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Testing for codependence of cointegrated variables
Trenkler, Carsten; Weber, Enzo - In: Applied economics 45 (2013) 13/15, pp. 1953-1964
Persistent link: https://www.econbiz.de/10009758484
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Testing for codependence of non-stationary variables
Trenkler, Carsten; Weber, Enzo - 2010
Persistent link: https://www.econbiz.de/10008697059
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Codependence and cointegration
Trenkler, Carsten; Weber, Enzo - 2009
Persistent link: https://www.econbiz.de/10003908288
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Simple identification and specification of cointegrated VARMA models
Kascha, Christian; Trenkler, Carsten - In: Journal of applied econometrics 30 (2015) 4, pp. 675-702
Persistent link: https://www.econbiz.de/10011332854
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What happened to the transatlantic capital market relations?
Weber, Enzo - 2007
Persistent link: https://www.econbiz.de/10004883308
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Who leads financial markets?
Weber, Enzo - 2007
Persistent link: https://www.econbiz.de/10004883309
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Financial contagion, vulnerability and information : empirical identification
Weber, Enzo - 2009
Persistent link: https://www.econbiz.de/10003908053
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A simultaneous unobserved components analysis of US output and the great moderation
Weber, Enzo - 2009
Persistent link: https://www.econbiz.de/10003908054
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Structural conditional correlation
Weber, Enzo - In: Journal of financial econometrics : official journal of … 8 (2010) 3, pp. 392-407
Persistent link: https://www.econbiz.de/10003997412
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Analyzing US output and the great moderation by simultaneous unobserved components
Weber, Enzo - In: Journal of money, credit and banking : JMCB 43 (2011) 8, pp. 1579-1597
Persistent link: https://www.econbiz.de/10009389033