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DateTitle Authors
2014 Bias-correction in vector autoregressive models: A simulation studyEngsted, Tom / Pedersen, Thomas Q.
2013 The geometric meaning of the notion of joint unpredictability of a bivariate VAR(1) stochastic processTriacca, Umberto
2015 Why do Pit-Hours outlive the Pit?Ozturk, Sait R. / van der Wel, Michel / van Dijk, Dick
2011 Time and the price impact of a trade: A structural approachGrammig, Joachim G. / Theissen, Erik / Wünsche, Oliver
2009 Quantifying high-frequency market reactions to real-time news sentiment announcementsGroß-Klußmann, Axel / Hautsch, Nikolaus
2006 Forming priors for DSGE models (and how it affects the assessment of nominal rigidities)del Negro, Marco / Schorfheide, Frank
2008 Structural vector autoregressions: Theory of identification and algorithms for inferenceRubio-Ramírez, Juan F. / Waggoner, Daniel F. / Zha, Tao
2002 On the small sample properties of weak exogeneity tests in cointegrated VAR modelsBrüggemann, Ralf
2002 Structural vector autoregressive models and monetary policy analysisHoltemöller, Oliver
2002 On the effects of aggregating cointegrated variables over timeMüller, Christian

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