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USA
Theorie
433
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430
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196
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172
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165
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136
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heteroskedasticity
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conditional heteroskedasticity
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Lütkepohl, Helmut
25
Lanne, Markku
14
Brüggemann, Ralf
7
Banerjee, Anindya
5
Grant, Charles B.
4
Corsetti, Giancarlo
3
Russell, Bill
3
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2
Gabler, Alain
2
Maciejowska, Katarzyna
2
Marcellino, Massimiliano
2
Mertens, Karel
2
Mizen, Paul
2
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2
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2
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2
Ravn, Morten O.
2
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2
Saikkonen, Pentti
2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Impullitti, Giammario
1
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49
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ECONIS (ZBW)
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3
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Uncovered interest rate parity and the expectations hypothesis of the term structure : empirical results for the US and Europe
Brüggemann, Ralf
(
contributor
); …
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002974410
Saved in:
2
Identifying monetary policy shocks via changes in volatility
Lanne, Markku
(
contributor
);
Lütkepohl, Helmut
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003338299
Saved in:
3
A statistical comparison of alternative identification schemes for monetary policy shocks
Lanne, Markku
(
contributor
);
Lütkepohl, Helmut
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003724343
Saved in:
4
The sources of the US money demand instability
Lütkepohl, Helmut
- In:
Empirical economics : a journal of the Institute for …
18
(
1993
)
4
,
pp. 729-743
Persistent link: https://www.econbiz.de/10001331523
Saved in:
5
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:
6
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:
7
The stability assumption in tests of causality between money and income
Lütkepohl, Helmut
- In:
Empirical economics : a journal of the Institute for …
14
(
1989
)
2
,
pp. 139-150
Persistent link: https://www.econbiz.de/10001063983
Saved in:
8
Granger-causality in cointegrated VAR processes : the case of the term structure
Lütkepohl, Helmut
- In:
Economics letters
40
(
1992
)
3
,
pp. 263-268
Persistent link: https://www.econbiz.de/10001140216
Saved in:
9
Lag selection in subset VAR models with an application to a US monetary system
Brüggemann, Ralf
;
Lütkepohl, Helmut
-
2001
Persistent link: https://www.econbiz.de/10001615031
Saved in:
10
Introduction to the theory and practice of econometrics
Judge, George G.
;
Hill, Rufus Carter
;
Griffiths, William E.
-
1988
-
2. edition
Persistent link: https://www.econbiz.de/10000093105
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