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DateTitle Authors
2003 How wacky is the DAX? The changing structure of German stock market volatilityWerner, Thomas / Stapf, Jelena
2008 Bridging Economic Theory Models and the Cointegrated Vector Autoregressive ModelMøller, Niels Framroze
1999 Vector autoregressive analysisLütkepohl, Helmut
1999 Comparison of bootstrap confidence intervals for impulse responses of German monetary systemsBenkwitz, Alexander / Lütkepohl, Helmut / Wolters, Jürgen
2008 Bridging Economic Theory Models and the Cointegrated Vector Autoregressive ModelMøller, Niels Framroze
2012 Eyes wide shut? The US house market bubble through the lense of statistical process controlBerlemann, Michael / Freese, Julia / Knoth, Sven
2003 Long-run forecasting in multicointegrated systemsEngsted, Tom / Siliverstovs, Boriss / Haldrup, Niels
2001 An Introduction into the SVAR Methodology: Identification, Interpretation and Limitations of SVAR modelsGottschalk, Jan
2001 Measuring Expected Inflation and the Ex-Ante Real Interest Rate in the Euro Area Using Structural Vector AutoregressionsGottschalk, Jan
2001 Do Bivariate SVAR Models with Long-Run Identifying Restrictions Yield Reliable Results? The Case of Germanyvan Zandweghe, Willem / Gottschalk, Jan

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