Helmut Lütkepohl : Citation Profile


Are you Helmut Lütkepohl?

DIW Berlin (Deutsches Institut für Wirtschaftsforschung) (50% share)
Freie Universität Berlin (40% share)
CESifo (10% share)

29

H index

52

i10 index

2579

Citations

RESEARCH PRODUCTION:

78

Articles

131

Papers

2

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   36 years (1981 - 2017). See details.
   Cites by year: 71
   Journals where Helmut Lütkepohl has often published
   Relations with other researchers
   Recent citing documents: 153.    Total self citations: 78 (2.94 %)

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   Permalink: http://citec.repec.org/plt2
   Updated: 2017-11-18    RAS profile: 2017-11-15    
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Relations with other researchers


Works with:

Winker, Peter (15)

Staszewska-Bystrova, Anna (14)

Netšunajev, Aleksei (8)

Milunovich, George (2)

Yang, Minxian (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Helmut Lütkepohl.

Is cited by:

Shahbaz, Muhammad (100)

Tiwari, Aviral (37)

Kilian, Lutz (36)

Mehrotra, Aaron (34)

Koukouritakis, Minoas (33)

Wolters, Juergen (30)

Dufour, Jean-Marie (28)

Trenkler, Carsten (28)

Panagiotidis, Theodore (28)

Marcellino, Massimiliano (26)

Dreger, Christian (25)

Cites to:

Saikkonen, Pentti (57)

Lanne, Markku (49)

Sims, Christopher (43)

Kilian, Lutz (43)

Stock, James (37)

Johansen, Soren (35)

Watson, Mark (34)

Phillips, Peter (24)

Hendry, David (23)

Zha, Tao (23)

Granger, Clive (22)

Main data


Where Helmut Lütkepohl has published?


Journals with more than one article published# docs
Journal of Econometrics16
Economics Letters9
Journal of Business & Economic Statistics5
Empirical Economics4
International Journal of Forecasting4
Journal of Economic Dynamics and Control4
Statistical Papers4
Econometric Theory4
Econometrics Journal3
Oxford Bulletin of Economics and Statistics3
Journal of Time Series Analysis2
Journal of Applied Econometrics2
The Review of Economics and Statistics2
Perspektiven der Wirtschaftspolitik2

Working Papers Series with more than one paper published# docs
SFB 373 Discussion Papers / Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes48
Economics Working Papers / European University Institute27
Discussion Papers of DIW Berlin / DIW Berlin, German Institute for Economic Research15
SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany11
CESifo Working Paper Series / CESifo Group Munich9
Econometric Society World Congress 2000 Contributed Papers / Econometric Society3
MAGKS Papers on Economics / Philipps-Universitt Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung)2
MPRA Paper / University Library of Munich, Germany2

Recent works citing Helmut Lütkepohl (2017 and 2016)


YearTitle of citing document
2016Data-Driven Inference on Sign Restrictions in Bayesian Structural Vector Autoregression. (2016). Lanne, Markku ; Luoto, Jani . In: CREATES Research Papers. RePEc:aah:create:2016-04.

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2016The cointegrated vector autoregressive model with general deterministic terms. (2016). Nielsen, Morten ; Johansen, Soren. In: CREATES Research Papers. RePEc:aah:create:2016-22.

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2017A Durbin-Levinson Regularized Estimator of High Dimensional Autocovariance Matrices. (2017). Proietti, Tommaso ; Giovannelli, Alessandro. In: CREATES Research Papers. RePEc:aah:create:2017-20.

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2016Analysis of Price Shock Transmission: Case of the Wheat-Bread Market Value Chain in Ethiopia. (2016). Kalkuhl, Matthias ; Haile, Mekbib ; Gebreselassie, Samuel ; Algieri, Bemardina . In: 2016 AAAE Fifth International Conference, September 23-26, 2016, Addis Ababa, Ethiopia. RePEc:ags:aaae16:246312.

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2016Semiparametric insights into price dynamics in Tanzanian maize markets. (2016). Ihle, Rico ; von Cramon-Taubadel, Stephan . In: 2016 AAAE Fifth International Conference, September 23-26, 2016, Addis Ababa, Ethiopia. RePEc:ags:aaae16:249329.

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2016Dynamic and Spatial Relationships in US Rice Markets. (2016). Yu, Tun-hsiang ; Kim, Man-Keun ; Tejeda, Hernan . In: 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas. RePEc:ags:saea16:229784.

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2016Asymmetric Exchange Rate Pass-through: Evidence from Nonlinear SVARs. (2016). Vega, Marco ; Pérez Forero, Fernando. In: Working Papers. RePEc:apc:wpaper:2016-063.

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2016Multiple Wavelet Coherency Analysis and Forecasting of Metal Prices. (2016). Kahraman, Emre ; Unal, Gazanfer . In: Papers. RePEc:arx:papers:1602.01960.

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2017Inference for Impulse Responses under Model Uncertainty. (2017). Smeekes, Stephan ; Lieb, Lenard . In: Papers. RePEc:arx:papers:1709.09583.

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2016Measuring Uncertainty and Its Impact on the Economy. (2016). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1639.

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2017Bank loan components, uncertainty and monetary transmission mechanism. (2017). Pirozhkova, Ekaterina. In: BCAM Working Papers. RePEc:bbk:bbkcam:1702.

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2017Monetary policy, stock market and sectoral comovement. (2017). Leiva-Leon, Danilo ; Guérin, Pierre ; Guerin, Pierre . In: Working Papers. RePEc:bde:wpaper:1731.

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2016Unit Root Testing in ARMA Models: A Likelihood Ratio Approach. (2016). Hernandez, Juan ; Juan, Hernandez . In: Working Papers. RePEc:bdm:wpaper:2016-03.

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2016Testing Subspace Granger Causality. (2016). Al-Sadoon, Majid. In: Working Papers. RePEc:bge:wpaper:850.

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2016Bayesian Vector Autoregressions. (2016). Woźniak, Tomasz ; Woniak, Tomasz . In: Australian Economic Review. RePEc:bla:ausecr:v:49:y:2016:i:3:p:365-380.

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2017EFFECTS OF MONETARY SHOCKS ON EXCHANGE RATE: EMPIRICAL EVIDENCE FROM INDIA. (2017). Sharma, Chandan ; Rajat, Setia ; Chandan, Sharma . In: Studies in Business and Economics. RePEc:blg:journl:v:12:y:2017:i:2:p:206-219.

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2017The economic cost of capital: a VECM approach for estimating and testing the banking sectors response to changes in capital ratios. (2017). Straughan, Michael ; de-Ramon, Sebastian. In: Bank of England working papers. RePEc:boe:boeewp:0663.

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2016Realised Variance Forecasting Under Box-Cox Transformations. (2016). Taylor, Nick. In: Bristol Accounting and Finance Discussion Papers. RePEc:bri:accfin:16/4.

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2016Islamic Banking, Credit and Economic Growth: Some Empirical Evidence. (2016). Helmi, Mohamad ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5716.

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2016Joint Confidence Sets for Structural Impulse Responses. (2016). Kilian, Lutz ; Inoue, Atsushi . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5746.

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2016Estimation of a Multiplicative Covariance Structure in the Large Dimensional Case. (2016). LINTON, OLIVER ; Hafner, Christian ; Tang, Haihan . In: CORE Discussion Papers. RePEc:cor:louvco:2016044.

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2016Eurozone Debt Crisis and Bond Yields Convergence: Evidence from the New EU Countries. (2016). Koukouritakis, Minoas . In: Working Papers. RePEc:crt:wpaper:1606.

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2016Eurozones Leader and its Followers: Are their Markets Integrated Enough?. (2016). Giannellis, Nikolaos ; Koukouritakis, Minoas . In: Working Papers. RePEc:crt:wpaper:1607.

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2016Discovering common trends in a large set of disaggregates: statistical procedures and their properties. (2016). Espasa, Antoni ; Carlomagno, Guillermo. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws1519.

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2016Islamic Banking, Credit and Economic Growth: Some Empirical Evidence. (2016). Helmi, Mohamad ; Caporale, Guglielmo Maria. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1541.

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2016The State Dependent Impact of Bank Exposure on Sovereign Risk. (2016). Podstawski, Maximilian ; Velinov, Anton . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1550.

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2016Ambiguity and Time-Varying Risk Aversion in Sovereign Debt Markets. (2016). Große Steffen, Christoph ; Podstawski, Maximilian. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1602.

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2016Monetary Policy and Mispricing in Stock Markets. (2016). Bernoth, Kerstin ; Beckers, Benjamin . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1605.

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2017Energy consumption and economic growth in Sub-Saharan African countries: Further evidence. (2017). Zerbo, Elazar . In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00819.

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2016Pollutant Emissions, Energy Consumption and Economic Growth in Nigeria. (2016). Alege, Philip O ; Ogundipe, Adeyemi A ; Adediran, Oluwasogo S. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2016-02-7.

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2017Asymmetric Spillover Effects between Agricultural Commodity Prices and Biofuel Energy Prices. (2017). Voliotis, Dimitrios ; Apergis, Nicholas ; Eleftheriou, Sofia . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-01-18.

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2016Identifying Shocks in Structural VAR models via heteroskedasticity: a Bayesian approach. (2016). Netšunajev, Aleksei ; Netunajev, Aleksei ; Kulikov, Dmitry . In: Bank of Estonia Working Papers. RePEc:eea:boewps:wp2015-8.

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2016Impact of Institutions on Macroeconomic Performance in Nigeria: 1980-2013. (2016). Iyoboyi, Martins ; Tsauni, Ahmad ; Jalingo, Ummu Ahmad . In: Eastern European Business and Economics Journal. RePEc:eeb:articl:v:2:y:2016:n:3:p:193-221.

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2016Media-expressed negative tone and firm-level stock returns. (2016). Kearney, Colm ; Hutson, Elaine ; Liu, Sha ; Han, Jingguang ; Ahmad, Khurshid . In: Journal of Corporate Finance. RePEc:eee:corfin:v:37:y:2016:i:c:p:152-172.

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2016Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods. (2016). Marcellino, Massimiliano ; Kapetanios, George ; Papailias, Fotis . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:369-382.

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2016Does internet stimulate the accumulation of social capital? A macro-perspective from Australia. (2016). Tisdell, Clement ; Alam, Khorshed ; Burton, Lorelle ; Salahuddin, Mohammad . In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:49:y:2016:i:c:p:43-55.

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2016Trends, unit roots, structural changes, and time-varying asymmetries in U.S. macroeconomic data: the Stock and Watson data re-examined. (2016). Sandberg, Rickard . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:699-713.

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2016Market integration dynamics and asymptotic price convergence in distribution. (2016). McAleer, Michael ; Guerrero, David ; Garcia-Hiernaux, Alfredo . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:913-925.

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2016Competition and petrol pricing in the smartphone era: Evidence from Singapore. (2016). Liu, Ming-Hua ; Zhang, Yang ; Margaritis, Dimitris . In: Economic Modelling. RePEc:eee:ecmode:v:53:y:2016:i:c:p:144-155.

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2016A multiple threshold analysis of the Feds balancing act during the Great Moderation. (2016). Ahmad, Saad . In: Economic Modelling. RePEc:eee:ecmode:v:55:y:2016:i:c:p:343-358.

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2016On the identification of multivariate correlated unobserved components models. (2016). Weber, Enzo ; Trenkler, Carsten. In: Economics Letters. RePEc:eee:ecolet:v:138:y:2016:i:c:p:15-18.

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2016On the long-run neutrality of demand shocks. (2016). Netšunajev, Aleksei ; Chen, Wenjuan ; Netunajev, Aleksei . In: Economics Letters. RePEc:eee:ecolet:v:139:y:2016:i:c:p:57-60.

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2016Constructing minimum-width confidence bands. (2016). Schussler, Rainer ; Trede, Mark . In: Economics Letters. RePEc:eee:ecolet:v:145:y:2016:i:c:p:182-185.

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2016Semiparametric error-correction models for cointegration with trends: Pseudo-Gaussian and optimal rank-based tests of the cointegration rank. (2016). Hallin, Marc ; van den Akker, Ramon . In: Journal of Econometrics. RePEc:eee:econom:v:190:y:2016:i:1:p:46-61.

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2016Inference in VARs with conditional heteroskedasticity of unknown form. (2016). Trenkler, Carsten ; Jentsch, Carsten ; Bruggemann, Ralf . In: Journal of Econometrics. RePEc:eee:econom:v:191:y:2016:i:1:p:69-85.

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2016Testing for Granger causality with mixed frequency data. (2016). Ghysels, Eric ; Motegi, Kaiji ; Hill, Jonathan B. In: Journal of Econometrics. RePEc:eee:econom:v:192:y:2016:i:1:p:207-230.

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2016Structural analysis with Multivariate Autoregressive Index models. (2016). Marcellino, Massimiliano ; Carriero, Andrea ; Kapetanios, George . In: Journal of Econometrics. RePEc:eee:econom:v:192:y:2016:i:2:p:332-348.

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2016Large Bayesian VARMAs. (2016). Koop, Gary ; Chan, Joshua ; Eisenstat, Eric . In: Journal of Econometrics. RePEc:eee:econom:v:192:y:2016:i:2:p:374-390.

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2016Joint confidence sets for structural impulse responses. (2016). Kilian, Lutz ; Inoue, Atsushi . In: Journal of Econometrics. RePEc:eee:econom:v:192:y:2016:i:2:p:421-432.

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2016Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point. (2016). Taylor, Robert ; Robert, A M ; Leybourne, Stephen J ; Harris, David . In: Journal of Econometrics. RePEc:eee:econom:v:192:y:2016:i:2:p:451-467.

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2016Convolutional autoregressive models for functional time series. (2016). Liu, Xialu ; Chen, Rong ; Xiao, Han . In: Journal of Econometrics. RePEc:eee:econom:v:194:y:2016:i:2:p:263-282.

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2017Identification and estimation of non-Gaussian structural vector autoregressions. (2017). Saikkonen, Pentti ; Lanne, Markku ; Meitz, Mika . In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:2:p:288-304.

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2017A unifying theory of tests of rank. (2017). Al-Sadoon, Majid. In: Journal of Econometrics. RePEc:eee:econom:v:199:y:2017:i:1:p:49-62.

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2017Combined Lagrange multiplier test for ARCH in vector autoregressive models. (2017). Catani, Paul. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:62-84.

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2016Supply chain forecasting: Theory, practice, their gap and the futureAuthor-Name: Syntetos, Aris A.. (2016). Nikolopoulos, Konstantinos ; Kolassa, Stephan ; Boylan, John E ; Babai, Zied . In: European Journal of Operational Research. RePEc:eee:ejores:v:252:y:2016:i:1:p:1-26.

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2016Volatility linkages between energy and agricultural commodity prices. (2016). Schulz, Franziska ; López Cabrera, Brenda. In: Energy Economics. RePEc:eee:eneeco:v:54:y:2016:i:c:p:190-203.

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2016The role of globalization on the recent evolution of energy demand in India: Implications for sustainable development. (2016). Shahbaz, Muhammad ; Mahalik, Mantu ; Sadorsky, Perry ; Mallick, Hrushikesh . In: Energy Economics. RePEc:eee:eneeco:v:55:y:2016:i:c:p:52-68.

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2016‘Nonlinear causality between crude oil price and exchange rate: A comparative study of China and India’ — A failed replication (negative Type 1 and Type 2). (2016). Trachanas, Emmanouil ; de Vita, Glauco . In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:150-160.

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2016Changes in the global oil market. (2016). Osborn, Denise ; Bataa, Erdenebat ; Izzeldin, Marwan . In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:161-176.

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2017Energy-growth long-term relationship under structural breaks. Evidence from Canada, 17 Latin American economies and the USA. (2017). Ventosa-Santaulària, Daniel ; Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Rodriguez-Caballero, Carlos Vladimir ; Ventosa-Santaularia, Daniel . In: Energy Economics. RePEc:eee:eneeco:v:61:y:2017:i:c:p:121-134.

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2017The dynamic linkages between crude oil and natural gas markets. (2017). Batten, Jonathan ; Lucey, Brian M ; Ciner, Cetin . In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:155-170.

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2017Historical energy price shocks and their changing effects on the economy. (2017). Fouquet, Roger ; van De, Dirk Jan . In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:204-216.

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2017How does the U.S. natural gas market react to demand and supply shocks in the crude oil market?. (2017). Serletis, Apostolos ; Jadidzadeh, Ali . In: Energy Economics. RePEc:eee:eneeco:v:63:y:2017:i:c:p:66-74.

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2017Modelling UK sub-sector industrial energy demand. (2017). Arvanitopoulos, Theodoros ; Agnolucci, Paolo ; de Lipsis, Vincenzo. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:366-374.

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2016The effects of fiscal policy on CO2 emissions: Evidence from the U.S.A.. (2016). HALKOS, GEORGE ; Paizanos, Epameinondas . In: Energy Policy. RePEc:eee:enepol:v:88:y:2016:i:c:p:317-328.

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2016Energy consumption, economic growth and carbon emissions: Cointegration and causality evidence from selected African countries. (2016). KEHO, Yaya ; ESSO, Jacques. In: Energy. RePEc:eee:energy:v:114:y:2016:i:c:p:492-497.

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2017Modelling the CO2 emissions and economic growth in Croatia: Is there any environmental Kuznets curve?. (2017). Ahmad, Najid ; Hashmi, Muhammad Zaffar ; Li, Hong-Zhou ; Wang, Jianlin ; Lu, Jiye ; Du, Liangsheng . In: Energy. RePEc:eee:energy:v:123:y:2017:i:c:p:164-172.

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2017Effects of energy production and CO2 emissions on economic growth in Iran: ARDL approach. (2017). Ahmad, Najid ; Du, Liangsheng . In: Energy. RePEc:eee:energy:v:123:y:2017:i:c:p:521-537.

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2017Financial development and energy demand in the United States: New evidence from combined cointegration and asymmetric causality tests. (2017). solarin, sakiru ; FARHANI, Sahbi. In: Energy. RePEc:eee:energy:v:134:y:2017:i:c:p:1029-1037.

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2017The impacts of oil price shocks on small oil-importing economies: Time series evidence for Liberia. (2017). Repha, Isaac Yak ; Wesseh, Presley K ; Wang, Zhen ; Gbatu, Abimelech Paye . In: Energy. RePEc:eee:energy:v:139:y:2017:i:c:p:975-990.

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2016Dealing with financial instability under a DSGE modeling approach with banking intermediation: A predictability analysis versus TVP-VARs. (2016). Villa, Stefania ; Paccagnini, Alessia ; Cardani, Roberta ; Bekiros, Stelios. In: Journal of Financial Stability. RePEc:eee:finsta:v:26:y:2016:i:c:p:216-227.

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2016Sovereign CDS spread determinants and spill-over effects during financial crisis: A panel VAR approach. (2016). Spyrou, Spyros ; Galariotis, Emilios C ; Makrichoriti, Panagiota . In: Journal of Financial Stability. RePEc:eee:finsta:v:26:y:2016:i:c:p:62-77.

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2016The bank-lending channel empirically revisited. (2016). Halvorsen, Jorn I ; Jacobsen, Dag Henning . In: Journal of Financial Stability. RePEc:eee:finsta:v:27:y:2016:i:c:p:95-105.

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2017Managing price and financial stability objectives in inflation targeting economies in Asia and the Pacific. (2017). Mehrotra, Aaron ; Kim, Soyoung. In: Journal of Financial Stability. RePEc:eee:finsta:v:29:y:2017:i:c:p:106-116.

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2016A comparison of MIDAS and bridge equations. (2016). Schumacher, Christian. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:2:p:257-270.

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2017Realised variance forecasting under Box-Cox transformations. (2017). Taylor, Nick . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:770-785.

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2017The impact of monetary policy on corporate bonds under regime shifts. (2017). Guidolin, Massimo ; Pedio, Manuela ; Orlov, Alexei G. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:80:y:2017:i:c:p:176-202.

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2018The impact of conventional and unconventional monetary policy on expectations and sentiment. (2018). Spyrou, Spyros ; Galariotis, Emilios ; Makrichoriti, Panagiota . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:86:y:2018:i:c:p:1-20.

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2017Effects of trade and agricultural policies on the structure of the U.S. tomato industry. (2017). Palma, Marco ; Ribera, Luis A ; Perez, Maria P. In: Food Policy. RePEc:eee:jfpoli:v:69:y:2017:i:c:p:123-134.

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2016The effect of mortgage interest deduction and mortgage characteristics on house prices. (2016). Buyst, Erik ; Damen, Sven ; Vastmans, Frank . In: Journal of Housing Economics. RePEc:eee:jhouse:v:34:y:2016:i:c:p:15-29.

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2016The macroeconomic effects of oil price shocks: Evidence from a statistical identification approach. (2016). Plödt, Martin ; Herwartz, Helmut ; Plodt, Martin . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:61:y:2016:i:c:p:30-44.

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2017International spillovers from Euro area and US credit and demand shocks: A focus on emerging Europe. (2017). Feldkircher, Martin ; Fadejeva, Ludmila ; Reininger, Thomas . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:70:y:2017:i:c:p:1-25.

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2016Fiscal multipliers in a structural VEC model with mixed normal errors. (2016). Puonti, Paivi . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:48:y:2016:i:c:p:144-154.

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2016Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics. (2016). Stock, J H ; Watson, M W. In: Handbook of Macroeconomics. RePEc:eee:macchp:v2-415.

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2017Does renewable energy concentration increase the variance/uncertainty in electricity prices in Africa?. (2017). ADOM, PHILIP ; Abdallah, Abdul-Mumuni ; Minlah, Michael Kaku ; Insaidoo, Michael . In: Renewable Energy. RePEc:eee:renene:v:107:y:2017:i:c:p:81-100.

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2016Energy consumption and economic growth in Vietnam. (2016). Tan, Bee Wah ; TANG, Chor Foon ; Ozturk, Ilhan. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:54:y:2016:i:c:p:1506-1514.

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2016How urbanization affects CO2 emissions in Malaysia? The application of STIRPAT model. (2016). Shahbaz, Muhammad ; Muzaffar, Ahmed Taneem ; Loganathan, Nanthakumar ; Ahmed, Khalid ; Jabran, Muhammad Ali . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:57:y:2016:i:c:p:83-93.

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2016Energy consumption in China and underlying factors in a changing landscape: Empirical evidence since the reform period. (2016). Bhattacharya, Mita ; Ahmed, Khalid ; Long, Wei ; Qazi, Ahmer Qasim . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:58:y:2016:i:c:p:224-234.

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2017Review of energy-growth nexus: A panel analysis for ten Eurasian oil exporting countries. (2017). Suleymanov, Elchin ; Hasanov, Fakhri ; Bulut, Cihan . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:73:y:2017:i:c:p:369-386.

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2017Did the Bundesbank react to the US dollar exchange rate?. (2017). Eleftheriou, Maria. In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:235-244.

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2016MENA stock market volatility persistence: Evidence before and after the financial crisis of 2008. (2016). Assaf, Ata . In: Research in International Business and Finance. RePEc:eee:riibaf:v:36:y:2016:i:c:p:222-240.

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2016.

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2017Asymmetric Reactions of the U.S. Natural Gas Market and Economic Activity. (2017). Nguyen, Bao H ; Tatsuyoshi, Okimoto . In: Discussion papers. RePEc:eti:dpaper:17102.

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2016Oil price fluctuations and oil consuming sectors: An empirical analysis of Japan. (2016). Taghizadeh-Hesary, Farhad ; Kobayashi, Yoshikazu ; Rasoulinezhad, Ehsan . In: ECONOMICS AND POLICY OF ENERGY AND THE ENVIRONMENT. RePEc:fan:efeefe:v:html10.3280/efe2016-002003.

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2017On the Power and Size Properties of Cointegration Tests in the Light of High-Frequency Stylized Facts. (2017). Krauss, Christopher ; Herrmann, Klaus . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:1:p:7-:d:89525.

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2016Explaining the Interplay of Three Markets: Green Certificates, Carbon Emissions and Electricity. (2016). Schusser, Sandra ; Jaraite, Jurate. In: CERE Working Papers. RePEc:hhs:slucer:2016_010.

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2016 Uncertainty and Employment Dynamics in the Euro Area and the US. (2016). Netšunajev, Aleksei ; Glass, Katharina ; Netsunajev, Aleksei . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2016-002.

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2016Aggregate Employment, Job Polarization and Inequalities: A Transatlantic Perspective. (2016). Netšunajev, Aleksei ; Strohsal, Till ; Netsunajev, Aleksei ; Nautz, Dieter. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2016-015.

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2016International dynamics of inflation expectations. (2016). Netšunajev, Aleksei ; Netunajev, Aleksei . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2016-019.

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2016Gimme a Break! Identification and Estimation of the Macroeconomic Effects of Monetary Policy Shocks in the U.S.. (2016). Fanelli, Luca ; Castelnuovo, Efrem ; Bacchiocchi, Emanuele. In: Melbourne Institute Working Paper Series. RePEc:iae:iaewps:wp2016n31.

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2017Eurozone debt crisis and bond yields convergence: evidence from the new EU countries. (2017). Koukouritakis, Minoas . In: Economic Change and Restructuring. RePEc:kap:ecopln:v:50:y:2017:i:3:d:10.1007_s10644-017-9208-3.

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More than 100 citations found, this list is not complete...

Helmut Lütkepohl has edited the books:


YearTitleTypeCited

Works by Helmut Lütkepohl:


YearTitleTypeCited
1996Specification of Echelon-Form VARMA Models. In: Journal of Business & Economic Statistics.
[Citation analysis]
article31
2000Testing for the Cointegrating Rank of a VAR Process with Structural Shifts. In: Journal of Business & Economic Statistics.
[Citation analysis]
article145
2001Testing for the cointegrating rank of a VAR process with structural shifts.(2001) In: SFB 373 Discussion Papers.
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This paper has another version. Agregated cites: 145
paper
1984Forecasting Contemporaneously Aggregated Vector ARMA Processes. In: Journal of Business & Economic Statistics.
[Citation analysis]
article24
1986Forecasting Vector ARMA Processes with Systematically Missing Observations. In: Journal of Business & Economic Statistics.
[Citation analysis]
article0
1989Prediction Tests for Structural Stability of Multiple Time Series. In: Journal of Business & Economic Statistics.
[Citation analysis]
article0
2010Acquisition of Information and Share Prices: An Empirical Investigation of Cognitive Dissonance In: German Economic Review.
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article8
2006Acquisition of Information and Share Prices: An Empirical Investigation of Cognitive Dissonance.(2006) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 8
paper
2006Acquisition of information and share prices: An empirical investigation of cognitive dissonance.(2006) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2016STRUCTURAL VECTOR AUTOREGRESSIONS: CHECKING IDENTIFYING LONG-RUN RESTRICTIONS VIA HETEROSKEDASTICITY In: Journal of Economic Surveys.
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article4
2014Structural Vector Autoregressions: Checking Identifying Long-run Restrictions via Heteroskedasticity.(2014) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2014Structural Vector Autoregressions: Checking Identifying Long-Run Restrictions via Heteroskedasticity.(2014) In: Discussion Papers of DIW Berlin.
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This paper has another version. Agregated cites: 4
paper
2014Structural Vector Autoregressions: Checking Identifying Long-run Restrictions via Heteroskedasticity.(2014) In: SFB 649 Discussion Papers.
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This paper has another version. Agregated cites: 4
paper
2008Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break In: Journal of Time Series Analysis.
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article14
2006Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break.(2006) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
paper
2006Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break.(2006) In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
paper
2011Generalized least squares estimation for cointegration parameters under conditional heteroskedasticity In: Journal of Time Series Analysis.
[Citation analysis]
article3
2009Generalized Least Squares Estimation for Cointegration Parameters Under Conditional Heteroskedasticity.(2009) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2003Test Procedures for Unit Roots in Time Series with Level Shifts at Unknown Time In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article65
2001Test procedures for unit roots in time series with level shifts at unknown time.(2001) In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 65
paper
2005Practical Problems with Reduced-rank ML Estimators for Cointegration Parameters and a Simple Alternative In: Oxford Bulletin of Economics and Statistics.
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article16
2004Practical Problems with Reduced Rank ML Estimators for Cointegration Parameters and a Simple Alternative.(2004) In: Economics Working Papers.
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This paper has another version. Agregated cites: 16
paper
2015Confidence Bands for Impulse Responses: Bonferroni vs. Wald In: Oxford Bulletin of Economics and Statistics.
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article2
2001Bericht über die Sitzung des Ausschusses für Ökonometrie vom 5.-7. April 2000 im Schloss Rauischholzhausen In: Perspektiven der Wirtschaftspolitik.
[Full Text][Citation analysis]
article0
2001Bericht über die Sitzung des Ausschusses für Ökonometrie vom 14. bis 16. März 2001 im Schloss Rauischholzhausen In: Perspektiven der Wirtschaftspolitik.
[Full Text][Citation analysis]
article0
Lutkepohl In: Instructional Stata datasets for econometrics.
[Full Text][Citation analysis]
paper0
2011Forecasting Annual Inflation with Seasonal Monthly Data: Using Levels versus Logs of the Underlying Price Index In: Journal of Time Series Econometrics.
[Full Text][Citation analysis]
article4
2006Structural Vector Autoregressions with Nonnormal Residuals In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper48
2005Structural Vector Autoregressions with Nonnormal Residuals.(2005) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 48
paper
2006Identifying Monetary Policy Shocks via Changes in Volatility In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper41
2006Identifying Monetary Policy Shocks via Changes in Volatility.(2006) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 41
paper
2008Identifying Monetary Policy Shocks via Changes in Volatility.(2008) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 41
article
2008Stock Prices and Economic Fluctuations: A Markov Switching Structural Vector Autoregressive Analysis In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper3
2008Stock Prices and Economic Fluctuations: A Markov Switching Structural Vector Autoregressive Analysis.(2008) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2009The Role of the Log Transformation in Forecasting Economic Variables In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper16
2012The role of the log transformation in forecasting economic variables.(2012) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16
article
2010Forecasting Nonlinear Aggregates and Aggregates with Time-varying Weights In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper2
2011Forecasting Nonlinear Aggregates and Aggregates with Time-varying Weights.(2011) In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2014Confidence Bands for Impulse Responses: Bonferroni versus Wald In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper9
2014Confidence Bands for Impulse Responses: Bonferroni versus Wald.(2014) In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2014Confidence Bands for Impulse Responses: Bonferroni versus Wald.(2014) In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2014Confidence Bands for Impulse Responses: Bonferroni versus Wald.(2014) In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2015Structural Vector Autoregressions with Heteroskedasticity - A Comparison of Different Volatility Models In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper1
2015Structural Vector Autoregressions with Heteroskedasticity: A Comparison of Different Volatility Models.(2015) In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2001The Transmission of German Monetary Policy in the Pre-Euro Period In: CESifo Working Paper Series.
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paper3
2001The transmission of German monetary policy in the pre-Euro period.(2001) In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
1999Comparison of Bootstrap Confidence Intervals for Impulse Responses of German Monetary Systems In: CEPR Discussion Papers.
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paper39
1999Comparison of bootstrap confidence intervals for impulse responses of German monetary systems.(1999) In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 39
paper
1996Testing for Causation Using Infinite Order Vector Autoregressive Processes In: Econometric Theory.
[Full Text][Citation analysis]
article30
1996Infinite-Order Cointegrated Vector Autoregressive Processes In: Econometric Theory.
[Full Text][Citation analysis]
article19
1988Asymptotic Distribution of the Moving Average Coefficients of an Estimated Vector Autoregressive Process In: Econometric Theory.
[Full Text][Citation analysis]
article2
1991Estimating Orthogonal Impulse Responses via Vector Autoregressive Models In: Econometric Theory.
[Full Text][Citation analysis]
article23
2012Disentangling Demand and Supply Shocks in the Crude Oil Market: How to Check Sign Restrictions in Structural VARs In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
paper17
2014DISENTANGLING DEMAND AND SUPPLY SHOCKS IN THE CRUDE OIL MARKET: HOW TO CHECK SIGN RESTRICTIONS IN STRUCTURAL VARS.(2014) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17
article
2012Fundamental Problems with Nonfundamental Shocks In: Discussion Papers of DIW Berlin.
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paper0
2012Reducing Confidence Bands for Simulated Impulse Responses In: Discussion Papers of DIW Berlin.
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paper2
2013Reducing confidence bands for simulated impulse responses.(2013) In: Statistical Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2012Identifying Structural Vector Autoregressions via Changes in Volatility In: Discussion Papers of DIW Berlin.
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paper1
2013Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions In: Discussion Papers of DIW Berlin.
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paper14
2015Comparison of methods for constructing joint confidence bands for impulse response functions.(2015) In: International Journal of Forecasting.
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This paper has another version. Agregated cites: 14
article
2013Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions.(2013) In: SFB 649 Discussion Papers.
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paper
2013Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions.(2013) In: MAGKS Papers on Economics.
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This paper has another version. Agregated cites: 14
paper
2014Structural Vector Autoregressive Analysis in a Data Rich Environment: A Survey In: Discussion Papers of DIW Berlin.
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paper2
2014Structural Vector Autoregressive Analysis in a Data Rich Environment: A Survey.(2014) In: SFB 649 Discussion Papers.
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paper
2014Structural Vector Autoregressions with Smooth Transition in Variances: The Interaction between U.S. Monetary Policy and the Stock Market In: Discussion Papers of DIW Berlin.
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paper4
2014Structural Vector Autoregressions with Smooth Transition in Variances - The Interaction Between U.S. Monetary Policy and the Stock Market.(2014) In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2015Testing for Identification in SVAR-GARCH Models: Reconsidering the Impact of Monetary Shocks on Exchange Rates In: Discussion Papers of DIW Berlin.
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paper0
2016Calculating Joint Confidence Bands for Impulse Response Functions Using Highest Density Regions In: Discussion Papers of DIW Berlin.
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paper0
2016Calculating Joint Confidence Bands for Impulse Response Functions using Highest Density Regions.(2016) In: SFB 649 Discussion Papers.
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This paper has another version. Agregated cites: 0
paper
2016Calculating Joint Confidence Bands for Impulse Response Functions using Highest Density Regions.(2016) In: MAGKS Papers on Economics.
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This paper has another version. Agregated cites: 0
paper
2016Inference in Partially Identified Heteroskedastic Simultaneous Equations Models In: Discussion Papers of DIW Berlin.
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paper0
2016Inference in Partially Identified Heteroskedastic Simultaneous Equations Models.(2016) In: Discussion Papers.
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This paper has another version. Agregated cites: 0
paper
2017Estimation of Structural Impulse Responses: Short-Run versus Long-Run Identifying Restrictions In: Discussion Papers of DIW Berlin.
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paper0
2017Estimation of Structural Impulse Responses: Short-Run versus Long-run Identifying Restrictions.(2017) In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2017Choosing between Different Time-Varying Volatility Models for Structural Vector Autoregressive Analysis In: Discussion Papers of DIW Berlin.
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paper0
2004Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time In: Econometrica.
[Full Text][Citation analysis]
article47
2001Testing for the cointegrating rank of a VAR process with level shift at unknown time.(2001) In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 47
paper
2000Testing for a Unit Root in a Time Series with a Level Shift at Unknown Time In: Econometric Society World Congress 2000 Contributed Papers.
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paper131
1999Testing for a unit root in a time series with a level shift at unknown time.(1999) In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 131
paper
2000Comparison of Tests for the Cointegrating Rank of a VAR Process with a Structural Shift In: Econometric Society World Congress 2000 Contributed Papers.
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paper54
2003Comparison of tests for the cointegrating rank of a VAR process with a structural shift.(2003) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 54
article
2000Comparison of tests for the cointegrating rank of a VAR process with a structural shift.(2000) In: SFB 373 Discussion Papers.
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This paper has another version. Agregated cites: 54
paper
2000Lag Selection in Subset VAR Models with an Application to a U.S. Monetary System In: Econometric Society World Congress 2000 Contributed Papers.
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paper18
2000Lag selection in subset VAR models with an application to a US monetary system.(2000) In: SFB 373 Discussion Papers.
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This paper has another version. Agregated cites: 18
paper
2009Testing for the cointegrating rank of a vector autoregressive process with uncertain deterministic trend term In: Econometrics Journal.
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article7
2008Testing for the Cointegrating Rank of a Vector Autoregressive Process with Uncertain Deterministic Trend Term.(2008) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
1998Estimating the Kronecker indices of cointegrated echelon-form VARMA models In: Econometrics Journal.
[Citation analysis]
article4
1997Estimating the Kronecker indices of cointegrated echelon form VARMA models.(1997) In: SFB 373 Discussion Papers.
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This paper has another version. Agregated cites: 4
paper
2001Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process In: Econometrics Journal.
[Citation analysis]
article54
2000Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process.(2000) In: SFB 373 Discussion Papers.
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This paper has another version. Agregated cites: 54
paper
1992Impulse response analysis of cointegrated systems In: Journal of Economic Dynamics and Control.
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article170
2010Structural vector autoregressions with Markov switching In: Journal of Economic Dynamics and Control.
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article55
2009Structural Vector Autoregressions with Markov Switching.(2009) In: Economics Working Papers.
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This paper has another version. Agregated cites: 55
paper
2016Testing for identification in SVAR-GARCH models In: Journal of Economic Dynamics and Control.
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article0
2015Testing for Identification in SVAR-GARCH Models.(2015) In: SFB 649 Discussion Papers.
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paper
2017Structural vector autoregressions with smooth transition in variances In: Journal of Economic Dynamics and Control.
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article0
2006Forecasting with VARMA Models In: Handbook of Economic Forecasting.
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chapter5
2004Forecasting with VARMA Models.(2004) In: Economics Working Papers.
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paper
1983Non-linear least squares estimation under non-linear equality constraints In: Economics Letters.
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article0
1984Linear aggregation of vector autoregressive moving average processes In: Economics Letters.
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article5
1985The joint asymptotic distribution of multistep prediction errors of estimated vector autoregressions In: Economics Letters.
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article1
1992Granger-causality in cointegrated VAR processes The case of the term structure In: Economics Letters.
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article35
1999A lag augmentation test for the cointegrating rank of a VAR process In: Economics Letters.
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article3
2001On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models In: Economics Letters.
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article56
2000On the reliability of chow type test for parameter constancy in multivariate dynamic models.(2000) In: SFB 373 Discussion Papers.
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paper
2002Unit root tests for time series with level shifts: a comparison of different proposals In: Economics Letters.
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article29
2001Unit root tests for time series with level shifts: A comparison of different proposals.(2001) In: SFB 373 Discussion Papers.
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paper
2004On unit root tests in the presence of transitional growth In: Economics Letters.
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article2
2008Problems related to over-identifying restrictions for structural vector error correction models In: Economics Letters.
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article1
2005Problems Related to Over-identifying Restrictions for Structural Vector Error Correction Models.(2005) In: Economics Working Papers.
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This paper has another version. Agregated cites: 1
paper
2001Comment on essays on current state and future challenges of econometrics In: Journal of Econometrics.
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article0
2006Residual autocorrelation testing for vector error correction models In: Journal of Econometrics.
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article14
2004Residual Autocorrelation Testing for Vector Error Correction Models.(2004) In: Economics Working Papers.
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This paper has another version. Agregated cites: 14
paper
2007General-to-specific or specific-to-general modelling? An opinion on current econometric terminology In: Journal of Econometrics.
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article13
1981A model for non-negative and non-positive distributed lag functions In: Journal of Econometrics.
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article9
2014Structural vector autoregressions with Markov switching: Combining conventional with statistical identification of shocks In: Journal of Econometrics.
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article19
2011Structural Vector Autoregressions with Markov Switching: Combining Conventional with Statistical Identification of Shocks.(2011) In: Economics Working Papers.
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1982Non-causality due to omitted variables In: Journal of Econometrics.
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article170
1984Linear transformations of vector ARMA processes In: Journal of Econometrics.
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article39
1988Prediction tests for structural stability In: Journal of Econometrics.
[Full Text][Citation analysis]
article1
1989A note on the asymptotic distribution of impulse response functions of estimated var models with orthogonal residuals In: Journal of Econometrics.
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article11
1996Specification of varying coefficient time series models via generalized flexible least squares In: Journal of Econometrics.
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article15
1997Modified Wald tests under nonregular conditions In: Journal of Econometrics.
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article38
1997Analysis of cointegrated VARMA processes In: Journal of Econometrics.
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article18
1997Nonparametric dynamic modelling In: Journal of Econometrics.
[Full Text][Citation analysis]
article0
1997Impulse response analysis in infinite order cointegrated vector autoregressive processes In: Journal of Econometrics.
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article22
1995Impulse Response Analysis in Infinite Order Cointegrated Vector Autoregressive Processes.(1995) In: SFB 373 Discussion Papers.
[Citation analysis]
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paper
2000Testing for the cointegrating rank of a VAR process with a time trend In: Journal of Econometrics.
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article110
1997Testing for the Cointegrating Rank of a VAR Process with a Time Trend.(1997) In: SFB 373 Discussion Papers.
[Citation analysis]
This paper has another version. Agregated cites: 110
paper
2017Structural vector autoregressions with heteroskedasticity: A review of different volatility models In: Econometrics and Statistics.
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article1
2011Forecasting levels of log variables in vector autoregressions In: International Journal of Forecasting.
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article8
2009Forecasting Levels of log Variables in Vector Autoregressions.(2009) In: Economics Working Papers.
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paper
2009Forecasting Levels of log Variables in Vector Autoregressions.(2009) In: Working Paper Series.
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This paper has another version. Agregated cites: 8
paper
2013Forecasting contemporaneous aggregates with stochastic aggregation weights In: International Journal of Forecasting.
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article0
2011Forecasting Contemporaneous Aggregates with Stochastic Aggregation Weights.(2011) In: Economics Working Papers.
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paper
2011Forecasting Contemporaneous Aggregates with Stochastic Aggregation Weights.(2011) In: Working Paper Series of the Department of Economics, University of Konstanz.
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2013Does the Box–Cox transformation help in forecasting macroeconomic time series? In: International Journal of Forecasting.
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article12
2011Does the Box-Cox Transformation Help in Forecasting Macroeconomic Time Series?.(2011) In: Economics Working Papers.
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2011Does the Box-Cox transformation help in forecasting macroeconomic time series?.(2011) In: MPRA Paper.
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2011Does the Box-Cox transformation help in forecasting macroeconomic time series?.(2011) In: Working Papers.
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2013Vector autoregressive models In: Chapters.
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chapter9
2011Vector Autoregressive Models.(2011) In: Economics Working Papers.
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2002Comparison of Model Reduction Methods for VAR Processes In: Economics Working Papers.
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paper15
2003Comparison of Model Reduction Methods for VAR Processes.(2003) In: Economics Papers.
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2002Comparison of model reduction methods for VAR processes.(2002) In: SFB 373 Discussion Papers.
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2004Recent Advances in Cointegration Analysis In: Economics Working Papers.
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paper2
2004Break Date Estimation and Cointegration Testing in VAR Processes with Level Shift In: Economics Working Papers.
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paper7
2004A Small Monetary System for the Euro Area Based on German Data In: Economics Working Papers.
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paper27
2006A small monetary system for the euro area based on German data.(2006) In: Journal of Applied Econometrics.
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