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DateTitle Authors
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
2014 Structural analysis with independent innovationsHerwartz, Helmut
2013 Can stock price fundamentals properly be captured? Using Markov switching in hetereskedasticity models to test identification schemesVelinov, Anton
2012 Causalities and casualties: Media attention and terrorism, 1970 - 2010Pfeiffer,Christoph P.
2008 Structural vector autoregressions: Theory of identification and algorithms for inferenceRubio-Ramírez, Juan F. / Waggoner, Daniel F. / Zha, Tao
2006 Forming priors for DSGE models (and how it affects the assessment of nominal rigidities)del Negro, Marco / Schorfheide, Frank
2002 On the estimation of reduced rank regressionsHansen, Peter Reinhard
2009 A hierarchical procedure for the combination of forecastsCostantini, Mauro / Pappalardo, Carmine
2005 Do world shocks drive domestic business cycles? Some evidence from structural estimationLubik, Thomas / Teo, Wing Leong

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