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person:"Herwartz, Helmut"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"An analysis of long-term influences on financial markets, uncertainty and the sustainability of fiscal balances"
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Herwartz, Helmut
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
An analysis of long-term influences on financial markets, uncertainty and the sustainability of fiscal balances
Economics working paper
14
Economics Working Paper
11
Discussion papers of interdisciplinary research project 373
10
Journal of international money and finance
5
SFB 649 Discussion Paper
5
SFB 649 discussion paper
5
Cege discussion paper
4
Discussion papers / Deutsches Institut für Wirtschaftsforschung
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Economics letters
3
International journal of forecasting
3
Applied quantitative finance
2
DIW Berlin Discussion Paper
2
Econometric Institute research papers
2
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
2
Macroeconomic dynamics
2
Review of world economics
2
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2
Annales d'économie et de statistique
1
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1
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1
Applied economics letters
1
Applied quantitative finance : theory and computational tools
1
Bundesbank Series 1 Discussion Paper
1
CEGE - Discussion Papers, Number 358 - December 2018
1
Discussion Paper Series 1
1
Discussion paper / Deutsche Bundesbank
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Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
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Discussion paper / Volkswirtschaftliches Forschungszentrum der Deutschen Bundesbank
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Finance research letters
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ECONIS (ZBW)
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1
Multivariate volatility models
Fengler, Matthias R.
;
Herwartz, Helmut
-
2001
Persistent link: https://www.econbiz.de/10001659915
Saved in:
2
Size corrected inference in fiscal policy reaction functions : a three country assessment
Herwartz, Helmut
;
Rengel, Malte
- In:
An analysis of long-term influences on financial …
,
(pp. 89-116)
.
2014
Persistent link: https://www.econbiz.de/10010480405
Saved in:
3
Testing for linear autoregressive dynamics under heteroskedasticity
Hafner, Christian M.
;
Herwartz, Helmut
-
1999
Persistent link: https://www.econbiz.de/10001377688
Saved in:
4
Forecasting performance of market share attraction models : a comparison of different models assuming that competitors' actions are forecasts
Klapper, Daniel
;
Herwartz, Helmut
-
1998
Persistent link: https://www.econbiz.de/10000168630
Saved in:
5
Unterschiedliche Volatilitätsregime am deutschen Rentenmarkt
Herwartz, Helmut
;
Reimers, Hans-Eggert
-
1999
Persistent link: https://www.econbiz.de/10001404957
Saved in:
6
Weekday dependence of German stock market returns
Herwartz, Helmut
-
1999
Persistent link: https://www.econbiz.de/10001404961
Saved in:
7
A slowly evolving mean of the price-to-dividend ratio, its economic influences and predictive power for stock returns
Herwartz, Helmut
;
Rengel, Malte
;
Fang, Xu
- In:
An analysis of long-term influences on financial …
,
(pp. 7-41)
.
2014
Persistent link: https://www.econbiz.de/10010480408
Saved in:
8
Structural analysis of portfolio risk using beta impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
-
1998
Persistent link: https://www.econbiz.de/10000992252
Saved in:
9
Multivariate volatility analysis of VW stock prices
Herwartz, Helmut
;
Lütkepohl, Helmut
-
1998
Persistent link: https://www.econbiz.de/10000992357
Saved in:
10
Empirical modeling of the DEM/USD and DEM/JPY foreign exchange rate : structural shifts in GARCH models and their implications
Herwartz, Helmut
;
Reimers, Hans-Eggert
-
2001
Persistent link: https://www.econbiz.de/10001631316
Saved in:
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