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Structural vector autoregressi...
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vector autoregressive process
19
Oil price
16
Cointegration
13
bootstrap
13
vector error correction model
13
impulse responses
12
conditional heteroskedasticity
10
monetary policy
10
Impulse responses
9
International topics
9
VAR
9
Vector autoregressive process
9
autoregression
9
Econometric and statistical methods
8
Vector autoregression
8
cointegration
8
heteroskedasticity
8
inflation
8
ECONOMIC MODELS
7
Real-time data
7
forecasting
7
oil price
7
GARCH
6
TIME SERIES
6
WTI
6
robust inference
6
structural shift
6
unit root
6
Aggregation
5
Bootstrap
5
Forecasting
5
Markov switching model
5
identification via heteroskedasticity
5
impulse response
5
model selection
5
vector autoregression
5
wild bootstrap
5
Asymmetry
4
DSGE
4
Identification
4
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152
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138
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344
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Kilian, Lutz
194
Lütkepohl, Helmut
88
Luetkepohl, Helmut
37
Lütkepohl, H.
33
Baumeister, Christiane
32
Inoue, Atsushi
28
Saikkonen, Pentti
24
Saikkonen, P.
17
Kilian, L.
14
Lanne, Markku
14
Vigfusson, Robert J.
14
LÜTKEPOHL, H.
11
Brüggemann, Ralf
10
LUETKEPOHL, Helmut
9
Trenkler, Carsten
8
Wolters, Jürgen
8
Davis, Lucas W.
6
LÜTKEPOHL, Helmut
6
Staszewska-Bystrova, Anna
6
Winker, Peter
6
Alquist, Ron
5
Caner, Mehmet
5
Diebold, Francis X.
5
Gonçalves, Sílvia
5
Taylor, Mark P.
5
Barsky, Robert
4
Brueggemann, Ralf
4
Edelstein, Paul
4
Herwartz, Helmut
4
Lanne, M.
4
Lee, Thomas K.
4
Netsunajev, Aleksei
4
BRUEGGEMANN, Ralf
3
Barsky, Robert B.
3
Benkwitz, Alexander
3
Berkowitz, Jeremy
3
Caner, M.
3
Coglianese, John
3
Davis, Lucas W
3
Guérin, Pierre
3
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Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
84
C.E.P.R. Discussion Papers
62
Department of Economics, European University Institute
28
Center for Financial Studies
11
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
11
Bank of Canada
9
CESifo
9
Michigan - Center for Research on Economic & Social Theory
9
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
9
Federal Reserve Board (Board of Governors of the Federal Reserve System)
8
National Bureau of Economic Research (NBER)
8
European Central Bank
5
Research Seminar in International Economics, University of Michigan
5
Econometric Society
4
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
2
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2
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
2
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2
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2
İktisat Bölümü, Bilkent Üniversitesi
2
Business School, University of Sydney
1
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
1
Department of Agricultural and Resource Economics, University of Maryland
1
Department of Economics, University of Pennsylvania
1
Département de Sciences Économiques, Université de Montréal
1
EcoMod Network
1
Economic Research and Statistics Division (ERSD), World Trade Organization (WTO)
1
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1
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1
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1
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1
Federal Reserve Bank of Minneapolis
1
Finance Department, Stern School of Business
1
Graduate School of Economics and Management, Tohoku University
1
Institutt for Samfunnsøkonomi, Norges teknisk-naturvitenskaplige universitet (NTNU)
1
Reserve Bank of Australia
1
Society for Computational Economics - SCE
1
Society for Economic Dynamics - SED
1
Southern Methodist University, Department of Economics
1
Tinbergen Institute
1
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CEPR Discussion Papers
62
SFB 373 Discussion Papers
48
Sonderforschungsbereich 373
36
Economics Working Papers / Department of Economics, European University Institute
28
CFS Working Paper Series
11
Discussion Papers of DIW Berlin
11
CESifo Working Paper Series
9
Michigan - Center for Research on Economic & Social Theory
9
SFB 649 Discussion Papers
9
Working Papers / Bank of Canada
9
Journal of Applied Econometrics
8
Journal of Business & Economic Statistics
7
NBER Working Papers
7
Econometric Theory
6
International Finance Discussion Papers
6
The Review of Economics and Statistics
6
Econometric Reviews
5
Journal of Money, Credit and Banking
5
Working Paper Series / European Central Bank
5
Working Papers / Research Seminar in International Economics, University of Michigan
5
Journal of Econometrics
4
Statistical Papers / Springer
4
Econometric Society World Congress 2000 Contributed Papers
3
International Economic Review
3
International Journal of Forecasting
3
Journal of Forecasting
3
CIRANO Working Papers
2
Cahiers de recherche
2
Discussion Paper Series 1: Economic Studies
2
Econometrica
2
Econometrics Journal
2
Economics Letters
2
Finance and Economics Discussion Series
2
Handbook of Research Methods and Applications in Empirical Macroeconomics
2
IMF Economic Review
2
Journal of International Economics
2
Journal of International Money and Finance
2
Journal of Time Series Analysis
2
Journal of the European Economic Association
2
Macroeconomic Dynamics
2
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RePEc
ECONIS (ZBW)
811
EconStor
177
OLC EcoSci
134
USB Cologne (EcoSocSci)
19
BASE
9
Other ZBW resources
6
USB Cologne (business full texts)
3
ArchiDok
2
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1
Book reviews
Heyer, H.
;
Elworthy, K.
;
Cressie, N.
;
Williams, R.
; …
- In:
Metrika
42
(
1995
)
1
,
pp. 139-148
Persistent link: https://www.econbiz.de/10005375752
Saved in:
2
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:
3
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:
4
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
Saved in:
5
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:
6
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:
7
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:
8
Konjunkturanalyse mit Markov-Regimewechselmodellen
KROLZIG, H.-M.
;
LÜTKEPOHL, H.
-
Sonderforschungsbereich 373, Quantifikation und …
-
1995
Persistent link: https://www.econbiz.de/10010983609
Saved in:
9
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:
10
Statistische Modellierung von Volatilitäten
LÜTKEPOHL, H.
-
Sonderforschungsbereich 373, Quantifikation und …
-
1996
Persistent link: https://www.econbiz.de/10010983676
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