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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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Nonstationary term premia and cointegration of the term structure
Carstensen, Kai - In: Economics letters 80 (2003) 3, pp. 409-413
Persistent link: https://www.econbiz.de/10001801258
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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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The primacy of institutions reconsidered : direct income effects of Malaria prevalence
Carstensen, Kai; Gundlach, Erich - In: The World Bank economic review 20 (2006) 3, pp. 309-339
Persistent link: https://www.econbiz.de/10003378979
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Assessing and improving the performance of nearly efficient unit root tests in small samples
Broda, Simon; Carstensen, Kai; Paolella, Marc S. - In: Econometric reviews 28 (2009) 5, pp. 468-494
Persistent link: https://www.econbiz.de/10003873093
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Analysis of the German term structure with robust cointegration methods
Carstensen, Kai - 2001
Persistent link: https://www.econbiz.de/10001596537
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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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Forecasting inflation from the term structure
Carstensen, Kai; Hawellek, Julia - In: Review of world economics 139 (2003) 2, pp. 306-323
Persistent link: https://www.econbiz.de/10001788620
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On median unbiased inference for first order autoregressive models
Carstensen, Kai; Paolella, Marc S. - In: Contributions to modern econometrics : from data …, (pp. 23-38). 2002
Persistent link: https://www.econbiz.de/10001905011