2017-01: Predicting Bond Betas using Macro-Finance Variables by Nektarios Aslanidis, Charlotte Christiansen and Andrea Cipollini

2017-02Quasi-Maximum Likelihood Estimation and Bootstrap Inference in Fractional Time Series Models with Heteroskedasticity of Unknown Form by Giuseppe Cavaliere, Morten Ørregaard Nielsen and Robert Taylor

2017-03: A regime-switching stochastic volatility model for forecasting electricity prices by Peter Exterkate and Oskar Knapik

2017-04: Sir Clive Granger’s contributions to nonlinear time series and econometrics by Timo Teräsvirta

2017-05: Global Hemispheric Temperatures and Co–Shifting: A Vector Shifting–Mean Autoregressive Analysis by Matthew T. Holt and Timo Teräsvirta

2017-06: The Walking Debt Crisis by Tobias Basse, Robinson Kruse and Christoph Wegener

2017-07: Modeling and forecasting electricity price jumps in the Nord Pool power market by Oskar Knapik

2017-08: Insight into the Female Longevity Puzzle: Using Register Data to Analyse Mortality and Cause of Death Behaviour Across Socio-economic Groups by Malene Kallestrup-Lamb and Carsten P.T. Rosenskjold

2017-09: Testing for Explosive Bubbles in the Presence of Autocorrelated Innovations by Thomas Quistgaard Pedersen and Erik Christian Montes Schütte

2017-10: Dynamics of Variance Risk Premia, Investors' Sentiment and Return Predictability by Jeroen V.K. Rombouts, Lars Stentoft and Francesco Violant

2017-11: Cointegration between trends and their estimators in state space models and CVAR models by Søren Johansen and Morten Nyboe Tabor

2017-12: The role of cointegration for optimal hedging with heteroscedastic error term by Lukasz Gatarek and Søren Johansen

2017-13: Picking Funds with Confidence by Niels S. Grønborg, Asger Lunde, Allan Timmermann and Russ Wermers

2017-14: The Extended Perturbation Method: New Insights on the New Keynesian Model by Martin M. Andreasen and Anders Kronborg