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DateTitle Authors
2014 A fractionally cointegrated VAR analysis of price discovery in commodity futures marketsDolatabadi, Sepideh / Nielsen, Morten Ørregaard / Xu, Ke
2014 A fractionally cointegrated VAR model with deterministic trends and application to commodity futures marketsDolatabadi, Sepideh / Nielsen, Morten Ørregaard / Xu, Ke
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 Inference in VARs with Conditional Heteroskedasticity of Unknown FormBrüggemann, Ralf / Jentsch, Carsten / Trenkler, Carsten
2014 Structural analysis with independent innovationsHerwartz, Helmut
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.
2005 Are Eastern European countries catching up?: Time series evidence for Czech Republic, Hungary, and PolandBrüggemann, Ralf / Trenkler, Carsten

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