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Interpreting cointegration in a model of the term structure with nonstationary term premia
Carstensen, Kai - 2001
Persistent link: https://www.econbiz.de/10001644193
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The finite-sample performance of robust unit root tests
Carstensen, Kai - 2001
Persistent link: https://www.econbiz.de/10001644195
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Estimation of a multivariate cointegrated time series model with conditionally heteroskedastic disturbances
Carstensen, Kai - 1999 - (Rev. version)
Persistent link: https://www.econbiz.de/10001465498
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How important are real shocks for the real exchange rate? : A common trends analysis
Carstensen, Kai - 1997
Persistent link: https://www.econbiz.de/10000985620
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Cointegration and common trends on the German labour market
Carstensen, Kai; Hansen, Gerd - 1998
Persistent link: https://www.econbiz.de/10001410618
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Geldmenge und Inflation in Deutschland : eine Common Trends Analyse
Carstensen, Kai; Hansen, Gerd - 1998
Persistent link: https://www.econbiz.de/10001410630
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Inflationary shocks in a small monetary model of Germany
Carstensen, Kai; Gottschalk, Jan - 2001
Persistent link: https://www.econbiz.de/10001644194
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Forecasting inflation from the term structure
Carstensen, Kai; Hawellek, Julia - 2001
Persistent link: https://www.econbiz.de/10001644197
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Inflationäre Schocks in Deutschland : eine Common Trends Analyse
Carstensen, Kai; Hansen, Gerd - 2001
Persistent link: https://www.econbiz.de/10001644198
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Recursive multiple-priors
Epstein, Larry G.; Schneider, Martin - 2001
Persistent link: https://www.econbiz.de/10001674674