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DateTitle Authors
2009 The role of structural common and country-specific shocks in the business cycle dynamics of the G7 countriesSeymen, Atilim / Kappler, Marcus
2011 FCVARmodel.m: A matlab software package for estimation and testing in the fractionally cointegrated VARØrregaard Nielsen, Morten / Morin, Lealand
2005 Autoregressive distributed lag models and cointegrationHassler, Uwe / Wolters, Jürgen
2010 How resilient is the German banking system to macroeconomic shocks?Dovern, Jonas / Meier, Carsten-Patrick / Vilsmeier, Johannes
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
2009 Quantifying high-frequency market reactions to real-time news sentiment announcementsGroß-Klußmann, Axel / Hautsch, Nikolaus
2006 VAR modeling for dynamic semiparametric factors of volatility stringsBrüggemann, Ralf / Härdle, Wolfgang Karl / Mungo, Julius / Trenkler, Carsten
2009 A state space approach to extracting the signal from uncertain dataCunningham, Alastair / Eklund, Jana / Jeffery, Chris / Kapetanios, George

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