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DateTitle Authors
2007 Dynamic modelling of the demand for money in LatviaSiliverstovs, Boriss
2011 FCVARmodel.m: A matlab software package for estimation and testing in the fractionally cointegrated VARØrregaard Nielsen, Morten / Morin, Lealand
2012 Wage stickiness and unemployment fluctuations: An alternative approachCasares, Miguel / Moreno, Antonio / Vázquez, Jesús
2012 Eyes wide shut? The U.S. house market bubble through the lense of statistical process controlBerlemann, Michael / Freese, Julia / Knoth, Sven
2010 An evolutionary algorithm for the estimation of threshold Vector error correction modelsEl-Shagi, Makram
2012 Improved likelihood ratio tests for cointegration rank in the VAR modelBoswijk, H. Peter / Jansson, Michael / Ørregaard Nielsen, Morten
2013 Comparing two methods for the identification of news shocksBeaudry, Paul / Portier, Franck / Seymen, Atılım
2013 Sequential identification of technological news shocksSeymen, Atılım
2013 Inference on Co-integration Parameters in Heteroskedastic Vector AutoregressionsBoswijk, H. Peter / Cavaliere, Giuseppe / Rahbek, Anders / Taylor, A. M. Robert
2003 Has US monetary policy followed the Taylor rule? A cointegration analysis 1988-2002Christensen, Anders Møller / Nielsen, Heino Bohn

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