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DateTitle Authors
2012 Exponent of cross-sectional dependence: Estimation and inferenceBailey, Natalia / Kapetanios, George / Pesaran, M. Hashem
2011 Mean-variance cointegration and the expectations hypothesisStrohsal, Till / Weber, Enzo
2011 Predicting bid-ask spreads using long memory autoregressive conditional poisson modelsGroß-Klußmann, Axel / Hautsch, Nikolaus
2006 Economic growth in Latin America: Structural breaks or fundamentals?Chumacero, Rómulo A. / Fuentes, J. Rodrigo
2012 Monetary transmission in three central European economies: Evidence from time-varying coefficient vector autoregressionsDarvas, Zsolt
2011 Bigger fish in small pond: The interaction between foreigners' trading and emerging stock market returns under the microscopeÜlkü, Numan / Weber, Enzo
2010 Foreign and Domestic Growth Drivers in Eastern EuropeWeber, Enzo
2013 Testing for cointegration in a double-LSTR frameworkGrote, Claudia / Sibbertsen, Philipp
2005 Phillips-Perron-type unit root tests in the nonlinear ESTAR frameworkRothe, Christoph / Sibbertsen, Philipp
2011 The impact of the global business cycle on small open economies: A FAVAR approach for CanadaVasishtha, Garima / Maier, Philipp

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