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DateTitle Authors
2011 How informative are the subjective density forecasts of macroeconomists?Kenny, Geoff / Kostka, Thomas / Masera, Federico
2009 Consistent test for multivariate conditional distributionsLi, Fuchun / Tkacz, Greg
2008 Empirical likelihood block bootstrappingAllen, Jason / Gregory, Allan W. / Shimotsu, Katsumi
2007 Testing the Granger noncausality hypothesis in stationary nonlinear models of unknown functional formPéguin-Feissolle, Anne / Strikholm, Birgit
2013 The PPP hypothesis revisited: Evidence using a multivariate long-memory modelCaporale, Guglielmo Maria / Gil-Alana, Luis A. / Lovcha, Yuliya
2013 Long memory and fractional integration in high frequency data on the US Dollar / British Pound spot exchange rateCaporale, Guglielmo Maria / Gil-Alana, Luis A.
2012 What moves the European carbon market? Insights from conditional jump modelsGronwald, Marc / Ketterer, Janina
2012 Why we should use high values for the smoothing parameter of the Hodrick-Prescott filterFlaig, Gebhard
2004 Evaluating exponential GARCH modelsMalmsten, Hans
2002 Forecasting with artificial network modelsRech, Gianluigi

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