Narrow search
Showing 1 - 10 of 10
Cover Image
Near unit roots, cointegration, and the term structure of interest rates
Lanne, Markku - In: Journal of applied econometrics 15 (2000) 5, pp. 513-529
Persistent link: https://www.econbiz.de/10001533584
Cover Image
Near Unit Roots, Cointegration, and the Term Structure of Interest Rates
Lanne, M. - In: Journal of applied econometrics 15 (2000) 5, pp. 513-530
Persistent link: https://www.econbiz.de/10006981598
Cover Image
Bayesian model selection and forecasting in noncausal autoregressive models
Lanne, Markku; Luoma, Arto; Luoto, Jani - In: Journal of applied econometrics 27 (2012) 5, pp. 812-830
Persistent link: https://www.econbiz.de/10010219731
Cover Image
Nonlinear dynamics of interest rate and inflation
Lanne, Markku - In: Journal of applied econometrics 21 (2006) 8, pp. 1157-1168
Persistent link: https://www.econbiz.de/10003406261
Cover Image
Noncausal Bayesian vector autoregression
Lanne, Markku; Luoto, Jani - In: Journal of applied econometrics 31 (2016) 7, pp. 1392-1406
Persistent link: https://www.econbiz.de/10011687545
Cover Image
Statistically identified structural VAR model with potentially skewed and fat-tailed errors
Anttonen, Jetro; Lanne, Markku; Luoto, Jani - In: Journal of applied econometrics 39 (2024) 3, pp. 422-437
Persistent link: https://www.econbiz.de/10014517491
Cover Image
Investigating stability and linearity of a German M1 money demand function
Lütkepohl, Helmut; Teräsvirta, Timo; Wolters, Jürgen - In: Journal of applied econometrics 14 (1999) 5, pp. 511-525
Persistent link: https://www.econbiz.de/10001421492
Cover Image
Investigating Stability and Linearity of a German M1 Money Demand Function
Lütkepohl, H.; Teräsvirta, T.; Wolters, J. - In: Journal of applied econometrics 14 (1999) 5, pp. 511-526
Persistent link: https://www.econbiz.de/10006986963
Cover Image
Disentangling demand and supply shocks in the crude oil market : how to check sign restrictions in structural VARs
Lütkepohl, Helmut; Netšunajev, Aleksei - In: Journal of applied econometrics 29 (2014) 3, pp. 479-496
Persistent link: https://www.econbiz.de/10010414883
Cover Image
A small monetary system for the euro area based on German data
Brüggemann, Ralf; Lütkepohl, Helmut - In: Journal of applied econometrics 21 (2006) 6, pp. 683-702
Persistent link: https://www.econbiz.de/10003387857