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DateTitle Authors
2009 Modelling and forecasting liquidity supply using semiparametric factor dynamicsHärdle, Wolfgang Karl / Hautsch, Nikolaus / Mihoci, Andrija
2000 Trend und Zyklus im Bruttoinlandsprodukt der Bundesrepublik Deutschland - eine AnmerkungMeier, Carsten-Patrick
2011 Cointegrated VARMA models and forecasting US interest ratesKascha, Christian / Trenkler, Carsten
2013 Exchange Rate and Price Dynamics at the Zero Lower BoundKaufmann, Daniel / Bäurle, Gregor
2010 Bayesian Inference in a Stochastic Volatility Nelson-Siegel ModelYang, Fuyu / Hautsch, Nikolaus
2008 Pronóstico de inflación en Argentina: ¿Modelos individuales o pooling de pronósticos?D'Amato, Laura / Garegnani, Lorena / Blanco, Emilio
2008 Adaptive forecasting of the EURIBOR swap term structureBlaskowitz, Oliver J. / Herwartz, Helmut
2011 Forecasting the U.S. Term Structure of Interest Rates using a Macroeconomic Smooth Dynamic Factor ModelKoopman, Siem Jan / van der Wel, Michel
2011 Modeling and Estimation of Synchronization in Multistate Markov-Switching ModelsCakmakli, Cem / Paap, Richard / van Dijk, Dick J.C.
2008 Likelihood Functions for State Space Models with Diffuse Initial ConditionsFrancke, Marc K. / Koopman, Siem Jan / de Vos, Aart

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