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DateTitle Authors
2009 Quantifying high-frequency market reactions to real-time news sentiment announcementsGroß-Klußmann, Axel / Hautsch, Nikolaus
2001 Explaining the Dollar-Euro rate: Do stock market returns mater?Kaltenhäuser, Bernd
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
2002 Comparison of model reduction methods for VAR processesBrüggemann, Ralf / Krolzig, Hans-Martin / Lütkepohl, Helmut
2002 The effects of ignoring level shifts on systems cointegration testsTrenkler, Carsten
2001 Sources of German unemployment: A structural vector error correction analysisBrüggemann, Ralf

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