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DateTitle Authors
2005 Model-based Measurement of Latent Risk in Time Series with ApplicationsBijleveld, Frits / Commandeur, Jacques / Gould, Phillip / Koopman, Siem Jan
2012 Persistence and cycles in the US Federal Funds rateCaporale, Guglielmo Maria / Gil-Alana, Luis A.
2013 Measuring Credit Risk in a Large Banking System: Econometric Modeling and EmpiricsLucas, Andre / Schwaab, Bernd / Zhang, Xin
2002 Core inflation in the Euro area: Evidence from the structural VAR approachHahn, Elke
2013 Can stock price fundamentals properly be captured? Using Markov switching in hetereskedasticity models to test identification schemesVelinov, Anton
2005 Do world shocks drive domestic business cycles? Some evidence from structural estimationLubik, Thomas / Teo, Wing Leong
2000 The demand for money in AustriaHayo, Bernd
2012 Disaggregate energy consumption and industrial output in Pakistan: An empirical analysisQazi, Ahmer Qasim / Ahmed, Khalid / Mudassar, Muhammad
2007 A Long Run Structural Macroeconometric Model for GermanyChen, Pu / Schneider, Elena / Frohn, Joachim
2008 On the Explosive Nature of Hyper-Inflation DataNielsen, Bent

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