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DateTitle Authors
2001 Structural changes in the cointegrated vector autoregressive modelHansen, Peter Reinhard
2002 On the estimation of reduced rank regressionsHansen, Peter Reinhard
2007 Testing a model of the UK by the method of indirect inferenceMinford, Patrick / Theodoridis, Konstantinos / Meenagh, David
2009 Is more still better? Revisiting the sixth district coincident indicatorSilos, Pedro / Vilán, Diego
2013 Coordinating monetary and macroprudential policiesDe Paoli, Bianca / Paustian, Matthias
2012 Rare shocks, great recessionsCúrdia, Vasco / Del Negro, Marco / Greenwald, Daniel L.
2010 Fitting observed inflation expectationsDel Negro, Marco / Eusepi, Stefano
2008 Forming priors for DSGE models (and how it affects the assessment of nominal rigidities)Del Negro, Marco / Schorfheide, Frank
2014 Theory and Practice of GVAR ModelingChudik, Alexander / Pesaran, M. Hashem
2014 Oil Price Uncertainty and Sectoral Stock Returns in China: A Time-Varying ApproachCaporale, Guglielmo Maria / Ali, Faek Menla / Spagnolo, Nicola

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