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ECONIS (ZBW)
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1
Structural vector autoregressions with Markov switching : combining conventional with statistical identification of shocks
Herwartz, Helmut
;
Lütkepohl, Helmut
-
2011
Persistent link: https://www.econbiz.de/10009008157
Saved in:
2
Exchange rates and fundamentals : co-movement, long-run relationships and short-run dynamics
Bekiros, Stelios
-
2011
Persistent link: https://www.econbiz.de/10009238619
Saved in:
3
Adapting the Litterman prior for cointegrated VARs
Markun, Michal
-
2011
Persistent link: https://www.econbiz.de/10009238622
Saved in:
4
Estimation methods comparison of SVAR model with the mixture of two normal distributions : Monte Carlo analysis
Maciejowska, Katarzyna
-
2010
Persistent link: https://www.econbiz.de/10003985568
Saved in:
5
Structural vector autoregressions with Markov switching
Lanne, Markku
;
Lütkepohl, Helmut
;
Maciejowska, Katarzyna
-
2009
Persistent link: https://www.econbiz.de/10003825416
Saved in:
6
Testing for the cointegrating rank of a vector autoregressive process with uncertain deterministic trend term
Demetrescu, Matei
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003724350
Saved in:
7
Factor-augmented error correction models
Banerjee, Anindya
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003651962
Saved in:
8
Cointegration in panel date with breaks and cross-section dependence
Banerjee, Anindya
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003280708
Saved in:
9
Testing for the cointegration rank of a VAR process with level shift and trend break
Trenkler, Carsten
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003397947
Saved in:
10
Structural vector autoregressions with nonnormal residuals
Lanne, Markku
(
contributor
);
Lütkepohl, Helmut
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003291432
Saved in:
11
Problems related to over-identifying restrictions for structural vector error correction models
Lütkepohl, Helmut
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003243519
Saved in:
12
Structural vector autoregressive analysis for cointegrated variables
Lütkepohl, Helmut
(
contributor
)
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002689081
Saved in:
13
Uncovered interest rate parity and the expectations hypothesis of the term structure : empirical results for the US and Europe
Brüggemann, Ralf
(
contributor
); …
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002974410
Saved in:
14
Autoregressive approximations of multiple frequency I (1) processes
Bauer, Dietmar
(
contributor
);
Wagner, Martin
(
contributor
)
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002974449
Saved in:
15
Practical problems with reduced rank ML estimators for cointegration parameters and a simple alternative
Brüggemann, Ralf
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002113163
Saved in:
16
Break date estimation and cointegration testing in VAR processes with level shift
Saikkonen, Pentti
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002113171
Saved in:
17
Recent advances in cointegration analysis
Lütkepohl, Helmut
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002002282
Saved in:
18
Residual autocorrelation testing for vector error correction models
Brüggermann, Ralf
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001934577
Saved in:
19
A small monetary system for the euro area based on German data
Brüggemann, Ralf
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002233737
Saved in:
20
Forecasting with VARMA models
Lütkepohl, Helmut
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002233744
Saved in:
21
Economic integration in interwar Poland : a threshold cointegration analysis of the law of one price for Poland (1924 - 1937)
Trenkler, Carsten
(
contributor
);
Wolf, Nikolaus
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001749474
Saved in:
22
Polish stabilization : what can we learn from the I(2) cointegration analysis?
Vostroknutova, Ekaterina
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001749475
Saved in:
23
A new set of critical values for systems cointegration tests with a prior adjustment for deterministic terms
Trenkler, Carsten
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001749477
Saved in:
24
Will the monetary pillar stay? : A few lessons from the UK
Paesani, Paolo
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001749485
Saved in:
25
A re-interpretation of the linear-quadratic model when inventories and sales are polynomially cointegrated
Banerjee, Anindya
(
contributor
);
Mizen, Paul
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001753803
Saved in:
26
Shock therapy? : An I (2) cointegration analysis of the Russian stabilization
Vostroknutova, Ekaterina
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001770665
Saved in:
27
The long-run relationships among relative price variability, inflation and the markup
Banerjee, Anindya
(
contributor
);
Mizen, Paul
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001725490
Saved in:
28
Seasonal specific structural time series models
Proietti, Tommaso
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001725591
Saved in:
29
Inflation and measures of the markup
Banerjee, Anindya
(
contributor
);
Russell, Bill
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001725623
Saved in:
30
A markup model for forecasting inflation in the Euro Area
Banerjee, Anindya
(
contributor
);
Russell, Bill
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001725625
Saved in:
31
Does the purchasing power parity hold within the US?
Pedersen, Michael
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001725630
Saved in:
32
The asymptotic variance of the estimated roots in a cointegrated vector autoregressive model
Johansen, Søren
-
2001
Persistent link: https://www.econbiz.de/10001582517
Saved in:
33
Controlling inflation in a cointegrated vector autoregressive model with an application to US data
Johansen, Søren
;
Jusélius, Katarina
-
2001
Persistent link: https://www.econbiz.de/10001582520
Saved in:
34
The markup and the business cycle reconsidered
Banerjee, Anindya
;
Russell, Bill
-
2000
Persistent link: https://www.econbiz.de/10001541048
Saved in:
35
Some cautions on the use of panel methods for integrated series of macro-economic data
Banerjee, Anindya
;
Marcellino, Massimiliano
;
Osbat, Chiara
-
2000
Persistent link: https://www.econbiz.de/10001541059
Saved in:
36
A small sample correction of the test for cointegrating rank in the vector autoregressive model
Johansen, Søren
-
2000
Persistent link: https://www.econbiz.de/10001541067
Saved in:
37
A small sample correction for tests of hypotheses on the cointegrating vectors
Johansen, Søren
-
1999
Persistent link: https://www.econbiz.de/10001389411
Saved in:
38
A Bartlett correction factor for tests on the cointegrating relations
Johansen, Søren
-
1999
Persistent link: https://www.econbiz.de/10001389415
Saved in:
39
Estimating money demand in Italy 1970 - 1994
Gennari, Elena
-
1999
Persistent link: https://www.econbiz.de/10001434817
Saved in:
40
Current accounts and the persistence of global and country-specific shocks : is investment really too volatile?
Hoffmann, Mathias
-
1999
Persistent link: https://www.econbiz.de/10001436431
Saved in:
41
National stochastic trends and international macroeconomic fluctuations : the role of the current account
Hoffmann, Mathias
-
1999
Persistent link: https://www.econbiz.de/10001436436
Saved in:
42
A new approach to the analysis of shocks and the cycle in a model of output and employment
Krolzig, Hans-Martin
;
Toro, Juan
-
1999
Persistent link: https://www.econbiz.de/10001437105
Saved in:
43
Multilateral versus bilateral testing for long run purchasing power parity : a cointegration analysis for the Greek drachma
Sideris, Dimitrios
-
1997
Persistent link: https://www.econbiz.de/10000659050
Saved in:
44
Mathematical and statistical modelling of cointegration
Johansen, Søren
-
1997
Persistent link: https://www.econbiz.de/10013420117
Saved in:
45
Testing the joint hypothesis of rationality and neutrality under seasonal cointegration : the case of Korea
Ermini, Luigi
-
1994
Persistent link: https://www.econbiz.de/10013420254
Saved in:
46
Testing the joint hypothesis of rationality and neutrality under seasonal cointegration : the case of Korea
Ermini, Luigi
;
Chang, Dongkoo
-
1993
Persistent link: https://www.econbiz.de/10000147941
Saved in:
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