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DateTitle Authors
2008 Monetary policy analysis with potentially misspecified modelsDel Negro, Marco / Schorfheide, Frank
2000 Error correction models for fractionally cointegrated time seriesDittmann, Ingolf
2012 Effects of simultaneity on testing Granger-causality: A cautionary note about statistical problems and economic misinterpretationsWilde, Joachim
1995 On the role of seasonal intercepts in seasonal cointegrationFranses, Philip Hans / Kunst, Robert M.
2012 Fundamental problems with nonfundamental shocksLütkepohl, Helmut
2012 Reducing confidence bands for simulated impulse responsesLütkepohl, Helmut
2013 Comparison of methods for constructing joint confidence bands for impulse response functionsLütkepohl, Helmut / Staszewska-Bystrova, Anna / Winker, Peter
2013 Comparison of methods for constructing joint confidence bands for impulse response functionsLütkepohl, Helmut / Staszewska-Bystrova, Anna / Winker, Peter
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

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