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DateTitle Authors
2001 Explaining the Dollar-Euro rate: Do stock market returns mater?Kaltenhäuser, Bernd
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
2000 Common cycles: A frequency domain approachBreitung, Jörg / Candelon, Bertrand
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

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