Cross, The University of Melbourne; Francesco Furlanetto, Norges Bank; Herman K. Van Dijk, Erasmus University Rotterdam Date: May 10, 2024
24-016/III - A Score-Driven Filter for Causal Regression Models with Time-Varying Parameters and Endogenous Regressors Authors: Francisco Blasques, Vrije Universiteit Amsterdam; Noah Stegehuis, Vrije Universiteit Amsterdam Date: February 29, 2024
24-008/III - Bootstrapping GARCH Models Under Dependent Innovations Authors: Eric Beutner, Vrije Universiteit Amsterdam; Julia Schaumburg, Vrije Universiteit Amsterdam; Barend Spanjers, Vrije Universiteit Amsterdam Date: January 25, 2024
24-003/III - A robust Beveridge-Nelson decomposition using a score-driven approach with an application Authors: Francisco Blasques, Vrije Universiteit Amsterdam ; Janneke van Brummelen, Vrije Universiteit Amsterdam ; Paolo Gorgi, Vrije Universiteit Amsterdam ; Siem Jan Koopman, Vrije Universiteit Amsterdam Date: January 11, 2024