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DateTitle Authors
1998 Empirical macromodels under test: a comparative simulation study of the employment effects of a revenue neutral cut in social security contributionsBuscher, Herbert S. / Buslei, Hermann / Göggelmann, Klaus / Koschel, Henrike / Ramb, Fred / Schmidt, Tobias F. N. / Steiner, Viktor / Winker, Peter
2010 Is economic recovery a myth? Robust estimation of impulse responsesTeulings, Coen N. / Zubanov, Nick
2001 Unternehmens- versus Analystenbefragungen: Zum Prognosegehalt von ifo-Geschäftserwartungen und ZEW-KonjunkturerwartungenHüfner, Felix P. / Schröder, Michael
2006 Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components?De Mol, Christine / Giannone, Domenico / Reichlin, Lucrezia
2007 Quantifying risk and uncertainty in macroeconomic forecastsKnüppel, Malte / Tödter, Karl-Heinz
2008 Comparing the DSGE model with the factor model: an out-of-sample forecasting experimentWang, Mu-Chun
2005 Forecasting stock market volatility with macroeconomic variables in real timeDöpke, Jörg / Hartmann, Daniel / Pierdzioch, Christian
2007 Semiparametric Approaches to the Prediction of Conditional Correlation Matrices in FinanceHerwartz, Helmut / Golosnoy, Vasyl
2005 Modeling the FIBOR/EURIBOR Swap Term Structure : An Empirical ApproachBlaskowitz, Oliver J. / Herwartz, Helmut / de Cadenas Santiago, Gonzalo
2005 Konjunkturprognosen: Verfahren, Erfolgskontrolle und PrognosefehlerGrömling, Michael

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