35
H index
71
i10 index
5976
Citations
DIW Berlin (Deutsches Institut für Wirtschaftsforschung) (50% share) | 35 H index 71 i10 index 5976 Citations RESEARCH PRODUCTION: 115 Articles 152 Papers 3 Books 25 Chapters EDITOR: Books edited RESEARCH ACTIVITY: 42 years (1981 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/plt2 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Helmut Lütkepohl. | Is cited by: | Cites to: |
Year | Title of citing document | |
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2023 | . Full description at Econpapers || Download paper | |
2023 | Causal inference with (partially) independent shocks and structural signals on the global crude oil market. (2023). Wang, Shu ; Herwartz, Helmut ; Hafner, Christian M. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023004. Full description at Econpapers || Download paper | |
2023 | Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401. Full description at Econpapers || Download paper | |
2023 | Local Projection Inference in High Dimensions. (2022). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Papers. RePEc:arx:papers:2209.03218. Full description at Econpapers || Download paper | |
2023 | Estimating the non-Gaussian Dimension in Structural Linear Systems. (2022). Cabello, Miguel. In: Papers. RePEc:arx:papers:2212.07263. Full description at Econpapers || Download paper | |
2023 | Sparse High-Dimensional Vector Autoregressive Bootstrap. (2023). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Papers. RePEc:arx:papers:2302.01233. Full description at Econpapers || Download paper | |
2023 | A Look at Financial Dependencies by Means of Econophysics and Financial Economics. (2023). di Matteo, T ; Raddant, M. In: Papers. RePEc:arx:papers:2302.08208. Full description at Econpapers || Download paper | |
2023 | Estimating the Effects of Fiscal Policy using a Novel Proxy Shrinkage Prior. (2023). Pruser, Jan ; Klein, Mathias ; Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2302.13066. Full description at Econpapers || Download paper | |
2023 | Distributional Vector Autoregression: Eliciting Macro and Financial Dependence. (2023). Oka, Tatsushi ; Zhu, Dan ; Wang, Yunyun. In: Papers. RePEc:arx:papers:2303.04994. Full description at Econpapers || Download paper | |
2023 | Inference of Grouped Time-Varying Network Vector Autoregression Models. (2023). Wu, Wei Biao ; Tang, Songqiao ; Peng, Bin ; Li, Degui. In: Papers. RePEc:arx:papers:2303.10117. Full description at Econpapers || Download paper | |
2023 | Uncertain Prior Economic Knowledge and Statistically Identified Structural Vector Autoregressions. (2023). Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2303.13281. Full description at Econpapers || Download paper | |
2023 | Semiparametrically Optimal Cointegration Test. (2023). Zhou, BO. In: Papers. RePEc:arx:papers:2305.08880. Full description at Econpapers || Download paper | |
2023 | Impulse Response Analysis for Structural Nonlinear Time Series Models. (2023). Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2305.19089. Full description at Econpapers || Download paper | |
2023 | Temporal Data Meets LLM -- Explainable Financial Time Series Forecasting. (2023). Lu, Yanbin ; Liu, Zongyi ; Dong, Shujing ; Ling, Yuan ; Chen, Zheng ; Yu, Xinli. In: Papers. RePEc:arx:papers:2306.11025. Full description at Econpapers || Download paper | |
2023 | Propagation of carbon tax in credit portfolio through macroeconomic factors. (2023). Sopgoui, Lionel ; Jacquier, Antoine ; Ibbou, Smail ; Chassagneux, Jean-Franccois ; Bouveret, G'Eraldine. In: Papers. RePEc:arx:papers:2307.12695. Full description at Econpapers || Download paper | |
2023 | Limit Theory under Network Dependence and Nonstationarity. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.01418. Full description at Econpapers || Download paper | |
2023 | Break-Point Date Estimation for Nonstationary Autoregressive and Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.13915. Full description at Econpapers || Download paper | |
2023 | Non-linear dimension reduction in factor-augmented vector autoregressions. (2023). Klieber, Karin. In: Papers. RePEc:arx:papers:2309.04821. Full description at Econpapers || Download paper | |
2023 | Co-Training Realized Volatility Prediction Model with Neural Distributional Transformation. (2023). Tanaka-Ishii, Kumiko ; Moriyama, Kai ; Du, Xin. In: Papers. RePEc:arx:papers:2310.14536. Full description at Econpapers || Download paper | |
2023 | Structural Analysis of Vector Autoregressive Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402. Full description at Econpapers || Download paper | |
2023 | Anchoring Long-term VAR Forecasts Based On Survey Data and State-space Models. (2023). Gaglianone, Wagner ; Moreira, Marta Baltar. In: Working Papers Series. RePEc:bcb:wpaper:574. Full description at Econpapers || Download paper | |
2023 | Evaluating Policy Institutions -150 Years of US Monetary Policy-. (2023). Mesters, Geert ; Barnichon, Regis. In: Working Papers. RePEc:bge:wpaper:1410. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Co?movement among oil, stock, bond, and housing markets: An analysis of U.S., Asian, and European economies. (2023). Yunus, Nafeesa. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:393-436. Full description at Econpapers || Download paper | |
2023 | A new unique impulse response function in linear vector autoregressive models. (2023). Shi, Yanlin. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:460-468. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Income distribution and economic activity: A frequency domain causal exploration. (2023). Mohammed, Mikidadu ; von Arnim, Rudiger ; Barralesruiz, Jose. In: Metroeconomica. RePEc:bla:metroe:v:74:y:2023:i:2:p:306-327. Full description at Econpapers || Download paper | |
2023 | The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter. (2023). Iwata, Yasuharu ; Iiboshi, Hirokuni. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:830-858. Full description at Econpapers || Download paper | |
2023 | Carry trades and US monetary policy. (2023). Falconio, Andrea. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:1:p:237-248. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Characterizing G-multipliers in Canada. (2022). Rouillard, Jean-Franois ; Richard, Patrick ; Khan, Hashmat ; Dabire, Fabrice. In: Carleton Economic Papers. RePEc:car:carecp:21-14. Full description at Econpapers || Download paper | |
2023 | The Price of War: Macroeconomic and Cross-Sectional Effects of Sanctions on Russia. (2023). Pestova, Anna ; Mamonov, Mikhail. In: CERGE-EI Working Papers. RePEc:cer:papers:wp756. Full description at Econpapers || Download paper | |
2023 | SECTORAL ELECTRICITY CONSUMPTION AND ECONOMIC GROWTH IN INDIA: AN EMPIRICAL STUDY FROM 1970 TO 2016.. (2023). Behera, Jaganath. In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:23:y:2023:i:2_7. Full description at Econpapers || Download paper | |
2023 | Measuring systemic financial stress and its risks for growth. (2023). Kremer, Manfred ; Chavleishvili, Sulkhan. In: Working Paper Series. RePEc:ecb:ecbwps:20232842. Full description at Econpapers || Download paper | |
2023 | China’s footprint in global financial markets. (2023). Manu, Ana-Simona ; Lodge, David ; van Robays, Ine. In: Working Paper Series. RePEc:ecb:ecbwps:20232861. Full description at Econpapers || Download paper | |
2023 | Analysis and Modeling Gross Domestic Product, Carbon Dioxide Emission, Population Growth, and Life Expectancy at Birth: Case Study in Qatar. (2023). , Faiz ; Faisol, Ahmad ; Usman, Mustofa ; Hasnawati, Sri. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-53. Full description at Econpapers || Download paper | |
2023 | Dynamic Modeling and Analysis of Some Energy Companies of Indonesia Over the Year 2018 to 2022 By Using VAR(p)-CCC GARCH(r,s) Model: -. (2023). Warsono, Warsono ; Sidiq, Ahmad ; Russel, Edwin ; Nurhanurawati, Nurhanurawati ; Komarudin, M ; Usman, Mustofa ; F. A. M Elfaki, . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-04-55. Full description at Econpapers || Download paper | |
2023 | Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles. (2023). Wang, Shu ; Herwartz, Helmut. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s0165188923000362. Full description at Econpapers || Download paper | |
2023 | Fiscal sustainability, monetary policy and economic growth in the Euro Area: In search of the ultimate causal path. (2023). Vides, Jose Carlos ; Sanchez-Fuentes, Jesus A ; Golpe, Antonio A. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1026-1045. Full description at Econpapers || Download paper | |
2023 | Eurozone prices: A tale of convergence and divergence. (2023). Garcia-Hiernaux, Alfredo ; Guerrero, David E ; Gonzalez-Perez, Maria T. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002304. Full description at Econpapers || Download paper | |
2023 | Spillover shifts in the FX market: Implication for the behavior of a safe haven currency. (2023). Lee, Seojin ; Kim, Youngmin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000086. Full description at Econpapers || Download paper | |
2023 | Structural inference in sparse high-dimensional vector autoregressions. (2023). Trenkler, C ; Paparoditis, E ; Krampe, J. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:276-300. Full description at Econpapers || Download paper | |
2023 | Time series estimation of the dynamic effects of disaster-type shocks. (2023). Ng, Serena ; Davis, Richard. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:180-201. Full description at Econpapers || Download paper | |
2023 | Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions. (2023). Sentana, Enrique ; Fiorentini, Gabriele. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:643-665. Full description at Econpapers || Download paper | |
2023 | Structural VAR models in the Frequency Domain. (2023). Pelgrin, Florian ; Guay, Alain. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001604. Full description at Econpapers || Download paper | |
2023 | Evidence on monetary transmission and the role of imperfect information: Interest rate versus inflation target shocks. (2023). Rabitsch, Katrin ; Lukmanova, Elizaveta. In: European Economic Review. RePEc:eee:eecrev:v:158:y:2023:i:c:s001429212300185x. Full description at Econpapers || Download paper | |
2023 | Data-driven support for policy and decision-making in university research management: A case study from Germany. (2023). Lessmann, Stefan ; Hardle, Wolfgang Karl ; Zharova, Alona. In: European Journal of Operational Research. RePEc:eee:ejores:v:308:y:2023:i:1:p:353-368. Full description at Econpapers || Download paper | |
2023 | The hard road to a soft landing: Evidence from a (modestly) nonlinear structural model. (2023). Verbrugge, Randal ; Zaman, Saeed. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002311. Full description at Econpapers || Download paper | |
2023 | The macroeconomic effects of oil price uncertainty. (2023). Abiad, Abdul ; Qureshi, Irfan A. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003377. Full description at Econpapers || Download paper | |
2023 | A broader perspective on the inflationary effects of energy price shocks. (2023). Kilian, Lutz ; Zhou, Xiaoqing. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003912. Full description at Econpapers || Download paper | |
2023 | Estimating and forecasting the impact of nonrenewable energy prices on US renewable energy consumption. (2023). Madraki, Golshan ; Lin, Guoyu ; Mette, Jehu ; Atems, Bebonchu. In: Energy Policy. RePEc:eee:enepol:v:173:y:2023:i:c:s0301421522005936. Full description at Econpapers || Download paper | |
2023 | What factors contribute to the extent of decoupling economic growth and energy carbon emissions in China?. (2023). Li, Pin ; Sun, Feihu ; Gong, Ningyu ; Xie, Pinjie ; Pan, Xianyou. In: Energy Policy. RePEc:eee:enepol:v:173:y:2023:i:c:s0301421523000010. Full description at Econpapers || Download paper | |
2023 | Does the increased electricity consumption (provided by capacity expansion and/or reliability improvement) cause economic growth?. (2023). Paaso, Esa A ; Rahmatian, Farnoosh ; Pandey, Shikhar ; Shakouri, Hamed. In: Energy Policy. RePEc:eee:enepol:v:182:y:2023:i:c:s0301421523002896. Full description at Econpapers || Download paper | |
2023 | Domestic macroeconomic determinants of precious metals prices in developed and emerging economies: An international analysis of the long and short run. (2023). O'Connor, Fergal ; Usman, Hafiz Muhammad. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003290. Full description at Econpapers || Download paper | |
2023 | Modeling volatility and dependence of European carbon and energy prices. (2023). Arsova, Antonia ; Ziel, Florian ; Pappert, Sven ; Berrisch, Jonathan. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322006791. Full description at Econpapers || Download paper | |
2023 | Advertising’s sequence of effects on consumer mindset and sales: A comparison across brands and product categories. (2023). Pauwels, Koen ; Srinivasan, Shuba ; Vanhuele, Marc ; Yildirim, Gokhan ; Valenti, Albert. In: International Journal of Research in Marketing. RePEc:eee:ijrema:v:40:y:2023:i:2:p:435-454. Full description at Econpapers || Download paper | |
2023 | Penalized estimation of panel vector autoregressive models: A panel LASSO approach. (2023). Camehl, Annika. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1185-1204. Full description at Econpapers || Download paper | |
2023 | Model combinations through revised base rates. (2023). Panagiotelis, Anastasios ; Spiliotis, Evangelos ; Petropoulos, Fotios. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1477-1492. Full description at Econpapers || Download paper | |
2023 | A macrohistory of legal evolution and coevolution: Property, procedure, and contract in early-modern English caselaw. (2023). Grajzl, Peter ; Murrell, Peter. In: International Review of Law and Economics. RePEc:eee:irlaec:v:73:y:2023:i:c:s0144818822000692. Full description at Econpapers || Download paper | |
2023 | The impact of bank lending standards on credit to firms. (2023). Trimarchi, Lorenzo ; Soggia, Giovanni ; Ricci, Lorenzo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:152:y:2023:i:c:s0378426623001048. Full description at Econpapers || Download paper | |
2023 | Household deposits and consumer sentiment expectations: Evidence from Eurozone. (2023). Tsouknidis, Dimitris ; Louhichi, Wael ; Ftiti, Zied ; Anastasiou, Dimitris. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560622001784. Full description at Econpapers || Download paper | |
2023 | Monetary policy and information shocks in a block-recursive SVAR. (2023). Seepe, Andre ; Hetzenecker, Stephan ; Keweloh, Sascha A. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623000931. Full description at Econpapers || Download paper | |
2023 | Long-run scarring effects of meltdowns in a small-scale nonlinear quadratic model. (2023). Semmler, Willi ; Lucidi, Francesco Simone. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:75:y:2023:i:c:s0164070422000805. Full description at Econpapers || Download paper | |
2023 | Information effects of monetary policy announcements on oil price. (2023). Chen, Sanpan ; Zhang, Jiqiang ; Yang, Yang. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000265. Full description at Econpapers || Download paper | |
2023 | An anatomy of external shocks in the Andean region. (2023). DÃaz-Cassou, Javier ; Carrillo-Maldonado, Paul ; Diaz-Cassou, Javier. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494923000075. Full description at Econpapers || Download paper | |
2023 | Natural resources and economic performance: Understanding the volatilities caused by financial, political and economic risk in the context of China. (2023). Wei, Xuecheng ; Ghardallou, Wafa ; Li, Zeyun ; Zheng, Jingling. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723004087. Full description at Econpapers || Download paper | |
2023 | Validating resources curse hypothesis in US: Exploring the relevancy of financial market risk and technology innovation. (2023). Zhu, Mingqi. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723004804. Full description at Econpapers || Download paper | |
2023 | Remittances and energy poverty: Fresh evidence from developing countries. (2023). Kamguia, Brice ; Tadadjeu, Sosson ; Njangang, Henri ; Djeunankan, Ronald. In: Utilities Policy. RePEc:eee:juipol:v:81:y:2023:i:c:s0957178723000280. Full description at Econpapers || Download paper | |
2023 | A BVAR toolkit to assess macrofinancial risks in Brazil and Mexico. (2023). Campos, Rodolfo ; Molina, Luis ; Berganza, Juan Carlos ; Andresescayola, Erik. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:4:y:2023:i:1:s2666143822000333. Full description at Econpapers || Download paper | |
2023 | Superhighways and roads of multivariate time series shock transmission: Application to cryptocurrency, carbon emission and energy prices. (2023). Pagnottoni, Paolo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:615:y:2023:i:c:s037843712300136x. Full description at Econpapers || Download paper | |
2023 | Inflation volatility: A Bayesian approach. (2023). Nyiwul, Linus ; Koirala, Niraj P. In: Research in Economics. RePEc:eee:reecon:v:77:y:2023:i:1:p:185-201. Full description at Econpapers || Download paper | |
2023 | Environmental feasibility of a gradual shift from fossil fuels to renewable energy in India: Evidence from multiple structural breaks cointegration. (2023). Asif, Mohammad ; Dar, Javaid. In: Renewable Energy. RePEc:eee:renene:v:202:y:2023:i:c:p:589-601. Full description at Econpapers || Download paper | |
2023 | US trade policy uncertainty on Chinese agricultural imports and exports: An aggregate and product-level analysis. (2023). Wang, Jie ; Fan, Jiachuan ; Yu, Mingzhe. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:70-83. Full description at Econpapers || Download paper | |
2023 | Analysis of the impact of university policies on societys environmental perception. (2023). Marti, Luisa ; Guaita-Martinez, Jose M ; Puertas, Rosa. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:88:y:2023:i:c:s0038012123001842. Full description at Econpapers || Download paper | |
2023 | Time-varying impact of fiscal shocks over GDP growth in Peru: An empirical application using hybrid TVP-VAR-SV models. (2023). RodrÃguez, Gabriel ; Jimenez, Alvaro ; Ataurima Arellano, Miguel. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:64:y:2023:i:c:p:314-332. Full description at Econpapers || Download paper | |
2023 | An efficient approach to structural breaks and the case of automobile gasoline consumption in Australia. (2023). Hensher, David A ; Zeng, Jingjing ; Li, Zheng. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:169:y:2023:i:c:s0965856423000149. Full description at Econpapers || Download paper | |
2023 | On consistency and sparsity for high-dimensional functional time series with application to autoregressions. (2023). Qiao, Xinghao ; Guo, Shaojun. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:114638. Full description at Econpapers || Download paper | |
2023 | Monetary tightening in the Euro Area: Implications for residential investment. (2023). McQuinn, Kieran ; Egan, Paul. In: Papers. RePEc:esr:wpaper:wp767. Full description at Econpapers || Download paper | |
2023 | Post-COVID Inflation Dynamics: Higher for Longer. (2023). Verbrugge, Randal ; Zaman, Saeed. In: Working Papers. RePEc:fip:fedcwq:95478. Full description at Econpapers || Download paper | |
2023 | Business Cycles and Low-Frequency Fluctuations in the US Unemployment Rate. (2023). Lunsford, Kurt Graden. In: Working Papers. RePEc:fip:fedcwq:96582. Full description at Econpapers || Download paper | |
2023 | Dynamic Identification Using System Projections and Instrumental Variables. (2022). Mertens, Karel ; Lewis, Daniel. In: Working Papers. RePEc:fip:feddwp:93894. Full description at Econpapers || Download paper | |
2023 | How to Construct Monthly VAR Proxies Based on Daily Futures Market Surprises. (2023). Kilian, Lutz. In: Working Papers. RePEc:fip:feddwp:96517. Full description at Econpapers || Download paper | |
2023 | Oil Price Shocks and Inflation. (2023). Kilian, Lutz ; Zhou, Xiaoqing. In: Working Papers. RePEc:fip:feddwp:96618. Full description at Econpapers || Download paper | |
2023 | Causal Vector Autoregression Enhanced with Covariance and Order Selection. (2023). Baranyi, Mate ; Donner, Catherine ; Thompson, William ; Frappier, Valentin ; Ma, Renyuan ; Wang, Haoyu ; Ye, Dongze ; Bolla, Marianna ; Abdelkhalek, Fatma. In: Econometrics. RePEc:gam:jecnmx:v:11:y:2023:i:1:p:7-:d:1079607. Full description at Econpapers || Download paper | |
2023 | Information-Criterion-Based Lag Length Selection in Vector Autoregressive Approximations for I(2) Processes. (2023). Bauer, Dietmar. In: Econometrics. RePEc:gam:jecnmx:v:11:y:2023:i:2:p:11-:d:1128372. Full description at Econpapers || Download paper | |
2023 | Uncertainty Shocks and Corporate Borrowing Constraints. (2023). Koirala, Niraj P ; Kamara, Ahmed. In: IJFS. RePEc:gam:jijfss:v:11:y:2023:i:1:p:21-:d:1041499. Full description at Econpapers || Download paper | |
2023 | Forecasting Methods of Key Ratios and Their Impact in Company’s Value. (2023). Galanos, Christos ; Artsidakis, Stylianos ; Liapis, Angelos. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:3:p:140-:d:1075564. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Investigating the Nexus between Energy Consumption and Financial Development via Considering Structural Breaks: Empirical Evidence from Argentina. (2023). Taspinar, Nigar ; Ozatac, Nesrin ; Abdelhamid, Abdelati. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:11:p:8482-:d:1153859. Full description at Econpapers || Download paper | |
2023 | Univariate Forecasting for REITs with Deep Learning: A Comparative Analysis with an ARIMA Model. (2023). Song, Han-Suck ; Axelsson, Birger. In: Working Paper Series. RePEc:hhs:kthrec:2023_010. Full description at Econpapers || Download paper | |
2023 | Local Projection Based Inference under General Conditions. (2023). Xu, Ke-Li. In: CAEPR Working Papers. RePEc:inu:caeprp:2023001. Full description at Econpapers || Download paper | |
2023 | A nexus between fiscal policy and inflation: a case study of Indonesia using SVAR model. (2023). Ann, Julie. In: Public Sector Economics. RePEc:ipf:psejou:v:47:y:2023:i:4:p:477-503. Full description at Econpapers || Download paper | |
2023 | On the relationship between Jorda?s IRF local projection and Dufour et al.?s robust (p,h)-autoregression multihorizon causality: a note. (2023). Tessierc, David ; Racicota, Franois-Eric. In: Working Papers. RePEc:ipg:wpaper:2023-001. Full description at Econpapers || Download paper | |
2023 | The Micro and Macro Effects of Changes in the Potential Benefit Duration. (2023). Jessen, Jonas ; Kluve, Jochen ; Gora, Marek ; Galecka-Burdziak, Ewa. In: IZA Discussion Papers. RePEc:iza:izadps:dp15978. Full description at Econpapers || Download paper | |
2023 | Investigating Causal Spillovers among International Stock Markets. (2023). Magdalini, Charda ; Konstantina, Pendaraki. In: European Journal of Interdisciplinary Studies. RePEc:jis:ejistu:y:2023:i:01:id:515. Full description at Econpapers || Download paper | |
2023 | An Alternative Bootstrap for Proxy Vector Autoregressions. (2023). Lutkepohl, Helmut ; Bruns, Martin. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:4:d:10.1007_s10614-022-10323-w. Full description at Econpapers || Download paper | |
2023 | Does political risk undermine environment and economic development in Pakistan? Empirical evidence from China–Pakistan economic corridor. (2023). Ashraf, Junaid. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:1:d:10.1007_s10644-022-09434-z. Full description at Econpapers || Download paper | |
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1981 | Michael Leserer - Grundlagen der Ökonometrie In: German Journal of Agricultural Economics. [Full Text][Citation analysis] | article | 0 |
2018 | Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models - A Review In: Lodz Economics Working Papers. [Full Text][Citation analysis] | paper | 6 |
2018 | Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models: A Review.(2018) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2020 | Constructing joint confidence bands for impulse response functions of VAR models – A review.(2020) In: Econometrics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
2018 | Bayesian Inference for Structural Vector Autoregressions Identified by Markov-Switching Heteroskedasticity In: Papers. [Full Text][Citation analysis] | paper | 2 |
2017 | Bayesian Inference for Structural Vector Autoregressions Identified by Markov-Switching Heteroskedasticity.(2017) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2020 | Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity.(2020) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
1996 | Specification of Echelon-Form VARMA Models. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 40 |
2000 | Testing for the Cointegrating Rank of a VAR Process with Structural Shifts. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 208 |
2001 | Testing for the cointegrating rank of a VAR process with structural shifts.(2001) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 208 | paper | |
2010 | Structural Vector Autoregressions With Nonnormal Residuals In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 133 |
2006 | Structural Vector Autoregressions with Nonnormal Residuals.(2006) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 133 | paper | |
2005 | Structural Vector Autoregressions with Nonnormal Residuals.(2005) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 133 | paper | |
1984 | Forecasting Contemporaneously Aggregated Vector ARMA Processes. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 34 |
1986 | Forecasting Vector ARMA Processes with Systematically Missing Observations. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 0 |
1989 | Prediction Tests for Structural Stability of Multiple Time Series. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 0 |
2010 | Acquisition of Information and Share Prices: An Empirical Investigation of Cognitive Dissonance In: German Economic Review. [Full Text][Citation analysis] | article | 10 |
2010 | Acquisition of Information and Share Prices: An Empirical Investigation of Cognitive Dissonance.(2010) In: German Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
2006 | Acquisition of Information and Share Prices: An Empirical Investigation of Cognitive Dissonance.(2006) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2006 | Acquisition of information and share prices: An empirical investigation of cognitive dissonance.(2006) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
1997 | A Review of Nonparametric Time Series Analysis In: International Statistical Review. [Full Text][Citation analysis] | article | 69 |
1996 | A Review of Nonparametric Time Series Analysis.(1996) In: SFB 373 Discussion Papers. [Citation analysis] This paper has nother version. Agregated cites: 69 | paper | |
2016 | STRUCTURAL VECTOR AUTOREGRESSIONS: CHECKING IDENTIFYING LONG-RUN RESTRICTIONS VIA HETEROSKEDASTICITY In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 6 |
2014 | Structural Vector Autoregressions: Checking Identifying Long-run Restrictions via Heteroskedasticity.(2014) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2014 | Structural Vector Autoregressions: Checking Identifying Long-Run Restrictions via Heteroskedasticity.(2014) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2014 | Structural Vector Autoregressions: Checking Identifying Long-run Restrictions via Heteroskedasticity.(2014) In: SFB 649 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2016 | Structural Vector Autoregressions : Checking Identifying Long-Run Restrictions via Heteroskedasticity.(2016) In: EconStor Open Access Articles and Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
2000 | Trend Adjustment Prior to Testing for the Cointegrating Rank of a Vector Autoregressive Process In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 25 |
2002 | Comparison of unit root tests for time series with level shifts In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 209 |
2002 | Comparison of Unit Root Tests for Time Series with Level Shifts.(2002) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 209 | paper | |
1999 | Comparison of unit root tests for time series with level shifts.(1999) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 209 | paper | |
2008 | Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 24 |
2006 | Testing 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 nother version. Agregated cites: 24 | paper | |
2006 | Testing 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 nother version. Agregated cites: 24 | paper | |
2011 | Generalized least squares estimation for cointegration parameters under conditional heteroskedasticity In: Journal of Time Series Analysis. [Citation analysis] | article | 6 |
2009 | Generalized Least Squares Estimation for Cointegration Parameters Under Conditional Heteroskedasticity.(2009) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
1982 | DIFFERENCING MULTIPLE TIME SERIES: ANOTHER LOOK AT CANADIAN MONEY AND INCOME DATA In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 4 |
1985 | COMPARISON OF CRITERIA FOR ESTIMATING THE ORDER OF A VECTOR AUTOREGRESSIVE PROCESS In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 60 |
2003 | Test Procedures for Unit Roots in Time Series with Level Shifts at Unknown Time In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 84 |
2001 | Test 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 nother version. Agregated cites: 84 | paper | |
2005 | Practical Problems with Reduced?rank ML Estimators for Cointegration Parameters and a Simple Alternative In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 16 |
2004 | Practical Problems with Reduced Rank ML Estimators for Cointegration Parameters and a Simple Alternative.(2004) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2015 | Confidence Bands for Impulse Responses: Bonferroni vs. Wald In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 28 |
2018 | Choosing Between Different Time?Varying Volatility Models for Structural Vector Autoregressive Analysis In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 14 |
2017 | Choosing between Different Time-Varying Volatility Models for Structural Vector Autoregressive Analysis.(2017) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
2018 | Choosing Between Different Time-Varying Volatility Models for Structural Vector Autoregressive Analysis.(2018) In: EconStor Open Access Articles and Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | article | |
2001 | Bericht über die Sitzung des Ausschusses für Ökonometrie vom 5.–7. April 2000 im Schloss Rauischholzhausen In: Perspektiven der Wirtschaftspolitik. [Full Text][Citation analysis] | article | 0 |
2001 | Bericht über die Sitzung des Ausschusses für Ökonometrie vom 5.–7. April 2000 im Schloss Rauischholzhausen.(2001) In: Perspektiven der Wirtschaftspolitik. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2001 | Bericht über die Sitzung des Ausschusses für Ökonometrie vom 14. bis 16. März 2001 im Schloss Rauischholzhausen In: Perspektiven der Wirtschaftspolitik. [Full Text][Citation analysis] | article | 0 |
Lutkepohl In: Instructional Stata datasets for econometrics. [Full Text][Citation analysis] | paper | 0 | |
2011 | Forecasting 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] | article | 9 |
2006 | Identifying Monetary Policy Shocks via Changes in Volatility In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 95 |
2006 | Identifying Monetary Policy Shocks via Changes in Volatility.(2006) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 95 | paper | |
2008 | Identifying Monetary Policy Shocks via Changes in Volatility.(2008) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has nother version. Agregated cites: 95 | article | |
2008 | Identifying Monetary Policy Shocks via Changes in Volatility.(2008) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 95 | article | |
2008 | Stock Prices and Economic Fluctuations: A Markov Switching Structural Vector Autoregressive Analysis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 7 |
2008 | Stock Prices and Economic Fluctuations: A Markov Switching Structural Vector Autoregressive Analysis.(2008) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2009 | The Role of the Log Transformation in Forecasting Economic Variables In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 52 |
2012 | The role of the log transformation in forecasting economic variables.(2012) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | article | |
2010 | Forecasting Nonlinear Aggregates and Aggregates with Time-varying Weights In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 8 |
2011 | Forecasting 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 nother version. Agregated cites: 8 | article | |
2014 | Confidence Bands for Impulse Responses: Bonferroni versus Wald In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 9 |
2014 | Confidence Bands for Impulse Responses: Bonferroni versus Wald.(2014) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2014 | Confidence Bands for Impulse Responses: Bonferroni versus Wald.(2014) In: SFB 649 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2014 | Confidence Bands for Impulse Responses: Bonferroni versus Wald.(2014) In: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2015 | Structural Vector Autoregressions with Heteroskedasticity - A Comparison of Different Volatility Models In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
2015 | Structural Vector Autoregressions with Heteroskedasticity: A Comparison of Different Volatility Models.(2015) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2001 | The Transmission of German Monetary Policy in the Pre-Euro Period In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 33 |
2003 | TRANSMISSION OF GERMAN MONETARY POLICY IN THE PRE-EURO PERIOD.(2003) In: Macroeconomic Dynamics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | article | |
2003 | TRANSMISSION OF GERMAN MONETARY POLICY IN THE PRE-EURO PERIOD.(2003) In: Macroeconomic Dynamics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | article | |
2001 | The transmission of German monetary policy in the pre-Euro period.(2001) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
1994 | Making Wald Tests Work for Cointegrated VAR Systems In: Working Papers. [Citation analysis] | paper | 13 |
1994 | Making Wald Tests Work for Cointegrated Var Systems..(1994) In: Centro de Estudios Monetarios Y Financieros-. [Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
1994 | Making Wald Tests Work for Cointegrated Var Systems.(1994) In: SFB 373 Discussion Papers. [Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
1999 | Comparison of Bootstrap Confidence Intervals for Impulse Responses of German Monetary Systems In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 65 |
2001 | COMPARISON OF BOOTSTRAP CONFIDENCE INTERVALS FOR IMPULSE RESPONSES OF GERMAN MONETARY SYSTEMS.(2001) In: Macroeconomic Dynamics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 65 | article | |
1999 | Comparison of bootstrap confidence intervals for impulse responses of German monetary systems.(1999) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 65 | paper | |
2018 | Structural Vector Autoregressive Analysis In: Cambridge Books. [Citation analysis] | book | 546 |
2017 | Structural Vector Autoregressive Analysis.(2017) In: Cambridge Books. [Citation analysis] This paper has nother version. Agregated cites: 546 | book | |
1996 | Testing for Causation Using Infinite Order Vector Autoregressive Processes In: Econometric Theory. [Full Text][Citation analysis] | article | 34 |
1996 | Infinite-Order Cointegrated Vector Autoregressive Processes In: Econometric Theory. [Full Text][Citation analysis] | article | 31 |
1999 | LOCAL POWER OF LIKELIHOOD RATIO TESTS FOR THE COINTEGRATING RANK OF A VAR PROCESS In: Econometric Theory. [Full Text][Citation analysis] | article | 28 |
1997 | Local power of likelihood ratio tests for the cointegrating rank of a VAR process.(1997) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
2000 | TESTING FOR THE COINTEGRATING RANK OF A VAR PROCESS WITH AN INTERCEPT In: Econometric Theory. [Full Text][Citation analysis] | article | 186 |
1998 | Testing for the cointegrating rank of a VAR process with an intercept.(1998) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 186 | paper | |
2002 | TESTING FOR A UNIT ROOT IN A TIME SERIES WITH A LEVEL SHIFT AT UNKNOWN TIME In: Econometric Theory. [Full Text][Citation analysis] | article | 185 |
2000 | Testing for a Unit Root in a Time Series with a Level Shift at Unknown Time.(2000) In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 185 | paper | |
1999 | Testing 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 nother version. Agregated cites: 185 | paper | |
2005 | A NOTE ON TESTING RESTRICTIONS FOR THE COINTEGRATION PARAMETERS OF A VAR WITH I(2) VARIABLES In: Econometric Theory. [Full Text][Citation analysis] | article | 0 |
2006 | BREAK DATE ESTIMATION FOR VAR PROCESSES WITH LEVEL SHIFT WITH AN APPLICATION TO COINTEGRATION TESTING In: Econometric Theory. [Full Text][Citation analysis] | article | 13 |
1988 | Asymptotic Distribution of the Moving Average Coefficients of an Estimated Vector Autoregressive Process In: Econometric Theory. [Full Text][Citation analysis] | article | 4 |
1991 | Estimating Orthogonal Impulse Responses via Vector Autoregressive Models In: Econometric Theory. [Full Text][Citation analysis] | article | 32 |
2012 | Disentangling 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] | paper | 42 |
2014 | DISENTANGLING 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 nother version. Agregated cites: 42 | article | |
2012 | Fundamental Problems with Nonfundamental Shocks In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 5 |
2012 | Reducing Confidence Bands for Simulated Impulse Responses In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 3 |
2013 | Reducing confidence bands for simulated impulse responses.(2013) In: Statistical Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2012 | Identifying Structural Vector Autoregressions via Changes in Volatility In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 4 |
2013 | Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 35 |
2015 | Comparison of methods for constructing joint confidence bands for impulse response functions.(2015) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 35 | article | |
2013 | Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions.(2013) In: SFB 649 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 35 | paper | |
2013 | Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions.(2013) In: MAGKS Papers on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 35 | paper | |
2014 | Structural Vector Autoregressive Analysis in a Data Rich Environment: A Survey In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 12 |
2014 | Structural Vector Autoregressive Analysis in a Data Rich Environment: A Survey.(2014) In: SFB 649 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2014 | Structural Vector Autoregressions with Smooth Transition in Variances: The Interaction between U.S. Monetary Policy and the Stock Market In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 9 |
2014 | Structural 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 nother version. Agregated cites: 9 | paper | |
2015 | Testing for Identification in SVAR-GARCH Models: Reconsidering the Impact of Monetary Shocks on Exchange Rates In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 0 |
2016 | Calculating Joint Confidence Bands for Impulse Response Functions Using Highest Density Regions In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 12 |
2016 | Calculating Joint Confidence Bands for Impulse Response Functions using Highest Density Regions.(2016) In: SFB 649 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2016 | Calculating Joint Confidence Bands for Impulse Response Functions using Highest Density Regions.(2016) In: MAGKS Papers on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2018 | Calculating joint confidence bands for impulse response functions using highest density regions.(2018) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
2016 | Inference in Partially Identified Heteroskedastic Simultaneous Equations Models In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 1 |
2020 | Inference in partially identified heteroskedastic simultaneous equations models.(2020) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2016 | Inference in Partially Identified Heteroskedastic Simultaneous Equations Models.(2016) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2017 | Estimation of Structural Impulse Responses: Short-Run versus Long-Run Identifying Restrictions In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 2 |
2018 | Estimation of structural impulse responses: short-run versus long-run identifying restrictions.(2018) In: AStA Advances in Statistical Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2017 | Estimation of Structural Impulse Responses: Short-Run versus Long-run Identifying Restrictions.(2017) In: VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2018 | The Relation between Monetary Policy and the Stock Market in Europe In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 3 |
2018 | The Relation between Monetary Policy and the Stock Market in Europe.(2018) In: Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2018 | Bootstrapping Impulse Responses of Structural Vector Autoregressive Models Identified through GARCH In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 4 |
2019 | Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH.(2019) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
2018 | Testing Identification via Heteroskedasticity in Structural Vector Autoregressive Models In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 6 |
2021 | Testing identification via heteroskedasticity in structural vector autoregressive models.(2021) In: The Econometrics Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
2021 | Testing identification via heteroskedasticity in structural vector autoregressive models.(2021) In: EconStor Open Access Articles and Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
2020 | Structural Vector Autoregressive Models with More Shocks than Variables Identi?ed via Heteroskedasticity In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 0 |
2020 | Heteroskedastic Proxy Vector Autoregressions In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 3 |
2022 | Heteroscedastic Proxy Vector Autoregressions.(2022) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
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2020 | A Simple Instrument for Proxy Vector Autoregressive Analysis In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 1 |
2020 | An Alternative Bootstrap for Proxy Vector Autoregressions In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 0 |
2020 | An Alternative Bootstrap for Proxy Vector Autoregressions.(2020) In: University of East Anglia School of Economics Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2021 | Qualitative versus Quantitative External Information for Proxy Vector Autoregressive Analysis In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 1 |
2021 | Qualitative versus quantitative external information for proxy vector autoregressive analysis.(2021) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2021 | Comparison of Local Projection Estimators for Proxy Vector Autoregressions In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 1 |
2022 | Comparison of local projection estimators for proxy vector autoregressions.(2022) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2021 | Comparison of Local Projection Estimators for Proxy Vector Autoregressions.(2021) In: University of East Anglia School of Economics Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2022 | Heteroskedastic Proxy Vector Autoregressions: Testing for Time-Varying Impulse Responses in the Presence of Multiple Proxies In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 0 |
2022 | Heteroskedastic Proxy Vector Autoregressions: Testing for Time-Varying Impulse Responses in the Presence of Multiple Proxies.(2022) In: University of East Anglia School of Economics Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2023 | Have the Effects of Shocks to Oil Price Expectations Changed?: Evidence from Heteroskedastic Proxy Vector Autoregressions In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 1 |
2023 | Have the Effects of Shocks to Oil Price Expectations Changed? Evidence from Heteroskedastic Proxy Vector Autoregressions.(2023) In: University of East Anglia School of Economics Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2004 | Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time In: Econometrica. [Full Text][Citation analysis] | article | 66 |
2001 | Testing 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 nother version. Agregated cites: 66 | paper | |
2000 | Comparison of Tests for the Cointegrating Rank of a VAR Process with a Structural Shift In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 68 |
2003 | Comparison 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 nother version. Agregated cites: 68 | article | |
2000 | Comparison of tests for the cointegrating rank of a VAR process with a structural shift.(2000) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 68 | paper | |
2000 | Lag Selection in Subset VAR Models with an Application to a U.S. Monetary System In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 18 |
2000 | Lag selection in subset VAR models with an application to a US monetary system.(2000) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
2009 | Testing for the cointegrating rank of a vector autoregressive process with uncertain deterministic trend term In: Econometrics Journal. [Full Text][Citation analysis] | article | 12 |
2008 | Testing 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 nother version. Agregated cites: 12 | paper | |
1998 | Estimating the Kronecker indices of cointegrated echelon-form VARMA models In: Econometrics Journal. [Citation analysis] | article | 4 |
1997 | Estimating the Kronecker indices of cointegrated echelon form VARMA models.(1997) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2001 | Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process In: Econometrics Journal. [Citation analysis] | article | 105 |
2000 | Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process.(2000) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 105 | paper | |
1992 | Impulse response analysis of cointegrated systems In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 201 |
2010 | Structural vector autoregressions with Markov switching In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 132 |
2009 | Structural Vector Autoregressions with Markov Switching.(2009) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 132 | paper | |
2016 | Testing for identification in SVAR-GARCH models In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 13 |
2015 | Testing for Identification in SVAR-GARCH Models.(2015) In: SFB 649 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
2017 | Structural vector autoregressions with smooth transition in variances In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 10 |
2006 | Forecasting with VARMA Models In: Handbook of Economic Forecasting. [Full Text][Citation analysis] | chapter | 16 |
2004 | Forecasting with VARMA Models.(2004) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
1983 | Non-linear least squares estimation under non-linear equality constraints In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
1984 | Linear aggregation of vector autoregressive moving average processes In: Economics Letters. [Full Text][Citation analysis] | article | 6 |
1985 | The joint asymptotic distribution of multistep prediction errors of estimated vector autoregressions In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
2020 | Structural vector autoregressive models with more shocks than variables identified via heteroskedasticity In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
1992 | Granger-causality in cointegrated VAR processes The case of the term structure In: Economics Letters. [Full Text][Citation analysis] | article | 54 |
1999 | A lag augmentation test for the cointegrating rank of a VAR process In: Economics Letters. [Full Text][Citation analysis] | article | 3 |
2001 | On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models In: Economics Letters. [Full Text][Citation analysis] | article | 85 |
2000 | On the reliability of chow type test for parameter constancy in multivariate dynamic models.(2000) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 85 | paper | |
2002 | Unit root tests for time series with level shifts: a comparison of different proposals In: Economics Letters. [Full Text][Citation analysis] | article | 129 |
2001 | Unit root tests for time series with level shifts: A comparison of different proposals.(2001) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 129 | paper | |
2004 | On unit root tests in the presence of transitional growth In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
2008 | Problems related to over-identifying restrictions for structural vector error correction models In: Economics Letters. [Full Text][Citation analysis] | article | 6 |
2005 | Problems Related to Over-identifying Restrictions for Structural Vector Error Correction Models.(2005) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2005 | Vector Error Correction Models.(2005) In: Springer Books. [Citation analysis] This paper has nother version. Agregated cites: 6 | chapter | |
2001 | Comment on essays on current state and future challenges of econometrics In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
2006 | Residual autocorrelation testing for vector error correction models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 26 |
2004 | Residual Autocorrelation Testing for Vector Error Correction Models.(2004) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
2005 | Vector Error Correction Models.(2005) In: Springer Books. [Citation analysis] This paper has nother version. Agregated cites: 26 | chapter | |
2007 | General-to-specific or specific-to-general modelling? An opinion on current econometric terminology In: Journal of Econometrics. [Full Text][Citation analysis] | article | 40 |
1981 | A model for non-negative and non-positive distributed lag functions In: Journal of Econometrics. [Full Text][Citation analysis] | article | 10 |
2014 | Structural vector autoregressions with Markov switching: Combining conventional with statistical identification of shocks In: Journal of Econometrics. [Full Text][Citation analysis] | article | 58 |
2011 | Structural Vector Autoregressions with Markov Switching: Combining Conventional with Statistical Identification of Shocks.(2011) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 58 | paper | |
1982 | Non-causality due to omitted variables In: Journal of Econometrics. [Full Text][Citation analysis] | article | 257 |
1984 | Linear transformations of vector ARMA processes In: Journal of Econometrics. [Full Text][Citation analysis] | article | 51 |
1988 | Prediction tests for structural stability In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1 |
1989 | A note on the asymptotic distribution of impulse response functions of estimated var models with orthogonal residuals In: Journal of Econometrics. [Full Text][Citation analysis] | article | 18 |
1996 | Specification of varying coefficient time series models via generalized flexible least squares In: Journal of Econometrics. [Full Text][Citation analysis] | article | 17 |
1997 | Modified Wald tests under nonregular conditions In: Journal of Econometrics. [Full Text][Citation analysis] | article | 50 |
1997 | Analysis of cointegrated VARMA processes In: Journal of Econometrics. [Full Text][Citation analysis] | article | 22 |
1997 | Nonparametric dynamic modelling In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
1997 | Impulse response analysis in infinite order cointegrated vector autoregressive processes In: Journal of Econometrics. [Full Text][Citation analysis] | article | 31 |
1995 | Impulse Response Analysis in Infinite Order Cointegrated Vector Autoregressive Processes.(1995) In: SFB 373 Discussion Papers. [Citation analysis] This paper has nother version. Agregated cites: 31 | paper | |
2000 | Testing for the cointegrating rank of a VAR process with a time trend In: Journal of Econometrics. [Full Text][Citation analysis] | article | 206 |
1997 | Testing for the Cointegrating Rank of a VAR Process with a Time Trend.(1997) In: SFB 373 Discussion Papers. [Citation analysis] This paper has nother version. Agregated cites: 206 | paper | |
2017 | Structural vector autoregressions with heteroskedasticity: A review of different volatility models In: Econometrics and Statistics. [Full Text][Citation analysis] | article | 5 |
2011 | Forecasting levels of log variables in vector autoregressions In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 11 |
2009 | Forecasting Levels of log Variables in Vector Autoregressions.(2009) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2009 | Forecasting Levels of log Variables in Vector Autoregressions.(2009) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2013 | Forecasting contemporaneous aggregates with stochastic aggregation weights In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 4 |
2011 | Forecasting Contemporaneous Aggregates with Stochastic Aggregation Weights.(2011) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2011 | Forecasting Contemporaneous Aggregates with Stochastic Aggregation Weights.(2011) In: Working Paper Series of the Department of Economics, University of Konstanz. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2013 | Does the Box–Cox transformation help in forecasting macroeconomic time series? In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 16 |
2011 | Does the Box-Cox Transformation Help in Forecasting Macroeconomic Time Series?.(2011) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2011 | Does the Box-Cox transformation help in forecasting macroeconomic time series?.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2011 | Does the Box-Cox transformation help in forecasting macroeconomic time series?.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2013 | Vector autoregressive models In: Chapters. [Full Text][Citation analysis] | chapter | 21 |
2011 | Vector Autoregressive Models.(2011) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
2013 | Identifying Structural Vector Autoregressions Via Changes in Volatility?This article was written while the author was a Bundesbank Professor at the Freie Universität Berlin. An earlier version of the In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 0 |
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2004 | Recent Advances in Cointegration Analysis.(2004) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2002 | Comparison of Model Reduction Methods for VAR Processes In: Economics Working Papers. [Full Text][Citation analysis] | paper | 20 |
2003 | Comparison of Model Reduction Methods for VAR Processes.(2003) In: Economics Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
2002 | Comparison of model reduction methods for VAR processes.(2002) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
2004 | Break Date Estimation and Cointegration Testing in VAR Processes with Level Shift In: Economics Working Papers. [Full Text][Citation analysis] | paper | 16 |
2004 | A Small Monetary System for the Euro Area Based on German Data In: Economics Working Papers. [Full Text][Citation analysis] | paper | 36 |
2006 | A small monetary system for the euro area based on German data.(2006) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | article | |
2006 | A small monetary system for the euro area based on German data.(2006) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | article | |
2005 | Structural Vector Autoregressive Analysis for Cointegrated Variables In: Economics Working Papers. [Full Text][Citation analysis] | paper | 125 |
2006 | Structural vector autoregressive analysis for cointegrated variables.(2006) In: AStA Advances in Statistical Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 125 | article | |
2006 | Structural Vector Autoregressive Analysis for Cointegrated Variables.(2006) In: Springer Books. [Citation analysis] This paper has nother version. Agregated cites: 125 | chapter | |
2005 | Uncovered Interest Rate Parity and the Expectations Hypothesis of the Term Structure: Empirical Results for the U.S. and Europe In: Economics Working Papers. [Full Text][Citation analysis] | paper | 26 |
2005 | Uncovered Interest Rate Parity and the Expectations Hypothesis of the Term Structure: Empirical Results for the U.S. and Europe.(2005) In: SFB 649 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
2006 | Forecasting Euro-Area Variables with German Pre-EMU Data In: Economics Working Papers. [Full Text][Citation analysis] | paper | 20 |
2006 | Forecasting Euro-Area Variables with German Pre-EMU Data.(2006) In: SFB 649 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
2008 | Forecasting euro area variables with German pre-EMU data.(2008) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | article | |
2007 | Econometric Analysis with Vector Autoregressive Models In: Economics Working Papers. [Full Text][Citation analysis] | paper | 5 |
2008 | A Statistical Comparison of Alternative Identification Schemes for Monetary Policy Shocks In: Economics Working Papers. [Full Text][Citation analysis] | paper | 3 |
2009 | Forecasting Aggregated Time Series Variables: A Survey In: Economics Working Papers. [Full Text][Citation analysis] | paper | 9 |
2010 | Forecasting Aggregated Time Series Variables: A Survey.(2010) In: OECD Journal: Journal of Business Cycle Measurement and Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
1995 | Investigating Stability and Linearity of a German M1 Money Demand Function In: SSE/EFI Working Paper Series in Economics and Finance. [Citation analysis] | paper | 59 |
1999 | Investigating Stability and Linearity of a German M1 Money Demand Function..(1999) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 59 | article | |
1995 | Investigating Stability and Linearity of a German M1 Money Demand Function.(1995) In: SFB 373 Discussion Papers. [Citation analysis] This paper has nother version. Agregated cites: 59 | paper | |
1996 | Modelling the Demand for M3 in the unified Germany In: SSE/EFI Working Paper Series in Economics and Finance. [Citation analysis] | paper | 46 |
1998 | Modeling The Demand For M3 In The Unified Germany.(1998) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 46 | article | |
1996 | Modelling the Demand for M3 in the Unified Germany.(1996) In: SFB 373 Discussion Papers. [Citation analysis] This paper has nother version. Agregated cites: 46 | paper | |
2015 | Structural Vector Autoregressions with Heteroskedasticy In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
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1989 | The Stability Assumption in Tests of Causality between Money and Income. In: Empirical Economics. [Citation analysis] | article | 4 |
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1998 | Money demand in Europe: Editors preface In: Empirical Economics. [Full Text][Citation analysis] | article | 1 |
1998 | A money demand system for German M3 In: Empirical Economics. [Full Text][Citation analysis] | article | 33 |
1995 | Book reviews In: Metrika: International Journal for Theoretical and Applied Statistics. [Full Text][Citation analysis] | article | 0 |
2005 | New Introduction to Multiple Time Series Analysis In: Springer Books. [Citation analysis] | book | 320 |
2005 | Introduction In: Springer Books. [Citation analysis] | chapter | 0 |
2005 | Systems of Dynamic Simultaneous Equations In: Springer Books. [Citation analysis] | chapter | 0 |
2005 | Vector Autoregressive Moving Average Processes In: Springer Books. [Citation analysis] | chapter | 0 |
2005 | Estimation of VARMA Models In: Springer Books. [Citation analysis] | chapter | 0 |
2005 | Specification and Checking the Adequacy of VARMA Models In: Springer Books. [Citation analysis] | chapter | 0 |
2005 | Cointegrated VARMA Processes In: Springer Books. [Citation analysis] | chapter | 0 |
2005 | Fitting Finite Order VAR Models to Infinite Order Processes In: Springer Books. [Citation analysis] | chapter | 0 |
2005 | Multivariate ARCH and GARCH Models In: Springer Books. [Citation analysis] | chapter | 0 |
2005 | Periodic VAR Processes and Intervention Models In: Springer Books. [Citation analysis] | chapter | 0 |
2005 | State Space Models In: Springer Books. [Citation analysis] | chapter | 0 |
2005 | Stable Vector Autoregressive Processes In: Springer Books. [Citation analysis] | chapter | 0 |
2005 | Estimation of Vector Autoregressive Processes In: Springer Books. [Citation analysis] | chapter | 0 |
2005 | VAR Order Selection and Checking the Model Adequacy In: Springer Books. [Citation analysis] | chapter | 0 |
2005 | VAR Processes with Parameter Constraints In: Springer Books. [Citation analysis] | chapter | 0 |
2005 | Estimation of Vector Error Correction Models In: Springer Books. [Citation analysis] | chapter | 1 |
2005 | Vector Error Correction Models.(2005) In: Springer Books. [Citation analysis] This paper has nother version. Agregated cites: 1 | chapter | |
2005 | Specification of VECMs In: Springer Books. [Citation analysis] | chapter | 0 |
2005 | Structural VARs and VECMs In: Springer Books. [Citation analysis] | chapter | 0 |
2011 | Bernhard Pfaff (2006): Analysis of Integrated and Cointegrated Time Series with R In: Statistical Papers. [Full Text][Citation analysis] | article | 0 |
2011 | I Gusti Ngurah Agung (2009): Time Series Data Analysis Using EViews In: Statistical Papers. [Full Text][Citation analysis] | article | 1 |
2014 | Mulaik, S. A.: Foundations of factor analysis In: Statistical Papers. [Full Text][Citation analysis] | article | 0 |
2001 | A REVIEW OF SYSTEMS COINTEGRATION TESTS In: Econometric Reviews. [Full Text][Citation analysis] | article | 64 |
1998 | A review of systemscointegration tests.(1998) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 64 | paper | |
1990 | Asymptotic Distributions of Impulse Response Functions and Forecast Error Variance Decompositions of Vector Autoregressive Models. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 84 |
2000 | Multivariate volatility analysis of VW stock prices In: Intelligent Systems in Accounting, Finance and Management. [Full Text][Citation analysis] | article | 1 |
1998 | Multivariate Volatility Analysis of VW Stock Prices.(1998) In: SFB 373 Discussion Papers. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
1994 | Stabilitaetsanalyse der bundesdeutschen Geldnachfrage anhand alternativer Ansaetze zur Modellierung variierender Regressionskoeffizienten In: SFB 373 Discussion Papers. [Citation analysis] | paper | 4 |
1994 | Kointegration und gemeinsame Trends In: SFB 373 Discussion Papers. [Citation analysis] | paper | 0 |
1994 | Testing for Multi-Step Causality in Time Series In: SFB 373 Discussion Papers. [Citation analysis] | paper | 0 |
1994 | Infinite Order Cointegrated Vector Autoregressive Processes:Estimation and Inference In: SFB 373 Discussion Papers. [Citation analysis] | paper | 0 |
1994 | Problems Related to Testing for Granger-Causality in VARMA Processes In: SFB 373 Discussion Papers. [Citation analysis] | paper | 0 |
1995 | Konjunkturanalyse mit Markov-Regimewechselmodellen In: SFB 373 Discussion Papers. [Citation analysis] | paper | 2 |
1995 | Nichtparametrische Verfahren zur Analyse und Prognose von Finanzmarktdate In: SFB 373 Discussion Papers. [Citation analysis] | paper | 0 |
1995 | Consistent Specification of Cointegrated Autoregressive Moving-Average Systems In: SFB 373 Discussion Papers. [Citation analysis] | paper | 5 |
1995 | Asymptotic Inference on Nonlinear Functions of the Coefficients of Infinite Order Cointegated VAR Processes In: SFB 373 Discussion Papers. [Citation analysis] | paper | 0 |
1996 | Statistische Modellierung von Volatilitäten In: SFB 373 Discussion Papers. [Citation analysis] | paper | 0 |
1996 | Consistent Estimation of the Number of Cointegration Relations in a Vector Autoregressive Model In: SFB 373 Discussion Papers. [Citation analysis] | paper | 5 |
1996 | Impulse Response Analysis of Vector Autoregressive Processes In: SFB 373 Discussion Papers. [Citation analysis] | paper | 5 |
1997 | Trend adjustment prior to testing for the cointegrating rank of a VAR process In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
1997 | Problems related to bootstrapping impulse responses of autoregressive processes In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
1997 | A money demand system for M3 in the unified Germany In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
1997 | Order selection in testing for the cointegrating rank of a VAR process In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
1999 | Testing for unit roots in time series with level shifts In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
1999 | Vector autoregressive analysis In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
1999 | Unit root tests for time series with a structural break: When the break point is known In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
1999 | Vector autoregressions In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
1999 | Forecasting cointegrated VARMA processes In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2000 | Was there a regime change in the German monetary transmission mechanism in 1983? In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2000 | Bootstrapping impulse responses in VAR analyses In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
2001 | Unit root tests in the presence of innovational outliers In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2016 | Calculating Joint Bands for Impulse Response Functions using Highest Density Regions In: VfS Annual Conference 2016 (Augsburg): Demographic Change. [Full Text][Citation analysis] | paper | 0 |
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