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DateTitle Authors
2002 Market power in outputs and inputs: an empirical application to bankingAdams, Robert M. / Röller, Lars-Hendrik / Sickles, Robin C.
2003 A macroeconometric model for the Euro economyDreger, Christian
2010 Identifying VARs through heterogeneity: An application to bank runsDe Graeve, Ferre / Karas, Alexei
2003 Prognoseleistung von Frühindikatoren : Die Bedeutung von Frühindikatoren für Konjunkturprognosen - Eine Analyse für DeutschlandHinze, Jörg
2011 Classical time-varying FAVAR models - estimation, forecasting and structural analysisEickmeier, Sandra / Lemke, Wolfgang / Marcellino, Massimiliano
2004 Estimating equilibrium real interest rates in real-timeClark, Todd E. / Kozicki, Sharon
2009 Analyse der Übertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAREickmeier, Sandra
2009 Testing for structural breaks in dynamic factor modelsBreitung, Jörg / Eickmeier, Sandra
2006 How good are dynamic factor models at forecasting output and inflation? A meta-analytic approachZiegler, Christina / Eickmeier, Sandra
2006 Comovements and heterogeneity in the Comovements and heterogeneity in the dynamic factor modelEickmeier, Sandra

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