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~person:"Lütkepohl, Helmut"
~subject:"Estimation"
~subject:"identification via heteroskedasticity"
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Search: ("Bank lending" OR "Bank liquidity" OR "ECB" OR "Monetary policy" OR "Monetary union" OR "TLTRO") AND NOT isPartOf:Intereconomics
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Estimation
identification via heteroskedasticity
VAR-Modell
38
VAR model
37
Geldpolitik
36
Monetary policy
35
Schätzung
29
Theorie
25
Theory
24
Kointegration
21
Cointegration
20
Estimation theory
20
Schock
20
Schätztheorie
20
Deutschland
19
Shock
19
Germany
18
Time series analysis
15
Zeitreihenanalyse
15
GARCH
14
USA
14
conditional heteroskedasticity
14
Geldnachfrage
13
Money demand
12
United States
12
Heteroscedasticity
11
Heteroskedastizität
11
EU-Staaten
10
Structural vector autoregression
10
Aggregation
9
Bootstrap approach
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Bootstrap-Verfahren
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EU countries
9
Euro area
9
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ARCH model
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ARCH-Modell
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Impact assessment
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Wirkungsanalyse
8
heteroskedasticity
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English
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Lütkepohl, Helmut
Belke, Ansgar
128
Caporale, Guglielmo Maria
68
Buch, Claudia M.
51
Wolters, Jürgen
46
Eickmeier, Sandra
45
Hayo, Bernd
45
Cheung, Yin-Wong
38
Peydró, José-Luis
36
Siklos, Pierre L.
35
Dreger, Christian
34
Ongena, Steven
33
Afonso, António
32
Mumtaz, Haroon
31
Pesaran, M. Hashem
31
Worms, Andreas
31
Christiano, Lawrence J.
30
Haan, Jakob de
30
Hofmann, Boris
30
Leeper, Eric M.
30
Nautz, Dieter
29
Belke, Ansgar Hubertus
28
Klose, Jens
28
Gupta, Rangan
27
Vogel, Lukas
27
Gil-Alaña, Luis A.
26
Goldberg, Linda S.
26
Lindé, Jesper
26
Marcellino, Massimiliano
25
Schnabl, Gunther
25
Wollmershäuser, Timo
24
Döpke, Jörg
23
Gambacorta, Leonardo
23
Holtemöller, Oliver
23
Hülsewig, Oliver
23
Jordà, Òscar
23
Altavilla, Carlo
22
Gerlach, Stefan
22
Gertler, Mark
22
Gottschalk, Jan
22
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
3
European University Institute / Department of Economics
1
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
1
Workshop on Money Demand in Europe <1997, Berlin>
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
6
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4
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
Discussion papers of interdisciplinary research project 373
4
SFB 649 discussion paper
4
Discussion Papers of DIW Berlin
3
CESifo working papers
2
Journal of economic dynamics & control
2
Macroeconomic dynamics
2
SFB 649 Discussion Paper
2
Applied economics quarterly
1
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
1
Discussion paper / Centre for Economic Policy Research
1
EUI working paper / ECO
1
Jahrbücher für Nationalökonomie und Statistik
1
Journal of economics
1
SFB 649 Discussion Papers
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Studies in Empirical Economics
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Studies in empirical economics
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ECONIS (ZBW)
33
EconStor
6
RePEc
4
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1
Structural Vector Autoregressions with Smooth Transition in Variances - The Interaction Between U.S.
Monetary
Policy
and the Stock Market
Lütkepohl, Helmut
;
Netsunajev, Aleksei
-
Sonderforschungsbereich 649: Ökonomisches Risiko, …
-
2014
-dimensional system of U.S. variables to explore the interaction between
monetary
policy
and the stock market. It is found that previously …
Persistent link: https://www.econbiz.de/10011145245
Saved in:
2
Structural Vector Autoregressions with Smooth Transition in Variances: The Interaction between U.S.
Monetary
Policy
and the Stock Market
Lütkepohl, Helmut
;
Netsunajev, Aleksei
-
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
-
2014
-dimensional system of U.S. variables to explore the interaction between
monetary
policy
and the stock market. It is found that previously …
Persistent link: https://www.econbiz.de/10011128876
Saved in:
3
Structural vector autoregressions with smooth transition in variances: The interaction between US
monetary
policy
and the stock market
Lütkepohl, Helmut
;
Netšunajev, Aleksei
-
2014
-dimensional system of U.S. variables to explore the interaction between
monetary
policy
and the stock market. It is found that previously …
Persistent link: https://www.econbiz.de/10010368446
Saved in:
4
Structural vector autoregressions with smooth transition in variances: The interaction between US
monetary
policy
and the stock market
Lütkepohl, Helmut
;
Netésunajev, Aleksei
-
2014
-dimensional system of U.S. variables to explore the interaction between
monetary
policy
and the stock market. It is found that previously …
Persistent link: https://www.econbiz.de/10010427070
Saved in:
5
Structural vector autoregressions with smooth transition in variances : the interaction between US
monetary
policy
and the stock market
Lütkepohl, Helmut
;
NetŠunajev, Aleksei
-
2014
-dimensional system of U.S. variables to explore the interaction between
monetary
policy
and the stock market. It is found that previously …
Persistent link: https://www.econbiz.de/10010361372
Saved in:
6
Structural vector autoregressions with smooth transition in variances : the interaction between US
monetary
policy
and the stock market
Lütkepohl, Helmut
;
Netšunajev, Aleksei
-
2014
-dimensional system of U.S. variables to explore the interaction between
monetary
policy
and the stock market. It is found that previously …
Persistent link: https://www.econbiz.de/10010364697
Saved in:
7
The transmission of German
monetary
policy
in the pre-Euro period
Lütkepohl, Helmut
;
Wolters, Jürgen
-
2001
A small macroeconomic model is constructed to study the transmission of the
monetary
policy
conducted by the Deutsche …
Persistent link: https://www.econbiz.de/10011400913
Saved in:
8
The transmission of German
monetary
policy
in the pre-Euro period
Lütkepohl, Helmut
;
Wolters, Jürgen
-
2001
A small macroeconomic model is constructed to study the transmission of the
monetary
policy
conducted by the Deutsche … analysis ;
monetary
policy
; money demand ; structural vector error correction model …
Persistent link: https://www.econbiz.de/10009616780
Saved in:
9
Transmission of German
monetary
policy
in the pre-euro period
Lütkepohl, Helmut
;
Wolters, Jürgen
- In:
Macroeconomic dynamics
7
(
2003
)
4
,
pp. 711-733
Persistent link: https://www.econbiz.de/10001823449
Saved in:
10
The transmission of German
monetary
policy
in the pre-Euro period
Lütkepohl, Helmut
;
Wolters, Jürgen
-
2001
A small macroeconomic model is constructed to study the transmission of the
monetary
policy
conducted by the Deutsche …
Persistent link: https://www.econbiz.de/10001626656
Saved in:
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