//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Deutschland"
type_genre:"Article in journal"
~person:"Lütkepohl, Helmut"
~subject:"Prognoseverfahren"
~subject:"Schock"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Deutschland
Prognoseverfahren
Schock
Theorie
55
Theory
55
VAR model
25
VAR-Modell
25
Time series analysis
22
Zeitreihenanalyse
22
Cointegration
20
Kointegration
20
Estimation theory
13
Schätztheorie
13
Estimation
7
Schätzung
7
Shock
6
Einheitswurzeltest
5
Forecasting model
5
Geldpolitik
5
Germany
5
Monetary policy
5
Statistical test
5
Statistischer Test
5
Unit root test
5
Heteroscedasticity
4
Heteroskedastizität
4
Markov chain
4
Markov-Kette
4
Autocorrelation
3
Autokorrelation
3
Bootstrap approach
3
Bootstrap-Verfahren
3
Dynamische Wirtschaftstheorie
3
Economic dynamics
3
Volatility
3
Volatilität
3
Aggregation
2
Bayes-Statistik
2
Bayesian inference
2
Econometric model
2
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
15
Type of publication (narrower categories)
All
Article in journal
Arbeitspapier
33
Working Paper
33
Graue Literatur
31
Non-commercial literature
31
Aufsatz in Zeitschrift
15
Aufsatz im Buch
4
Book section
4
Lehrbuch
3
Bibliografie enthalten
2
Bibliography included
2
Textbook
2
Rezension
1
more ...
less ...
Language
All
English
15
Author
All
Lütkepohl, Helmut
Gupta, Rangan
40
Clements, Michael P.
38
Franses, Philip Hans
34
Pierdzioch, Christian
32
Timmermann, Allan
31
Diebold, Francis X.
28
Petropoulos, Fotios
28
Marcellino, Massimiliano
25
Makridakis, Spyros G.
23
Moosa, Imad A.
23
Hyndman, Rob J.
22
Swanson, Norman R.
22
Wang, Yudong
22
Hendry, David F.
21
Koop, Gary
18
Assimakopoulos, V.
17
Clark, Todd E.
17
Fildes, Robert
17
Herwartz, Helmut
17
Kourentzes, Nikolaos
17
Armstrong, Jon Scott
16
Babai, M. Zied
16
MacDonald, Ronald
16
Pesaran, M. Hashem
15
Spiliotis, Evangelos
15
Taylor, James W.
15
Hall, Stephen G.
14
Karathanasopoulos, Andreas
14
Sermpinis, Georgios
14
Bollerslev, Tim
13
Dijk, Dick van
13
Goodwin, Paul
13
Koopman, Siem Jan
13
Ravazzolo, Francesco
13
Andersen, Torben M.
12
Athanasopoulos, George
12
Devereux, Michael B.
12
Ma, Feng
12
Ruelke, Jan-Christoph
12
more ...
less ...
Published in...
All
Journal of economic dynamics & control
3
International journal of forecasting
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
2
Economics letters
1
Journal of applied econometrics
1
Journal of business cycle measurement and analysis : a joint publication of OECD and CIRET
1
Journal of money, credit and banking : JMCB
1
Macroeconomic dynamics
1
Nonparametric dynamic modelling
1
Statistical papers
1
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Structural vector autoregressive models with more shocks than variables identified via heteroskedasticity
Lütkepohl, Helmut
- In:
Economics letters
195
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012509991
Saved in:
2
Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity
Lütkepohl, Helmut
;
Woźniak, Tomasz
- In:
Journal of economic dynamics & control
113
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012502522
Saved in:
3
Structural vector autoregressions with smooth transition in variances
Lütkepohl, Helmut
;
Netšunajev, Aleksei
- In:
Journal of economic dynamics & control
84
(
2017
),
pp. 43-57
Persistent link: https://www.econbiz.de/10011916171
Saved in:
4
Structural vector autoregressions with Markov switching : combining conventional with statistical identification of shocks
Herwartz, Helmut
;
Lütkepohl, Helmut
- In:
Journal of econometrics
183
(
2014
)
1
,
pp. 104-116
Persistent link: https://www.econbiz.de/10010506080
Saved in:
5
Disentangling demand and supply shocks in the crude oil market : how to check sign restrictions in structural VARs
Lütkepohl, Helmut
;
Netšunajev, Aleksei
- In:
Journal of applied econometrics
29
(
2014
)
3
,
pp. 479-496
Persistent link: https://www.econbiz.de/10010414883
Saved in:
6
Forecasting contemporaneous aggregrates with stochastic aggregation weights
Brüggemann, Ralf
;
Lütkepohl, Helmut
- In:
International journal of forecasting
29
(
2013
)
1
,
pp. 60-68
Persistent link: https://www.econbiz.de/10009706177
Saved in:
7
Forecasting levels of log variables in vector autoregressions
Bårdsen, Gunnar
;
Lütkepohl, Helmut
- In:
International journal of forecasting
27
(
2011
)
4
,
pp. 1108-1115
Persistent link: https://www.econbiz.de/10009316847
Saved in:
8
Forecasting aggregated time series variables : a survey
Lütkepohl, Helmut
- In:
Journal of business cycle measurement and analysis : a …
(
2010
)
2
,
pp. 37-62
Persistent link: https://www.econbiz.de/10008938374
Saved in:
9
Identifying monetary policy shocks via changes in volatility
Lanne, Markku
;
Lütkepohl, Helmut
- In:
Journal of money, credit and banking : JMCB
40
(
2008
)
6
,
pp. 1131-1149
Persistent link: https://www.econbiz.de/10003745912
Saved in:
10
Comparison of bootstrap confidence intervals for impulse responses of German monetary systems
Benkwitz, Alexander
;
Lütkepohl, Helmut
;
Wolters, Jürgen
- In:
Macroeconomic dynamics
5
(
2001
)
1
,
pp. 81-100
Persistent link: https://www.econbiz.de/10001570831
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->