Publications

Articles

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)

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)

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

Persistence in price-dividend ratio and its macroeconomic influence.

(with H. Herwartz and M. Rengel)

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

(with H. Herwartz)