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.