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DateTitle Authors
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 Hysteresis Effects in Economics – Different Methods for Describing Economic Path-dependenceBelke, Ansgar / Göcke, Matthias / Werner, Laura
2012 Exchange Rate Bands of Inaction and Play-Hysteresis in German Exports – Sectoral Evidence for Some OECD DestinationsBelke, Ansgar / Goecke, Matthias / Guenther, Martin
2007 Generalized canonical regressionEstrella, Arturo
2006 Measurement error bias reduction in unemployment durationsDumangane, Montezuma

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