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On the persistence of the Eonia spread

Hassler, Uwe; Nautz, Dieter - In: Economics letters 101 (2008) 3, pp. 184-187

Persistent link: https://www.econbiz.de/10003801231

Persistence in the banking industry : fractional integration and breaks in memory

Hassler, Uwe; Rodrigues, Paulo M. M.; Rubia, Antonio - In: Journal of empirical finance 29 (2014), pp. 95-112

Persistent link: https://www.econbiz.de/10011300502

The empirical performance of the ECB's repo auctions : evidence from aggregated and individual bidding data

Breitung, Jörg; Nautz, Dieter - In: Journal of international money and finance 20 (2001) 6, pp. 839-856

Persistent link: https://www.econbiz.de/10001637039

Testing for structural breaks in dynamic factor models

Breitung, Jörg; Eickmeier, Sandra - In: Journal of econometrics 163 (2011) 1, pp. 71-84

Persistent link: https://www.econbiz.de/10009270447

Dynamic factor models

Breitung, Jörg; Eickmeier, Sandra - In: Allgemeines statistisches Archiv : AStA ; journal of … 90 (2006) 1, pp. 27-42

Persistent link: https://www.econbiz.de/10003284766

Dynamic factor models

Breitung, Jörg; Eickmeier, Sandra - In: Modern econometric analysis : surveys on recent …, (pp. 25-40). 2006

Persistent link: https://www.econbiz.de/10003375817

How synchronized are new EU member states with the euro area? Evidence from a structural factor model

Eickmeier, Sandra; Breitung, Jörg - In: Journal of comparative economics : the journal of the … 34 (2006) 3, pp. 538-563

Persistent link: https://www.econbiz.de/10003381405

How synchronized are central and East European economies with the euro area? : Evidence from a structural factor model

Eickmeier, Sandra (contributor); Breitung, Jörg (contributor) - 2005

A high degree of cyclical synchronization between central and east European countries (CEECs) and the euro area is generally seen as a prerequisite for successful EMU enlargement. This paper investigates comovements between CEECs and the euro area. We first establish stylized facts on economic...

Persistent link: https://www.econbiz.de/10002909184

Testing for structural breaks in dynamic factor models

Breitung, Jörg; Eickmeier, Sandra - 2009

From time to time, economies undergo far-reaching structural changes. In this paper we investigate the consequences of structural breaks in the factor loadings for the specification and estimation of factor models based on principal components and suggest test procedures for structural breaks....

Persistent link: https://www.econbiz.de/10003815484

How synchronized are central and east European economies with the euro area? : Evidence from a structural factor model

Eickmeier, Sandra (contributor); Breitung, Jörg (contributor) - 2005

Persistent link: https://www.econbiz.de/10003434319