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Details about Juergen Wolters

This author is deceased (2015-11-21).

Access statistics for papers by Juergen Wolters.

Last updated 2022-09-05. Update your information in the RePEc Author Service.

Short-id: pwo76


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Working Papers

2017

  1. Assessing the Cross-Country Interaction of Financial Cycles: Evidence from a Multivariate Spectral Analysis of the US and the UK
    IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute Downloads View citations (2)
    See also Journal Article Assessing the cross-country interaction of financial cycles: evidence from a multivariate spectral analysis of the USA and the UK, Empirical Economics, Springer (2019) Downloads View citations (5) (2019)
  2. Characterizing the financial cycle: evidence from a frequency domain analysis
    IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute Downloads View citations (4)
    Also in SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 (2015) Downloads View citations (27)
    VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association (2015) Downloads View citations (40)
    Discussion Papers, Deutsche Bundesbank (2015) Downloads View citations (40)

    See also Journal Article Characterizing the financial cycle: Evidence from a frequency domain analysis, Journal of Banking & Finance, Elsevier (2019) Downloads View citations (41) (2019)

2015

  1. How Do Financial Cycles Interact? Evidence from the US and the UK
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (5)

2014

  1. Unconventional Monetary Policy and Money Demand
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research Downloads View citations (5)
    See also Journal Article Unconventional monetary policy and money demand, Journal of Macroeconomics, Elsevier (2015) Downloads View citations (18) (2015)

2011

  1. Money and Inflation in the Euro Area during the Financial Crisis
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research Downloads View citations (6)
    Also in Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics (2011) Downloads View citations (9)

2010

  1. Money Demand and the Role of Monetary Indicators in Forecasting Euro Area Inflation
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research Downloads View citations (8)
    See also Journal Article Money demand and the role of monetary indicators in forecasting euro area inflation, International Journal of Forecasting, Elsevier (2014) Downloads View citations (35) (2014)
  2. Risk and Policy Shocks on the US Term Structure
    University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics Downloads
    See also Journal Article Risk and Policy Shocks on the US Term Structure, Scottish Journal of Political Economy, Scottish Economic Society (2013) Downloads View citations (6) (2013)
  3. The Role of Monetary Aggregates in the Policy Analysis of the Swiss National Bank
    CESifo Working Paper Series, CESifo Downloads View citations (5)
    Also in CREMA Working Paper Series, Center for Research in Economics, Management and the Arts (CREMA) (2009) Downloads
    University of St. Gallen Department of Economics working paper series 2009, Department of Economics, University of St. Gallen (2009) Downloads

    See also Journal Article The Role of Monetary Aggregates in the Policy Analysis of the Swiss National Bank, Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES) (2010) Downloads View citations (7) (2010)

2009

  1. Liquidity and Asset Prices: How Strong Are the Linkages?
    Working Paper / FINESS, DIW Berlin, German Institute for Economic Research Downloads View citations (4)
    Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2009) Downloads View citations (4)

    See also Journal Article Liquidity and Asset Prices: How Strong Are the Linkages?, EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics (2011) Downloads View citations (9) (2011)
  2. The US Term Structure and Central Bank Policy
    University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics Downloads
    See also Journal Article The US term structure and central bank policy, Applied Economics Letters, Taylor & Francis Journals (2012) Downloads View citations (6) (2012)

2008

  1. M3 Money Demand and Excess Liquidity in the Euro Area
    Working Paper / FINESS, DIW Berlin, German Institute for Economic Research Downloads View citations (11)
    Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2008) Downloads View citations (11)

    See also Journal Article M3 Money Demand and Excess Liquidity in the Euro Area, EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics (2010) Downloads View citations (12) (2010)
  2. Money Velocity and Asset Prices in the Euro Area
    Working Paper / FINESS, DIW Berlin, German Institute for Economic Research Downloads View citations (2)
    Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2008) Downloads View citations (4)

    See also Journal Article Money Velocity and Asset Prices in the Euro Area, EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics (2009) Downloads View citations (25) (2009)

2006

  1. Investigating M3 Money Demand in the Euro Area: New Evidence Based on Standard Models
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research Downloads View citations (31)

2005

  1. Autoregressive distributed lag models and cointegration
    Discussion Papers, Free University Berlin, School of Business & Economics Downloads View citations (14)
    See also Chapter Autoregressive Distributed Lag Models and Cointegration, Springer Books, Springer (2006) View citations (56) (2006)
    Journal Article Autoregressive distributed lag models and cointegration, AStA Advances in Statistical Analysis, Springer (2006) Downloads View citations (60) (2006)
  2. Unit root testing
    Discussion Papers, Free University Berlin, School of Business & Economics Downloads View citations (6)
    See also Chapter Unit Root Testing, Springer Books, Springer (2006) View citations (4) (2006)
    Journal Article Unit root testing, AStA Advances in Statistical Analysis, Springer (2006) Downloads View citations (4) (2006)

2004

  1. Domestic and international determinants of the Bank of England's liquidity ratios during the classical gold standard, 1876 - 1913: An econometric analysis
    Discussion Papers, Free University Berlin, School of Business & Economics Downloads View citations (2)
  2. Domestic and international determinants of the Reichsbank's liquidity ratios during the classical gold standard, 1876 - 1913: An econometric analysis
    Discussion Papers, Free University Berlin, School of Business & Economics Downloads View citations (2)
  3. Domestic and international determinants of the bank of France's liquidity ratios during the classical gold standard, 1876 - 1913: An econometric analysis
    Discussion Papers, Free University Berlin, School of Business & Economics Downloads View citations (3)
  4. Monetary policy in Austria-Hungary, 1876 - 1913: An econometric analysis of the determinants of the Central Bank's discount rate and the liquidity ratio
    Discussion Papers, Free University Berlin, School of Business & Economics Downloads View citations (2)
    See also Journal Article Monetary Policy in Austria–Hungary, 1876–1913: An Econometric Analysis of the Determinants of the Central Bank’s Discount Rate and the Liquidity Ratio, Open Economies Review, Springer (2007) Downloads View citations (11) (2007)

2002

  1. Neuere Entwicklungen in der ökonometrischen Analyse aggregierter Zeitreihen
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes Downloads

2001

  1. The Transmission of German Monetary Policy in the Pre-Euro Period
    CESifo Working Paper Series, CESifo Downloads View citations (3)
    Also in SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (2001) Downloads View citations (2)

    See also Journal Article TRANSMISSION OF GERMAN MONETARY POLICY IN THE PRE-EURO PERIOD, Macroeconomic Dynamics, Cambridge University Press (2003) Downloads View citations (30) (2003)

2000

  1. Aggregation and Seasonal Adjustment: Empirical Results for EMU Quarterly National Accounts
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research Downloads
  2. Currency substitution and the stability of the Italian demand for money before the entry into the monetary union, 1972 - 1998
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes Downloads View citations (1)
    See also Journal Article Currency substitution and the stability of the Italian demand for money before the entry into the monetary union, 1972–1998, International Economics and Economic Policy, Springer (2004) Downloads View citations (4) (2004)

1999

  1. Comparison of Bootstrap Confidence Intervals for Impulse Responses of German Monetary Systems
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (17)
    Also in SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (1999) Downloads View citations (6)

    See also Journal Article COMPARISON OF BOOTSTRAP CONFIDENCE INTERVALS FOR IMPULSE RESPONSES OF GERMAN MONETARY SYSTEMS, Macroeconomic Dynamics, Cambridge University Press (2001) Downloads View citations (70) (2001)

1998

  1. The response of long-term interest rates to news about monetary policy actions: Empirical evidence for the US and Germany
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes Downloads View citations (1)
    See also Journal Article The response of long-term interest rates to news about monetary policy actions: Empirical evidence for the U.S. and Germany, Review of World Economics (Weltwirtschaftliches Archiv), Springer (1999) Downloads View citations (6) (1999)

1997

  1. A money demand system for M3 in the unified Germany
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes Downloads

1996

  1. Modelling the Demand for M3 in the Unified Germany
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes View citations (3)
    Also in SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics (1996) View citations (8)

    See also Journal Article Modeling The Demand For M3 In The Unified Germany, The Review of Economics and Statistics, MIT Press (1998) Downloads View citations (39) (1998)
  2. Money and Prices in Germany. Empirical Results for 1962 to 1994
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes View citations (3)

1995

  1. Investigating Stability and Linearity of a German M1 Money Demand Function
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes View citations (3)
    Also in SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics (1995) View citations (9)

    See also Journal Article Investigating Stability and Linearity of a German M1 Money Demand Function, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (1999) Downloads View citations (51) (1999)

1994

  1. Stabilitaetsanalyse der bundesdeutschen Geldnachfrage anhand alternativer Ansaetze zur Modellierung variierender Regressionskoeffizienten
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes View citations (5)

1992

  1. Persistence and Seasonality in output and Employment of the Federal Republic of Germany
    Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Downloads View citations (2)

Journal Articles

2019

  1. Assessing the cross-country interaction of financial cycles: evidence from a multivariate spectral analysis of the USA and the UK
    Empirical Economics, 2019, 57, (2), 385-398 Downloads View citations (5)
    See also Working Paper Assessing the Cross-Country Interaction of Financial Cycles: Evidence from a Multivariate Spectral Analysis of the US and the UK, IMK Working Paper (2017) Downloads View citations (2) (2017)
  2. Characterizing the financial cycle: Evidence from a frequency domain analysis
    Journal of Banking & Finance, 2019, 106, (C), 568-591 Downloads View citations (41)
    See also Working Paper Characterizing the financial cycle: evidence from a frequency domain analysis, IMK Working Paper (2017) Downloads View citations (4) (2017)

2016

  1. On the Empirical Relevance of the Lucas Critique: the Case of Euro Area Money Demand
    EconStor Open Access Articles and Book Chapters, 2016, 43, (1), 61-82 Downloads
    Also in Empirica, 2016, 43, (1), 61-82 (2016) Downloads

2015

  1. Unconventional monetary policy and money demand
    Journal of Macroeconomics, 2015, 46, (C), 40-54 Downloads View citations (18)
    See also Working Paper Unconventional Monetary Policy and Money Demand, Discussion Papers of DIW Berlin (2014) Downloads View citations (5) (2014)

2014

  1. Money demand and the role of monetary indicators in forecasting euro area inflation
    International Journal of Forecasting, 2014, 30, (2), 303-312 Downloads View citations (35)
    See also Working Paper Money Demand and the Role of Monetary Indicators in Forecasting Euro Area Inflation, Discussion Papers of DIW Berlin (2010) Downloads View citations (8) (2010)

2013

  1. Risk and Policy Shocks on the US Term Structure
    Scottish Journal of Political Economy, 2013, 60, (1), 101-119 Downloads View citations (6)
    See also Working Paper Risk and Policy Shocks on the US Term Structure, University of Regensburg Working Papers in Business, Economics and Management Information Systems (2010) Downloads (2010)

2012

  1. The US term structure and central bank policy
    Applied Economics Letters, 2012, 19, (1), 41-45 Downloads View citations (6)
    See also Working Paper The US Term Structure and Central Bank Policy, University of Regensburg Working Papers in Business, Economics and Management Information Systems (2009) Downloads (2009)

2011

  1. Liquidity and Asset Prices: How Strong Are the Linkages?
    EconStor Open Access Articles and Book Chapters, 2011, 1, 43-52 Downloads View citations (9)
    Also in Review of Economics & Finance, 2011, 1, 43-52 (2011) Downloads View citations (10)

    See also Working Paper Liquidity and Asset Prices: How Strong Are the Linkages?, Working Paper / FINESS (2009) Downloads View citations (4) (2009)

2010

  1. Editorial
    International Economics and Economic Policy, 2010, 7, (1), 1-2 Downloads
  2. Hat die Finanzkrise zu einer instabilen Geldnachfrage geführt?
    Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, 2010, 79, (4), 135-145 Downloads
  3. Investigating M3 money demand in the euro area
    Journal of International Money and Finance, 2010, 29, (1), 111-122 Downloads View citations (69)
  4. M3 Money Demand and Excess Liquidity in the Euro Area
    EconStor Open Access Articles and Book Chapters, 2010, 144, (3), 459-472 Downloads View citations (12)
    Also in Public Choice, 2010, 144, (3), 459-472 (2010) Downloads View citations (24)

    See also Working Paper M3 Money Demand and Excess Liquidity in the Euro Area, Working Paper / FINESS (2008) Downloads View citations (11) (2008)
  5. The Role of Monetary Aggregates in the Policy Analysis of the Swiss National Bank
    Swiss Journal of Economics and Statistics (SJES), 2010, 146, (I), 221-253 Downloads View citations (7)
    See also Working Paper The Role of Monetary Aggregates in the Policy Analysis of the Swiss National Bank, CESifo Working Paper Series (2010) Downloads View citations (5) (2010)

2009

  1. Geldpolitik und Vermögensmärkte
    Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, 2009, 78, (1), 56-65 Downloads View citations (2)
  2. Hysteresis in Unemployment Rates? A Comparison between Germany and the US
    Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2009, 229, (2-3), 119-129 Downloads View citations (2)
  3. Money Velocity and Asset Prices in the Euro Area
    EconStor Open Access Articles and Book Chapters, 2009, 36, (1), 51-63 Downloads View citations (25)
    Also in Empirica, 2009, 36, (1), 51-63 (2009) Downloads View citations (31)

    See also Working Paper Money Velocity and Asset Prices in the Euro Area, Working Paper / FINESS (2008) Downloads View citations (2) (2008)

2008

  1. Common stochastic volatility trends in international stock returns
    International Review of Financial Analysis, 2008, 17, (3), 431-445 Downloads View citations (11)
  2. Editorial
    International Economics and Economic Policy, 2008, 4, (4), 329-330 Downloads

2007

  1. Instabile Geldnachfrage im Euroraum?
    Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, 2007, 76, (4), 85-95 Downloads
  2. Monetary Policy in Austria–Hungary, 1876–1913: An Econometric Analysis of the Determinants of the Central Bank’s Discount Rate and the Liquidity Ratio
    Open Economies Review, 2007, 18, (5), 521-537 Downloads View citations (11)
    See also Working Paper Monetary policy in Austria-Hungary, 1876 - 1913: An econometric analysis of the determinants of the Central Bank's discount rate and the liquidity ratio, Discussion Papers (2004) Downloads View citations (2) (2004)
  3. The long-run Phillips curve revisited: Is the NAIRU framework data-consistent?
    Journal of Macroeconomics, 2007, 29, (2), 355-367 Downloads View citations (35)

2006

  1. Autoregressive distributed lag models and cointegration
    AStA Advances in Statistical Analysis, 2006, 90, (1), 59-74 Downloads View citations (60)
    See also Chapter Autoregressive Distributed Lag Models and Cointegration, Springer Books, 2006, 57-72 (2006) View citations (56) (2006)
    Working Paper Autoregressive distributed lag models and cointegration, Discussion Papers (2005) Downloads View citations (14) (2005)
  2. Die Liquidität in der Eurozone ist nicht zu hoch
    DIW Wochenbericht, 2006, 73, (25), 373-377 Downloads
  3. Unit root testing
    AStA Advances in Statistical Analysis, 2006, 90, (1), 43-58 Downloads View citations (4)
    See also Chapter Unit Root Testing, Springer Books, 2006, 41-56 (2006) View citations (4) (2006)
    Working Paper Unit root testing, Discussion Papers (2005) Downloads View citations (6) (2005)

2004

  1. Currency substitution and the stability of the Italian demand for money before the entry into the monetary union, 1972–1998
    International Economics and Economic Policy, 2004, 1, (1), 73-85 Downloads View citations (4)
    See also Working Paper Currency substitution and the stability of the Italian demand for money before the entry into the monetary union, 1972 - 1998, SFB 373 Discussion Papers (2000) Downloads View citations (1) (2000)

2003

  1. TRANSMISSION OF GERMAN MONETARY POLICY IN THE PRE-EURO PERIOD
    Macroeconomic Dynamics, 2003, 7, (5), 711-733 Downloads View citations (30)
    Also in Macroeconomic Dynamics, 2003, 7, (5), 711-733 (2003) Downloads View citations (24)

    See also Working Paper The Transmission of German Monetary Policy in the Pre-Euro Period, CESifo Working Paper Series (2001) Downloads View citations (3) (2001)

2001

  1. COMPARISON OF BOOTSTRAP CONFIDENCE INTERVALS FOR IMPULSE RESPONSES OF GERMAN MONETARY SYSTEMS
    Macroeconomic Dynamics, 2001, 5, (1), 81-100 Downloads View citations (70)
    See also Working Paper Comparison of Bootstrap Confidence Intervals for Impulse Responses of German Monetary Systems, CEPR Discussion Papers (1999) Downloads View citations (17) (1999)

2000

  1. Interest Rate Linkages Between the US and the UK During the Classical Gold Standard
    Scottish Journal of Political Economy, 2000, 47, (1), 61-71 Downloads View citations (6)

1999

  1. Investigating Stability and Linearity of a German M1 Money Demand Function
    Journal of Applied Econometrics, 1999, 14, (5), 511-25 Downloads View citations (51)
    See also Working Paper Investigating Stability and Linearity of a German M1 Money Demand Function, SFB 373 Discussion Papers (1995) View citations (3) (1995)
  2. The response of long-term interest rates to news about monetary policy actions: Empirical evidence for the U.S. and Germany
    Review of World Economics (Weltwirtschaftliches Archiv), 1999, 135, (3), 397-412 Downloads View citations (6)
    See also Working Paper The response of long-term interest rates to news about monetary policy actions: Empirical evidence for the US and Germany, SFB 373 Discussion Papers (1998) Downloads View citations (1) (1998)

1998

  1. A money demand system for German M3
    Empirical Economics, 1998, 23, (3), 371-386 Downloads View citations (36)
  2. Cointegration and German bond yields
    Applied Economics Letters, 1998, 5, (8), 497-502 Downloads View citations (8)
  3. Modeling The Demand For M3 In The Unified Germany
    The Review of Economics and Statistics, 1998, 80, (3), 399-409 Downloads View citations (39)
    See also Working Paper Modelling the Demand for M3 in the Unified Germany, SFB 373 Discussion Papers (1996) View citations (3) (1996)
  4. Money demand in Europe: Editors' preface
    Empirical Economics, 1998, 23, (3), 263-266 Downloads View citations (1)

1996

  1. Was London the Conductor of the International Orchestra or Just the Triangle Player? An Empirical Analysis of Asymmetries in Interest Rate Behaviour during the Classical Gold Standard, 1876-1913
    Scottish Journal of Political Economy, 1996, 43, (4), 419-43 View citations (9)

1995

  1. Interest Rate Linkages in Europe before and after the Introduction of the European Monetary System: Some Empirical Results
    Empirical Economics, 1995, 20, (3), 435-54 View citations (15)
  2. Long Memory in Inflation Rates: International Evidence
    Journal of Business & Economic Statistics, 1995, 13, (1), 37-45 View citations (231)

1994

  1. On the power of unit root tests against fractional alternatives
    Economics Letters, 1994, 45, (1), 1-5 Downloads View citations (169)

1993

  1. Does the DM Dominate the Euro Market? An Empirical Investigation
    The Review of Economics and Statistics, 1993, 75, (4), 773-78 Downloads View citations (49)

1991

  1. Die Abhängigkeit der schweizerischen von der europäischen und amerikanischen Zinsentwicklung. Empirische Ergebnisse für die achtziger Jahre
    Swiss Journal of Economics and Statistics (SJES), 1991, 127, (III), 631-646 Downloads View citations (2)

1987

  1. The influence of poll results on election outcomes
    Mathematical Social Sciences, 1987, 13, (2), 165-175 Downloads
  2. U.S.-European Interest Rate Linkage: A Time Series Analysis for West Germany, Switzerland, and the United States
    The Review of Economics and Statistics, 1987, 69, (4), 675-84 Downloads View citations (15)

1980

  1. Business cycle stabilization policies in a small econometric model of the FRG
    European Economic Review, 1980, 14, (1), 9-43 Downloads View citations (5)

1977

  1. Einzelbesprechungen
    Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 1977, 192, (2), 179-189 Downloads
    Also in Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 1975, 189, (3-4), 322-362 (1975) Downloads
    Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 1973, 187, (6), 550-564 (1973) Downloads
  2. Reply [Stochastic Properties of a Linear Econometric Model of the Federal Republic of Germany.]
    Empirical Economics, 1977, 2, (2), 67-68

1976

  1. Stochastic Properties of a Linear Econometric Model of the Federal Republic of Germany
    Empirical Economics, 1976, 1, (3), 167-88

1969

  1. Über den Zusammenhang zwischen kurz- und langfristigem Zinssatz: Bemerkungen zur Modigliani-Sutch-Hypothese der Zinsstruktur
    Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 1969, 183, (1), 487-509 Downloads

Books

2013

  1. Introduction to Modern Time Series Analysis
    Springer Texts in Business and Economics, Springer View citations (31)
    Also in Springer Books, Springer (2007) View citations (60)

Edited books

1998

  1. Gesamtwirtschaftliche Modelle in der Bundesrepublik Deutschland: Erfahrungen und Perspektiven, vol 61
    RWI Schriften, RWI - Leibniz-Institut für Wirtschaftsforschung Downloads View citations (8)

Chapters

2013

  1. Autoregressive Conditional Heteroscedasticity
    Springer
    Also in Springer (2007)
  2. Cointegration
    Springer
    Also in Springer (2007)
  3. Granger Causality
    Springer
    Also in Springer (2007)
  4. Introduction and Basics
    Springer
    Also in Springer (2007)
  5. Nonstationary Panel Data
    Springer
  6. Nonstationary Processes
    Springer
    Also in Springer (2007)
  7. Univariate Stationary Processes
    Springer View citations (2)
    Also in Springer (2007)
  8. Vector Autoregressive Processes
    Springer View citations (2)
    Also in Springer (2007)

2006

  1. Autoregressive Distributed Lag Models and Cointegration
    Springer View citations (56)
    See also Working Paper Autoregressive distributed lag models and cointegration, Free University Berlin, School of Business & Economics (2005) Downloads View citations (14) (2005)
    Journal Article Autoregressive distributed lag models and cointegration, Springer (2006) Downloads View citations (60) (2006)
  2. Unit Root Testing
    Springer View citations (4)
    See also Journal Article Unit root testing, Springer (2006) Downloads View citations (4) (2006)
    Working Paper Unit root testing, Free University Berlin, School of Business & Economics (2005) Downloads View citations (6) (2005)

1993

  1. Uncovered Interest Parity Condition between the United States and Europe under Different Exchange Rate Regimes
    Palgrave Macmillan View citations (3)

Editor

  1. International Economics and Economic Policy
    Springer
 
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