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Structural vector autoregressi...
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autoregression
6
structural shift
6
unit root
6
Univariate time series
4
bootstrap
3
monetary policy
3
vector autoregressive process
3
Cointegration
2
error correction model
2
model selection
2
money demand
2
univariate time series
2
vector autoregression
2
vector error correction model
2
Cointegration analysis
1
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1
LR tests
1
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1
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1
asymptotic power
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cointegration
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cointegration analysis
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dynamic econometric models
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forecasting
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impulse response analysis
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impulse responses
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lag order determination
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local power
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monetary policy shocks
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money demand system
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nonparametric tests
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small sample simulations
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stability tests
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structural break
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structural vector error correction model
1
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1
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1
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Lütkepohl, Helmut
29
Saikkonen, Pentti
15
LÜTKEPOHL, H.
11
LÜTKEPOHL, Helmut
5
Lanne, Markku
4
Trenkler, Carsten
3
Wolters, Jürgen
3
Benkwitz, Alexander
2
Brüggemann, Ralf
2
Candelon, Bertrand
2
Lütkepohl, H.
2
SAIKKONEN, P.
2
TERÄSVIRTA, T.
2
WOLTERS, J.
2
BREITUNG, J.
1
Bartel, Holger
1
CHEN, R.
1
DOLADO, Juan J.
1
Herwartz, H.
1
Hubrich, Kirstin
1
HÄRDLE, Wolfgang
1
KROLZIG, H.-M.
1
Krolzig, Hans-Martin
1
Luetkepohl, Helmut
1
MORYSON, Martin
1
MÜLLER, Maike
1
Müller, Christian
1
Neumann, Michael H.
1
POSKITT, D.
1
POSKITT, D. S.
1
SAIKKONON, Petti
1
Saikkonen, P.
1
TSCHERNIG, R.
1
WOLTERS, Jürgen
1
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Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
48
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SFB 373 Discussion Papers
Discussion paper / Centre for Economic Policy Research
71
CEPR Discussion Papers
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CESifo Working Paper
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CESifo working papers
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Journal of econometrics
36
Sonderforschungsbereich 373
36
CESifo Working Paper Series
34
Discussion papers / Deutsches Institut für Wirtschaftsforschung
34
DIW Discussion Papers
33
CFS Working Paper Series
32
Discussion papers of interdisciplinary research project 373
29
SFB 373 Discussion Paper
29
Working paper / Federal Reserve Bank of Dallas, Research Department
29
EUI working paper
28
Economics Working Papers / Department of Economics, European University Institute
28
CFS working paper series
27
DIW Berlin Discussion Paper
27
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
24
Econometric theory
24
FRB of Dallas Working Paper
22
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
22
Discussion papers / CEPR
21
Econometric reviews
20
Economics letters
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Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück
18
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18
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16
Staff working paper / Bank of Canada
14
Journal of money, credit and banking : JMCB
13
The review of economics and statistics
12
Discussion Papers of DIW Berlin
11
SFB 649 Discussion Paper
11
SFB 649 discussion paper
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
International journal of forecasting
10
Journal of economic dynamics & control
10
Bank of Canada Working Paper
9
Journal of Applied Econometrics
9
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RePEc
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Modelling the Demand for M3 in the Unified Germany
WOLTERS, J.
;
TERÄSVIRTA, T.
;
LÜTKEPOHL, H.
-
Sonderforschungsbereich 373, Quantifikation und …
-
1996
Persistent link: https://www.econbiz.de/10010983409
Saved in:
2
Consistent Specification of Cointegrated Autoregressive Moving-Average Systems
POSKITT, D.
;
LÜTKEPOHL, H.
-
Sonderforschungsbereich 373, Quantifikation und …
-
1995
Persistent link: https://www.econbiz.de/10010983448
Saved in:
3
A Review of Nonparametric Time Series Analysis
HÄRDLE, Wolfgang
;
LÜTKEPOHL, H.
;
CHEN, R.
-
Sonderforschungsbereich 373, Quantifikation und …
-
1996
Persistent link: https://www.econbiz.de/10010983456
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4
Multivariate Volatility Analysis of VW Stock Prices
Herwartz, H.
;
Lütkepohl, H.
-
Sonderforschungsbereich 373, Quantifikation und …
-
1998
Persistent link: https://www.econbiz.de/10010983521
Saved in:
5
Impulse Response Analysis in Infinite Order Cointegrated Vector Autoregressive Processes
LÜTKEPOHL, H.
;
SAIKKONEN, P.
-
Sonderforschungsbereich 373, Quantifikation und …
-
1995
Persistent link: https://www.econbiz.de/10010983543
Saved in:
6
Consistent Estimation of the Number of Cointegration Relations in a Vector Autoregressive Model
LÜTKEPOHL, H.
;
POSKITT, D. S.
-
Sonderforschungsbereich 373, Quantifikation und …
-
1996
Persistent link: https://www.econbiz.de/10010983596
Saved in:
7
Konjunkturanalyse mit Markov-Regimewechselmodellen
KROLZIG, H.-M.
;
LÜTKEPOHL, H.
-
Sonderforschungsbereich 373, Quantifikation und …
-
1995
Persistent link: https://www.econbiz.de/10010983609
Saved in:
8
Impulse Response Analysis of Vector Autoregressive Processes
LÜTKEPOHL, H.
;
BREITUNG, J.
-
Sonderforschungsbereich 373, Quantifikation und …
-
1996
Persistent link: https://www.econbiz.de/10010983659
Saved in:
9
Statistische Modellierung von Volatilitäten
LÜTKEPOHL, H.
-
Sonderforschungsbereich 373, Quantifikation und …
-
1996
Persistent link: https://www.econbiz.de/10010983676
Saved in:
10
Testing for the Cointegrating Rank of a VAR Process with a Time Trend
Lütkepohl, H.
;
Saikkonen, P.
-
Sonderforschungsbereich 373, Quantifikation und …
-
1997
Persistent link: https://www.econbiz.de/10010983717
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