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DateTitle Authors
2002 Error correction in DHSYEliasson, Ann-Charlotte / Teräsvirta, Timo
2003 Testing the unit root hypothesis against the logistic smooth transition autoregressive modelEklund, Bruno
2006 Determining the number of breaks in a piecewise linear regression modelStrikholm, Birgit
2001 Long-Run Links Among Money, Prices, and Output: World-Wide EvidenceReimers, Hans-Eggert / Herwartz, Helmut
2004 Testing for business cycle asymmetries based on autoregressions with a Markov-switching interceptKnüppel, Malte
2005 Berechnung trendbereinigter Indikatoren für Deutschland mit Hilfe von FilterverfahrenStamfort, Stefan
2011 Detecting multiple breaks in long memory: The case of US inflationHassler, Uwe / Meller, Barbara
2010 Testing the invariance of expectations models of inflationCastle, Jennifer L. / Doornik, Jurgen A. / Hendry, David F. / Nymoen, Ragnar
2011 The Analysis of Stochastic Volatility in the Presence of Daily Realised MeasuresKoopman, Siem Jan / Scharth, Marcel
2013 Do Income Disparities dissipate across the US States? Experimenting with a Vector Error Correction ModelAlexiadis, Stilianos / Eleftheriou, Konstantinos / Nijkamp, Peter

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