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Dependence in macroeconomic variables: Assessing instantaneous and persistent relations between and within time series

Maxand, Simone - 2017

The present thesis comprises two rather independent chapters. In general, the diagnosis and quantiﬁcation of dependence is a major aim of econometric studies. Along these lines, the concept of dependence serves as an encompassing framework to analyze time series with two very diﬀerent...

Persistent link: https://www.econbiz.de/10012799255

Performance of periodic time series models in forecasting

Herwartz, Helmut - In: Empirical economics : a journal of the Institute for … 24 (1999) 2, pp. 271-301

Persistent link: https://www.econbiz.de/10001388900

Forecast accuracy and uncertainty in applied econometrics : a recommendation of specific-to-general predictor selection

Herwartz, Helmut - In: Empirical economics : a journal of the Institute for … 41 (2011) 2, pp. 487-510

Persistent link: https://www.econbiz.de/10009305698

On the predictive content of autoregression residuals : a semiparametric, Copula-based approach to time series prediction

Herwartz, Helmut - In: Journal of forecasting 32 (2013) 4, pp. 353-368

Persistent link: https://www.econbiz.de/10009775499

A note on model selection in (time series) regression models : general-to-specific or specific-to-general?

Herwartz, Helmut - In: Applied economics letters 17 (2010) 10/12, pp. 1157-1160

Persistent link: https://www.econbiz.de/10008699222

Stock return prediction under GARCH : an empirical assessment

Herwartz, Helmut - In: International journal of forecasting 33 (2017) 3, pp. 569-580

Persistent link: https://www.econbiz.de/10011746190

On the (nonlinear) relationship between exchange rate uncertainty and trade : an investigation of US trade figures in the group of seven

Herwartz, Helmut - In: Review of world economics 139 (2003) 4, pp. 650-682

Persistent link: https://www.econbiz.de/10001915170

Analyse saisonaler Zeitreihen mit Hilfe periodischer Zeitreihenmodelle

Herwartz, Helmut - 1995

Persistent link: https://www.econbiz.de/10013360835

Multivariate volatility analysis of VW stock prices

Herwartz, Helmut; Lütkepohl, Helmut - 1998

Persistent link: https://www.econbiz.de/10000992357

Volatility impulse response functions for multivariate GARCH models

Hafner, Christian M.; Herwartz, Helmut - 1998

Persistent link: https://www.econbiz.de/10001363211

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