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DateTitle Authors
2009 A hierarchical procedure for the combination of forecastsCostantini, Mauro / Pappalardo, Carmine
1997 Measuring stylized business cycles facts using stochastic cyclesRünstler, Gerhard
2011 Integrated modified OLS estimation and fixed-b inference for cointegrating regressionsVogelsang, Timothy J. / Wagner, Martin
2001 Output gaps in European Monetary Union: New insights from input augmentation in the technological progressDimitz, Maria Antoinette
2005 Autoregressive approximations of multiple frequency I(1) processesBauer, Dietmar / Wagner, Martin
2012 A terminological note on cyclotomic polynomials and Blaschke matricesOffick, Sven / Wohltmann, Hans-Werner
2005 Does Consumption-Wealth Ratio Signal Stock Returns? : VECM Results for GermanyXu, Fang
2001 An Introduction into the SVAR Methodology: Identification, Interpretation and Limitations of SVAR modelsGottschalk, Jan
2001 Do Bivariate SVAR Models with Long-Run Identifying Restrictions Yield Reliable Results? The Case of Germanyvan Zandweghe, Willem / Gottschalk, Jan
2001 Measuring Expected Inflation and the Ex-Ante Real Interest Rate in the Euro Area Using Structural Vector AutoregressionsGottschalk, Jan

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