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DateTitle Authors
2006 Variance Estimation in a Random Coefficients ModelSchlicht, Ekkehart / Ludsteck, Johannes
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
2002 Finding Good Predictors for Inflation: A Bayesian Model Averaging ApproachJacobson, Tor / Karlsson, Sune
2009 In search for a long-run relationship between aid and growth: Pitfalls and findingsNowak-Lehmann D., Felicitas / Martínez-Zarzoso, Inmaculada / Herzer, Dierk / Klasen, Stephan / Dreher, Axel
2005 Competing risks modelsvan den Berg, Gerard J.

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