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Results 91-100 of 652.
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| Date | Title |
Authors |
| 2009 | The role of structural common and country-specific shocks in the business cycle dynamics of the G7 countries | Seymen, Atilim / Kappler, Marcus |
| 2011 | FCVARmodel.m: A matlab software package for estimation and testing in the fractionally cointegrated VAR | Ørregaard Nielsen, Morten / Morin, Lealand |
| 2005 | Autoregressive distributed lag models and cointegration | Hassler, 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 control | Berlemann, Michael / Freese, Julia / Knoth, Sven |
| 2010 | An evolutionary algorithm for the estimation of threshold Vector error correction models | El-Shagi, Makram |
| 2012 | Improved likelihood ratio tests for cointegration rank in the VAR model | Boswijk, H. Peter / Jansson, Michael / Ørregaard Nielsen, Morten |
| 2009 | Quantifying high-frequency market reactions to real-time news sentiment announcements | Groß-Klußmann, Axel / Hautsch, Nikolaus |
| 2006 | VAR modeling for dynamic semiparametric factors of volatility strings | Brüggemann, Ralf / Härdle, Wolfgang Karl / Mungo, Julius / Trenkler, Carsten |
| 2009 | A state space approach to extracting the signal from uncertain data | Cunningham, Alastair / Eklund, Jana / Jeffery, Chris / Kapetanios, George |
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