Narrow search
Showing 1 - 10 of 21
Cover Image
The euro’s trade effect under cross-sectional heterogeneity and stochastic resistance
Herwartz, Helmut; Weber, Henning - 2010
This paper investigates if the euro's effect on euro-area trade differs across trade sectors and across country pairs …, and to what degree heterogeneity matters for estimating the aggregate euro effect. Time-varying latent variables, which …, aggregate exports within the euro area increase between 2000 and 2002 by 15 to 25 percent compared with aggregate exports …
Persistent link: https://www.econbiz.de/10003976871
Cover Image
Did the introduction of the euro have an impact on inflation uncertainty? : an empirical assessment
Hartmann, Matthias; Herwartz, Helmut - In: Macroeconomic dynamics 18 (2014) 6, pp. 1313-1325
Persistent link: https://www.econbiz.de/10010467980
Cover Image
Testing directional forecast value in the presence of serial correlation
Blaskowitz, Oliver; Herwartz, Helmut - 2008
Common approaches to test for the economic value of directional forecasts are based on the classical Chi-square test for independence, Fisher’s exact test or the Pesaran and Timmerman (1992) test for market timing. These tests are asymptotically valid for serially independent observations....
Persistent link: https://www.econbiz.de/10003796145
Cover Image
Testing the value of directional forecasts in the presence of serial correlation
Blaskowitz, Oliver Jim; Herwartz, Helmut - In: International journal of forecasting 30 (2013) 1, pp. 30-42
Persistent link: https://www.econbiz.de/10010243646
Cover Image
A robust bootstrap approach to the Hausman test in stationary panel data models
Herwartz, Helmut (contributor);  … - 2007
In panel data econometrics the Hausman test is of central importance to select an e±cient estimator of the models' slope parameters. When testing the null hypothesis of no correlation between unobserved heterogeneity and observable explanatory variables by means of the Hausman test model...
Persistent link: https://www.econbiz.de/10003587048
Cover Image
The euro's trade effect under cross-sectional heterogeneity and stochastic resistance
Herwartz, Helmut; Weber, Henning - 2010
This paper investigates if the euro's effect on euro-area trade differs across trade sectors and across country pairs …, and to what degree heterogeneity matters for estimating the aggregate euro effect. Time-varying latent variables, which …, aggregate exports within the euro area increase between 2000 and 2002 by 15 to 25 percent compared with aggregate exports …
Persistent link: https://www.econbiz.de/10010270031
Cover Image
Hodges-Lehmann detection of structural shocks : an analysis of macroeconomic dynamics in the Euro Area
Herwartz, Helmut - In: Oxford bulletin of economics and statistics 80 (2018) 4, pp. 736-754
Persistent link: https://www.econbiz.de/10011969509
Cover Image
Testing the purchasing power parity in pooled systems of error correction models
Herwartz, Helmut; Reimers, Hans-Eggert - In: Japan and the world economy : international journal of … 14 (2002) 1, pp. 45-62
Persistent link: https://www.econbiz.de/10001637863
Cover Image
Unit root testing in panel and time series models : new tests and economic applications
Siedenburg, Florian - 2010
In this dissertation new test statistics for the (panel) unit root hypothesis are presented. Besides a novel approach to testing the unit root hypothesis in univariate time series, the major part of this thesis is dedicated to unit root testing in cross sectionally dependent panels with...
Persistent link: https://www.econbiz.de/10008732374
Cover Image
Testing the purchasing power parity in pooled systems of error correction models
Herwartz, Helmut; Reimers, Hans-Eggert - 2000
Persistent link: https://www.econbiz.de/10001528178