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Size corrected inference in fiscal policy reaction functions : a three country assessment

Herwartz, Helmut; Rengel, Malte - In: An analysis of long-term influences on financial …, (pp. 89-116). 2014

Persistent link: https://www.econbiz.de/10010480405

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

The euro’s trade effect under cross-sectional heterogeneity and stochastic resistance

Herwartz, Helmut; Weber, Henning - 2010

This paper investigates if the euro's effect on euro-area trade differs across trade sectors and across country pairs …, and to what degree heterogeneity matters for estimating the aggregate euro effect. Time-varying latent variables, which …, aggregate exports within the euro area increase between 2000 and 2002 by 15 to 25 percent compared with aggregate exports …

Persistent link: https://www.econbiz.de/10003976871

Did the introduction of the euro have an impact on inflation uncertainty? : an empirical assessment

Hartmann, Matthias; Herwartz, Helmut - In: Macroeconomic dynamics 18 (2014) 6, pp. 1313-1325

Persistent link: https://www.econbiz.de/10010467980

Testing for linear autoregressive dynamics under heteroskedasticity

Hafner, Christian M.; Herwartz, Helmut - 1999

Persistent link: https://www.econbiz.de/10001377688

Testing for causality in variance using multivariate GARCH model

Hafner, Christian M. (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002056023

Testing for vector autoregressive dynamics under heteroskedasticity

Hafner, Christian M. (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001701901

Testing for linear autoregressive dynamics under heteroskedasticity

Hafner, Christian M.; Herwartz, Helmut - In: The econometrics journal 3 (2000) 2, pp. 177-197

Persistent link: https://www.econbiz.de/10001546181

Testing for causality in variance using multivariate GARCH models

Hafner, Christian M. (contributor); … - 2004 - [Elektronische Ressource]

Tests of causality in variance in multiple time series have been proposed recently, based on residuals of estimated univariate models. Although such tests are applied frequently little is known about their power properties. In this paper we show that a convenient alternative to residual based...

Persistent link: https://www.econbiz.de/10001981192

Testing directional forecast value in the presence of serial correlation

Blaskowitz, Oliver; Herwartz, Helmut - 2008

Common approaches to test for the economic value of directional forecasts are based on the classical Chi-square test for independence, Fisher’s exact test or the Pesaran and Timmerman (1992) test for market timing. These tests are asymptotically valid for serially independent observations....

Persistent link: https://www.econbiz.de/10003796145