Access Statistics for Geert Mesters

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Dynamic Yield Curve Model with Stochastic Volatility and Non-Gaussian Interactions: An Empirical Study of Non-standard Monetary Policy in the Euro Area 0 0 0 77 0 1 1 187
A Forty Year Assessment of Forecasting the Boat Race 0 0 2 78 0 2 6 80
A Sufficient Statistics Approach for Macro Policy Evaluation 0 0 4 37 1 2 15 65
A Sufficient Statistics Approach for Macro Policy Evaluation 0 0 1 52 2 2 6 96
Crime, Employment and Social Welfare: an Individual-level Study on Disadvantaged Males 0 0 0 53 0 0 2 120
Detecting Granular Time Series in Large Panels 0 0 0 84 1 1 3 95
Empirical Bayes Methods for Dynamic Factor Models 0 0 0 101 1 3 5 117
Evaluating Policy Institutions -150 Years of US Monetary Policy- 1 1 6 22 3 6 24 44
Evaluating policy institutions -150 years of US monetary policy- 0 0 2 10 2 3 10 20
Fiscal targeting 0 0 1 18 1 1 5 37
Gender Differences in Private and Public Goal Setting 0 0 0 20 1 1 1 16
Generalized Dynamic Panel Data Models with Random Effects for Cross-Section and Time 0 0 0 72 0 1 3 201
Identifying Modern Macro Equations with Old Shocks 1 1 2 20 2 2 5 75
Identifying Modern Macro Equations with Old Shocks 0 0 0 43 1 1 3 94
Identifying modern macro equations with old shocks 1 1 1 54 1 1 1 86
Innovations Meet Narratives -Improving the Power-Credibility Trade-off in Macro 0 3 3 3 3 10 11 11
Locally Robust Inference for Non-Gaussian Linear Simultaneous Equations Models 0 1 1 11 1 4 6 30
Locally Robust Inference for Non-Gaussian SVAR Models 0 0 0 6 1 2 4 22
Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models 0 0 1 56 0 0 4 170
Non-Independent Components Analysis 0 0 1 3 1 1 4 18
Non-independent components analysis 0 0 0 4 1 2 4 12
Optimal policy perturbations 0 0 1 30 0 1 11 80
Policy evaluation with Sufficient Macro Statistics -a primer 0 2 2 2 1 9 9 9
Reconciling Fiscal Ceilings with Macro Stabilization 0 0 0 7 1 1 1 18
Robust inference for non-Gaussian SVAR models 0 0 2 57 0 1 4 28
Robust non-Gaussian inference for linear simultaneous equations models 0 0 1 19 0 0 2 21
The Phillips Multiplier 0 0 0 21 0 1 2 64
The Phillips Multiplier 0 1 1 25 1 2 5 103
The Phillips multiplier 0 0 0 43 0 1 2 110
Total Working Papers 3 10 32 1,028 26 62 159 2,029

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Sufficient Statistics Approach for Macro Policy 1 4 18 79 3 8 44 172
Detecting granular time series in large panels 0 0 1 10 0 1 5 29
Empirical Bayes Methods for Dynamic Factor Models 1 1 1 14 1 1 2 114
Generalized dynamic panel data models with random effects for cross-section and time 0 0 0 41 0 0 2 225
How Tight Is the U.S. Labor Market? 0 0 0 22 0 0 0 124
Identifying Modern Macro Equations with Old Shocks* 1 3 6 54 1 4 35 221
Locally robust inference for non-Gaussian linear simultaneous equations models 0 1 1 1 0 2 4 4
Locally robust inference for non‐Gaussian SVAR models 0 0 0 0 0 0 1 2
Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models 0 0 0 5 0 0 0 67
On the Demographic Adjustment of Unemployment 1 2 7 59 2 5 20 175
The Phillips multiplier 2 2 8 58 4 10 35 200
Total Journal Articles 6 13 42 343 11 31 148 1,333

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-06-06