Stephan Smeekes

Dr.

Associate Professor, School of Business and Economics, QE Econometrics
GSBE Theme Data-Driven Decision-Making
Mathematics Centre Maastricht

https://orcid.org/0000-0002-0157-639X

Research activity per year

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29 Working paper
18 Article
2 Software
1 Conference Abstract/Poster in proceeding
More

A dynamic factor model approach to incorporate Big Data in state space models for official statistics
Schiavoni, C., Palm, F., Smeekes, S. & van den Brakel, J., Jan 2021, In: Journal of the Royal Statistical Society Series A-Statistics in Society. 184, 1, p. 324-353 30 p.
Research output: Contribution to journal › Article › Academic › peer-review

Open Access
An automated approach towards sparse single-equation cointegration modelling
Smeekes, S. & Wijler, E., Mar 2021, In: Journal of Econometrics. 221, 1, p. 247-276 30 p.
Research output: Contribution to journal › Article › Academic › peer-review

Open Access
File

9 Downloads (Pure)
Min(d)ing the President: A text analytic approach to measuring tax news
Jassem, A., Lieb, L., Almeida, R. J., Bastürk, N. & Smeekes, S., 7 Apr 2021, arXiv.org at Cornell University Library, 70 p. (arXiv e-prints; No. 2104.03261).
Research output: Working paper › Professional

Open Access
File

2 Downloads (Pure)
Time-varying state correlations in state space models and their estimation via indirect inference
Schiavoni, C., Koopman, S. J., Palm, F. C., Smeekes, S. & van den Brakel, J., 25 Feb 2021, Tinbergen Institute, 49 p. (Tinbergen Institute Discussion Paper; No. 020/III, Vol. 2021).
Research output: Working paper › Professional

Open Access
A statistical analysis of time trends in atmospheric ethane
Friedrich, M., Beutner, E., Reuvers, H., Smeekes, S., Urbain, J., Bader, W., Franco, B., Lejeune, B. & Mahieu, E., Sep 2020, In: Climatic Change. 162, 1, p. 105-125 21 p.
Research output: Contribution to journal › Article › Academic › peer-review

Open Access

Min(d)ing the President: A text analytic approach to measuring tax news
Jassem, A. (Creator), Lieb, L. (Creator), De Almeida e Santos Nogueira, R. J. (Creator), Bastürk, N. (Creator) & Smeekes, S. (Creator), DataverseNL, 12 Apr 2021
DOI: 10.34894/JHVJQS, https://doi.org/10.34894/JHVJQS
Dataset

Bootstrapping Nonstationary Time Series
Smeekes, Stephan (Recipient), 1 Nov 2012
Prize: Prize (including medals and awards) › Academic

28 Talk or presentation
7 Organizing or contributing to an event
2 Membership of committee
1 Membership of network

An automated approach towards sparse single-equation cointegration modelling
Stephan Smeekes (Speaker)
24 Aug 2020 → 28 Aug 2020
Activity: Talk or presentation (speaker at event) › Talk or presentation › Academic
An automated approach towards sparse single-equation cointegration modelling
Stephan Smeekes (Speaker)
17 Aug 2020 → 21 Aug 2020
Activity: Talk or presentation (speaker at event) › Talk or presentation › Academic
Netherlands Econometric Study Group 2020
Stephan Smeekes (Member of programme committee)
15 May 2020
Activity: Organizing, contributing or attending an event › Organizing or contributing to an event › Academic
KNAW Onderwijsprijs (Event)
Stephan Smeekes (Member)
9 Apr 2020 → 9 Jun 2020
Activity: Membership › Membership of committee › Professional
Descartes-Huygens Prize Award Ceremony (Event)
Stephan Smeekes (Member)
1 Aug 2020 → 30 Sep 2020
Activity: Membership › Membership of committee › Academic

Wanneer komt de volgende economische crisis?
Stephan Smeekes
11/03/20
1 Media contribution
Press/Media: Expert Comment › Popular