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DateTitle Authors
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
1998 Unemployment dynamics: An unobserved components approachRünstler, Gerhard
2006 Testing the new Keynesian Phillips curve without assuming identificationMavroeidis, Sophocles
2013 Using newspapers for tracking the business cycle: A comparative study for Germany and SwitzerlandIselin, David / Siliverstovs, Boriss
1996 Potential output, the natural rate of unemployment, and the Phillips Curve in a multivariate structural time series frameworkHahn, Franz / Rünstler, Gerhard
2007 Generalized canonical regressionEstrella, Arturo
2007 Extracting business cycle fluctuations: What do time series filters really do?Estrella, Arturo
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

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