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~person:"Koop, Gary"
~person:"Staszewska-Bystrova, Anna"
~subject:"Volatilität"
~subject:"vector autoregressive process"
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Search: subject:"Impulse responses"
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Volatilität
vector autoregressive process
Impulse responses
15
VAR model
15
VAR-Modell
15
impulse responses
15
Estimation theory
13
Schätztheorie
13
Time series analysis
11
Zeitreihenanalyse
11
Bayesian error bands
10
Wald statistic
10
joint confidence bands
9
Vector autoregressive process
8
frequentist confidence bands
8
bootstrap
7
confidence band
7
highest density region
6
labor market dynamics
5
sign-restricted impulse responses
5
time-varying parameter VAR
5
unemployment hazards
5
Bayes-Statistik
4
Bayesian inference
4
Geldpolitik
4
Monetary policy
4
Estimation
3
Schock
3
Schätzung
3
Shock
3
vector autoregressive model
3
Arbeitslosigkeit
2
Arbeitsmobilität
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Fractionally Integrated Models
2
Impulse Responses
2
Labour mobility
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Time Series
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Trend Stationarity
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Unemployment
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English
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Koop, Gary
Staszewska-Bystrova, Anna
Winker, Peter
17
Lütkepohl, Helmut
16
Luetkepohl, Helmut
7
Lanne, Markku
5
Apostolakis, George N.
3
Floros, Christos
3
Gillas, Konstantinos Gkillas
3
Wohar, Mark E.
3
Allen, David E.
2
Caporale, Guglielmo Maria
2
Chang, Chia-Lin
2
Kyriacou, Kyriacos
2
McAleer, Michael
2
Singh, Abhay Kumar
2
Abdelkefi, Samar Zlitni
1
Abid, Ilyes
1
Alexandridis, George
1
Amir Ahmadi, Pooyan
1
Campolieti, Michele
1
Cao, Jin
1
Chomicz-Grabowska, Agnieszka M.
1
Funke, Michael
1
Gefang, Deborah
1
Heybati, Reza
1
Kaabia, Olfa
1
Khoufi, Walid
1
Liu, Xiaochun
1
Loermann, Julius
1
Lyu, Yongjian
1
Matthes, Christian
1
Mengesha, Lula G.
1
Miller, Tom W.
1
Mkaouar, Farid
1
Orłowski, Lucjan T.
1
Sahoo, S.
1
Saini, Sakshi
1
Sehgal, Sanjay
1
Spagnolo, Nicola
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CESifo
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DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
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University of Strathclyde / Department of Economics
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Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
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ECONIS (ZBW)
8
EconStor
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RePEc
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1
Calculating joint confidence bands for impulse response functions using highest density regions
Lütkepohl, Helmut
;
Staszewska-Bystrova, Anna
;
Winker, Peter
-
2016
This paper proposes a new non-parametric method of constructing joint confidence bands for impulse response functions of vector autoregressive models. The estimation uncertainty is captured by means of bootstrapping and the highest density region (HDR) approach is used to construct the bands. A...
Persistent link: https://www.econbiz.de/10011449884
Saved in:
2
Calculating joint confidence bands for impulse response functions using highest density regions
Lütkepohl, Helmut
;
Staszewska-Bystrova, Anna
;
Winker, Peter
-
2016
This paper proposes a new non-parametric method of constructing joint confidence bands for impulse response functions of vector autoregressive models. The estimation uncertainty is captured by means of bootstrapping and the highest density region (HDR) approach is used to construct the bands. A...
Persistent link: https://www.econbiz.de/10011516886
Saved in:
3
Calculating joint confidence bands for impulse response functions using highest density regions
Lütkepohl, Helmut
;
Staszewska-Bystrova, Anna
;
Winker, Peter
-
2016
This paper proposes a new non-parametric method of constructing joint con- dence bands for impulse response functions of vector autoregressive models. The estimation uncertainty is captured by means of bootstrapping and the highest density region (HDR) approach is used to construct the bands. A...
Persistent link: https://www.econbiz.de/10011531893
Saved in:
4
Calculating joint confidence bands for impulse response functions using highest density regions
Lütkepohl, Helmut
;
Staszewska-Bystrova, Anna
;
Winker, Peter
-
2016
This paper proposes a new non-parametric method of constructing joint con- dence bands for impulse response functions of vector autoregressive models. The estimation uncertainty is captured by means of bootstrapping and the highest density region (HDR) approach is used to construct the bands. A...
Persistent link: https://www.econbiz.de/10011452908
Saved in:
5
Calculating joint confidence bands for impulse response functions using highest density regions
Lütkepohl, Helmut
;
Staszewska-Bystrova, Anna
;
Winker, Peter
-
2016
This paper proposes a new non-parametric method of constructing joint confidence bands for impulse response functions of vector autoregressive models. The estimation uncertainty is captured by means of bootstrapping and the highest density region (HDR) approach is used to construct the bands. A...
Persistent link: https://www.econbiz.de/10011442327
Saved in:
6
Calculating joint confidence bands for impulse response functions using highest density regions
Lütkepohl, Helmut
;
Staszewska-Bystrova, Anna
;
Winker, Peter
-
2016
This paper proposes a new non-parametric method of constructing joint confidence bands for impulse response functions of vector autoregressive models. The estimation uncertainty is captured by means of bootstrapping and the highest density region (HDR) approach is used to construct the bands. A...
Persistent link: https://www.econbiz.de/10011446084
Saved in:
7
Confidence Bands for
Impulse
Responses
: Bonferroni versus Wald
Lütkepohl, Helmut
;
Staszewska-Bystrova, Anna
;
Winker, Peter
-
Sonderforschungsbereich 649: Ökonomisches Risiko, …
-
2014
these considerations are equally important for constructing forecast bands, we focus on the case of
impulse
responses
in …
Persistent link: https://www.econbiz.de/10010734527
Saved in:
8
Confidence Bands for
Impulse
Responses
: Bonferroni versus Wald
Luetkepohl, Helmut
;
Staszewska-Bystrova, Anna
;
Winker, Peter
-
CESifo
-
2014
these considerations are equally important for constructing forecast bands, we focus on the case of
impulse
responses
in …
Persistent link: https://www.econbiz.de/10010741316
Saved in:
9
Confidence Bands for
Impulse
Responses
: Bonferroni versus Wald
Lütkepohl, Helmut
;
Staszewska-Bystrova, Anna
;
Winker, Peter
-
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
-
2014
these considerations are equally important for constructing forecast bands, we focus on the case of
impulse
responses
in …
Persistent link: https://www.econbiz.de/10011128842
Saved in:
10
Confidence bands for
impulse
responses
: Bonferroni versus Wald
Lütkepohl, Helmut
;
Staszewska-Bystrova, Anna
;
Winker, Peter
-
2014
these considerations are equally important for constructing forecast bands, we focus on the case of
impulse
responses
in …
Persistent link: https://www.econbiz.de/10010330387
Saved in:
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