17
H index
28
i10 index
1017
Citations
Justus-Liebig-Universität Gießen | 17 H index 28 i10 index 1017 Citations RESEARCH PRODUCTION: 76 Articles 101 Papers 1 Books 2 Chapters EDITOR: RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Peter Winker. | Is cited by: | Cites to: |
Year | Title of citing document |
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2022 | . Full description at Econpapers || Download paper |
2021 | Search for Profits and Business Fluctuations: How Banks Behaviour Explain Cycles?. (2021). Maggioni, Daniela ; Lo Turco, Alessia ; Gaffeo, Edoardo ; Gallegati, Mauro ; Casabianca, Elizabeth ; Ciola, Emanuele. In: Working Papers. RePEc:anc:wpaper:448. Full description at Econpapers || Download paper |
2021 | Search for Profits and Business Fluctuations: How Banks Behaviour Explain Cycles?. (2021). Gaffeo, Edoardo ; Gallegati, Mauro ; Ciola, Emanuele. In: Working Papers. RePEc:anc:wpaper:450. Full description at Econpapers || Download paper |
2021 | Bayesian analysis of seasonally cointegrated VAR model. (2020). Wr, Justyna. In: Papers. RePEc:arx:papers:2012.14820. Full description at Econpapers || Download paper |
2021 | Automated and Distributed Statistical Analysis of Economic Agent-Based Models. (2021). Lamperti, Francesco ; Vandin, Andrea ; Giachini, Daniele ; Chiaromonte, Francesca. In: Papers. RePEc:arx:papers:2102.05405. Full description at Econpapers || Download paper |
2021 | Calibrating an adaptive Farmer-Joshi agent-based model for financial markets. (2021). Jericevich, Ivan ; Gebbie, Tim ; McKechnie, Murray. In: Papers. RePEc:arx:papers:2104.09863. Full description at Econpapers || Download paper |
2021 | Simulation and estimation of an agent-based market-model with a matching engine. (2021). Gebbie, Tim ; Chang, Patrick ; Jericevich, Ivan. In: Papers. RePEc:arx:papers:2108.07806. Full description at Econpapers || Download paper |
2022 | Reinforcement Learning in Macroeconomic Policy Design: A New Frontier?. (2022). Tilbury, Callum. In: Papers. RePEc:arx:papers:2206.08781. Full description at Econpapers || Download paper |
2022 | Interpreting and predicting the economy flows: A time-varying parameter global vector autoregressive integrated the machine learning model. (2022). Tian, Ting ; Yang, Haisheng ; Xiong, Zhixi ; Wang, Xueqin ; Jiang, Yukang. In: Papers. RePEc:arx:papers:2209.05998. Full description at Econpapers || Download paper |
2022 | Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market. (2022). Farmer, Doyne J ; Uluc, Arzu ; Hinterschweiger, Marc ; Carro, Adrian. In: Working Papers. RePEc:bde:wpaper:2217. Full description at Econpapers || Download paper |
2022 | Economists in the 2008 Financial Crisis: Slow to See, Fast to Act. (2022). Levy, Daniel ; Raviv, Alon ; Mayer, Tamir. In: Working Papers. RePEc:biu:wpaper:2022-01. Full description at Econpapers || Download paper |
2022 | Contract farming, community effect, and farmer valuation of biofortified crop varieties in China: The case of high?zinc wheat. (2022). Hu, Wuyang ; Qing, Ping ; Li, Jian. In: Review of Development Economics. RePEc:bla:rdevec:v:26:y:2022:i:2:p:1035-1055. Full description at Econpapers || Download paper |
2022 | Volatility transmission and volatility impulse response functions in the main and the satellite Renminbi exchange rate markets. (2022). Tsang, Andrew ; Funke, Michael ; Loermann, Julius. In: Review of International Economics. RePEc:bla:reviec:v:30:y:2022:i:2:p:606-628. Full description at Econpapers || Download paper |
2022 | Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market. (2022). Farmer, Doyne J ; Uluc, Arzu ; Hinterschweiger, Marc ; Carro, Adrian. In: Bank of England working papers. RePEc:boe:boeewp:0976. Full description at Econpapers || Download paper |
2021 | Qualitative versus Quantitative External Information for Proxy Vector Autoregressive Analysis. (2021). Boer, Lukas ; Lutkepohl, Helmut. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1940. Full description at Econpapers || Download paper |
2021 | Comparison of Local Projection Estimators for Proxy Vector Autoregressions. (2021). Lutkepohl, Helmut ; Bruns, Martin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1949. Full description at Econpapers || Download paper |
2021 | The transmission of euro area monetary policy to financially euroised countries. (2021). Moder, Isabella. In: Working Paper Series. RePEc:ecb:ecbwps:20212611. Full description at Econpapers || Download paper |
2021 | Multi-agent-based VaR forecasting. (2021). Poddig, Thorsten ; Fieberg, Christian ; Tubbenhauer, Tobias. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:131:y:2021:i:c:s0165188921001664. Full description at Econpapers || Download paper |
2022 | Comparison of local projection estimators for proxy vector autoregressions. (2022). Lütkepohl, Helmut ; Lutkepohl, Helmut ; Bruns, Martin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:134:y:2022:i:c:s0165188921002128. Full description at Econpapers || Download paper |
2022 | Search for profits and business fluctuations: How does banks’ behaviour explain cycles?. (2022). Gallegati, Mauro ; Gaffeo, Edoardo ; Ciola, Emanuele. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:135:y:2022:i:c:s016518892100227x. Full description at Econpapers || Download paper |
2021 | Local market definition in competition analysis: An application to entry models. (2021). Pennerstorfer, Dieter ; Yontcheva, Biliana. In: Economics Letters. RePEc:eee:ecolet:v:198:y:2021:i:c:s0165176520304389. Full description at Econpapers || Download paper |
2022 | Asset selection based on high frequency Sharpe ratio. (2022). Chen, Min ; Lian, Yimin ; Wang, Christina Dan. In: Journal of Econometrics. RePEc:eee:econom:v:227:y:2022:i:1:p:168-188. Full description at Econpapers || Download paper |
2021 | Model calibration and validation via confidence sets. (2021). Centorrino, Samuele ; Secchi, Davide ; Martinoli, Mario ; Seri, Raffaello. In: Econometrics and Statistics. RePEc:eee:ecosta:v:20:y:2021:i:c:p:62-86. Full description at Econpapers || Download paper |
2022 | Inference for Nonlinear State Space Models: A Comparison of Different Methods applied to Markov-Switching Multifractal Models. (2022). Lux, Thomas. In: Econometrics and Statistics. RePEc:eee:ecosta:v:21:y:2022:i:c:p:69-95. Full description at Econpapers || Download paper |
2022 | The reliability of adult self-reported height: The role of interviewers. (2022). Sakshaug, Joseph W ; Kosyakova, Yuliya ; Olbrich, Lukas. In: Economics & Human Biology. RePEc:eee:ehbiol:v:45:y:2022:i:c:s1570677x22000144. Full description at Econpapers || Download paper |
2022 | A toolkit for exploiting contemporaneous stock correlations. (2022). Sun, Chuanping ; Hiraki, Kazuhiro. In: Journal of Empirical Finance. RePEc:eee:empfin:v:65:y:2022:i:c:p:99-124. Full description at Econpapers || Download paper |
2022 | An enhanced multivariable dynamic time-delay discrete grey forecasting model for predicting Chinas carbon emissions. (2022). Wang, Junjie ; Dang, Yaoguo ; Yang, Deling ; Ye, LI. In: Energy. RePEc:eee:energy:v:249:y:2022:i:c:s0360544222005849. Full description at Econpapers || Download paper |
2021 | Voluntary adoption of board risk committees and financial constraints risk. (2021). Buckby, Sherrena ; Nowland, John ; Malik, Muhammad Farhan. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302544. Full description at Econpapers || Download paper |
2022 | Economists in the 2008 financial crisis: Slow to see, fast to act. (2022). Raviv, Alon ; Mayer, Tamir ; Levy, Daniel. In: Journal of Financial Stability. RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000158. Full description at Econpapers || Download paper |
2022 | Robustness, replicability and scalability in topic modelling. (2022). Penner, Orion ; Ballester, Omar. In: Journal of Informetrics. RePEc:eee:infome:v:16:y:2022:i:1:s175115772100095x. Full description at Econpapers || Download paper |
2021 | A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs. (2021). Walker, Patrick S ; Polak, Pawe ; Paolella, Marc S. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:125:y:2021:i:c:s0378426621000042. Full description at Econpapers || Download paper |
2021 | Does parameterization affect the complexity of agent-based models?. (2021). Krištoufek, Ladislav ; Kristoufek, Ladislav ; Kukacka, Jiri. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:192:y:2021:i:c:p:324-356. Full description at Econpapers || Download paper |
2022 | Innovative events: product launches, innovation and firm performance. (2022). Nathan, Max ; Rosso, Anna. In: Research Policy. RePEc:eee:respol:v:51:y:2022:i:1:s0048733321001700. Full description at Econpapers || Download paper |
2022 | Herding in the Chinese and US stock markets: Evidence from a micro-founded approach. (2022). Chen, Zhenxi ; Zheng, Huanhuan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:78:y:2022:i:c:p:597-604. Full description at Econpapers || Download paper |
2022 | Tracing the evolution of service robotics: Insights from a topic modeling approach. (2022). Savin, Ivan ; Konop, Chris ; Ott, Ingrid. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:174:y:2022:i:c:s0040162521007149. Full description at Econpapers || Download paper |
2022 | The Effects of Central Bank Digital Currencies News on Financial Markets. (2022). Yarovaya, Larisa ; Vigne, Samuel A ; Lucey, Brian M ; Wang, Yizhi. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:180:y:2022:i:c:s0040162522002414. Full description at Econpapers || Download paper |
2021 | The Impact of the COVID-19 Pandemic on Consumer and Business Confidence Indicators. (2021). Yue, Xiaoguang ; TERESIENE, DEIMANTE ; Liao, Yiyi ; Keliuotyte-Staniuleniene, Greta ; Hu, Siyan ; Pu, Ruihui ; Kanapickiene, Rasa. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:4:p:159-:d:529243. Full description at Econpapers || Download paper |
2021 | Kelly Criterion for Optimal Credit Allocation. (2021). Verhoeven, Peter ; Tran, Son. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:9:p:434-:d:631915. Full description at Econpapers || Download paper |
2022 | Predicting Volatility Based on Interval Regression Models. (2022). He, Mengying ; Qu, Hui. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:12:p:564-:d:988416. Full description at Econpapers || Download paper |
2022 | . Full description at Econpapers || Download paper |
2021 | Assessing the Economic Impact of Lockdowns in Italy: A Computational Input-Output Approach. (2021). Roventini, Andrea ; Reissl, Severin ; Napoletano, Mauro ; Guerini, Mattia ; Ferraresi, Tommaso ; Fagiolo, Giorgio ; Vanni, Fabio ; Lamperti, Francesco ; Caiani, Alessandro ; Ghezzi, Leonardo. In: GREDEG Working Papers. RePEc:gre:wpaper:2021-15. Full description at Econpapers || Download paper |
2021 | Assessing the economic impact of lockdowns in Italy: a computational input-output approach. (2021). Caiani, Alessandro ; Reissl, Severin ; Roventini, Andrea ; Napoletano, Mauro ; Ghezzi, Leonardo ; Ferraresi, Tommaso ; Fagiolo, Giorgio ; Vanni, Fabio ; Guerini, Mattia ; Lamperti, Francesco. In: Working Papers. RePEc:hal:wpaper:hal-03373672. Full description at Econpapers || Download paper |
2022 | A Regression-Based Calibration Method for Agent-Based Models. (2022). Desiderio, Saul ; Chen, Siyan. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:2:d:10.1007_s10614-021-10106-9. Full description at Econpapers || Download paper |
2022 | Calibration of Agent-Based Models by Means of Meta-Modeling and Nonparametric Regression. (2022). Chen, Siyan ; Desiderio, Saul. In: Computational Economics. RePEc:kap:compec:v:60:y:2022:i:4:d:10.1007_s10614-021-10188-5. Full description at Econpapers || Download paper |
2021 | Public guarantees: a countercyclical instrument for SME growth. Evidence from the Spanish Region of Madrid. (2021). Martin-Garcia, Rodrigo ; Santor, Jorge Moran. In: Small Business Economics. RePEc:kap:sbusec:v:56:y:2021:i:1:d:10.1007_s11187-019-00214-0. Full description at Econpapers || Download paper |
2021 | Measuring the persistence of high firm growth: choices and consequences. (2021). Erhardt, Eva Christine. In: Small Business Economics. RePEc:kap:sbusec:v:56:y:2021:i:1:d:10.1007_s11187-019-00229-7. Full description at Econpapers || Download paper |
2021 | The market price of greenness A factor pricing approach for Green Bonds. (2021). Torricelli, Costanza ; Boero, Gianna ; Bertelli, Beatrice. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0083. Full description at Econpapers || Download paper |
2022 | Social Bonds and the “Social Premiumâ€. (2022). Torricelli, Costanza ; Pellati, Eleonora. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0085. Full description at Econpapers || Download paper |
2022 | Climate Stress Test: bad (or good) news for the market? An Event Study Analysis on Euro Zone Banks. (2022). Ferrari, Fabio ; Torricelli, Costanza. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0086. Full description at Econpapers || Download paper |
2022 | ESG compliant optimal portfolios: The impact of ESG constraints on portfolio optimization in a sample of European stocks. (2022). Bertelli, Beatrice ; Torricelli, Costanza. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0088. Full description at Econpapers || Download paper |
2022 | Pre-selection in cointegration-based pairs trading. (2022). de Luca, Roberta ; Brunetti, Marianna. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0089. Full description at Econpapers || Download paper |
2022 | Sparsity and stability for minimum-variance portfolios. (2022). Steinert, Rick ; Shivarova, Antoniya ; Husmann, Sven. In: Risk Management. RePEc:pal:risman:v:24:y:2022:i:3:d:10.1057_s41283-022-00091-0. Full description at Econpapers || Download paper |
2021 | Predicting innovative firms using web mining and deep learning. (2021). Lenz, David ; Kinne, Jan. In: PLOS ONE. RePEc:plo:pone00:0249071. Full description at Econpapers || Download paper |
2021 | Innovation indicators based on firm websites—Which website characteristics predict firm-level innovation activity?. (2021). Breithaupt, Patrick ; Axenbeck, Janna. In: PLOS ONE. RePEc:plo:pone00:0249583. Full description at Econpapers || Download paper |
2021 | Advances in the Agent-Based Modeling of Economic and Social Behavior. (2021). Raddant, Matthias ; Alfarano, Simone ; Lux, Thomas ; Iori, Giulia ; Camacho-Cuena, Eva ; Karimi, Fariba ; Steinbacher, Mitja. In: MPRA Paper. RePEc:pra:mprapa:107317. Full description at Econpapers || Download paper |
2022 | Economists in the 2008 Financial Crisis: Slow to See, Fast to Act. (2022). Levy, Daniel ; Raviv, Alon ; Mayer, Tamir. In: MPRA Paper. RePEc:pra:mprapa:112008. Full description at Econpapers || Download paper |
2022 | Disposition Effect and its outcome on endogenous price fluctuations. (2022). Tramontana, Fabio ; Cafferata, Alessia. In: MPRA Paper. RePEc:pra:mprapa:113904. Full description at Econpapers || Download paper |
2021 | Efficient mean-variance portfolio selection by double regularization. (2021). Kone, N'Golo. In: Working Paper. RePEc:qed:wpaper:1453. Full description at Econpapers || Download paper |
2022 | Economists in the 2008 Financial Crisis: Slow to See, Fast to Act. (2022). Levy, Daniel ; Raviv, Alon ; Mayer, Tamir. In: Working Paper series. RePEc:rim:rimwps:22-04. Full description at Econpapers || Download paper |
2021 | Quantile-based optimal portfolio selection. (2021). Tyrcha, Joanna ; Thorsen, Erik ; Lindholm, Mathias ; Bodnar, Taras. In: Computational Management Science. RePEc:spr:comgts:v:18:y:2021:i:3:d:10.1007_s10287-021-00395-8. Full description at Econpapers || Download paper |
2021 | Quantile– based portfolios: post– model– selection estimation with alternative specifications. (2021). Bonaccolto, Giovanni. In: Computational Management Science. RePEc:spr:comgts:v:18:y:2021:i:3:d:10.1007_s10287-021-00396-7. Full description at Econpapers || Download paper |
2021 | Optimal portfolio selections via $$\ell _{1, 2}$$ ? 1 , 2 -norm regularization. (2021). Qi, Hou-Duo ; Kong, Lingchen ; Zhao, Hongxin. In: Computational Optimization and Applications. RePEc:spr:coopap:v:80:y:2021:i:3:d:10.1007_s10589-021-00312-4. Full description at Econpapers || Download paper |
2021 | Herding and capitalization size in the Chinese stock market: a micro-foundation evidence. (2021). Chen, Zhenxi ; Ru, Jing. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:4:d:10.1007_s00181-019-01816-z. Full description at Econpapers || Download paper |
2022 | Changing selection into full-time work and its effect on wage inequality in Germany. (2022). Lazzer, Jakob ; Fitzenberger, Bernd. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:1:d:10.1007_s00181-021-02098-0. Full description at Econpapers || Download paper |
2021 | What drives TFP long-run dynamics in five large European economies?. (2021). Travaglini, Giuseppe ; Sánchez Carrera, Edgar ; Sanchez, Edgar J ; Bellocchi, Alessandro. In: Economia Politica: Journal of Analytical and Institutional Economics. RePEc:spr:epolit:v:38:y:2021:i:2:d:10.1007_s40888-021-00215-x. Full description at Econpapers || Download paper |
2021 | Measuring the impact of financial cycles on family firms: how to prepare for crisis?. (2021). Skare, Marinko ; Porada-Rocho, Magorzata. In: International Entrepreneurship and Management Journal. RePEc:spr:intemj:v:17:y:2021:i:3:d:10.1007_s11365-020-00722-6. Full description at Econpapers || Download paper |
2022 | An Empirical Assessment of the Contagion Determinants in the Euro Area in a Period of Sovereign Debt Risk. (2022). Sica, Edgardo ; Pacelli, Vincenzo ; Altinba, Hazar. In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti. RePEc:spr:italej:v:8:y:2022:i:2:d:10.1007_s40797-021-00147-2. Full description at Econpapers || Download paper |
2021 | Internalizing the externalities of overfunding: an agent-based model approach for analyzing the market dynamics on crowdfunding platforms. (2021). Kohlhase, Moritz ; Lausen, Jens ; Koch, Jascha-Alexander. In: Journal of Business Economics. RePEc:spr:jbecon:v:91:y:2021:i:9:d:10.1007_s11573-021-01045-w. Full description at Econpapers || Download paper |
2021 | Heterogeneous expectations, forecasting behaviour and policy experiments in a hybrid Agent-based Stock-flow-consistent model. (2021). Reissl, Severin. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:31:y:2021:i:1:d:10.1007_s00191-020-00683-7. Full description at Econpapers || Download paper |
2022 | Optimal forecasting accuracy using Lp-norm combination. (2022). Giacalone, Massimiliano. In: METRON. RePEc:spr:metron:v:80:y:2022:i:2:d:10.1007_s40300-021-00218-5. Full description at Econpapers || Download paper |
2022 | Regularized Factor Portfolio for Cross-sectional Multifactor Models. (2022). Huang, Mian ; Yu, Shangbing ; Yao, Weixin. In: Sankhya A: The Indian Journal of Statistics. RePEc:spr:sankha:v:84:y:2022:i:2:d:10.1007_s13171-020-00201-8. Full description at Econpapers || Download paper |
2022 | Network dynamics in university-industry collaboration: a collaboration-knowledge dual-layer network perspective. (2022). Chen, Hongshu ; Song, Xinna ; Jin, Qianqian ; Wang, Ximeng. In: Scientometrics. RePEc:spr:scient:v:127:y:2022:i:11:d:10.1007_s11192-022-04330-9. Full description at Econpapers || Download paper |
2021 | Advances in the agent-based modeling of economic and social behavior. (2021). Steinbacher, Mitja ; Raddant, Matthias ; Alfarano, Simone ; Lux, Thomas ; Iori, Giulia ; Cuena, Eva Camacho ; Karimi, Fariba. In: SN Business & Economics. RePEc:spr:snbeco:v:1:y:2021:i:7:d:10.1007_s43546-021-00103-3. Full description at Econpapers || Download paper |
2021 | The effect of regularization in portfolio selection problems. (2021). Cifuentes, Arturo ; del Canto, Felipe ; Pagnoncelli, Bernardo K. In: TOP: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:topjnl:v:29:y:2021:i:1:d:10.1007_s11750-020-00578-7. Full description at Econpapers || Download paper |
2021 | Assessing the economic effects of lockdowns in Italy: a dynamic Input-Output approach. (2021). Napoletano, Mauro ; Reissl, Severin ; Roventini, Andrea ; Ghezzi, Leonardo ; Ferraresi, Tommaso ; Fagiolo, Giorgio ; Vanni, Fabio ; Guerini, Mattia ; Lamperti, Francesco ; Caiani, Alessandro. In: LEM Papers Series. RePEc:ssa:lemwps:2021/03. Full description at Econpapers || Download paper |
2021 | Comparison of Local Projection Estimators for Proxy Vector Autoregressions. (2021). Luetkepohl, Helmut ; Bruns, Martin. In: University of East Anglia School of Economics Working Paper Series. RePEc:uea:ueaeco:2021-04. Full description at Econpapers || Download paper |
2022 | Bayesian Estimation of Large-Scale Simulation Models with Gaussian Process Regression Surrogates. (2022). Barde, Sylvain. In: Studies in Economics. RePEc:ukc:ukcedp:2203. Full description at Econpapers || Download paper |
2022 | Structural Volatility Impulse Response Analysis. (2022). Polivka, Jeannine ; Fengler, Matthias . In: Economics Working Paper Series. RePEc:usg:econwp:2022:11. Full description at Econpapers || Download paper |
2022 | Some new efficient mean–variance portfolio selection models. (2022). Kang, Jie ; Dai, Zhifeng. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:4:p:4784-4796. Full description at Econpapers || Download paper |
2021 | The value added of the Bank of Japans range forecasts. (2021). Tsuchiya, Yoichi. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:5:p:817-833. Full description at Econpapers || Download paper |
2022 | Bootstrap VAR forecasts: The effect of model uncertainties. (2022). Fresoli, Diego . In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:2:p:279-293. Full description at Econpapers || Download paper |
2021 | Stock market tail risk, tail risk premia, and return predictability. (2021). Yoon, SunJoong ; Suh, Sangwon. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:10:p:1569-1596. Full description at Econpapers || Download paper |
2021 | VAT Treatment of the Financial Services: Implications for the Real Economy. (2021). Yilmaz, Fatih ; Baydur, Ismail. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:53:y:2021:i:8:p:2167-2200. Full description at Econpapers || Download paper |
2021 | The role of the prior in estimating VAR models with sign restrictions. (2021). Kilian, Lutz ; Inoue, Atsushi. In: CFS Working Paper Series. RePEc:zbw:cfswop:660. Full description at Econpapers || Download paper |
2022 | Economists in the 2008 Financial Crisis: Slow to See, Fast to Act. (2022). Levy, Daniel ; Raviv, Alon ; Mayer, Tamir. In: EconStor Open Access Articles and Book Chapters. RePEc:zbw:espost:249769. Full description at Econpapers || Download paper |
2021 | Tracing the evolution of service robotics: Insights from a topic modeling approach. (2021). Konop, Chris ; Savin, Ivan ; Ott, Ingrid. In: Kiel Working Papers. RePEc:zbw:ifwkwp:2180. Full description at Econpapers || Download paper |
2022 | Greenwashing in the US metal industry? A novel approach combining SO2 concentrations from satellite data, a plant-level firm database and web text mining. (2022). Resch, Bernd ; Lenz, David ; Blaschke, Thomas ; Lautenbach, Sven ; Kinne, Jan ; Schmidt, Sebastian. In: ZEW Discussion Papers. RePEc:zbw:zewdip:22006. Full description at Econpapers || Download paper |
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Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik) |
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Year | Title | Type | Cited |
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2017 | A Monetary Stress Indicator for the Economic Community of West African States In: Journal of African Development. [Full Text][Citation analysis] | article | 5 |
2018 | Skewness-Adjusted Bootstrap Confidence Intervals and Confidence Bands for Impulse Response Functions In: Lodz Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | Skewness-Adjusted Bootstrap Confidence Intervals and Confidence Bands for Impulse Response Functions.(2018) In: MAGKS Papers on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2020 | Skewness-adjusted bootstrap confidence intervals and confidence bands for impulse response functions.(2020) In: AStA Advances in Statistical Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2018 | Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models - A Review In: Lodz Economics Working Papers. [Full Text][Citation analysis] | paper | 4 |
2018 | Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models: A Review.(2018) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2020 | Constructing joint confidence bands for impulse response functions of VAR models – A review.(2020) In: Econometrics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
2000 | Efficient Labour Contracts: Impediments and How to Circumvent Them In: LABOUR. [Full Text][Citation analysis] | article | 2 |
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2017 | Generating prediction bands for path forecasts from SETAR models In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 1 |
2014 | Confidence Bands for Impulse Responses: Bonferroni versus Wald In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 8 |
2014 | Confidence Bands for Impulse Responses: Bonferroni versus Wald.(2014) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2014 | Confidence Bands for Impulse Responses: Bonferroni versus Wald.(2014) In: SFB 649 Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2014 | Confidence Bands for Impulse Responses: Bonferroni versus Wald.(2014) In: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2006 | Berechnung der BIP-Elastizitäten öffentlicher Ausgaben und Einnahmen zu Prognosezwecken und Diskussion ihrer Volatilität : Studie im Auftrag des Bundesministeriums der Finanzen In: ifo Forschungsberichte. [Full Text][Citation analysis] | book | 7 |
2007 | An Objective Function for Simulation Based Inference on Exchange Rate Data In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 79 |
2006 | An Objective Function for Simulation Based Inference on Exchange Rate Data.(2006) In: Computing in Economics and Finance 2006. [Citation analysis] This paper has another version. Agregated cites: 79 | paper | |
2007 | An objective function for simulation based inference on exchange rate data.(2007) In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] This paper has another version. Agregated cites: 79 | article | |
2008 | A review of heuristic optimization methods in econometrics In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 18 |
2008 | Review of Heuristic Optimization Methods in Econometrics.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
2008 | Optimization Heuristics for Determining Internal Rating Grading Scales In: Working Papers. [Full Text][Citation analysis] | paper | 39 |
2010 | Optimization heuristics for determining internal rating grading scales.(2010) In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 39 | article | |
2008 | Optimization Heuristics for Determining Internal Rating Grading Scales.(2008) In: Center for Economic Research (RECent). [Full Text][Citation analysis] This paper has another version. Agregated cites: 39 | paper | |
2009 | Optimization Heuristics for Determining Internal Rating Grading Scales.(2009) In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). [Full Text][Citation analysis] This paper has another version. Agregated cites: 39 | paper | |
2008 | Least Median of Squares Estimation by Optimization Heuristics with an Application to the CAPM and Multi Factor Models In: Working Papers. [Full Text][Citation analysis] | paper | 11 |
2011 | Least median of squares estimation by optimization heuristics with an application to the CAPM and a multi-factor model.(2011) In: Computational Management Science. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
2009 | Optimized U-type Designs on Flexible Regions In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2010 | Optimized U-type designs on flexible regions.(2010) In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
2010 | Heuristic Optimization Methods for Dynamic Panel Data Model Selection. Application on the Russian Innovative Performance In: Working Papers. [Full Text][Citation analysis] | paper | 16 |
2012 | Heuristic Optimization Methods for Dynamic Panel Data Model Selection: Application on the Russian Innovative Performance.(2012) In: Computational Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | article | |
2010 | Threshold Accepting for Credit Risk Assessment and Validation In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2015 | Threshold accepting for credit risk assessment and validation.(2015) In: Journal of Banking Regulation. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
2010 | Robust Portfolio Optimization with a Hybrid Heuristic Algorithm In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
2012 | Robust portfolio optimization with a hybrid heuristic algorithm.(2012) In: Computational Management Science. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
2011 | Heuristic model selection for leading indicators in Russia and Germany In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
2011 | Heuristic model selection for leading indicators in Russia and Germany.(2011) In: MAGKS Papers on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2013 | Heuristic model selection for leading indicators in Russia and Germany.(2013) In: OECD Journal: Journal of Business Cycle Measurement and Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
2003 | Illegale Drogen und Kriminalität : Wie ausgeprägt ist der Zusammenhang? In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). [Citation analysis] | paper | 3 |
2002 | The Economics of Crime: Investigating the Drugs-Crime Channel In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). [Citation analysis] | paper | 8 |
2002 | The Economics of Crime: Investigating the Drugs-Crime Channel.(2002) In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2001 | The Economics of Crime: Investigating the Drugs-Crime Channel.(2001) In: Law and Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2002 | The Economics of Crime: Investigating the Drugs-Crime Channel.(2002) In: Darmstadt Discussion Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2006 | Investigating the Drugs-Crime Channel in Economics of Crime Models Empirical Evidence from Panel Data of the German States In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). [Full Text][Citation analysis] | paper | 22 |
2006 | Investigating the Drugs-Crime Channel in Economics of Crime Models Empirical Evidence from Panel Data of the German States.(2006) In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
2008 | Investigating the drugs-crime channel in economics of crime models: Empirical evidence from panel data of the German States.(2008) In: International Review of Law and Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | article | |
2005 | Investigating the drugs-crime channel in economics of crime models empirical evidence from panel data of the German states.(2005) In: Darmstadt Discussion Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
2013 | Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 35 |
2015 | Comparison of methods for constructing joint confidence bands for impulse response functions.(2015) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 35 | article | |
2013 | Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions.(2013) In: SFB 649 Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 35 | paper | |
2013 | Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions.(2013) In: MAGKS Papers on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 35 | paper | |
2016 | Calculating Joint Confidence Bands for Impulse Response Functions Using Highest Density Regions In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 11 |
2016 | Calculating Joint Confidence Bands for Impulse Response Functions using Highest Density Regions.(2016) In: SFB 649 Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2016 | Calculating Joint Confidence Bands for Impulse Response Functions using Highest Density Regions.(2016) In: MAGKS Papers on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2018 | Calculating joint confidence bands for impulse response functions using highest density regions.(2018) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
2017 | Estimation of Structural Impulse Responses: Short-Run versus Long-Run Identifying Restrictions In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 1 |
2018 | Estimation of structural impulse responses: short-run versus long-run identifying restrictions.(2018) In: AStA Advances in Statistical Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
2017 | Estimation of Structural Impulse Responses: Short-Run versus Long-run Identifying Restrictions.(2017) In: VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2000 | Optimal Industrial Classification: An Application to the German Industrial Classification System In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 0 |
1994 | Optimal industrial classification: [an application to the German industrial classification system].(1994) In: Discussion Papers, Series II. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
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1994 | Identification of multivariate AR-models by threshold accepting.(1994) In: Discussion Papers, Series II. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2003 | A global optimization heuristic for estimating agent based models In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 161 |
2004 | Applications of optimization heuristics to estimation and modelling problems In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 25 |
2005 | Optimal aggregation of linear time series models In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 0 |
2007 | 2nd Special Issue on Applications of Optimization Heuristics to Estimation and Modelling Problems In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 2 |
2007 | Improving the computation of censored quantile regressions In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 26 |
1999 | Improving the Computation of Censored Quantile Regressions.(1999) In: Discussion Papers. [Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
2008 | E.J. Kontoghiorghes, Editor, Handbook of Parallel Computing and Statistics, Chapman & Hall/CRC, Boca Raton (2006). In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 0 |
2008 | An efficient branch-and-bound strategy for subset vector autoregressive model selection In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 6 |
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1998 | Empirical macromodels under test: a comparative simulation study of the employment effects of a revenue neutral cut in social security contributions.(1998) In: ZEW Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2004 | Modeling spillovers and feedback of international trade in a disequilibrium framework In: Economic Modelling. [Full Text][Citation analysis] | article | 0 |
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2001 | Indirect Estimation of the Parameters of Agent Based Models of Financial Markets In: FAME Research Paper Series. [Full Text][Citation analysis] | paper | 39 |
2001 | Indirect Estimation of the Parameters of Agent Based Models of Financial Markets..(2001) In: Manitoba - Department of Economics. [Citation analysis] This paper has another version. Agregated cites: 39 | paper | |
2001 | Indirect Estimation of the Parameters of Agent Based Models of Financial Markets.(2001) In: Computing in Economics and Finance 2001. [Citation analysis] This paper has another version. Agregated cites: 39 | paper | |
2002 | Indirect Estimation of the Parameters of Agent Based Models of Financial Markets.(2002) In: Computing in Economics and Finance 2002. [Citation analysis] This paper has another version. Agregated cites: 39 | paper | |
2000 | Time Series Simulation With Quasi Monte Carlo Methods. In: Pennsylvania State - Department of Economics. [Citation analysis] | paper | 4 |
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2003 | Time Series Simulation with Quasi Monte Carlo Methods.(2003) In: Computational Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
2000 | TIME SERIES SIMULATION WITH QUASI-MONTE CARLO METHODS.(2000) In: Computing in Economics and Finance 2000. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
1995 | Die Trägheit von Zinssätzen und Kreditrationierung in der Bundesrepublik Deutschland / The Sluggishness of Interest Rates and Credit Rationing in the Federal Republic of Germany In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 0 |
1999 | Zufall und Quasi-Monte Carlo Ansätze / Randomness and Quasi-Monte Carlo Approaches: Einige Anmerkungen zu Grundlagen und Anwendungen in Statistik und Ökonometrie / Some Remarks on Fundamentals and App In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 0 |
2004 | Bank Lending and Monetary Policy Transmission: A VECM Analysis for Germany / Bankkredite und geldpolitische Transmission: Eine VECM Analyse für Deutschland In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 5 |
2008 | Editorial Announcement In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 0 |
2008 | Introduction to the Special Issue on Agent-Based Models for Economic Policy Advice In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 6 |
2009 | Special Issue on Labour Economics: Guest Editorial In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 0 |
2012 | Editorial Announcement In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 0 |
2012 | Guest Editorial In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 0 |
2013 | Editorial Announcement In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 0 |
2013 | Guest Editorial In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 0 |
2014 | Editorial Announcement In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 0 |
2016 | Editorial Announcement In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 0 |
2016 | Forward or Backward Looking? The Economic Discourse and the Observed Reality In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 14 |
2016 | Forward or Backward Looking? The Economic Discourse and the Observed Reality.(2016) In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | article | |
2016 | Forward or Backward Looking? The Economic Discourse and the Observed Reality.(2016) In: MAGKS Papers on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
2016 | Annual Reviewer Acknowledgement In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 0 |
2017 | Annual Reviewer Acknowledgement.(2017) In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2018 | Annual Reviewer Acknowledgement.(2018) In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2019 | Annual Reviewer Acknowledgement.(2019) In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2020 | Annual Reviewer Acknowledgement.(2020) In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2021 | Annual Reviewer Acknowledgement.(2021) In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
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2018 | Editorial Announcement In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 0 |
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2013 | LEffekte der Hochschulen am Standort Gießen aus regionalökonomischer Sicht In: MAGKS Papers on Economics. [Full Text][Citation analysis] | paper | 2 |
2015 | Complexity and Model Comparison in Agent Based Modeling of Financial Markets In: MAGKS Papers on Economics. [Full Text][Citation analysis] | paper | 17 |
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2018 | Measuring the Diffusion of Innovations with Paragraph Vector Topic Models In: MAGKS Papers on Economics. [Full Text][Citation analysis] | paper | 8 |
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2014 | Cardinality versus q -norm constraints for index tracking.(2014) In: Quantitative Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | article | |
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1999 | Investment and employment adjustment after unification : some results from a macroeconometric disequilibrium model In: ZEW Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
1999 | Modeling German unification in a disequilibrium framework In: ZEW Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2000 | International spillovers and feedback: Modelling in a disequilibrium framework In: ZEW Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2013 | Financial sector and output dynamics in the euro area countries In: ZEW policy briefs. [Full Text][Citation analysis] | paper | 3 |
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