4 Key Publications

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  Boswijk, H., Franses, P. and van Dijk, D. (2010). Cointegration in a historical perspective Journal of Econometrics, 158(1):156--159.

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  Koopman, S. and Creal, D. (2010). Extracting a robust U.S. business cycle using a time-varying multivariate model-based bandpass filter Journal of Applied Econometrics, 25:695--719.

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  Koopman, S., Mallee, M. and van der Wel, M. (2010). Analyzing the Term Structure of Interest Rates using the Dynamic Nelson-Siegel Model with Time-Varying Parameters Journal of Business and Economic Statistics, 28:329--343.

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  Boswijk, H., Franses, P. and van Dijk, D. (2010). Twenty years of cointegration Journal of Econometrics, 158(1):1--2.