35
H index
70
i10 index
5921
Citations
Helmut Lütkepohl : Citation Profile
DIW Berlin (Deutsches Institut für Wirtschaftsforschung) (50% share) | RESEARCH PRODUCTION: 115 Articles 151 Papers 3 Books 25 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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42 years (1981 - 2023). Relations with other researchers
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:
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Main data
Where Helmut Lütkepohl has published?
Recent works citing Helmut Lütkepohl (2023 and 2022)
| Year | Title of citing document | |
|---|---|---|
| 2022 | Determinants of Public Healthcare Investment: Cointegration and Causality Evidence from Pakistan. (2022). Ali, Zulfiqar ; Sultan, Jahanzaib ; Sarwar, Ghulam ; Saleem, Adeel. In: Journal of Economic Impact. RePEc:adx:journl:v:4:y:2022:i:2:p:01-13. Full description at Econpapers || Download paper | |
| 2022 | Convergencia del tipo de cambio real, de la tasa de interés y de la tasa de inflación en Argentina. (2022). Descalzi, Ricardo Luis. In: Asociación Argentina de EconomÃa PolÃtica: Working Papers. RePEc:aep:anales:4558. Full description at Econpapers || Download paper | |
| 2022 | . Full description at Econpapers || Download paper | |
| 2022 | American bilateral trade with emerging economies and its influence on world economic recovery post Covid-19: Analysis through VECM. (2022). , Suchitra ; Rangappa, K B ; Chetan, G K. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(633):y:2022:i:4(633):p:41-56. Full description at Econpapers || Download paper | |
| 2022 | . Full description at Econpapers || Download paper | |
| 2023 | . Full description at Econpapers || Download paper | |
| 2022 | Econometric Analysis of Agricultural Raw Material Exports, Exchange Rate and External Reserves in Nigeria. (2022). Asogwa, Benjamin Chijioke ; Abu, Orefi ; Awoderu, Babalola Kayode. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:319344. 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 | |
| 2022 | Should we care about ECB inflation expectations?. (2022). Candelon, Bertrand ; Roccazzella, Francesco. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2022004. Full description at Econpapers || Download paper | |
| 2022 | Structural Gaussian mixture vector autoregressive model. (2020). Virolainen, Savi. In: Papers. RePEc:arx:papers:2007.04713. 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 | |
| 2022 | A Lucas Critique Compliant SVAR model with Observation-driven Time-varying Parameters. (2021). Corsi, Fulvio ; Bormetti, Giacomo. In: Papers. RePEc:arx:papers:2107.05263. Full description at Econpapers || Download paper | |
| 2022 | Time Series Estimation of the Dynamic Effects of Disaster-Type Shock. (2021). Ng, Serena ; Davis, Richard. In: Papers. RePEc:arx:papers:2107.06663. Full description at Econpapers || Download paper | |
| 2022 | Algorithms for Inference in SVARs Identified with Sign and Zero Restrictions. (2021). Read, Matthew. In: Papers. RePEc:arx:papers:2109.10676. Full description at Econpapers || Download paper | |
| 2022 | Gaussian and Students $t$ mixture vector autoregressive model. (2021). Virolainen, Savi. In: Papers. RePEc:arx:papers:2109.13648. Full description at Econpapers || Download paper | |
| 2022 | Bounds for Treatment Effects in the Presence of Anticipatory Behavior. (2021). Gong, Aibo. In: Papers. RePEc:arx:papers:2111.06573. Full description at Econpapers || Download paper | |
| 2022 | Estimation of Impulse-Response Functions with Dynamic Factor Models: A New Parametrization. (2022). Funovits, Bernd ; Koistinen, Juho. In: Papers. RePEc:arx:papers:2202.00310. Full description at Econpapers || Download paper | |
| 2022 | A portfolio management of a small RES utility with a Structural Vector Autoregressive model of German electricity markets. (2022). Maciejowska, Katarzyna. In: Papers. RePEc:arx:papers:2205.00975. Full description at Econpapers || Download paper | |
| 2022 | A new algorithm for structural restrictions in Bayesian vector autoregressions. (2022). Korobilis, Dimitris. In: Papers. RePEc:arx:papers:2206.06892. Full description at Econpapers || Download paper | |
| 2022 | Large Bayesian VARs with Factor Stochastic Volatility: Identification, Order Invariance and Structural Analysis. (2022). Yu, Xuewen ; Eisenstat, Eric ; Chan, Joshua. In: Papers. RePEc:arx:papers:2207.03988. Full description at Econpapers || Download paper | |
| 2022 | Sparse Bayesian State-Space and Time-Varying Parameter Models. (2022). Knaus, Peter ; Fruhwirth-Schnatter, Sylvia. In: Papers. RePEc:arx:papers:2207.12147. 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 | |
| 2022 | Interpreting and predicting the economy flows: A time-varying parameter global vector autoregressive integrated the machine learning model. (2022). Tian, Ting ; Yang, Haisheng ; Xiong, Zhixi ; Wang, Xueqin ; Jiang, Yukang. In: Papers. RePEc:arx:papers:2209.05998. Full description at Econpapers || Download paper | |
| 2022 | A Residuals-Based Nonparametric Variance Ratio Test for Cointegration. (2022). Reichold, Karsten. In: Papers. RePEc:arx:papers:2211.06288. Full description at Econpapers || Download paper | |
| 2022 | Mechanism of information transmission from a spot rate market to crypto-asset markets. (2022). Kaizoji, Taisei ; Yoshihara, Takeshi. In: Papers. RePEc:arx:papers:2211.16176. 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 | |
| 2022 | Does Foreign Direct Investment Reduce Carbon Emission? Evidence from the Panel of BRICS Countries. (2022). Venkatraja, B. In: Economic Thought journal. RePEc:bas:econth:y:2022:i:4:p:429-451. 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 | |
| 2022 | Monetary Policy Uncertainty in Mexico: An Unsupervised Approach. (2022). Minozzo, Marco ; Perez, Carlos Moreno. In: Working Papers. RePEc:bde:wpaper:2229. Full description at Econpapers || Download paper | |
| 2022 | Monetary Policy and Portfolio Flows in an Emerging Market Economy. (2022). López, Martha ; Sarmiento, Miguel ; Rodriguez-Nio, Norberto ; Lopez-Pieros, Martha. In: Borradores de Economia. RePEc:bdr:borrec:1200. Full description at Econpapers || Download paper | |
| 2022 | Robust Inference for Non-Gaussian SVAR Models. (2022). Mesters, Geert ; Lee, Adam ; Hoesch, Lukas. In: Working Papers. RePEc:bge:wpaper:1367. Full description at Econpapers || Download paper | |
| 2022 | Market integration of domestic and imported seafood: Insights from the Sydney Fish Market. (2022). Pascoe, Sean ; Hoshino, Eriko ; Schrobback, Peggy ; Curtotti, Robert . In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:66:y:2022:i:1:p:216-236. Full description at Econpapers || Download paper | |
| 2022 | The impacts of price insulation on world wheat markets during the 2022 food price crisis. (2022). Martin, Will ; Minot, Nicholas. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:66:y:2022:i:4:p:753-774. Full description at Econpapers || Download paper | |
| 2022 | Is inflation caused by deteriorating inflation expectations or excessive monetary growth?. (2022). Ong, Kian ; Matthews, Kent. In: Economic Affairs. RePEc:bla:ecaffa:v:42:y:2022:i:2:p:259-274. Full description at Econpapers || Download paper | |
| 2022 | Data?driven identification in SVARs—When and how can statistical characteristics be used to unravel causal relationships?. (2022). Maxand, Simone ; Lange, Alexander ; Herwartz, Helmut. In: Economic Inquiry. RePEc:bla:ecinqu:v:60:y:2022:i:2:p:668-693. Full description at Econpapers || Download paper | |
| 2022 | Government Spending Multipliers in Times of Tight and Loose Monetary Policy in New Zealand. (2022). Power, India ; Haug, Alfred A. In: The Economic Record. RePEc:bla:ecorec:v:98:y:2022:i:322:p:249-270. 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 | |
| 2022 | Nonlinear modal regression for dependent data with application for predicting COVID?19. (2022). Ullah, Aman ; Amanullah, ; Yao, Weixin ; Wang, Tao. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:185:y:2022:i:3:p:1424-1453. Full description at Econpapers || Download paper | |
| 2022 | A dynamic structural equation approach to estimate the short?term effects of air pollution on human health. (2022). Valentini, Pasquale ; Ippoliti, Luigi ; Gamerman, Dani. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:71:y:2022:i:3:p:739-769. Full description at Econpapers || Download paper | |
| 2022 | Estimation and inference in adaptive learning models with slowly decreasing gains. (2022). Mayer, Alexander. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:5:p:720-749. Full description at Econpapers || Download paper | |
| 2022 | Johansen?type cointegration tests with a Fourier function. (2022). Lee, Junsoo ; Pascalau, Razvan ; Lu, Yan ; Nazlioglu, Saban. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:5:p:828-852. Full description at Econpapers || Download paper | |
| 2022 | Is autonomous demand really autonomous in the United States? An asymmetric frequency?domain Granger causality approach. (2022). Manera, Carles ; Perezmontiel, Jose A. In: Metroeconomica. RePEc:bla:metroe:v:73:y:2022:i:1:p:78-92. 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 | |
| 2022 | Three Basic Issues that Arise when Using Informational Restrictions in SVARs. (2022). pagan, adrian ; Ouliaris, Sam. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:1:p:1-20. Full description at Econpapers || Download paper | |
| 2022 | Loans to Different Groups and Economic Activity at Times of Crisis and Growth. (2022). Cafiso, Gianluca. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:3:p:594-623. Full description at Econpapers || Download paper | |
| 2022 | Estimating Nonlinear Business Cycle Mechanisms with Linear Vector Autoregressions: A Monte Carlo Study. (2022). Kohler, Karsten ; Jump, Robert Calvert. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:5:p:1077-1100. Full description at Econpapers || Download paper | |
| 2022 | A Guide to Autoregressive Distributed Lag Models for Impulse Response Estimations. (2022). Lee, Byoungchan ; Baek, Chaewon. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:5:p:1101-1122. Full description at Econpapers || Download paper | |
| 2023 | . 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 | |
| 2022 | Volatility transmission and volatility impulse response functions in the main and the satellite Renminbi exchange rate markets. (2022). Tsang, Andrew ; Funke, Michael ; Loermann, Julius. In: Review of International Economics. RePEc:bla:reviec:v:30:y:2022:i:2:p:606-628. 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 | |
| 2022 | . Full description at Econpapers || Download paper | |
| 2022 | Identification of SVAR models by combining sign restrictions with external instruments. (2022). Braun, Robin ; Bruggemann, Ralf. In: Bank of England working papers. RePEc:boe:boeewp:0961. Full description at Econpapers || Download paper | |
| 2022 | The credit channel of monetary transmission in the US: Is it a bank lending channel, a balance sheet channel, or both, or neither?. (2022). Papafilis, Michalis-Panayiotis ; Brissimis, Sophocles N. In: Working Papers. RePEc:bog:wpaper:300. Full description at Econpapers || Download paper | |
| 2022 | Locally- but not Globally-identified SVARs. (2022). Kitagawa, Toru ; Bacchiocchi, Emanuele. In: Working Papers. RePEc:bol:bodewp:wp1171. Full description at Econpapers || Download paper | |
| 2022 | Bayesian multivariate Beveridge–Nelson decomposition of I(1) and I(2) series with cointegration. (2022). Yasutomo, MURASAWA . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:26:y:2022:i:3:p:387-415:n:4. Full description at Econpapers || Download paper | |
| 2022 | A Structural Analysis of Unemployment-Generating Supply Shocks with an Application to the US Pharmaceutical Industry. (2022). Ravazzolo, Francesco ; Boni, Sara. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps94. 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 | |
| 2022 | Can Time-Varying Currency Risk Hedging Explain Exchange Rates?. (2022). Hau, Harald ; Brauer, Leonie. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10065. Full description at Econpapers || Download paper | |
| 2022 | Did Caselaw Foster England’s Economic Development during the Industrial Revolution? Data and Evidence. (2022). Murrell, Peter ; Grajzl, Peter. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10088. Full description at Econpapers || Download paper | |
| 2022 | Populists and Fiscal Policy: The Case of Poland. (2022). Wysocki, Maciej ; Freytag, Andreas ; Wojcik, Cezary. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10146. Full description at Econpapers || Download paper | |
| 2022 | How Money Relates to Value? An Empirical Examination on Gold, Silver and Bitcoin. (2022). Gonalves, Joo Quental. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9662. Full description at Econpapers || Download paper | |
| 2022 | Explaining the Decline in the US Labor Share: Taxation and Automation. (2022). Sussmuth, Bernd ; Irmen, Andreas ; Heer, Burkhard. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9775. Full description at Econpapers || Download paper | |
| 2022 | The Impact of Bank Lending Standards on Credit to Firms. (2022). Trimarchi, Lorenzo ; Soggia, Giovanni ; Ricci, Lorenzo . In: Working Papers ECARES. RePEc:eca:wpaper:2013/338083. Full description at Econpapers || Download paper | |
| 2022 | Market-stabilization QE. (2022). Ozen, Kadir ; Motto, Roberto. In: Working Paper Series. RePEc:ecb:ecbwps:20222640. Full description at Econpapers || Download paper | |
| 2022 | Monetary policy & anchored expectations: an endogenous gain learning model. (2022). Gáti, Laura. In: Working Paper Series. RePEc:ecb:ecbwps:20222685. 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 | |
| 2022 | Effectiveness of the Asset Price Channel as a Monetary Policy Transmission Mechanism in Malawi: Evidence from Time Series Data. (2022). Banda, Fredrick ; Makawa, Ahmad. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2022-05-18. Full description at Econpapers || Download paper | |
| 2022 | Does Foreign Aid Have an Expected Role in the Economic Growth of Bangladesh? An Analysis in ARDL Approach. (2022). Sultanuzzaman, Md Reza ; Islam, Mollah Aminul ; Hossain, Md Istiak. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2022-06-13. Full description at Econpapers || Download paper | |
| 2022 | Analysis of Some Energy and Economics Variables by Using VECMX Model in Indonesia. (2022). Wamiliana, Wamiliana ; Widiarti, Widiarti ; Warsono, Warsono ; Ansori, Muslim ; Russel, Edwin ; Loves, Luvita ; Usman, Mustofa. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-02-9. Full description at Econpapers || Download paper | |
| 2022 | The Effects of the Oil Price Shock on Inflation: The Case of Kazakhstan. (2022). Baimaganbetov, Sabit ; Bolganbayev, Artur ; Myrzabekkyzy, Kundyz ; Kelesbayev, Dinmukhamed. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-03-52. Full description at Econpapers || Download paper | |
| 2022 | The Impact of Financial, Economic and Environmental Factors on Energy Efficiency, Intensity, and Dependence: The Moderating Role of Governance and Institutional Quality. (2022). Chughtai, Sumayya ; Ijaz, Syeda Tayyaba. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-04-3. 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 | |
| 2022 | The effects of domestic demand shocks on inflation in a small open economy: Chile in the period 2000–2021. (2022). Lopez, Ramon ; Sepulveda, Kevin A. In: Revista CEPAL. RePEc:ecr:col070:48808. Full description at Econpapers || Download paper | |
| 2022 | A hybrid model for multi-step coal price forecasting using decomposition technique and deep learning algorithms. (2022). Yu, Hesheng ; The, Jesse ; Cao, Hua ; Zhang, Kefei. In: Applied Energy. RePEc:eee:appene:v:306:y:2022:i:pa:s030626192101312x. Full description at Econpapers || Download paper | |
| 2022 | Variational Bayesian inference for network autoregression models. (2022). Koch, Thorsten ; Chen, Ying ; Lai, Wei-Ting. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:169:y:2022:i:c:s0167947321002401. Full description at Econpapers || Download paper | |
| 2022 | Markov-switching state-space models with applications to neuroimaging. (2022). Ombao, Hernando ; Ting, Chee-Ming ; Degras, David. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:174:y:2022:i:c:s0167947322001050. Full description at Econpapers || Download paper | |
| 2022 | Do we reject restrictions identifying fiscal shocks? identification based on non-Gaussian innovations. (2022). Skrobotov, Anton ; Karamysheva, Madina. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:138:y:2022:i:c:s016518892200063x. Full description at Econpapers || Download paper | |
| 2022 | Directed acyclic graph based information shares for price discovery. (2022). Zema, Sebastiano Michele. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:139:y:2022:i:c:s0165188922001397. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
Helmut Lütkepohl has edited the books:
| Year | Title | Type | Cited |
|---|
Works by Helmut Lütkepohl:
| Year | Title | Type | Cited |
|---|---|---|---|
| 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 | 5 |
| 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 another version. Agregated cites: 5 | 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 another version. Agregated cites: 5 | 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 another 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 another 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 | 207 |
| 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 another version. Agregated cites: 207 | paper | |
| 2010 | Structural Vector Autoregressions With Nonnormal Residuals In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 130 |
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| 2005 | Vector Error Correction Models.(2005) In: Springer Books. [Citation analysis] This paper has another version. Agregated cites: 26 | chapter | |
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| 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 another version. Agregated cites: 206 | paper | |
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| 2013 | Does the Box–Cox transformation help in forecasting macroeconomic time series? In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 16 |
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| 2004 | Recent Advances in Cointegration Analysis.(2004) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
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| 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 |
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| 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 another version. Agregated cites: 36 | article | |
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| 2006 | Structural Vector Autoregressive Analysis for Cointegrated Variables.(2006) In: Springer Books. [Citation analysis] This paper has another version. Agregated cites: 122 | 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 |
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| 2006 | Forecasting Euro-Area Variables with German Pre-EMU Data In: Economics Working Papers. [Full Text][Citation analysis] | paper | 20 |
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| 2008 | Forecasting euro area variables with German pre-EMU data.(2008) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has another 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 |
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| 1995 | Investigating Stability and Linearity of a German M1 Money Demand Function.(1995) In: SFB 373 Discussion Papers. [Citation analysis] This paper has another version. Agregated cites: 59 | paper | |
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| 1996 | Modelling the Demand for M3 in the Unified Germany.(1996) In: SFB 373 Discussion Papers. [Citation analysis] This paper has another 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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| 1994 | Stabilitaetsanalyse der bundesdeutschen Geldnachfrage anhand alternativer Ansaetze zur Modellierung variierender Regressionskoeffizienten In: SFB 373 Discussion Papers. [Citation analysis] | paper | 4 |
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| 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 |
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| 1995 | Asymptotic Inference on Nonlinear Functions of the Coefficients of Infinite Order Cointegated VAR Processes In: SFB 373 Discussion Papers. [Citation analysis] | paper | 0 |
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| 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 |
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| 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 | 1 |
| 1999 | Forecasting cointegrated VARMA processes In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
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| 2000 | Bootstrapping impulse responses in VAR analyses In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
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