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DateTitle Authors
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
2006 Bank Lending and Asset Prices in the Euro AreaFrömmel, Michael / Schmidt, Torsten
2002 Measures of Technology and the Business CycleAlexius, Annika / Carlsson, Mikael
2011 Mean-variance cointegration and the expectations hypothesisStrohsal, Till / Weber, Enzo
2011 Predicting bid-ask spreads using long memory autoregressive conditional poisson modelsGroß-Klußmann, Axel / Hautsch, Nikolaus
2006 Economic growth in Latin America: Structural breaks or fundamentals?Chumacero, Rómulo A. / Fuentes, J. Rodrigo
2012 Monetary transmission in three central European economies: Evidence from time-varying coefficient vector autoregressionsDarvas, Zsolt

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