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DateTitle Authors
1999 Modelling exchange rates volatility with multivariate long-memory ARCH processesTeyssière, Gilles
2009 A two-factor model for electricity prices with dynamic volatilitySchlüter, Stephan
2008 A Long-Run Structural Macroeconometric Model for Germany: An Empirical NoteChen, Pu / Schneider, Elena / Frohn, Joachim
2008 On the Explosive Nature of Hyper-Inflation DataNielsen, Bent
2009 Balassa-Samuelson and Wage, Price and Unemployment Dynamics in the Spanish Transition to EMU MembershipOrdóñez, Javier / Jusélius, Katarina
2009 The "Credit-Cost Channel" of Monetary Policy. A Theoretical AssessmentTamborini, Roberto
2012 Identifying time variability in stock and interest rate dependenceStein, Michael / Islami, Mevlud / Lindemann, Jens
2002 The persistence and asymmetry of time-varying correlationsBaur, Dirk
1997 Robust GMM Estimation of an Euler Equation Investment Model with German Firm Level Panel DataJanz, Norbert
1998 Shock around the clock - on the causal relations between international stock markets, the strength of causality and the intensity of shock transmission: an econometric analysisDornau, Robert

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