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  • Forecasting the Yield Curve in a Data-Rich Environment: A No-Arbitrage Factor-Augmented VAR Approach Moench E.

  • The Deutsche Bundesbank's Prudential Database BAKIS Memmel C., Stein I.

    doi.org doi.org
  • Which interest rate scenario is the worst one for a bank? Evidence from a tracking bank approach for German savings and cooperative banks Memmel C.

    doi.org doi.org
  • Estimation of Linear Models with Anonymised Panel Data Biewen E., Ronning G.

    doi.org doi.org
  • Perturbation by Multiplicative Noise and the Simulation Extrapolation Method Biewen E., Nolte S., Rosemann M.

    doi.org doi.org
  • Within-Schätzung bei anonymisierten Paneldaten Biewen E.

    doi.org doi.org
  • Multiplicative Measurement Error and the Simulation Extrapolation Method Biewen E., Nolte S., Rosemann M.

    iaw.edu iaw.edu
  • How successful are dynamic factor models at forecasting output and inflation? A meta-analytic approach Eickmeier S., Ziegler C.

  • Combining forecasts using optimal combination weight and generalized autoregression Kurz-Kim J.-R.

  • The global dimension of inflation – evidence from factor-augmented Phillips curve Eickmeier S., Moll K.

    ecb.europa.eu ecb.europa.eu