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Structural vector autoregressi...
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VAR-Modell
200
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structural vector autoregression
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Lütkepohl, Helmut
615
Saikkonen, Pentti
116
Lanne, Markku
52
Wolters, Jürgen
47
Brüggemann, Ralf
46
Luetkepohl, Helmut
45
Lütkepohl, H.
45
Netšunajev, Aleksei
45
Staszewska-Bystrova, Anna
41
Winker, Peter
41
Trenkler, Carsten
31
Bruns, Martin
22
Saikkonen, P.
18
Schlaak, Thore
17
Velinov, Anton
14
Benkwitz, Alexander
13
Milunovich, George
13
Netsunajev, Aleksei
12
LÜTKEPOHL, H.
11
Marcellino, Massimiliano
11
Candelon, Bertrand
10
Herwartz, Helmut
10
LUETKEPOHL, Helmut
9
Teräsvirta, Timo
9
Boer, Lukas
7
Krolzig, Hans-Martin
7
Xu, Fang
7
Fang, Xu
6
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6
Motta, Massimo
6
Proietti, Tommaso
6
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6
Yang, Minxian
6
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5
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5
Bårdsen, Gunnar
5
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5
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5
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5
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2
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2
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1
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24
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Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Oxford bulletin of economics and statistics
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731
Optimal stalling when bargaining
Lanne, Markku
;
Lütkepohl, Helmut
;
Maciejowska, Katarzyna
- In:
Journal of economic dynamics & control
34
(
2010
)
2
,
pp. 101-121
Persistent link: https://www.econbiz.de/10008348364
Saved in:
732
A Prior for Impulse Responses in Bayesian Structural VAR Models
Lanne, Markku
;
Lütkepohl, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
1
,
pp. 115-128
Persistent link: https://www.econbiz.de/10008371882
Saved in:
733
Testing for the cointegrating rank of a vector autoregressive process with uncertain deterministic trend term
Demetrescu, Matei
;
Lütkepohl, Helmut
;
Saikkonen, Pentti
- In:
The econometrics journal
12
(
2009
)
3
,
pp. 414-435
Persistent link: https://www.econbiz.de/10008336838
Saved in:
734
Identifying Monetary Policy Shocks via Changes in Volatility
Lanne, Markku
;
LÜTkepohl, Helmut
- In:
Journal of money, credit and banking : JMCB
40
(
2008
)
6
,
pp. 1131-1150
Persistent link: https://www.econbiz.de/10008088572
Saved in:
735
Forecasting euro area variables with German pre-EMU data
Brüggemann, Ralf
;
Lütkepohl, Helmut
;
Marcellino, …
- In:
Journal of forecasting
27
(
2008
)
6
,
pp. 465-482
Persistent link: https://www.econbiz.de/10008098628
Saved in:
736
Modeling the Demand for M3 in the Unified Germany
Wolters, Jürgen
;
Teräsvirta, Timo
;
Lütkepohl, Helmut
- In:
The review of economics and statistics
80
(
1998
)
3
,
pp. 399-409
Persistent link: https://www.econbiz.de/10007353000
Saved in:
737
Practical Problems with Reduced-rank ML Estimators for Cointegration Parameters and a Simple Alternative
Brüggemann, Ralf
;
Lütkepohl, Helmut
- In:
Oxford bulletin of economics and statistics
67
(
2005
)
5
,
pp. 673-690
Persistent link: https://www.econbiz.de/10007291115
Saved in:
738
A small monetary system for the euro area based on German data
Brüggemann, Ralf
;
Lütkepohl, Helmut
- In:
Journal of applied econometrics
21
(
2006
)
6
,
pp. 683-702
Persistent link: https://www.econbiz.de/10007302498
Saved in:
739
Residual autocorrelation testing for vector error correction models
Brüggemann, Ralf
;
Lütkepohl, Helmut
;
Saikkonen, Pentti
- In:
Journal of econometrics
134
(
2006
)
2
,
pp. 579-604
Persistent link: https://www.econbiz.de/10007279802
Saved in:
740
Infinite-Order Cointegrated Vector Autoregressive Processes: Estimation and Inference
Saikkonen, Pentti
;
Lütkepohl, Helmut
- In:
Econometric theory
12
(
1996
)
5
,
pp. 814-844
Persistent link: https://www.econbiz.de/10007002486
Saved in:
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