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DateTitle Authors
2000 Lag selection in subset VAR models with an application to a US monetary systemBrüggemann, Ralf / Lütkepohl, Helmut
2002 Testing for vector autoregressive dynamics under heteroskedasticityHafner, Christian M. / Herwartz, Helmut
1999 Modelling exchange rates volatility with multivariate long-memory ARCH processesTeyssière, Gilles
2009 A two-factor model for electricity prices with dynamic volatilitySchlüter, Stephan
2008 A Long-Run Structural Macroeconometric Model for Germany: An Empirical NoteChen, Pu / Schneider, Elena / Frohn, Joachim
2008 On the Explosive Nature of Hyper-Inflation DataNielsen, Bent
2009 Balassa-Samuelson and Wage, Price and Unemployment Dynamics in the Spanish Transition to EMU MembershipOrdóñez, Javier / Jusélius, Katarina
2009 The "Credit-Cost Channel" of Monetary Policy. A Theoretical AssessmentTamborini, Roberto
2012 Identifying time variability in stock and interest rate dependenceStein, Michael / Islami, Mevlud / Lindemann, Jens
2002 The persistence and asymmetry of time-varying correlationsBaur, Dirk

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