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Credit risk and sustainable debt : a model and estimations for Euroland
Semmler, Willi; Sieveking, Malte - 1999
Persistent link: https://www.econbiz.de/10001496965
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The use of vector field analysis for studying debt dynamics
Semmler, Willi; Sieveking, Malte - 1998
Persistent link: https://www.econbiz.de/10000980604
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Classical and neoclassical competitive adjustment processes
Flaschel, Peter; Semmler, Willi - 1986
Persistent link: https://www.econbiz.de/10001383864
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Estimating an endogenous growth model with public capital and government borrowing
Greiner, Alfred - 1997
Persistent link: https://www.econbiz.de/10000963975
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Testing the financial accelerator using nonlinear time series methods
Semmler, Willi - 1997
Persistent link: https://www.econbiz.de/10000963981
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Thresholds in a credit market model with multiple equilibria
Grüne, Lars; Semmler, Willi; Sieveking, Malte - 2001
Persistent link: https://www.econbiz.de/10001688092
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Dynamic optimization and Skiba sets in economic examples
Beyn, Wolf-Jürgen; Pampel, Thorsten; Semmler, Willi - 2001
Persistent link: https://www.econbiz.de/10001682903
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Stock market, interest rate and output : a model and estimation for US time series data
Chiarella, Carl; Semmler, Willi; Mittnik, Stefan - 1998
Persistent link: https://www.econbiz.de/10013385366
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On composite classical and Keynesian micro-dynamical processes
Flaschel, Peter; Semmler, Willi - 1988
Persistent link: https://www.econbiz.de/10013385206
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Statistical estimation and moment evaluation of a stochastic growth model with asset market
Lettau, Martin - 1997
Persistent link: https://www.econbiz.de/10013385304