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DateTitle Authors
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
1992 Testing growth theories: Time series evidenceGundlach, Erich
2008 How resilient is the German banking system to macroeconomic shocks?Dovern, Jonas / Meier, Carsten-Patrick / Vilsmeier, Johannes
1999 Financial market volatility and inflation uncertainty: An empirical investigationDöpke, Jörg / Pierdzioch, Christian
2012 Monetary transmission in three central European economies: evidence from time-varying coefficient vector autoregressionsDarvas, Zsolt
7-Jul-2012 Inclusive Growth Strategies for Pakistan ─ Myth or Reality for PolicymakersAtif, Syed Muhammad / Mohazzam, Sardar
2012 Do Institutions and Culture Matter for Business Cycles?Altug, Sumru / Canova, Fabio
2015 Mixed Density based Copula LikelihoodAzam, Kazim / Lucas, Andre
1996 One-factor-Garch models for German stocks: Estimation and forecastingKaiser, Thomas

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