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DateTitle Authors
2001 Interest rate volatility prior to monetary union under alternative pre-switch regimesWilfling, Bernd
2009 Structural multi-equation macroeconomic models: Identification-robust estimation and fitDufour, Jean-Marie / Khalaf, Lynda / Kichian, Maral
2014 Outperforming IMF Forecasts by the Use of Leading IndicatorsDrechsel, Katja / Giesen, Sebastian / Lindner, Axel
2014 Assessing the Macroeconomic Forecasting Performance of BoostingWohlrabe, Klaus / Teresa, Buchen
2007 Implications of asymmetry risk for portfolio analysis and asset pricingChabi-Yo, Fousseni / Leisen, Dietmar / Renault, Eric
2009 Assessing indexation-based Calvo inflation modelsDufour, Jean-Marie / Khalaf, Lynda / Kichian, Maral
2008 On portfolio separation theorems with heterogeneous beliefs and attitudes towards riskChabi-Yo, Fousseni / Ghysels, Eric / Renault, Eric
2009 Structural inflation models with real wage rigidities: The case of CanadaDufour, Jean-Marie / Khalif, Lynda / Kichian, Maral
2008 Modelling conditional and unconditional heteroskedasticity with smoothly time-varying structureAmado, Cristina / Teräsvirta, Timo
2005 Testing for unit roots in nonlinear dynamic heterogeneous panelsHe, Changli / Sandberg, Rickard

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