Publications

Articles

Forecasting annual inflation with seasonal monthly data: Using levels versus logs of the underlying price index.

Journal of Time Series Econometrics, 2011, Vol. 3, Iss. 1, Article 7. (with H. Lütkepohl)

The Role of log Transformation in Forecasting Economic Variables.

Empirical Economics, 2011, forthcoming. (with H. Lütkepohl)

A functional coefficient model view of the Feldstein-Horioka puzzle.

Journal of International Money and Finance, 2010, Vol. 29, 37-54. (with H. Herwartz)

Panel data model comparison for empirical saving-investment relations.

Applied Economic Letters, 2009, Vol. 16, 803 - 807. (with H. Herwartz)

A new approach to bootstrap inference in functional coefficient models.

Computational Statistics & Data Analysis, 2009, Vol. 53, 2155-2167. (with H. Herwartz)

Reviewing the sustainability/stationarity of current account imbalances with tests for bounded integration.

The Manchester School, 2008, Vol. 76, Nr. 3, 267-278. (with H. Herwartz)

Does consumption-wealth ratio signal stock returns? - VECM results for Germany.

Economics Bulletin, 2005, Vol. 3, Nr. 30, 1-13.

Working papers

On housing booms and credit market conditions: A state space model.

(with H. Herwartz) 

Testing for unit roots in bounded time series.

(with G. Cavailiere)