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Exact inference in diagnosing Value-at-Risk estimates : a Monte Carlo device

Herwartz, Helmut - In: Economics letters 103 (2009) 3, pp. 160-162

Persistent link: https://www.econbiz.de/10003854913

A Lagrange multiplier test for causality in variance

Hafner, Christian M.; Herwartz, Helmut - In: Economics letters 93 (2006) 1, pp. 137-141

Persistent link: https://www.econbiz.de/10003380170

Testing for causality in variance using multivariate GARCH models

Hafner, Christian M.; Herwartz, Helmut - In: Annales d'économie et de statistique 89 (2008), pp. 215-241

Persistent link: https://www.econbiz.de/10003875586

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

Testing for linear autoregressive dynamics under heteroskedasticity

Hafner, Christian M.; Herwartz, Helmut - In: The econometrics journal 3 (2000) 2, pp. 177-197

Persistent link: https://www.econbiz.de/10001546181

Openness and the finance-growth nexus

Herwartz, Helmut; Yabibal Mulualem Walle - In: Journal of banking & finance 48 (2014), pp. 235-247

Persistent link: https://www.econbiz.de/10010508139

An empirical study on causes and consequences of inflation and inflation uncertainty

Hartmann, Matthias - 2012

Empirical study of causality between inflation, inflation uncertainty and other macroeconomicy quantities. Additionally, the issue of how to measure the unobservable inflation uncertainty is addressed.

Persistent link: https://www.econbiz.de/10009671994

Performance of periodic time series models in forecasting

Herwartz, Helmut - In: Empirical economics : a journal of the Institute for … 24 (1999) 2, pp. 271-301

Persistent link: https://www.econbiz.de/10001388900

Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis

Hafner, Christian M.; Herwartz, Helmut - In: Journal of empirical finance 8 (2001) 1, pp. 1-34

Persistent link: https://www.econbiz.de/10001568288

Inflation targeting under inflation uncertainty : multi-economy evidence from a stochastic volatility model

Hartmann, Matthias; Herwartz, Helmut; Ulm, Maren - In: Macroeconomic dynamics 26 (2022) 5, pp. 1302-1337

Persistent link: https://www.econbiz.de/10013270236