World's Best Scientists 2026 revealed!

D-Index & Metrics

Economics and Finance

D-Index
65
Citations
24743
World Ranking
592
National Ranking
16

Siem Jan Koopman publication distribution in Economics and Finance in 2026

The chart shows the distribution of publications by all Research.com ranked scientists in the field of Economics and Finance in 2026. The highlighted bar marks where Siem Jan Koopman sits on this spectrum.

42–46 publications: 1 scientists 47–51 publications: 12 scientists 52–56 publications: 7 scientists 57–61 publications: 23 scientists 62–66 publications: 32 scientists 67–71 publications: 36 scientists 72–76 publications: 56 scientists 77–81 publications: 57 scientists 82–86 publications: 70 scientists 87–91 publications: 86 scientists 92–96 publications: 72 scientists 97–101 publications: 106 scientists 102–106 publications: 97 scientists 107–111 publications: 96 scientists 112–116 publications: 101 scientists 117–121 publications: 103 scientists 122–126 publications: 102 scientists 127–131 publications: 108 scientists 132–136 publications: 107 scientists 137–141 publications: 111 scientists 142–146 publications: 94 scientists 147–151 publications: 96 scientists 152–156 publications: 100 scientists 157–161 publications: 74 scientists 162–166 publications: 68 scientists 167–171 publications: 91 scientists 172–176 publications: 76 scientists 177–181 publications: 75 scientists 182–186 publications: 61 scientists 187–191 publications: 66 scientists 192–196 publications: 68 scientists 197–201 publications: 71 scientists 202–206 publications: 60 scientists 207–211 publications: 56 scientists 212–216 publications: 44 scientists 217–221 publications: 51 scientists 222–226 publications: 65 scientists 227–231 publications: 48 scientists 232–236 publications: 59 scientists 237–241 publications: 37 scientists 242–246 publications: 37 scientists 247–251 publications: 41 scientists 252–256 publications: 43 scientists 257–261 publications: 33 scientists 262–266 publications: 34 scientists 267–271 publications: 39 scientists 272–276 publications: 25 scientists 277–281 publications: 29 scientists 282–286 publications: 29 scientists 287–291 publications: 26 scientists 292–296 publications: 31 scientists 297–301 publications: 31 scientists 302–306 publications: 24 scientists 307–311 publications: 28 scientists 312–316 publications: 24 scientists 317–321 publications: 13 scientists 322–326 publications: 14 scientists 327–331 publications: 25 scientists 332–336 publications: 18 scientists 337–341 publications: 16 scientists 342–346 publications: 18 scientists 347–351 publications: 15 scientists 352–356 publications: 17 scientists 357–361 publications: 19 scientists 362–366 publications: 16 scientists 367–371 publications: 17 scientists 372–376 publications: 7 scientists 377–381 publications: 18 scientists 382–386 publications: 13 scientists 387–391 publications: 19 scientists 392–396 publications: 9 scientists 397–401 publications: 10 scientists 402–406 publications: 13 scientists 407–411 publications: 13 scientists 412–416 publications: 5 scientists 417–421 publications: 10 scientists 422–426 publications: 6 scientists 427–431 publications: 12 scientists 432–436 publications: 9 scientists 437–441 publications: 9 scientists 442–446 publications: 10 scientists 447–451 publications: 12 scientists 452–456 publications: 8 scientists 457–461 publications: 4 scientists 462–466 publications: 7 scientists 467–471 publications: 4 scientists 472–476 publications: 5 scientists 477–481 publications: 6 scientists 482–486 publications: 7 scientists 487–491 publications: 8 scientists 492–496 publications: 5 scientists 497–501 publications: 4 scientists 502–506 publications: 4 scientists 507–511 publications: 5 scientists 512–516 publications: 7 scientists 517–520 publications: 7 scientists 521+ publications: 99 scientists
42 publications 521+

This scientist: 368 publications — 90th percentile

90% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 521 publications or more.

Siem Jan Koopman D-index placement in Economics and Finance in 2026

The chart shows the D-index (discipline H-index) distribution of Economics and Finance scientists ranked by Research.com in 2026. The highlighted bar marks where Siem Jan Koopman sits on this spectrum.

30 D-Index: 126 scientists 31 D-Index: 147 scientists 32 D-Index: 157 scientists 33 D-Index: 178 scientists 34 D-Index: 171 scientists 35 D-Index: 141 scientists 36 D-Index: 132 scientists 37 D-Index: 129 scientists 38 D-Index: 130 scientists 39 D-Index: 120 scientists 40 D-Index: 117 scientists 41 D-Index: 113 scientists 42 D-Index: 114 scientists 43 D-Index: 97 scientists 44 D-Index: 115 scientists 45 D-Index: 86 scientists 46 D-Index: 78 scientists 47 D-Index: 83 scientists 48 D-Index: 62 scientists 49 D-Index: 74 scientists 50 D-Index: 50 scientists 51 D-Index: 66 scientists 52 D-Index: 69 scientists 53 D-Index: 55 scientists 54 D-Index: 67 scientists 55 D-Index: 61 scientists 56 D-Index: 62 scientists 57 D-Index: 45 scientists 58 D-Index: 34 scientists 59 D-Index: 47 scientists 60 D-Index: 46 scientists 61 D-Index: 36 scientists 62 D-Index: 37 scientists 63 D-Index: 56 scientists 64 D-Index: 50 scientists 65 D-Index: 32 scientists 66 D-Index: 28 scientists 67 D-Index: 30 scientists 68 D-Index: 24 scientists 69 D-Index: 25 scientists 70 D-Index: 22 scientists 71 D-Index: 21 scientists 72 D-Index: 26 scientists 73 D-Index: 24 scientists 74 D-Index: 23 scientists 75 D-Index: 12 scientists 76 D-Index: 14 scientists 77 D-Index: 15 scientists 78 D-Index: 15 scientists 79 D-Index: 17 scientists 80 D-Index: 17 scientists 81 D-Index: 11 scientists 82 D-Index: 10 scientists 83 D-Index: 16 scientists 84 D-Index: 11 scientists 85 D-Index: 5 scientists 86 D-Index: 9 scientists 87 D-Index: 13 scientists 88 D-Index: 9 scientists 89 D-Index: 7 scientists 90 D-Index: 6 scientists 91 D-Index: 4 scientists 92 D-Index: 8 scientists 93 D-Index: 10 scientists 94 D-Index: 11 scientists 95 D-Index: 6 scientists 96 D-Index: 4 scientists 97 D-Index: 4 scientists 98 D-Index: 6 scientists 99 D-Index: 6 scientists 100 D-Index: 8 scientists 101+ D-Index: 100 scientists
30 D-Index 101+

This scientist: 65 D-Index — 85th percentile

85% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 101 D-Index or more.

Overview

Siem Jan Koopman is affiliated with Vrije Universiteit Amsterdam in the Netherlands. Their research primarily focuses on Economics, Econometrics, and Finance, with a significant portion of work dedicated to subfields such as Economics and Econometrics, Finance, General Economics, Econometrics and Finance, Global and Planetary Change, and Atmospheric Science.

The main topics explored in Koopman's research include Monetary Policy and Economic Impact, Financial Risk and Volatility Modeling, Market Dynamics and Volatility, Complex Systems and Time Series Analysis, Atmospheric and Environmental Gas Dynamics, Stochastic Processes and Financial Applications, and Climate Change Policy and Economics.

Koopman has been published frequently in several venues, notably:

  • SSRN Electronic Journal
  • Journal of Econometrics
  • arXiv (Cornell University)
  • Journal of the Royal Statistical Society Series A (Statistics in Society)
  • Oxford Bulletin of Economics and Statistics

Among recent papers authored or co-authored by Koopman are:

  • "Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors," 2021, Energy Economics
  • "Maximum likelihood estimation for score-driven models," 2021, Journal of Econometrics
  • "A multivariate dynamic statistical model of the global carbon budget 1959-2020," 2023, Journal of the Royal Statistical Society Series A (Statistics in Society)
  • "Dynamic factor models with clustered loadings: Forecasting education flows using unemployment data," 2021, Data Archiving and Networked Services (DANS)
  • "Using rapid damage observations for Bayesian updating of hurricane vulnerability functions: A case study of Hurricane Dorian using social media," 2022, International Journal of Disaster Risk Reduction

Koopman's frequent co-authors include:

  • Francisco Blasques
  • Paolo Gorgi
  • Mikkel Bennedsen
  • Eric Hillebrand
  • J. van Brummelen

Best Publications

  • Time Series analysis by state space methods

    James Durbin;Siem Jan Koopman

  • GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS

    Drew Creal;Siem Jan Koopman;Siem Jan Koopman;André Lucas;André Lucas

  • STAMP 6.0 Structural Time Series Analyser, Modeller and Predictor

    S.J. Koopman;A.C. Harvey;J.A. Doornik;N. Shephard

  • A Simple and Efficient Simulation Smoother for State Space Time Series Analysis

    J. Durbin;S. J. Koopman

  • Forecasting Daily Variability of the S&P 100 Stock Index using Historical, Realised and Implied Volatility Measurements

    Siem Jan Koopman;Siem Jan Koopman;Borus Jungbacker;Eugenie Hol

  • Statistical algorithms for models in state space using SsfPack 2.2

    Siem Jan Koopman;Neil Shephard;Jurgen A. Doornik

  • Monte Carlo maximum likelihood estimation for non-Gaussian state space models

    J. Durbin;S.J.M. Koopman

  • Time series analysis of non‐Gaussian observations based on state space models from both classical and Bayesian perspectives

    J. Durbin;S.J.M. Koopman

  • An Introduction to State Space Time Series Analysis

    Jacques J.F. Commandeur;Siem Jan Koopman

  • Estimation of stochastic volatility models via Monte Carlo maximum likelihood

    Gleb Sandmann;Siem Jan Koopman

  • A dynamic multivariate heavy-tailed model for time-varying volatilities and correlations ⁄

    Drew Creal;Siem Jan Koopman;André Lucas

  • Periodic seasonal reg-ARFIMA-GARCH models for daily electricity spot prices

    Siem Jan Koopman;Marius Ooms;M. Angeles Carnero

  • Diagnostic Checking of Unobserved- Components Time Series Models

    Andrew C. Harvey;Siem Jan Koopman

  • Forecasting Hourly Electricity Demand Using Time-Varying Splines

    Andrew Harvey;Siem Jan Koopman

  • Exact Initial Kalman Filtering and Smoothing for Nonstationary Time Series Models

    Siem Jan Koopman

  • Disturbance smoother for state space models

    Siem Jan Koopman

  • Structural Time Series Analyser, Modeller and Predictor: STAMP 8.2.

    Siem Jan Koopman;Andrew C. Harvey;Jurgen A. Doornik;Neil Shephard

  • The stochastic volatility in mean model: empirical evidence from international stock markets

    Siem Jan Koopman;Eugenie Hol Uspensky

  • Credit Cycles and Macro Fundamentals

    Siem Jan Koopman;Siem Jan Koopman;Roman Kräussl;André Lucas;André Lucas;André B. Monteiro

  • Analyzing the Term Structure of Interest Rates Using the Dynamic Nelson–Siegel Model With Time-Varying Parameters

    S.J. Koopman;M.I.P. Mallee;M. van der Wel

  • Time Series Analysis by State Space Methods: Second Edition

    Siem Jan Koopman;James Durbin

Frequent Co-Authors

Andre Lucas
Andre Lucas Vrije Universiteit Amsterdam
Andrew Harvey
Andrew Harvey University of Cambridge
Neil Shephard
Neil Shephard Harvard University
James Durbin
James Durbin London School of Economics and Political Science
Herman K. van Dijk
Herman K. van Dijk Erasmus University Rotterdam
Peter Reinhard Hansen
Peter Reinhard Hansen University of North Carolina at Chapel Hill
Gary Koop
Gary Koop University of Strathclyde
Jean-Michel Zakoian
Jean-Michel Zakoian École Nationale de la Statistique et de l'Administration Économique
Monica Billio
Monica Billio Ca Foscari University of Venice
Cathy W. S. Chen
Cathy W. S. Chen Feng Chia University

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