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Showing results 1 to 20 of 56  next >
Issue DateTitleAuthor(s)
16-Oct-2013A GDP growth forecasting exercise - competing real-time approaches-
16-Oct-2013A minimal noise trader model with realistic time series properties-
16-Oct-2013A minimal noise trader model with realistic time series properties-
16-Oct-2013A minimal noise trader model with realistic time series properties-
16-Oct-2013A new mixed multiplicative-additive model for seasonal adjusment-
16-Oct-2013An Introduction into the SVAR Methodology: Identification, Interpretation and Limitations of SVAR models-
16-Oct-2013Berechnung trendbereinigter Indikatoren für Deutschland mit Hilfe von Filterverfahren-
16-Oct-2013Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form-
16-Oct-2013Consumer preferences and the reliability of Euler equation tests of capital mobility : some simulation-based evidence-
16-Oct-2013Detecting multi-fractal properties in asset returns : the failure of the scaling estimator-
16-Oct-2013Do Bivariate SVAR Models with Long-Run Identifying Restrictions Yield Reliable Results? The Case of Germany-
16-Oct-2013Do IFO indicators help explain revisions in German industrial production?-
16-Oct-2013Dynamic factor models-
16-Oct-2013Empirical evidence for alternative growth models : time series results-
16-Oct-2013Estimating the aggregate agricultural supply response : a survey of techniques and results for developing countries-
16-Oct-2013Estimating the Smoothing Parameter in the So-Called Hodrick-Prescott Filter-
16-Oct-2013Feedback Trading and Predictability of Stock Returns in Germany, 1880?1913-
16-Oct-2013Financial power laws: Empirical evidence, models, and mechanism-
16-Oct-2013Forecast Evaluation of Explanatory Models of Financial Return Variability-
16-Oct-2013Forecasting Time Series Subject to Multiple Structural Breaks-
Showing results 1 to 20 of 56  next >