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.

EUI working papers MWP 2009/37, 2009, European University Institute. (with H. Lütkepohl)

Panel data model comparison for empirical saving-investment relations. Applied Economic Letters, 2009, Vol. 16, 803 - 807. (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)

The Role of log Transformation in Forecasting Economic Variables.

EUI working papers, MWP 2009/6, 2009, European University Institute. (with H. Lütkepohl)