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48542 results
  • Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials Foroni C., Marcellino M., Schumacher C.

    dx.doi.org dx.doi.org
  • The role of cross-sectional heterogeneity for magnitude and timing of the euro's trade effect Herwartz H., Weber H.

    dx.doi.org dx.doi.org
  • Data-driven selection criteria for X-13ARIMA-SEATS seasonal adjustment algorithms Webel K.

  • Purchase and Redemption Decisions of Mutual Fund Investors and the Role of Fund Families Jank S., Wedow M.

    dx.doi.org dx.doi.org
  • Households’ financial portfolio choices: a comparison between France and Germany (1978-2009) Avouyi Dovi S., Borgy V., Pfister C., Scharnagl M., Sedillot F.

  • Time series-dependent selection of an appropriate seasonal adjustment approach Webel K.

  • Empirical Simultaneous Prediction Regions for Path-Forecasts Jordà Ò., Knüppel M., Marcellino M.

    doi.org doi.org
  • The effect of the interbank network structure on contagion and common shocks Georg C.

    doi.org doi.org
  • Are there bubbles in the Sterling-dollar exchange rate? New evidence from sequential ADF tests Bettendorf T., Chen W.

    doi.org doi.org
  • Wealth Transfer Effects between Stockholders and Bondholders Imbierowicz B., Wahrenburg M.

    doi.org doi.org