Helmut Lütkepohl : Citation Profile


Are you Helmut Lütkepohl?

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

31

H index

61

i10 index

3398

Citations

RESEARCH PRODUCTION:

108

Articles

146

Papers

1

Books

21

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   40 years (1981 - 2021). See details.
   Cites by year: 84
   Journals where Helmut Lütkepohl has often published
   Relations with other researchers
   Recent citing documents: 119.    Total self citations: 104 (2.97 %)

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   Permalink: http://citec.repec.org/plt2
   Updated: 2021-09-11    RAS profile: 2021-08-04    
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Relations with other researchers


Works with:

Winker, Peter (11)

Staszewska-Bystrova, Anna (11)

Schlaak, Thore (5)

Netšunajev, Aleksei (5)

Meitz, Mika (3)

Milunovich, George (3)

Saikkonen, Pentti (3)

Yang, Minxian (3)

Boer, Lukas (3)

Woźniak, Tomasz (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 (103)

Kilian, Lutz (56)

Koukouritakis, Minoas (53)

Tiwari, Aviral (46)

Inoue, Atsushi (45)

Mehrotra, Aaron (32)

rey, serge (32)

Wolters, Juergen (32)

Trenkler, Carsten (31)

Dreger, Christian (30)

Panagiotidis, Theodore (28)

Cites to:

Lanne, Markku (64)

Saikkonen, Pentti (61)

Kilian, Lutz (55)

Sims, Christopher (51)

Watson, Mark (46)

Stock, James (45)

Rigobon, Roberto (33)

Johansen, Soren (33)

Zha, Tao (28)

Staszewska-Bystrova, Anna (26)

Phillips, Peter (24)

Main data


Where Helmut Lütkepohl has published?


Journals with more than one article published# docs
Journal of Econometrics17
Economics Letters10
Econometric Theory9
Journal of Economic Dynamics and Control7
Journal of Time Series Analysis6
Journal of Business & Economic Statistics5
Empirical Economics5
Oxford Bulletin of Economics and Statistics4
International Journal of Forecasting4
Statistical Papers4
Econometrics Journal3
EconStor Open Access Articles and Book Chapters3
AStA Advances in Statistical Analysis2
Perspektiven der Wirtschaftspolitik2
The Review of Economics and Statistics2
Journal of Applied Econometrics2
Journal of Applied Econometrics2
Econometrics and Statistics2

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 Research26
SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany11
CESifo Working Paper Series / CESifo9
Econometric Society World Congress 2000 Contributed Papers / Econometric Society3
University of East Anglia School of Economics Working Paper Series / School of Economics, University of East Anglia, Norwich, UK.2
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 (2021 and 2020)


YearTitle of citing document
2021Is U.S. real output growth really non-normal? Testing distributional assumptions in time-varying location-scale models. (2021). Kruse-Becher, Robinson ; Demetrescu, Matei. In: CREATES Research Papers. RePEc:aah:create:2021-07.

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2021Fiscal policy and growth-inequality tradeoffs: Bayesian evidence from Cote d’Ivoire. (2021). Yeboua, Kouassi. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(626):y:2021:i:1(626):p:297-310.

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2020Modeling High-Dimensional Unit-Root Time Series. (2020). Tsay, Ruey S ; Gao, Zhaoxing. In: Papers. RePEc:arx:papers:2005.03496.

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2020Structural Gaussian mixture vector autoregressive model. (2020). Virolainen, Savi. In: Papers. RePEc:arx:papers:2007.04713.

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2021Dynamic Asymmetric Causality Tests with an Application. (2021). Hatemi-J, Abdulnasser. In: Papers. RePEc:arx:papers:2106.07612.

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2021A Lucas Critique Compliant SVAR model with Observation-driven Time-varying Parameters. (2021). Corsi, Fulvio ; Bormetti, Giacomo. In: Papers. RePEc:arx:papers:2107.05263.

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2020Eurozone prices: a tale of convergence and divergence. (2020). Guerrero, David E ; Gonzalez-Perez, Maria T ; Garcia-Hiernaux, Alfredo. In: Working Papers. RePEc:bde:wpaper:2010.

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2021Structural Estimation of Time-Varying Spillovers: An Application to International Credit Risk Transmission. (2021). Arthur, Stalla-Bourdillon ; Lukas, Boeckelmann. In: Working papers. RePEc:bfr:banfra:798.

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2021Information linkages among National, NSW, VIC, and QLD real estate markets in Australia. (2021). Croucher, John S ; Wang, Jingjing. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:2:p:3207-3234.

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2020The Gains from Catch‐up for China and the USA: An Empirical Framework. (2020). Osborn, Denise ; Dungey, Mardi. In: The Economic Record. RePEc:bla:ecorec:v:96:y:2020:i:314:p:350-365.

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2020Robust estimation of stationary continuous‐time arma models via indirect inference. (2020). Kimmig, Sebastian ; Fasenhartmann, Vicky. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:41:y:2020:i:5:p:620-651.

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2020Identification of structural vector autoregressions by stochastic volatility. (2020). Braun, Robin ; Bertsche, Dominik. In: Bank of England working papers. RePEc:boe:boeewp:0869.

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2020The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence. (2020). Yamamoto, Yohei ; Perron, Pierre. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2020-008.

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2021Identification of Seasonal Effects in Impulse Responses Using Score-Driven Multivariate Location Models. (2021). Blazsek, Szabolcs ; Alvaro, Escribano ; Adrian, Licht ; Szabolcs, Blazsek. In: Journal of Econometric Methods. RePEc:bpj:jecome:v:10:y:2021:i:1:p:53-66:n:3.

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2020Estimation of the Kronecker Covariance Model by Quadratic Form. (2020). Tang, H ; Linton, O. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2050.

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2021Estimation of Common Factors for Microstructure Noise and Efficient Price in a High-frequency Dual Factor Model. (2021). Linton, O ; Chen, J ; Li, Y-N., . In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2150.

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2020ifo Handbuch der Konjunkturumfragen. (2020). Wohlrabe, Klaus ; Sauer, Stefan. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:88.

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2020Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions. (2020). Sentana, Enrique ; Fiorentini, Gabriele. In: Working Papers. RePEc:cmf:wpaper:wp2020_2023.

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2021Moment tests of independent components. (2021). Sentana, Enrique ; Fiorentini, Gabriele ; Amengual, Dante. In: Working Papers. RePEc:cmf:wpaper:wp2021_2102.

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2021Aplicación del modelo de ajuste parcial nerloviano para estimar la elasticidad de la oferta de plátano en Colombia. (2021). Cancino, Giovanni Orlando. In: REVISTA TENDENCIAS. RePEc:col:000520:019389.

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2020Government Spending Multipliers in (Un)certain Times. (2020). Rieth, Malte ; Klein, Mathias ; Fritsche, Jan Philipp. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1901.

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2021Long-run economic determinants of asylum applications. (2021). Karaman Örsal, Deniz ; Deniz Dilan Karaman , . In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00087.

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2020Cyclical drivers of euro area consumption: what can we learn from durable goods?. (2020). Krustev, Georgi ; Casalis, André. In: Working Paper Series. RePEc:ecb:ecbwps:20202386.

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2020An Empirical Study in Albania of Foreign Direct Investments and Economic Growth Relationship. (2020). Cakerri, Lorena ; Madani, Filloreta ; Muharremi, Oltiana. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-02-21.

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2020Fuel-Mining Exports and Growth in a Developing State: The Case of the UAE. (2020). Chamberlain, Trevor William ; Kalaitzi, Athanasia Stylianou. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-04-38.

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2020Forward-looking agents and inflation in an oil-producing country: Evidence from Iran. (2020). Jafari, Mahboubeh ; Kia, Amir. In: Journal of Asian Economics. RePEc:eee:asieco:v:69:y:2020:i:c:s104900782030097x.

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2021Principal component analysis using frequency components of multivariate time series. (2021). Sundararajan, Raanju R. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:157:y:2021:i:c:s0167947320302553.

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2020An assessment of contagion risks in the banking system using non-parametric and Copula approaches. (2020). Duong, Duy ; Nguyen, Sang Phu ; Nasir, Muhammad Ali ; Duc, Toan Luu. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:65:y:2020:i:c:p:105-116.

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2021Sharing is caring: Spillovers and synchronization of business cycles in the European Union. (2021). Škrinjarić, Tihana ; Arčabić, Vladimir ; Arabi, Vladimir. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:25-39.

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2021Nonlinearity matters: The stock price – trading volume relation revisited. (2021). Schmidt, Alexander ; Behrendt, Simon. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:371-385.

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2021The impact of offshore exchange rate expectations on onshore exchange rates: The case of Chinese RMB. (2021). Xu, Xiangyun ; Ren, Junfan ; Shen, Yao ; Jia, Fei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302321.

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2020Response surface estimates of the LM unit root tests. (2020). Lee, Junsoo ; Nazlioglu, Saban. In: Economics Letters. RePEc:eee:ecolet:v:192:y:2020:i:c:s0165176520301099.

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2020Global hemispheric temperatures and co-shifting: A vector shifting-mean autoregressive analysis. (2020). Teräsvirta, Timo ; Holt, Matthew ; Terasvirta, Timo. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:1:p:198-215.

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2020The uniform validity of impulse response inference in autoregressions. (2020). Kilian, Lutz ; Inoue, Atsushi. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:2:p:450-472.

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2020Estimation of a multiplicative correlation structure in the large dimensional case. (2020). Hafner, Christian ; Linton, Oliver B ; Tang, Haihan. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:2:p:431-470.

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2020Identification of independent structural shocks in the presence of multiple Gaussian components. (2020). Maxand, Simone. In: Econometrics and Statistics. RePEc:eee:ecosta:v:16:y:2020:i:c:p:55-68.

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2021A panel cointegrating rank test with structural breaks and cross-sectional dependence. (2021). Karaman Örsal, Deniz ; Deniz Dilan Karaman , ; Arsova, Antonia. In: Econometrics and Statistics. RePEc:eee:ecosta:v:17:y:2021:i:c:p:107-129.

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2020Risk appetite and oil prices. (2020). Idilbi-Bayaa, Yasmeen ; Qadan, Mahmoud. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303901.

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2020An analysis of the global oil market using SVARMA models. (2020). Raghavan, Mala. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s014098831930430x.

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2020Who turns the global thermostat and by how much?. (2020). Quaas, Martin ; Rickels, Wilfried ; Smulders, Sjak ; Moreno-Cruz, Juan. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320301924.

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2021The relation between petroleum product prices and crude oil prices. (2021). Linn, Scott ; Zhang, Huiming ; Lee, Thomas K ; Fernando, Chitru S ; Ederington, Louis H. In: Energy Economics. RePEc:eee:eneeco:v:94:y:2021:i:c:s0140988320304199.

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2020Regional heterogeneous drivers of electricity demand in Saudi Arabia: Modeling regional residential electricity demand. (2020). Darandary, Abdulelah ; Mikayilov, Jeyhun I ; Alatawi, Hatem ; al Atawi, Hatem ; Hasanov, Fakhri J ; Alyamani, Ryan. In: Energy Policy. RePEc:eee:enepol:v:146:y:2020:i:c:s0301421520305176.

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2020Analyzing dynamic impacts of different oil shocks on oil price. (2020). Lin, Boqiang ; Gong, XU ; Chen, Liqiang. In: Energy. RePEc:eee:energy:v:198:y:2020:i:c:s0360544220304138.

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2021Do the uncertainty-induced capital outflows matter in currency crisis? Evidence from the Hong Kong speculative attacks. (2021). Wong, Anson ; Tim, Douglas Kai. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s154461231931390x.

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2020Dynamics of global roundwood prices – Cointegration analysis. (2020). Hagler, R W ; Chudy, R P. In: Forest Policy and Economics. RePEc:eee:forpol:v:115:y:2020:i:c:s1389934119302126.

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2021Wood market cartel in Finland 1997–2004: Analyzing price effects using the indicator approach. (2021). Toppinen, Anne ; Wang, Lanhui ; Korhonen, Jaana ; Kuuluvainen, Jari. In: Forest Policy and Economics. RePEc:eee:forpol:v:124:y:2021:i:c:s1389934120307061.

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2021Market efficiency in the art markets using a combination of long memory, fractal dimension, and approximate entropy measures. (2021). Krištoufek, Ladislav ; Demir, Ender ; Mitra, Subrata Kumar ; Assaf, Ata. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:71:y:2021:i:c:s1042443121000317.

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2020Forecasting inflation with online prices. (2020). Bertolotto, Manuel I ; Aparicio, Diego. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:232-247.

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2020Bias corrections for exponentially transformed forecasts: Are they worth the effort?. (2020). Demetrescu, Matei ; Titova, Anna ; Golosnoy, Vasyl. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:761-780.

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2020Unconventional monetary policy and bank risk taking. (2020). Vander Vennet, Rudi ; Meuleman, Elien ; Matthys, Thomas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:109:y:2020:i:c:s0261560620301893.

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2020Radial basis functions neural networks for nonlinear time series analysis and time-varying effects of supply shocks. (2020). Kanazawa, Nobuyuki. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:64:y:2020:i:c:s0164070420301361.

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2020Model specification and selection for multivariate time series. (2020). Bhansali, Rajendra J. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:175:y:2020:i:c:s0047259x18303762.

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2021The dynamic linkages between food prices and oil prices. Does asymmetry matter?. (2021). Kroupis, Nikolaos ; Katrakilidis, Constantinos ; Karakotsios, Achillefs. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:23:y:2021:i:c:s1703494921000086.

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2020The impact of fiscal shocks on real GDP and income inequality: What do Australian data say?. (2020). Selvanathan, EA ; Gunasinghe, Chandika ; Forster, John ; Naranpanawa, Athula. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:42:y:2020:i:2:p:250-270.

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2020The drivers of Bitcoin trading volume in selected emerging countries. (2020). Bouraoui, Taoufik. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:76:y:2020:i:c:p:218-229.

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2021Heterogeneous effects of foreign exchange appreciation on industrial output: Evidence from disaggregated manufacturing data. (2021). Colombo, Jéfferson ; Bampi, Rodrigo E. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:431-451.

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2021Individual investor ownership and the news coverage premium. (2021). Marmora, Paul. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:494-507.

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2020Causal interactions between trade openness, renewable electricity consumption, and economic growth in Asia-Pacific countries: Fresh evidence from a bootstrap ARDL approach. (2020). Sam, Chung Yan ; Boukhatem, Jamel ; Ghazouani, Tarek. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:133:y:2020:i:c:s1364032120303853.

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2020Does oil drive income inequality? New panel evidence. (2020). Lin, Shu-Chin ; Chen, Ting-Cih ; Kim, Dong-Hyeon. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:55:y:2020:i:c:p:137-152.

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2020Merchandise exports and economic growth: multivariate time series analysis for the United Arab Emirates. (2020). Chamberlain, Trevor W ; Kalaitzi, Athanasia S. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:103781.

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2020Fuel-mining exports and growth in a developing state: the case of the UAE. (2020). Chamberlain, Trevor William ; Kalaitzi, Athanasia Stylianou. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:105207.

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2020Integration between real estate and stock markets: new evidence from Pakistan. (2020). Ali, Shoaib ; Yousaf, Imran. In: International Journal of Housing Markets and Analysis. RePEc:eme:ijhmap:ijhma-01-2020-0001.

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2020Narrow Money Demand in Indonesia and in Other Transitional Economies – Model Selection and Forecasting. (2020). Osinska, Magdalena ; Kufel, Pawel ; Błażejowski, Marcin ; Kwiatkowski, Jacek ; Blazejowski, Marcin . In: European Research Studies Journal. RePEc:ers:journl:v:xxiii:y:2020:i:4:p:1291-1311.

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2020Joint Bayesian Inference about Impulse Responses in VAR Models. (2020). Kilian, Lutz ; Inoue, Atsushi. In: Working Papers. RePEc:fip:feddwp:88408.

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2020The Role of the Prior in Estimating VAR Models with Sign Restrictions. (2020). Kilian, Lutz ; Inoue, Atsushi. In: Working Papers. RePEc:fip:feddwp:89121.

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2020Mind the gap! Stylized Dynamic Facts and Structural Models.. (2020). ferroni, filippo ; Canova, Fabio. In: Working Paper Series. RePEc:fip:fedhwp:92540.

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2020Simultaneous Indirect Inference, Impulse Responses and ARMA Models. (2020). Lopez, Beatriz Peraza ; Khalaf, Lynda. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:2:p:12-:d:340306.

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2020Price Forecasting for the Balancing Energy Market Using Machine-Learning Regression. (2020). Kotsakis, Evangelos ; Pegios, Konstantinos ; Lucas, Alexandre ; Clarke, Dan. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:20:p:5420-:d:430252.

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2020Causality Relationship Between Electricity Supply and Economic Growth: Evidence from Pakistan. (2020). Ateeq, Muhammad ; Rafiq, Muhammad ; Shafique, Muhammad ; Azam, Anam ; Yuan, Jiahai. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:4:p:837-:d:320700.

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2020Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions. (2020). Antonakakis, Nikolaos ; Gabauer, David ; Chatziantoniou, Ioannis. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:4:p:84-:d:349823.

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2020Mechanisms Implemented for the Sustainable Development of Agriculture: An Overview of Cabo Verde Performance. (2020). Romeiras, Maria M ; Silva, Luis ; Vidigal, Patricia ; Monteiro, Filipa ; Varela, Danilson. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:14:p:5855-:d:387418.

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2020The Effects of Factors of Production Shocks on Labor Productivity: New Evidence Using Panel VAR Analysis. (2020). Abdul Karim, Zulkefly ; Basri, Nurliyana Mohd ; Sulaiman, Noorasiah . In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:20:p:8710-:d:432028.

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2020The Effects of Macroeconomic Factors on Road Traffic Safety: A Study Based on the ARDL-ECM Model. (2020). Liu, Jiao ; Wei, Wei ; Zhou, Lei. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:24:p:10262-:d:458903.

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2021Project Portfolio Construction Using Extreme Value Theory. (2021). Tabasi, Hamed ; Yousefi, Vahidreza ; Tamoaitien, Jolanta. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:2:p:855-:d:481501.

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2021Multi-Horizon Financial and Housing Wealth Effects across the U.S. States. (2021). Wohar, Mark E ; Gupta, Rangan ; Bouras, Christos ; Coskun, Yener. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:3:p:1341-:d:488356.

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2021Total Investment in Fixed Assets and the Later Stage of Urbanization: A Case Study of Shanghai. (2021). Zeng, Weiliang ; Ding, Kangle ; Chen, Chen ; Wang, Can ; Luo, Yulong. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:7:p:3661-:d:524169.

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2020European unemployment nonlinear dynamics over the business cycles: Markov switching approach. (2020). Lukianenko, Iryna ; Oliskevych, Marianna. In: Global Business and Economics Review. RePEc:ids:gbusec:v:22:y:2020:i:4:p:375-401.

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2021Does the Cost of Private Debt Respond to Monetary Policy? Heteroskedasticity-Based Identification in a Model with Regimes. (2021). Guidolin, Massimo ; Pedio, Manuela ; Massagli, Valentina. In: Working Papers. RePEc:igi:igierp:676.

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2020PUBLIC DEBT AND ECONOMIC GROWTH IN BRAZIL. (2020). Afonso, Antonio ; Silva, Agatha ; Gadelha, Sergio. In: Working Papers REM. RePEc:ise:remwps:wp01482020.

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2021Trade imbalances within the Euro Area: two regions, two demand regimes. (2021). Covi, Giovanni. In: Empirica. RePEc:kap:empiri:v:48:y:2021:i:1:d:10.1007_s10663-020-09477-3.

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2020An assessment of the impact of digital technology adoption on economic growth and labour productivity in Nigeria. (2020). Imafidor, Omokhagbo Mike ; Chiemeke, Stella Chinye. In: Netnomics. RePEc:kap:netnom:v:21:y:2020:i:1:d:10.1007_s11066-020-09143-7.

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2020The Sustainability of External Imbalances in the European Periphery. (2020). Monastiriotis, Vassilis ; Tunali, Cigdem Borke. In: Open Economies Review. RePEc:kap:openec:v:31:y:2020:i:2:d:10.1007_s11079-019-09560-8.

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2020Trade Openness, Institutions and Economic Growth of the Western Balkans Countries. (2020). Popovic, Goran ; Stanic, Stanko ; Eric, Ognjen. In: Montenegrin Journal of Economics. RePEc:mje:mjejnl:v:16:y:2020:i:3:173-184.

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2020Investigating the Government Revenue–Expenditure Nexus: Empirical Evidence for the Free State Province in a Multivariate Model.. (2020). Omoshoro-Jones, Oyeyinka. In: MPRA Paper. RePEc:pra:mprapa:101349.

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2020Revisiting income convergence with DF-Fourier tests: old evidence with a new test. (2020). Lopes, Artur Silva . In: MPRA Paper. RePEc:pra:mprapa:102208.

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2021Les Transferts de Fonds Monétaires et les marchés boursiers dans les pays en développement. (2021). Ajimi, Adnene ; Zaarour, Fatma. In: MPRA Paper. RePEc:pra:mprapa:106413.

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2021The Relevance on assessing Real Exchange Rate Misalignment under lessons from covid-19 crisis. (2021). Kuikeu, Oscar. In: MPRA Paper. RePEc:pra:mprapa:108047.

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2021Structural and Predictive Analyses with a Mixed Copula-Based Vector Autoregression Model. (2021). GUPTA, RANGAN ; Maneejuk, Paravee ; Thongkairat, Sukrit ; Yamaka, Woraphon. In: Working Papers. RePEc:pre:wpaper:202108.

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2020Structural Change in the Deterministic and Stochastic Part of VECM. I(1) and I(2) Case. (2020). Gosiska, Emilia ; Majsterek, Micha. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:12:y:2020:i:4:p:317-345.

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2020Sources of Real Exchange Rate Variability in Central and Eastern European Countries: Evidence from Structural Bayesian MSH-VAR Models. (2020). Dąbrowski, Marek ; Wroblewska, Justyna ; Kwiatkowski, Ukasz ; Dbrowski, Marek A. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:12:y:2020:i:4:p:369-412.

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2020Análisis de la inflación en Bolivia. Un enfoque Markov- Switching con tres estados. (2020). Claure, Benigno Caballero ; Bohorquez, Claudia Mabel ; Martinez, Rolando Caballero. In: Revista Latinoamericana de Desarrollo Economico. RePEc:ris:revlde:1982.

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2020Macroprudential policy, monetary policy and Eurozone bank risk. (2020). Vander Vennet, Rudi ; Meuleman, Elien. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:20/1004.

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2020Drivers of Bank Default Risk: Bank Business Models, the Sovereign and Monetary Policy. (2020). Vander Vennet, Rudi ; Soenen, Nicolas. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:20/997.

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2021Vertical price transmission in Swiss dairy and cheese value chains. (2021). Hillen, Judith. In: Agricultural and Food Economics. RePEc:spr:agfoec:v:9:y:2021:i:1:d:10.1186_s40100-021-00187-3.

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2020Skewness-adjusted bootstrap confidence intervals and confidence bands for impulse response functions. (2020). Winker, Peter ; Staszewska-Bystrova, Anna ; Grabowski, Daniel. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:104:y:2020:i:1:d:10.1007_s10182-018-00347-9.

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2021On the determinants of data breaches: A cointegration analysis. (2021). Pirra, Marco ; Leccadito, Arturo ; Giovanni, Domenico. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:1:d:10.1007_s10203-020-00301-y.

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2020Identifying shocks to business cycles with asynchronous propagation. (2020). Weber, Enzo ; Trenkler, Carsten. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:4:d:10.1007_s00181-018-1563-z.

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2020Prequential forecasting in the presence of structure breaks in natural gas spot markets. (2020). Mjelde, James W ; Duangnate, Kannika. In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:5:d:10.1007_s00181-019-01706-4.

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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
1981Michael Leserer - Grundlagen der Ökonometrie In: German Journal of Agricultural Economics.
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article0
2018Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models - A Review In: Lodz Economics Working Papers.
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2018Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models: A Review.(2018) In: Discussion Papers of DIW Berlin.
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2020Constructing joint confidence bands for impulse response functions of VAR models – A review.(2020) In: Econometrics and Statistics.
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1996Specification of Echelon-Form VARMA Models. In: Journal of Business & Economic Statistics.
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article41
2000Testing for the Cointegrating Rank of a VAR Process with Structural Shifts. In: Journal of Business & Economic Statistics.
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article184
2001Testing for the cointegrating rank of a VAR process with structural shifts.(2001) In: SFB 373 Discussion Papers.
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paper
1984Forecasting Contemporaneously Aggregated Vector ARMA Processes. In: Journal of Business & Economic Statistics.
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article24
1986Forecasting Vector ARMA Processes with Systematically Missing Observations. In: Journal of Business & Economic Statistics.
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article0
1989Prediction Tests for Structural Stability of Multiple Time Series. In: Journal of Business & Economic Statistics.
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article0
2010Acquisition of Information and Share Prices: An Empirical Investigation of Cognitive Dissonance In: German Economic Review.
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article7
2010Acquisition of Information and Share Prices: An Empirical Investigation of Cognitive Dissonance.(2010) In: German Economic Review.
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article
2006Acquisition of Information and Share Prices: An Empirical Investigation of Cognitive Dissonance.(2006) In: CEPR Discussion Papers.
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paper
2006Acquisition of information and share prices: An empirical investigation of cognitive dissonance.(2006) In: Economics Working Papers.
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paper
1997A Review of Nonparametric Time Series Analysis In: International Statistical Review.
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article53
1996A Review of Nonparametric Time Series Analysis.(1996) In: SFB 373 Discussion Papers.
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paper
2016STRUCTURAL VECTOR AUTOREGRESSIONS: CHECKING IDENTIFYING LONG-RUN RESTRICTIONS VIA HETEROSKEDASTICITY In: Journal of Economic Surveys.
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article6
2014Structural Vector Autoregressions: Checking Identifying Long-run Restrictions via Heteroskedasticity.(2014) In: CESifo Working Paper Series.
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paper
2014Structural Vector Autoregressions: Checking Identifying Long-Run Restrictions via Heteroskedasticity.(2014) In: Discussion Papers of DIW Berlin.
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paper
2014Structural Vector Autoregressions: Checking Identifying Long-run Restrictions via Heteroskedasticity.(2014) In: SFB 649 Discussion Papers.
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paper
2016Structural Vector Autoregressions : Checking Identifying Long-Run Restrictions via Heteroskedasticity.(2016) In: EconStor Open Access Articles and Book Chapters.
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This paper has another version. Agregated cites: 6
article
2000Trend Adjustment Prior to Testing for the Cointegrating Rank of a Vector Autoregressive Process In: Journal of Time Series Analysis.
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article5
2002Comparison of unit root tests for time series with level shifts In: Journal of Time Series Analysis.
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article194
2002Comparison of Unit Root Tests for Time Series with Level Shifts.(2002) In: MPRA Paper.
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paper
1999Comparison of unit root tests for time series with level shifts.(1999) In: SFB 373 Discussion Papers.
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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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article17
2006Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break.(2006) In: Economics Working Papers.
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paper
2006Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break.(2006) In: SFB 649 Discussion Papers.
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paper
2011Generalized least squares estimation for cointegration parameters under conditional heteroskedasticity In: Journal of Time Series Analysis.
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article5
2009Generalized Least Squares Estimation for Cointegration Parameters Under Conditional Heteroskedasticity.(2009) In: Economics Working Papers.
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paper
1982DIFFERENCING MULTIPLE TIME SERIES: ANOTHER LOOK AT CANADIAN MONEY AND INCOME DATA In: Journal of Time Series Analysis.
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article1
1985COMPARISON OF CRITERIA FOR ESTIMATING THE ORDER OF A VECTOR AUTOREGRESSIVE PROCESS In: Journal of Time Series Analysis.
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article8
2003Test Procedures for Unit Roots in Time Series with Level Shifts at Unknown Time In: Oxford Bulletin of Economics and Statistics.
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article76
2001Test procedures for unit roots in time series with level shifts at unknown time.(2001) In: SFB 373 Discussion Papers.
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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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article15
2004Practical Problems with Reduced Rank ML Estimators for Cointegration Parameters and a Simple Alternative.(2004) In: Economics Working Papers.
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paper
2015Confidence Bands for Impulse Responses: Bonferroni vs. Wald In: Oxford Bulletin of Economics and Statistics.
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article20
2018Choosing Between Different Time?Varying Volatility Models for Structural Vector Autoregressive Analysis In: Oxford Bulletin of Economics and Statistics.
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article8
2017Choosing between Different Time-Varying Volatility Models for Structural Vector Autoregressive Analysis.(2017) In: Discussion Papers of DIW Berlin.
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paper
2018Choosing Between Different Time-Varying Volatility Models for Structural Vector Autoregressive Analysis.(2018) In: EconStor Open Access Articles and Book Chapters.
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article
2001Bericht über die Sitzung des Ausschusses für Ökonometrie vom 5.–7. April 2000 im Schloss Rauischholzhausen In: Perspektiven der Wirtschaftspolitik.
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article0
2001Bericht über die Sitzung des Ausschusses für Ökonometrie vom 5.–7. April 2000 im Schloss Rauischholzhausen.(2001) In: Perspektiven der Wirtschaftspolitik.
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article
2001Bericht über die Sitzung des Ausschusses für Ökonometrie vom 14. bis 16. März 2001 im Schloss Rauischholzhausen In: Perspektiven der Wirtschaftspolitik.
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article0
Lutkepohl In: Instructional Stata datasets for econometrics.
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paper0
2011Forecasting Annual Inflation with Seasonal Monthly Data: Using Levels versus Logs of the Underlying Price Index In: Journal of Time Series Econometrics.
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article5
2006Structural Vector Autoregressions with Nonnormal Residuals In: CESifo Working Paper Series.
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paper92
2005Structural Vector Autoregressions with Nonnormal Residuals.(2005) In: Economics Working Papers.
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paper
2006Identifying Monetary Policy Shocks via Changes in Volatility In: CESifo Working Paper Series.
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paper64
2006Identifying Monetary Policy Shocks via Changes in Volatility.(2006) In: Economics Working Papers.
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paper
2008Identifying Monetary Policy Shocks via Changes in Volatility.(2008) In: Journal of Money, Credit and Banking.
[Citation analysis]
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article
2008Identifying Monetary Policy Shocks via Changes in Volatility.(2008) In: Journal of Money, Credit and Banking.
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2008Stock Prices and Economic Fluctuations: A Markov Switching Structural Vector Autoregressive Analysis In: CESifo Working Paper Series.
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paper4
2008Stock Prices and Economic Fluctuations: A Markov Switching Structural Vector Autoregressive Analysis.(2008) In: Economics Working Papers.
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paper
2009The Role of the Log Transformation in Forecasting Economic Variables In: CESifo Working Paper Series.
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paper30
2012The role of the log transformation in forecasting economic variables.(2012) In: Empirical Economics.
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article
2010Forecasting Nonlinear Aggregates and Aggregates with Time-varying Weights In: CESifo Working Paper Series.
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paper3
2011Forecasting Nonlinear Aggregates and Aggregates with Time-varying Weights.(2011) In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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This paper has another version. Agregated cites: 3
article
2014Confidence Bands for Impulse Responses: Bonferroni versus Wald In: CESifo Working Paper Series.
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paper9
2014Confidence Bands for Impulse Responses: Bonferroni versus Wald.(2014) In: Discussion Papers of DIW Berlin.
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paper
2014Confidence Bands for Impulse Responses: Bonferroni versus Wald.(2014) In: SFB 649 Discussion Papers.
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paper
2014Confidence Bands for Impulse Responses: Bonferroni versus Wald.(2014) In: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
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paper
2015Structural Vector Autoregressions with Heteroskedasticity - A Comparison of Different Volatility Models In: CESifo Working Paper Series.
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paper2
2015Structural Vector Autoregressions with Heteroskedasticity: A Comparison of Different Volatility Models.(2015) In: Discussion Papers of DIW Berlin.
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2001The Transmission of German Monetary Policy in the Pre-Euro Period In: CESifo Working Paper Series.
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2001The transmission of German monetary policy in the pre-Euro period.(2001) In: SFB 373 Discussion Papers.
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paper
1994Making Wald Tests Work for Cointegrated VAR Systems In: Working Papers.
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paper13
1994Making Wald Tests Work for Cointegrated Var Systems..(1994) In: Centro de Estudios Monetarios Y Financieros-.
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1994Making Wald Tests Work for Cointegrated Var Systems.(1994) In: SFB 373 Discussion Papers.
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paper
1999Comparison of Bootstrap Confidence Intervals for Impulse Responses of German Monetary Systems In: CEPR Discussion Papers.
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paper51
1999Comparison of bootstrap confidence intervals for impulse responses of German monetary systems.(1999) In: SFB 373 Discussion Papers.
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paper
1996Testing for Causation Using Infinite Order Vector Autoregressive Processes In: Econometric Theory.
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article33
1996Infinite-Order Cointegrated Vector Autoregressive Processes In: Econometric Theory.
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article24
1999LOCAL POWER OF LIKELIHOOD RATIO TESTS FOR THE COINTEGRATING RANK OF A VAR PROCESS In: Econometric Theory.
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article26
1997Local power of likelihood ratio tests for the cointegrating rank of a VAR process.(1997) In: SFB 373 Discussion Papers.
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paper
2000TESTING FOR THE COINTEGRATING RANK OF A VAR PROCESS WITH AN INTERCEPT In: Econometric Theory.
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article168
1998Testing for the cointegrating rank of a VAR process with an intercept.(1998) In: SFB 373 Discussion Papers.
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paper
2002TESTING FOR A UNIT ROOT IN A TIME SERIES WITH A LEVEL SHIFT AT UNKNOWN TIME In: Econometric Theory.
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article174
2000Testing for a Unit Root in a Time Series with a Level Shift at Unknown Time.(2000) In: Econometric Society World Congress 2000 Contributed Papers.
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1999Testing for a unit root in a time series with a level shift at unknown time.(1999) In: SFB 373 Discussion Papers.
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paper
2005A NOTE ON TESTING RESTRICTIONS FOR THE COINTEGRATION PARAMETERS OF A VAR WITH I(2) VARIABLES In: Econometric Theory.
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article0
2006BREAK DATE ESTIMATION FOR VAR PROCESSES WITH LEVEL SHIFT WITH AN APPLICATION TO COINTEGRATION TESTING In: Econometric Theory.
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article10
1988Asymptotic Distribution of the Moving Average Coefficients of an Estimated Vector Autoregressive Process In: Econometric Theory.
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article2
1991Estimating Orthogonal Impulse Responses via Vector Autoregressive Models In: Econometric Theory.
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article30
2012Disentangling Demand and Supply Shocks in the Crude Oil Market: How to Check Sign Restrictions in Structural VARs In: Discussion Papers of DIW Berlin.
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paper34
2014DISENTANGLING DEMAND AND SUPPLY SHOCKS IN THE CRUDE OIL MARKET: HOW TO CHECK SIGN RESTRICTIONS IN STRUCTURAL VARS.(2014) In: Journal of Applied Econometrics.
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article
2012Fundamental Problems with Nonfundamental Shocks In: Discussion Papers of DIW Berlin.
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2012Reducing Confidence Bands for Simulated Impulse Responses In: Discussion Papers of DIW Berlin.
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2013Reducing confidence bands for simulated impulse responses.(2013) In: Statistical Papers.
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2012Identifying Structural Vector Autoregressions via Changes in Volatility In: Discussion Papers of DIW Berlin.
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2013Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions In: Discussion Papers of DIW Berlin.
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2015Comparison of methods for constructing joint confidence bands for impulse response functions.(2015) In: International Journal of Forecasting.
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2013Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions.(2013) In: SFB 649 Discussion Papers.
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2013Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions.(2013) In: MAGKS Papers on Economics.
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2014Structural Vector Autoregressive Analysis in a Data Rich Environment: A Survey In: Discussion Papers of DIW Berlin.
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2014Structural Vector Autoregressive Analysis in a Data Rich Environment: A Survey.(2014) In: SFB 649 Discussion Papers.
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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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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.
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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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2016Calculating Joint Confidence Bands for Impulse Response Functions Using Highest Density Regions In: Discussion Papers of DIW Berlin.
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2016Calculating Joint Confidence Bands for Impulse Response Functions using Highest Density Regions.(2016) In: SFB 649 Discussion Papers.
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2016Calculating Joint Confidence Bands for Impulse Response Functions using Highest Density Regions.(2016) In: MAGKS Papers on Economics.
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2018Calculating joint confidence bands for impulse response functions using highest density regions.(2018) In: Empirical Economics.
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2016Inference in Partially Identified Heteroskedastic Simultaneous Equations Models In: Discussion Papers of DIW Berlin.
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2020Inference in partially identified heteroskedastic simultaneous equations models.(2020) In: Journal of Econometrics.
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2016Inference in Partially Identified Heteroskedastic Simultaneous Equations Models.(2016) In: Discussion Papers.
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2017Estimation of Structural Impulse Responses: Short-Run versus Long-Run Identifying Restrictions In: Discussion Papers of DIW Berlin.
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2018Estimation of structural impulse responses: short-run versus long-run identifying restrictions.(2018) In: AStA Advances in Statistical Analysis.
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2017Estimation of Structural Impulse Responses: Short-Run versus Long-run Identifying Restrictions.(2017) In: VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking.
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2017Bayesian Inference for Structural Vector Autoregressions Identified by Markov-Switching Heteroskedasticity In: Discussion Papers of DIW Berlin.
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2020Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity.(2020) In: Journal of Economic Dynamics and Control.
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2018The Relation between Monetary Policy and the Stock Market in Europe In: Discussion Papers of DIW Berlin.
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2018The Relation between Monetary Policy and the Stock Market in Europe.(2018) In: Econometrics.
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2018Bootstrapping Impulse Responses of Structural Vector Autoregressive Models Identified through GARCH In: Discussion Papers of DIW Berlin.
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2019Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH.(2019) In: Journal of Economic Dynamics and Control.
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2018Testing Identification via Heteroskedasticity in Structural Vector Autoregressive Models In: Discussion Papers of DIW Berlin.
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paper1
2021Testing identification via heteroskedasticity in structural vector autoregressive models.(2021) In: Econometrics Journal.
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2021Testing identification via heteroskedasticity in structural vector autoregressive models.(2021) In: EconStor Open Access Articles and Book Chapters.
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2020Structural Vector Autoregressive Models with More Shocks than Variables Identi?ed via Heteroskedasticity In: Discussion Papers of DIW Berlin.
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2020Heteroskedastic Proxy Vector Autoregressions In: Discussion Papers of DIW Berlin.
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2020A Simple Instrument for Proxy Vector Autoregressive Analysis In: Discussion Papers of DIW Berlin.
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2020An Alternative Bootstrap for Proxy Vector Autoregressions In: Discussion Papers of DIW Berlin.
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2020An Alternative Bootstrap for Proxy Vector Autoregressions.(2020) In: University of East Anglia School of Economics Working Paper Series.
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2021Qualitative versus Quantitative External Information for Proxy Vector Autoregressive Analysis In: Discussion Papers of DIW Berlin.
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2004Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time In: Econometrica.
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2001Testing for the cointegrating rank of a VAR process with level shift at unknown time.(2001) In: SFB 373 Discussion Papers.
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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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2003Comparison of tests for the cointegrating rank of a VAR process with a structural shift.(2003) In: Journal of Econometrics.
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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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