Credit Cycles and Macro Fundamentals
Jan Koopman, Roman Kraussl, André Lucas, André Monteiro
Journal Of Empirical Finance, vol. 16, 2009, p. 42-54.

Measuring Synchronization and Convergence of Business Cycles for the Euro Area, UK and US
Jan Koopman, João Valle e Azevedo
Oxford Bulletin of Economics and Statistics, vol. 70, 2008, p. 23-51.

The Multi-state Latent Factor Intensity Model for Credit Rating Transitions
Jan Koopman, André Lucas, André Monteiro
Journal of Econometrics, vol. 142, 2008, p. 399-424.

Tracking the Business Cycle of the Euro Area: A Multivariate Model-Based Bandpass Filter
João Valle e Azevedo, Jan Koopman, António Rua
Journal of Business and Economic Statistics, vol. 24, 2006, p. 278-290.