Daan Opschoor

Erasmus University Rotterdam (EUR) - Department of Econometrics

P.O. Box 1738

3000 DR Rotterdam

Netherlands

Tinbergen Institute

Burg. Oudlaan 50

Rotterdam, 3062 PA

Netherlands

  • Erasmus University Rotterdam (EUR) - Department of Econometrics

  • Tinbergen Institute

SCHOLARLY PAPERS

4

DOWNLOADS

491

TOTAL CITATIONS

0

Scholarly Papers (4)

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1.

Slow Expectation-Maximization Convergence in Low-Noise Dynamic Factor Models

Number of pages: 48 Posted: 17 Apr 2023
Daan Opschoor and Dick J. C. van Dijk
Erasmus University Rotterdam (EUR) - Department of Econometrics and Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Downloads 191 (314,382)

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dynamic factor models, EM algorithm, artificial noise, convergence speed, nowcasting

2.

A Smooth Shadow-Rate Dynamic Nelson-Siegel Model for Yields at the Zero Lower Bound

Tinbergen Institute Discussion Paper 2022-011/III
Number of pages: 56 Posted: 19 Mar 2022 Last Revised: 17 Jul 2024
Daan Opschoor and Michel van der Wel
Erasmus University Rotterdam (EUR) - Department of Econometrics and Erasmus University Rotterdam
Downloads 123 (452,780)

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Yield curve, zero lower bound, shadow-rate model, Nelson–Siegel model

3.

Heterogeneity in Manufacturing Growth Risk

Tinbergen Institute Discussion Paper 2021-036/III
Number of pages: 88 Posted: 07 May 2021 Last Revised: 17 Jul 2024
Daan Opschoor, Dick J. C. van Dijk and Philip Hans Franses
Erasmus University Rotterdam (EUR) - Department of Econometrics, Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 118 (470,279)

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downside risk, business cycle, quantile regression, manufacturing, financial conditions

4.

Tracking Sectoral Economic Conditions

Number of pages: 74 Posted: 04 Nov 2023 Last Revised: 11 Jul 2024
Daan Opschoor
Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 59 (707,605)

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economic conditions, monthly index, sectoral heterogeneity, mixed-frequency dynamic factor model, nowcasting