Publications

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

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

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

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

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)

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

(with H. Herwartz) 

Panel data model comparison for empirical saving-investment relations.

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

Persistence in price-dividend ratio and its macroeconomic influence.

(with H. Herwartz and M. Rengel)

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)

Testing for unit roots in bounded time series.

Journal of Econometrics, forthcoming.

The Role of log Transformation in Forecasting Economic Variables.

Empirical Economics, 2012, Vol. 42, 619-638. (with H. Lütkepohl)