2003 DISCUSSION PAPERS OF INTERDISCIPLINARY RESEARCH PROJECT 373

1. Robust adaptive estimation of dimension reduction space

2.On the (nonlinear) relationship between exchange rate uncertainty and trade - An investigation of US trade figures in the Group of Seven

3.Forecasting sectoral trade growth under flexible exchange rates

4. Testing for Vector Autoregressive Dynamics under Heteroskedasticity

5. Selfinformative Limits of Bayes Estimates and Generalized Maximum Likelihood

6. Markovian short rates in a forward rate model with a general class of Levy processes

7. Trending Time-Varying Coefficient Models With Serially Correlated Errors

8. On oscillations of the geometric Brownian motion with time delayed drift

9. Noise Induced Oscillation in Solutions of Stochastic Delay Differential Equations

10. Correlation Risk Premia for Multi-Asset Equity Options

11.Cyclical Correlations, Credit Contagion, and Portfolio Losses

12. On integrals with respect to L関y processes

13.Inflation Expectations in the EU - Results from Survey Data

14. Wann sind falsche VaR-Modelle dennoch ad鋛uat?

15. Nonparametric Methods in Continuous-Time Finance: A Selective Review

16.Euler-Maruyama and Milstein Approximations for Stochastic Functional Differential Equations with Distributed Memory Term

17. Transitional Dynamics in the Uzawa-Lucas Model of Endogenous Growth