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DateTitle Authors
2012 Persistence and cycles in the US Federal Funds rateCaporale, Guglielmo Maria / Gil-Alana, Luis A.
2011 Integrated modified OLS estimation and fixed-b inference for cointegrating regressionsVogelsang, Timothy J. / Wagner, Martin
1995 Arbitrage in commodity markets: A full systems cointegration analysisRünstler, Gerhard / Jumah, Adusei / Karbuz, Sohbet
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
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

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