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DateTitle Authors
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
2006 VAR modeling for dynamic semiparametric factors of volatility stringsBrüggemann, Ralf / Härdle, Wolfgang Karl / Mungo, Julius / Trenkler, Carsten
2000 An Alternative Interpretation of the Recent U.S. Inflation PerformanceApel, Mikael / Jansson, Per
1998 A Theory-Consistent System Approach for Estimating Potential Output and the NAIRUApel, Mikael / Jansson, Per
1999 Forecasting Swedish Inflation With a Markov Switching VARBlix, Mårten
2009 A state space approach to extracting the signal from uncertain dataCunningham, Alastair / Eklund, Jana / Jeffery, Chris / Kapetanios, George
2009 Adaptive rate-optimal detection of small autocorrelation coefficientGuay, Alain / Guerre, Emmanuel / Lazarová, Štepána
2009 Is more still better? Revisiting the sixth district coincident indicatorSilos, Pedro / Vilán, Diego
1999 Financial market volatility and inflation uncertainty: An empirical investigationDöpke, Jörg / Pierdzioch, Christian

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