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DateTitle Authors
2007 Analyzing the Term Structure of Interest Rates using the Dynamic Nelson-Siegel Model with Time-Varying ParametersKoopman, Siem Jan / Mallee, Max I.P. / van der Wel, Michel
2008 Das makroökonometrische Modell des IWH: Eine angebotsseitige BetrachtungScheufele, Rolf
2009 When does it hurt? The exchange rate pain threshold for German exportsBelke, Ansgar / Goecke, Matthias / Guenther, Martin
2004 Viewing the Relative Efficiency of IV Estimators in Models with Lagged and Instantaneous FeedbacksJoseph, Agnes S. / Kiviet, Jan F.
2009 A long memory model with mixed normal GARCH for US inflation dataCheung, Yin-Wong / Chung, Sang-Kuck
2011 Seeing inside the black box: Using diffusion index methodology to construct factor proxies in largescale macroeconomic time series environmentsArmah, Nii Ayi / Swanson, Norman R.
2011 Some variables are more worthy than others: New diffusion index evidence on the monitoring of key economic indicatorsArmah, Nii Ayi / Swanson, Norman
2013 Interest rate risk and the Swiss solvency testEder, Armin / Keiler, Sebastian / Pichl, Hannes
2009 Common and spatial drivers in regional business cyclesArtis, Michael J. / Dreger, Christian / Kholodilin, Konstantin Arkadievich
2008 Modeling dependencies in finance using copulaeHärdle, Wolfgang Karl / Okhrin, Ostap / Okhrin, Yarema

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