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Nonstationary stochastic seasonality and the German M2 money demand function
Bohl, Martin T. - In: European economic review : EER 44 (2000) 1, pp. 61-70
Persistent link: https://www.econbiz.de/10001448565
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Persistence in government spending fluctuations: new evidence on the displacement effect : a comment on Goff
Bohl, Martin T. - In: Public choice 99 (1999) 3/4, pp. 465-466
Persistent link: https://www.econbiz.de/10001404850
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Some international evidence on Wagner's law
Bohl, Martin T. - In: Public finance 51 (1996) 2, pp. 185-200
Persistent link: https://www.econbiz.de/10001241520
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Testing the long-run implications of the neoclassical stochastic growth model : a panel-based unit root investigation for West German Länder 1970 - 1994
Bohl, Martin T. - In: Journal of macroeconomics 21 (1999) 1, pp. 155-164
Persistent link: https://www.econbiz.de/10001256137
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Periodically collapsing bubbles in the US stock market?
Bohl, Martin T. - 2001
Persistent link: https://www.econbiz.de/10001605318
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Periodically collapsing bubbles in the US stock market?
Bohl, Martin T. - In: International review of economics & finance : IREF 12 (2003) 3, pp. 385-397
Persistent link: https://www.econbiz.de/10001797308
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Interdependence of financial markets and contagion
Bohl, Martin T. - In: Praj̄nȧn : journal of social and management sciences 37 (2008/09) 1, pp. 47-52
Persistent link: https://www.econbiz.de/10009941427
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Interdependence of financial markets and contagion
Bohl, Martin T. - In: Praj̄nȧn : journal of social and management sciences 37 (2008/09) 1, pp. 47-52
Persistent link: https://www.econbiz.de/10003782262
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Detecting Speculative Bubbles in Stock Prices : a New Approach and Some Evidence for the US
Siklos, Pierre L.; Bohl, Martin T. - 2001
A large part of the current debate on US stock price behaviorconcentrates on the question of whether stock prices are driven byfundamentals or by non-fundamental factors(...)
Persistent link: https://www.econbiz.de/10005843733