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DateTitle Authors
2008 A likelihood ratio test for stationarity of rating transitionsWeißbach, Rafael / Walter, Ronja
2010 Econometric analysis of high dimensional VARs featuring a dominant unitPesaran, Mohammad Hashem / Chudik, Alexander
2008 The global dimension of inflation: evidence from factor-augmented Phillips curvesEickmeier, Sandra / Moll, Katharina
2004 Expected budget deficits and interest rate swap spreads - Evidence for France, Germany and ItalyHeppke-Falk, Kirsten H. / Hüfner, Felix P.
2007 The debt-growth nexus in poor countries: a reassessmentPresbitero, Andrea F.
2009 Are oil price forecasters finally right? Regressive expectations toward more fundamental values of the oil priceReitz, Stefan / Rülke, Jan-Christoph / Stadtmann, Georg
2009 Panel cointegration testing in the presence of a time trendDroge, Bernd / Örsal, Deniz Dilan Karaman
2008 FDI promotion through bilateral investment treaties: More than a bit?Busse, Matthias / Königer, Jens / Nunnenkamp, Peter
2010 Systemic Risk, Contagion, and State-Dependent Sensitivities in Value-at-Risk Estimation: Evidence from Hedge FundsGropp, Reint / Adams, Zeno / Füss, Roland
2007 Infinite dimensional VARs and factor modelsChudik, Alexander / Pesaran, Mohammad Hashem

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