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Structural vector autoregressi...
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VAR-Modell
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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
LÜTKEPOHL, Helmut
6
Motta, Massimo
6
Proietti, Tommaso
6
Woźniak, Tomasz
6
Yang, Minxian
6
Argentesi, Elena
5
Bartel, Holger
5
Bårdsen, Gunnar
5
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5
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5
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5
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Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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2
Workshop on Money Demand in Europe <1997, Berlin>
2
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1
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1
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SFB 373 Discussion Papers
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29
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28
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
24
Journal of econometrics
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Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück
18
Economics letters
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CESifo Working Paper Series
17
SFB 649 discussion paper
14
SFB 649 Discussion Paper
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Discussion Papers of DIW Berlin
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Journal of economic dynamics & control
10
SFB 649 Discussion Papers
10
CESifo Working Paper
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International journal of forecasting
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
8
Econometric reviews
8
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
7
Oxford bulletin of economics and statistics
7
Macroeconomic dynamics
6
The econometrics journal
6
Journal of applied econometrics
5
Journal of economic literature
5
Themes in modern econometrics
5
Econometric Theory
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Jahrbücher für Nationalökonomie und Statistik
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Perspektiven der Wirtschaftspolitik : eine Zeitschrift des Vereins für Socialpolitik ; PWP
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71
Comparison of unit root tests for time series with level shifts
Lanne, Markku
;
Lütkepohl, Helmut
;
Saikkonen, Pentti
-
1999
Persistent link: https://www.econbiz.de/10001424859
Saved in:
72
Testing for a unit root in a time series with a level shift at unknown time
Saikkonen, Pentti
;
Lütkepohl, Helmut
-
1999
Persistent link: https://www.econbiz.de/10001425254
Saved in:
73
Testing for the cointegrating rank of a VAR process with a time trend
Lütkepohl, Helmut
;
Saikkonen, Pentti
- In:
Journal of econometrics
95
(
2000
)
1
,
pp. 177-198
Persistent link: https://www.econbiz.de/10001432560
Saved in:
74
Was there a regime change in the German monetary transmission mechanism in 1983?
Candelon, Bertrand
;
Lütkepohl, Helmut
-
2000
Persistent link: https://www.econbiz.de/10001470261
Saved in:
75
Comparison of tests for the cointegrative rank of a VAR process with a structural shift
Lütkepohl, Helmut
;
Saikkonen, Pentti
;
Trenkler, Carsten
-
2000
Persistent link: https://www.econbiz.de/10001470724
Saved in:
76
[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:
77
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:
78
Testing for nonnormality of autoregressive time series
Lütkepohl, Helmut
;
Schneider, Wolfgang
-
1988
Persistent link: https://www.econbiz.de/10000743536
Saved in:
79
Confidence intervals for impulse responses from VAR models : a comparison of asymptotic theory and simulation approaches
Griffiths, William E.
;
Lütkepohl, Helmut
-
1990
Persistent link: https://www.econbiz.de/10000796087
Saved in:
80
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:
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