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  • Testing for structural breaks in dynamic factor models Breitung J., Eickmeier S.

  • Identifying discretionary fiscal policy with real-time data von Kalckreuth U., Wolff G.

  • Taylor Rule Revisited: from an Econometric Point of View Kurz C., Kurz-Kim J.-R.

  • Panel estimation of state dependent adjustment when the target is unobserved von Kalckreuth U.

  • Inflation expectations from index-linked bonds: Correcting for liquidity and inflation risk premia Kajuth F., Watzka S.

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  • Time dynamic and hierarchical dependence modelling of an aggregated portfolio of trading books: a multivariate nonparametric approach Gaisser S., Memmel C., Schmidt R., Wehn C.

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  • Deciding to Peg the Exchange Rate in Developing Countries: The Role of Private-Sector Debt Harms P., Hoffmann M.

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  • Delayed Overshooting and Real Exchange Rate Persistence in an Imperfect Information Model Hoffmann M., Sondergaard J., Westelius N.J.

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  • Banks' exposure to interest rate risk, their earnings from term transformation and the dynamics of term structure Memmel C.

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  • The Persistent Effects of a False News Shock Carvalho C., Klagge N., Moench E.