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Testing for structural breaks in dynamic factor models
Breitung, Jörg; Eickmeier, Sandra - 2009
Persistent link: https://www.econbiz.de/10004931301
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Dynamic factor models
Breitung, Jörg; Eickmeier, Sandra - 2005
Persistent link: https://www.econbiz.de/10004863136
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Dynamische Modelle für die Paneldatenanalyse
Breitung, Joerg - 1992
Persistent link: https://www.econbiz.de/10004140396
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Business cycle transmission from the US to Germany : a structural factor approach
Eickmeier, Sandra - 2004
Persistent link: https://www.econbiz.de/10004241272
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Analyse der Übertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR
Eickmeier, Sandra - 2009
Persistent link: https://www.econbiz.de/10004951510
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Common stationary and non-stationary factors in the euro area analyzed in a large-scale factor model
Eickmeier, Sandra - 2005
Persistent link: https://www.econbiz.de/10004857735
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Nonparametric dynamic modelling : [Fifth Meeting of the European Conference Series in Quantitative Economics and Econometrics (EC)2 under the theme Nonparametric and dynamic modelling at the Humboldt University in Berlin in December 1994]
Lütkepohl, Helmut (contributor);  … - In: Journal of econometrics 81,1 : Annals of econometrics (1997)
Persistent link: https://www.econbiz.de/10004328176
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Bidder behavior in repo auctions without minimum bid rate : evidence from the Bundesbank
Linzert, Tobias; Nautz, Dieter; Breitung, Joerg - 2003
Persistent link: https://www.econbiz.de/10004662049
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Monetary policy and the oil futures market
Eickmeier, Sandra; Lombardi, Marco - 2012
Persistent link: https://www.econbiz.de/10009695382
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How do credit supply shocks propagate internationally? : A GVAR approach
Eickmeier, Sandra; Ng, Tim - 2011
Persistent link: https://www.econbiz.de/10009414154