| Dynamic effects of public investment: Vector autoregressive evidence from six industrialized countries S Mittnik, T Neumann Empirical Economics 26, 429-446, 2001 | 181 | 2001 |
| Time-varying betas of German stock returns M Ebner, T Neumann Financial Markets and Portfolio Management 19, 29-46, 2005 | 57 | 2005 |
| Time‐Series Evidence on the Nonlinearity Hypothesis for Public Spending S Mittnik, T Neumann Economic Inquiry 41 (4), 565-573, 2003 | 45 | 2003 |
| Changing effects of monetary policy in the US–Evidence from a time-varying coefficient VAR F Höppner, C Melzer, T Neumann Applied Economics 40 (18), 2353-2360, 2008 | 35 | 2008 |
| Portfolio construction with downside risk H Lohre, T Neumann, T Winterfeldt Available at SSRN 1112982, 2009 | 21* | 2009 |
| Time Varying Coefficient Models: A Comparison of Alternative Estimation Strategies T Neumann Inst. für Statistik und Ökonometrie, 1999 | 14 | 1999 |
| Time-varying factor models for equity portfolio construction M Ebner, T Neumann The European Journal of Finance 14 (5), 381-395, 2008 | 11 | 2008 |
| Expansionary fiscal consolidations: evidence from time-varying coefficient VARs for Germany T Neumann KONJUNKTURPOLITIK-BERLIN- 47 (2), 139-162, 2001 | 4 | 2001 |
| Risikogesteuerte Asset-Allokation bietet enormes Potenzial, 26. November 2011 T Neumann, D Konrad Börsenzeitung, 2011 | 3 | 2011 |
| Ansätze einer risikogesteuerten Asset Allocation T Neumann, D Konrad Absolut Report Jg, 20-27, 2011 | 2 | 2011 |
| Dynamic Effects of Public Investment S Mittnik, T Neumann Inst. für Statistik und Ökonometrie, 1997 | 2 | 1997 |
| Econometric Modeling of Stock Market Returns: A Guide for Active Management T Neumann Available at SSRN 4054756, 2022 | | 2022 |
| Econometric Modeling of Stock Market Returns: A Guide for Active Management T Neumann Journal of Insurance and Financial Management 7 (2), 80-105, 2022 | | 2022 |
| Portfolio Construction with Downside Risk T NEUMANN Portfolio Theory and Management, 268, 2013 | | 2013 |
| Monetary policy in the euro area–has it become more powerful on the road to EMU? C Melzer, T Neumann Applied Economics Letters 16 (18), 1801-1804, 2009 | | 2009 |
| Evidence on Time-Varying Factor Models for Equity Portfolio Construction M Ebner, T Neumann Risk Assessment: Decisions in Banking and Finance, 11-14, 2009 | | 2009 |
| Infrastructure Spending and Economic Growth: Time Series Evidence on a Non-linear Relationship for Germany T Neumann Pro Business, 2001 | | 2001 |
| Generalized Impulse Responses of Vector Autoregressions with Time-varying Coefficients T Neumann Inst. für Statistik und Ökonometrie, 2001 | | 2001 |
Stefan MittnikProfessor of Financial Econometrics, Ludwig-Maximilians-Universität (LMU) MunichBestätigte E-Mail-Adresse bei stat.uni-muenchen.de
