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Structural Vector Autoregressi...
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Estimation
Theorie
187
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186
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186
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184
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131
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128
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109
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109
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101
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90
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75
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74
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vector autoregressive process
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English
66
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Lütkepohl, Helmut
66
Wolters, Jürgen
14
Brüggemann, Ralf
6
Netšunajev, Aleksei
6
Velinov, Anton
5
Benkwitz, Alexander
4
Woźniak, Tomasz
4
Bruns, Martin
3
Lanne, Markku
3
Candelon, Bertrand
2
Milunovich, George
2
Netsunajev, Aleksei
2
Reimers, Hans-Eggert
2
Schlaak, Thore
2
Staszewska-Bystrova, Anna
2
Winker, Peter
2
Fang, Xu
1
Herwartz, Helmut
1
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1
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1
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1
Schlote, Klaus Wilhelm
1
Shang, Fei
1
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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European University Institute / Department of Economics
1
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Workshop on Money Demand in Europe <1997, Berlin>
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
12
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ECONIS (ZBW)
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[Rezension von: [Rezension] Money demand in Europe. H. Lütkepohl ... (eds.), Heidelberg, Physica, 1999]
Tullio, Giuseppe
- In:
Journal of economics
71
(
2000
)
2
,
pp. 218-223
Persistent link: https://www.econbiz.de/10001475980
Saved in:
2
Lag selection in subset VAR models with an application to a US monetary system
Brüggemann, Ralf
;
Lütkepohl, Helmut
-
2000
Persistent link: https://www.econbiz.de/10001485530
Saved in:
3
The term structure of interest rates in the US and West Germany : causality analysis in cointegratedsystems
Reimers, Hans-Eggert
;
Lütkepohl, Helmut
-
1989
Persistent link: https://www.econbiz.de/10000769049
Saved in:
4
Impulse response analysis of co-integrated systems
Lütkepohl, Helmut
;
Reimers, Hans-Eggert
-
1989
Persistent link: https://www.econbiz.de/10000769055
Saved in:
5
Public opinion on the determinants of the aggregate German stock market
Lütkepohl, Helmut
;
Schlote, Klaus Wilhelm
-
1989
Persistent link: https://www.econbiz.de/10000769116
Saved in:
6
Multivariate volatility analysis of VW stock prices
Herwartz, Helmut
;
Lütkepohl, Helmut
-
1998
Persistent link: https://www.econbiz.de/10000992357
Saved in:
7
Comparison of bootstrap confidence intervals for impulse responses of German monetary systems
Benkwitz, Alexander
;
Lütkepohl, Helmut
;
Wolters, Jürgen
-
1999
Persistent link: https://www.econbiz.de/10001373298
Saved in:
8
Impulse response analysis in infinite order cointegrated vector autoregressive processes
Lütkepohl, Helmut
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 127-157
Persistent link: https://www.econbiz.de/10001336799
Saved in:
9
Specification of echelon-form VARMA models
Lütkepohl, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10001203177
Saved in:
10
Comparison of bootstrap confidence intervals for impulse responses of German monetary systems
Benkwitz, Alexander
;
Lütkepohl, Helmut
;
Wolters, Jürgen
- In:
Macroeconomic dynamics
5
(
2001
)
1
,
pp. 81-100
Persistent link: https://www.econbiz.de/10001570831
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