The Fourier Quantile Unit Root Test with an Application to the PPP Hypothesis in the OECD

Applied Economics Quarterly, Vol. 63 (2017), Iss. 3 : pp. 295–318

Short- and Long-Run Tests of the Expectations Hypothesis: The Portuguese Case

Applied Economics Quarterly, Vol. 56 (2010), Iss. 3 : pp. 257–279

Exports, Foreign Direct Investment, and Economic Growth for Five European Countries: Granger Causality Tests in Panel Data

Applied Economics Quarterly, Vol. 60 (2014), Iss. 4 : pp. 253–272

The Relationship Between Greek Exports and Foreign Income

Applied Economics Quarterly, Vol. 64 (2018), Iss. 1 : pp. 99–114

Die Entwicklung der Ausgaben in der Gesetzlichen Krankenversicherung bis 2050 – bleibende Herausforderung für die deutsche Gesundheitspolitik

Journal of Contextual Economics – Schmollers Jahrbuch, Vol. 132 (2012), Iss. 1 : pp. 53–88

Inequality, Savings, and Consumption: A Reassessment of the Relationships in Cointegrated Panels

Applied Economics Quarterly, Vol. 59 (2013), Iss. 3 : pp. 235–251

The Dynamic Linkages Between Energy, Biofuels and Agricultural Commodities’ Prices

Applied Economics Quarterly, Vol. 64 (2018), Iss. 2 : pp. 115–126

How Large Are Firing Costs? A Cross-Country Study

Applied Economics Quarterly, Vol. 66 (2020), Iss. 4 : pp. 319–328

Trade-Off Between CO2 Emissions and Income: Is There any Evidence of an Environmental Kuznets Curve in Australia?

Applied Economics Quarterly, Vol. 63 (2017), Iss. 2 : pp. 211–231

Bank Lending Behavior during Global Financial Crisis

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On the Uncertainty Caused by the Referendum on Brexit

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Reassessing the Asymmetries and Rigidities in the Interest Rate Pass-Through Process: A Hidden Co-Integration Approach

Credit and Capital Markets – Kredit und Kapital, Vol. 48 (2015), Iss. 3 : pp. 477–500

Hat die Zinsstruktur Aussagekraft für die zukünftige Inflation in Deutschland?

Eine Kritik des Mishkin-Ansatzes

Credit and Capital Markets – Kredit und Kapital, Vol. 32 (1999), Iss. 4 : pp. 493–519

Prognose von Zinsvolatilitäten mit Regime-Switching-Modellen: Eine empirische Analyse des Euro-DM-Geldmarktes

Credit and Capital Markets – Kredit und Kapital, Vol. 31 (1998), Iss. 3 : pp. 370–399

Modellierung einer stabilen Geldnachfragefunktion für Deutschlands M2

Credit and Capital Markets – Kredit und Kapital, Vol. 32 (1999), Iss. 2 : pp. 209–224

Equity-Bond Returns Correlation and the Bond Yield: Evidence of Switching Behaviour from the G7 Markets

Credit and Capital Markets – Kredit und Kapital, Vol. 49 (2016), Iss. 3 : pp. 415–444

Stock Prices Predictability at Long-horizons: Two Tales from the Time-Frequency Domain

Credit and Capital Markets – Kredit und Kapital, Vol. 50 (2017), Iss. 1 : pp. 37–61

Volatilitätsprognosen auf Basis der DAX-Volatilitätsindizes

Credit and Capital Markets – Kredit und Kapital, Vol. 44 (2011), Iss. 1 : pp. 47–74

Optionsbewertung unter Lévy-Prozessen. Eine Analyse für den deutschen Aktienindex

Credit and Capital Markets – Kredit und Kapital, Vol. 40 (2007), Iss. 3 : pp. 451–484

Dem Konjunkturzyklus auf der Spur: Zur Prognose konjunktureller Wendepunkte in Deutschland

Vierteljahrshefte zur Wirtschaftsforschung, Vol. 76 (2007), Iss. 4 : pp. 8–20