12.04.2012

Helmut Lütkepohl (FU Berlin & DIW)

Structural Economic Analysis with Vector Autoregressive Models

03.05.2012

Lukas Menkhoff (Leibniz Universität Hannover)

Individual Exchange Rate Forecasts and Expected Fundamentals

24.05.2012

Giampiero Gallo (University of Florence)

Common Dynamics in Volatility: A Composite vMEM Approach

07.06.2012

Ralf Brüggemann (Universität Konstanz)

External Information and Monetary Policy Transmission in New EU Member States: Results from FAVAR Models

21.06.2012

Christoph Thoenissen (Victoria University of Wellington)

Financial Frictions and the Role of Investment Specific Technology Shocks in the Business Cycle [pdf]

05.07.2012

Peter Boswijk (University of Amsterdam)

Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model