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DateTitle Authors
2010 Price formation on the EuroMTS platformCaporale, Guglielmo Maria / Girardi, Alessandro
2008 Do the innovations in a monetary VAR have finite variances?Hannsgen, Greg
2005 Phillips-Perron-type unit root tests in the nonlinear ESTAR frameworkRothe, Christoph / Sibbertsen, Philipp
2005 The Power of the KPSS{Test for Cointegration when Residuals are Fractionally IntegratedSibbertsen, Philipp / Krämer, Walter
2006 Bank Lending and Asset Prices in the Euro AreaFrömmel, Michael / Schmidt, Torsten
2000 The Dynamics of External FinancingJansson, Joakim
2003 Predicting Inflation : Does The Quantity Theory Help?Bachmeier, Lance J. / Swanson, Norman R.
2009 ARGEMmy: An intermediate DSGE model calibrated/estimated for Argentina: two policy rules are often better than oneEscudé, Guillermo
2014 Functional stable limit theorems for efficient spectral covolatility estimatorsAltmeyer, Randolf / Bibinger, Markus
2010 Modelos de Equilibrio General Dinámico y Estocástico (EGDE): Una introducciónEscudé, Guillermo J.

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