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DateTitle Authors
2007 Insurance and Rural Welfare: What can Panel Data tell us?Elbers, Chris / Gunning, Jan Willem / Pan, Lei
2008 Testing for granger (non-) causality in a time varying coefficient VAR modelChristopoulos, Dimitris K. / León-Ledesma, Miguel
2003 Nonlinearities and Cyclical Behavior: The Role of Chartists and FundamentalistsReitz, Stefan / Westerhoff, Frank
2009 The gravity equation with micro-founded trade costsRudolph, Stephan
2002 On the small sample properties of weak exogeneity tests in cointegrated VAR modelsBrüggemann, Ralf
2002 Comparison of model reduction methods for VAR processesBrüggemann, Ralf / Krolzig, Hans-Martin / Lütkepohl, Helmut
1999 Nonlinear error correction and the efficient market hypothesis: The case of German dual-class sharesBreitung, Jörg / Wulff, Christian
2009 A two-factor model for electricity prices with dynamic volatilitySchlüter, Stephan
2001 Stationarity and the existence of moments of a family of GARCH processesLing, Shiqing / MacAleer, Michael
2014 Compensated Discrete Choice with Particular Reference to Labor SupplyDagsvik, John K. / Strøm, Steinar / Locatelli, Marilena

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