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DateTitle Authors
2007 Multivariate GARCH modelsSilvennoinen, Annastiina / Teräsvirta, Timo
2012 Eyes wide shut? The U.S. house market bubble through the lense of statistical process controlBerlemann, Michael / Freese, Julia / Knoth, Sven
2007 Assessing forecast uncertainties in a VECX model for Switzerland: an exercise in forecast combination across models and observation windowsAssenmacher-Wesche, Katrin / Pesaran, Mohammad Hashem
2004 Non-linearities and fractional integration in the US unemployment rateCaporale, Guglielmo Maria / Gil-Alana, Luis A.
2010 Trend and cycle features in German residential investment before and after reunificationKnetsch, Thomas A.
2013 Conditional euro area sovereign default riskLucas, André / Schwaab, Bernd / Zhang, Xin
2011 Conditional Probabilities and Contagion Measures for Euro Area Sovereign Default RiskZhang, Xin / Schwaab, Bernd / Lucas, Andre
2012 A Forty Year Assessment of Forecasting the Boat RaceMesters, Geert / Koopman, Siem Jan
2012 Improved Likelihood Ratio Tests for Cointegration Rank in the VAR ModelBoswijk, H. Peter / Jansson, Michael / Nielsen, Morten Ø.
2008 Testing a DSGE model of the EU using indirect inferenceMeenagh, David / Minford, Patrick / Wickens, Michael

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