//--> //--> //-->
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
~isPartOf:"Journal of economic dynamics & control"
~subject:"Forecasting model"
~subject:"Schock"
~subject:"VAR model"
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: "Lütkepohl, Helmut"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Forecasting model
Schock
VAR model
VAR-Modell
6
Estimation theory
4
Schätztheorie
4
Shock
4
Structural vector autoregression
4
Heteroscedasticity
3
Heteroskedastizität
3
Identification via heteroskedasticity
3
Theorie
3
Theory
3
Time series analysis
3
Zeitreihenanalyse
3
ARCH model
2
ARCH-Modell
2
Conditional heteroskedasticity
2
Estimation
2
GARCH
2
Geldpolitik
2
Markov chain
2
Markov-Kette
2
Monetary policy
2
Schätzung
2
1959-2005
1
Arbeitslosigkeit
1
Autocorrelation
1
Autokorrelation
1
Bayes-Statistik
1
Bayesian inference
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Cointegration
1
Deutschland
1
Divisia money
1
GMM
1
Geldmarkt
1
Geldmenge
1
Germany
1
Heteroskedastic VAR
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Lütkepohl, Helmut
6
Boer, Lukas
1
Lanne, Markku
1
Maciejowska, Katarzyna
1
Milunovich, George
1
Netšunajev, Aleksei
1
Schlaak, Thore
1
Woźniak, Tomasz
1
more ...
less ...
Published in...
All
Journal of economic dynamics & control
Discussion papers / Deutsches Institut für Wirtschaftsforschung
29
EUI working paper / ECO
19
DIW Berlin Discussion Paper
18
Discussion papers of interdisciplinary research project 373
18
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
12
SFB 649 discussion paper
10
CESifo working papers
9
CESifo Working Paper Series
7
Economics letters
5
Journal of econometrics
5
Econometric theory
4
International journal of forecasting
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Themes in modern econometrics
4
The econometrics journal
3
Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück
2
CESifo Working Paper
2
EUI working paper / MWP
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
2
Oxford bulletin of economics and statistics
2
A companion to economic forecasting
1
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Cambridge books online
1
Computational economics
1
Discussion paper / Centre for Economic Policy Research
1
EUI Max Weber Programme Working Paper
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics : open access journal
1
Economics discussion papers
1
Empirical economic and financial research : theory, methods and practice ; [Festschrift in honour of Professor Siegfried Heiler]
1
Essays in nonlinear time series econometrics
1
European University Institute Max Weber Programme Working Paper
1
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
1
Handbook of economic forecasting ; 1
1
Handbook of economic forecasting ; Vol. 1
1
Jahrbücher für Nationalökonomie und Statistik
1
Journal of applied econometrics
1
Journal of business cycle measurement and analysis : a joint publication of OECD and CIRET
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Qualitative versus quantitative external information for proxy vector autoregressive analysis
Boer, Lukas
;
Lütkepohl, Helmut
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012668854
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
Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH
Lütkepohl, Helmut
;
Schlaak, Thore
- In:
Journal of economic dynamics & control
101
(
2019
),
pp. 41-61
Persistent link: https://www.econbiz.de/10012131020
Saved in:
4
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:
5
Testing for identification in SVAR-GARCH models
Lütkepohl, Helmut
;
Milunovich, George
- In:
Journal of economic dynamics & control
73
(
2016
),
pp. 241-258
Persistent link: https://www.econbiz.de/10011709107
Saved in:
6
Structural vector autoregressions with Markov switching
Lanne, Markku
;
Lütkepohl, Helmut
;
Maciejowska, Katarzyna
- In:
Journal of economic dynamics & control
34
(
2010
)
2
,
pp. 121-131
Persistent link: https://www.econbiz.de/10003947631
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->