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