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DateTitle Authors
2001 On seasonal error correction when the processes include different numbers of unit rootsLyhagen, Johan / Löf, Mårten
2007 Multivariate GARCH modelsSilvennoinen, Annastiina / Teräsvirta, Timo
2012 Persistence and cycles in US hours workedCaporale, Guglielmo Maria / Gil-Alana, Luis A.
1997 Measuring stylized business cycles facts using stochastic cyclesRünstler, Gerhard
2001 Structural changes in the cointegrated vector autoregressive modelHansen, Peter Reinhard
2002 Specification testing and semiparametric estimation of regime switching models: An examination of the US short term interest rateCampbell, Sean D.
2008 Forming priors for DSGE models (and how it affects the assessment of nominal rigidities)Del Negro, Marco / Schorfheide, Frank
2012 Exponent of cross-sectional dependence: Estimation and inferenceBailey, Natalia / Kapetanios, George / Pesaran, Hashem
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

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