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A tripolar model of gas price formation in Germany : does the shale revolution in the US matter?

Moenke, Anna; Welfe, Aleksander - In: Jahrbücher für Nationalökonomie und Statistik 242 (2022) 4, pp. 501-520

Persistent link: https://www.econbiz.de/10013553425

Forecasting nonstationary time series

Gatarek, Lukasz T.; Welfe, Aleksander - In: Journal of forecasting 42 (2023) 7, pp. 1930-1949

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Convergence-driven inflation and the channels of its absorption

Konopczak, Karolina; Welfe, Aleksander - In: Journal of policy modeling : JPMOD ; a social science … 39 (2017) 6, pp. 1019-1034

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An exchange rate model with market pressures and a contagion effect

Grabowski, Wojciech; Welfe, Aleksander - In: Emerging markets finance & trade : a journal of the … 52 (2016) 10/12, pp. 2706-2720

Persistent link: https://www.econbiz.de/10011675580

The Tobit cointegrated vector autoregressive model : an application to the currency market

Grabowski, Wojciech; Welfe, Aleksander - In: Economic modelling 89 (2020), pp. 88-100

Persistent link: https://www.econbiz.de/10012425926

Real exchange rates, oil price spillover effects, and tripolarity

Kębłowski, Piotr; Leszkiewicz-Kędzior, Katarzyna; … - In: Eastern European economics : EEE 58 (2020) 5, pp. 415-435

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New directions in macromodelling : essays in honor of J. Michael Finger

Welfe, Aleksander (contributor) - 2004

Modelling volatility and its implication for European economic integration / Stephen G. Hall -- Recent advances in cointegration analysis / Helmut Lutkepohl -- The use of econometric models in economic policy analysis / Grayham E. Mizon -- Bayesian comparison of Bivariate GARCH processes. The...

Persistent link: https://www.econbiz.de/10012049741

Robust optimal decisions with stochastic nonlinear economic systems

Becker, R.; Hall, S.; Rustem, B. - In: Journal of Economic Dynamics and Control 18 (1994) 1, pp. 125-147

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An investigation into feedback and spatial relationships between banks' share prices and sovereign bond spreads during the euro crisis

Gibson, Heather D.; Hall, Stephen G.; Petroulas, Pavlos; … - In: Journal of financial stability 63 (2022), pp. 1-11

Persistent link: https://www.econbiz.de/10014371917

The forward rate premium puzzle : a case of misspecification?

Hall, Stephen G.; Kenjegaliev, Amangeldi; Swamy, … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 17 (2013) 3, pp. 265-279

Persistent link: https://www.econbiz.de/10009739547