Helmut Lütkepohl : Citation Profile

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

36

H index

73

i10 index

6449

Citations

RESEARCH PRODUCTION:

119

Articles

172

Papers

3

Books

25

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   44 years (1981 - 2025). See details.
   Cites by year: 146
   Journals where Helmut Lütkepohl has often published
   Relations with other researchers
   Recent citing documents: 252.    Total self citations: 143 (2.17 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/plt2
   Updated: 2025-04-12    RAS profile: 2025-03-14    
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Relations with other researchers

Works with:

Bruns, Martin (14)

Boer, Lukas (3)

Boer, Lukas (3)

Netšunajev, Aleksei (2)

Schlaak, Thore (2)

Saikkonen, Pentti (2)

Uzeda, Luis (2)

McNeil, James (2)

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

Is cited by:

Shahbaz, Muhammad (148)

Kilian, Lutz (135)

Inoue, Atsushi (78)

Tiwari, Aviral (58)

Koukouritakis, Minoas (58)

Panagiotidis, Theodore (51)

Weber, Enzo (51)

Trenkler, Carsten (48)

Marcellino, Massimiliano (44)

Ihle, Rico (43)

Panagiotidis, Theodore (42)

Cites to:

Lanne, Markku (94)

Kilian, Lutz (85)

Watson, Mark (79)

Stock, James (74)

Saikkonen, Pentti (72)

Sims, Christopher (60)

Rigobon, Roberto (44)

Reichlin, Lucrezia (41)

Johansen, Soren (39)

Marcellino, Massimiliano (37)

Zha, Tao (37)

Main data

Where Helmut Lütkepohl has published?

Journals with more than one article published# docs
Journal of Econometrics17
Economics Letters11
Journal of Economic Dynamics and Control9
Econometric Theory9
Journal of Business & Economic Statistics6
Journal of Time Series Analysis6
Empirical Economics6
Statistical Papers4
Oxford Bulletin of Economics and Statistics4
International Journal of Forecasting4
EconStor Open Access Articles and Book Chapters3
Econometrics Journal3
Macroeconomic Dynamics3
German Economic Review2
The Review of Economics and Statistics2
Journal of Applied Econometrics2
Journal of Applied Econometrics2
Perspektiven der Wirtschaftspolitik2
AStA Advances in Statistical Analysis2
Econometrics and Statistics2

Working Papers Series with more than one paper published# docs
SFB 373 Discussion Papers / Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes48
Discussion Papers of DIW Berlin / DIW Berlin, German Institute for Economic Research33
Economics Working Papers / European University Institute27
SFB 649 Discussion Papers / Humboldt University Berlin, Collaborative Research Center 649: Economic Risk11
CESifo Working Paper Series / CESifo9
University of East Anglia School of Economics Working Paper Series / School of Economics, University of East Anglia, Norwich, UK.7
Econometric Society World Congress 2000 Contributed Papers / Econometric Society3
MPRA Paper / University Library of Munich, Germany2
MAGKS Papers on Economics / Philipps-Universitt Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung)2
Papers / arXiv.org2
CEPR Discussion Papers / C.E.P.R. Discussion Papers2
SSE/EFI Working Paper Series in Economics and Finance / Stockholm School of Economics2

Recent works citing Helmut Lütkepohl (2025 and 2024)

YearTitle of citing document
2025Asymmetric effect of monetary policy on stock market performance in the ECOWAS zone: empirical evidence from the NARDL approach. (2025). Prao, Yao Sraphin ; Kongoza, Kouassi Cyrille. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxii:y:2025:i:1(642):p:149-166.

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2024Deficit Financing and Economic Return to Public Expenditure in the CEMAC Member Countries. (2024). Senke, Ngeh Laura ; Tingum, Ernest Ngeh ; Atemnkeng, Johannes Tabi. In: African Journal of Economic Review. RePEc:ags:afjecr:340553.

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2024Time-varying parameters error correction model for real ruble exchange rate and oil prices: What has changed due to capital control and sanctions?. (2024). Fokin, Nikita ; Polbin, Andrey V ; Malikova, Ekaterina V. In: Russian Journal of Economics. RePEc:arh:jrujec:v:10:y:2024:i:1:p:20-33.

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2025A Nonparametric Dynamic Causal Model for Macroeconometrics. (2019). Shephard, Neil ; Rambachan, Ashesh. In: Papers. RePEc:arx:papers:1903.01637.

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2024Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401.

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2024Gaussian and Students $t$ mixture vector autoregressive model. (2021). Virolainen, Savi. In: Papers. RePEc:arx:papers:2109.13648.

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2024Local Projection Inference in High Dimensions. (2022). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Papers. RePEc:arx:papers:2209.03218.

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2024Estimating 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.

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2024Inference 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.

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2024Uncertain Prior Economic Knowledge and Statistically Identified Structural Vector Autoregressions. (2023). Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2303.13281.

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2025Impulse Response Analysis for Structural Nonlinear Time Series Models. (2023). Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2305.19089.

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2024Propagation 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.

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2024Structural Analysis of Vector Autoregressive Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402.

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2024Forecasting Electricity Market Signals via Generative AI. (2024). Tong, Lang ; Wang, Xinyi. In: Papers. RePEc:arx:papers:2403.05743.

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2024Partially identified heteroskedastic SVARs. (2024). Mirto, Elisabetta ; Kitagawa, Toru ; Bastianin, Andrea ; Bacchiocchi, Emanuele. In: Papers. RePEc:arx:papers:2403.06879.

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2024Common Trends and Long-Run Multipliers in Nonlinear Structural VARs. (2024). Mavroeidis, Sophocles ; Duffy, James A. In: Papers. RePEc:arx:papers:2404.05349.

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2024The Distributional Effects of Economic Uncertainty. (2024). Marcellino, Massimiliano ; Tornese, Tommaso ; Huber, Florian. In: Papers. RePEc:arx:papers:2411.12655.

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2024Machine Learning the Macroeconomic Effects of Financial Shocks. (2024). Klieber, Karin ; Huber, Florian ; Hauzenberger, Niko ; Marcellino, Massimiliano. In: Papers. RePEc:arx:papers:2412.07649.

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2024A large non-Gaussian structural VAR with application to Monetary Policy. (2024). Pruser, Jan. In: Papers. RePEc:arx:papers:2412.17598.

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2025Bayesian Analyses of Structural Vector Autoregressions with Sign, Zero, and Narrative Restrictions Using the R Package bsvarSIGNs. (2025). Wo, Tomasz ; Wang, Xiaolei. In: Papers. RePEc:arx:papers:2501.16711.

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2025Nonlinear Forecast Error Variance Decompositions with Hermite Polynomials. (2025). Lee, Quinlan. In: Papers. RePEc:arx:papers:2503.11416.

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2025Simultaneous Inference Bands for Autocorrelations. (2025). Zahn, Tanja ; Pohle, Marc-Oliver ; Hassler, Uwe. In: Papers. RePEc:arx:papers:2503.18560.

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2025Large Structural VARs with Multiple Sign and Ranking Restrictions. (2025). Yu, Xuewen ; Matthes, Christian ; Chan, Joshua. In: Papers. RePEc:arx:papers:2503.20668.

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2025tempdisagg: A Python Framework for Temporal Disaggregation of Time Series Data. (2025). Vera-Jaramillo, Jaime. In: Papers. RePEc:arx:papers:2503.22054.

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2024.

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2024.

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2025Output Gap Measurement after COVID for Colombia: Lessons from a Permanent-Transitory Approach. (2025). Granados, Camilo ; Parra-Amado, Daniel. In: Borradores de Economia. RePEc:bdr:borrec:1295.

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2025Policy evaluation with Sufficient Macro Statistics -a primer. (2025). Barnichon, Raegis ; Mesters, Geert. In: Working Papers. RePEc:bge:wpaper:1474.

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2025Innovations Meet Narratives -Improving the Power-Credibility Trade-off in Macro. (2025). Barnichon, Raegis ; Mesters, Geert. In: Working Papers. RePEc:bge:wpaper:1475.

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2024Do higher global oil and wheat prices matter for the wheat flour price in Lebanon?. (2024). Neaimeh, Andrios ; Karaki, Mohamad B. In: Agricultural Economics. RePEc:bla:agecon:v:55:y:2024:i:4:p:559-571.

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2024How certain are we about the role of uncertainty in the economy?. (2024). Lange, Alexander ; Herwartz, Helmut. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:1:p:126-149.

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2024.

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2024Granger causality tests based on reduced variable information. (2024). Nakano, Junji ; Hung, Yingchao ; Tseng, Nengfang. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:3:p:444-462.

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2024Consistency of averaged impulse response estimators in vector autoregressive models. (2024). Urbain, Jeanpierre ; Palm, Franz ; Lohmeyer, Jan. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:5:p:691-713.

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2024Impact of China on commodity exporters. (2024). Saraf, Richa ; Chatterjee, Arpita. In: Review of International Economics. RePEc:bla:reviec:v:32:y:2024:i:3:p:1462-1491.

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2024The Effect of Labors Bargaining Power on Wealth Inequality in the UK, USA, And France. (2024). Onaran, Ozlem ; Tippet, Ben ; Wildauer, Rafael. In: Review of Income and Wealth. RePEc:bla:revinw:v:70:y:2024:i:1:p:102-128.

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2024EVALUATING THE IMPACT OF ENERGY PRICE SHOCKS ON EMERGING COUNTRIES FROM THE NON-EURO AREA: A MACROECONOMIC ANALYSIS. (2024). Negreanu, Cristina ; Dalu, Maria-Alexandra ; Horobe, Alexandra. In: Studies in Business and Economics. RePEc:blg:journl:v:19:y:2024:i:1:p:334-349.

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2024Invalid proxies and volatility changes. (2024). Fanelli, Luca ; Neri, Luca ; Angelini, Giovanni. In: Working Papers. RePEc:bol:bodewp:wp1193.

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2024Military Outlays and Economic Growth: A Nonlinear Disaggregated Analysis for a Developed Economy. (2024). Nicholas, Tsounis ; Antonis, Tsitouras. In: Peace Economics, Peace Science, and Public Policy. RePEc:bpj:pepspp:v:30:y:2024:i:3:p:341-391:n:1002.

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2024Estimating uncertainty spillover effects across euro area using a regime dependent VAR model. (2024). Joshy, Easaw ; Mauro, Costantini ; Giovanni, Angelini. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:1:p:39-59:n:1.

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2024Risk Scenarios and Macroeconomic Forecasts. (2024). Stevanovic, Dalibor ; Moran, Kevin ; Surprenant, Stphane. In: CIRANO Working Papers. RePEc:cir:cirwor:2024s-03.

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2024Interest Rates, Convenience Yields, and Inflation Expectations: Drivers of US Dollar Exchange Rates. (2024). Bernoth, Kerstin ; Herwartz, Helmut ; Trienens, Lasse. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2100.

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2024Decomposing systemic risk: the roles of contagion and common exposures. (2024). Hipp, Ruben ; Haaj, Grzegorz. In: Working Paper Series. RePEc:ecb:ecbwps:20242929.

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2024Operational day-ahead photovoltaic power forecasting based on transformer variant. (2024). Tao, YE ; Tian, Yajun ; Qi, Qingqing ; Zhao, Jinghao. In: Applied Energy. RePEc:eee:appene:v:373:y:2024:i:c:s030626192401208x.

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2024Non-linear dimension reduction in factor-augmented vector autoregressions. (2024). Klieber, Karin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002063.

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2024Climate change and the US wheat commodity market. (2024). Agnolucci, Paolo ; de Lipsis, Vincenzo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:161:y:2024:i:c:s0165188924000150.

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2024Identification of vector autoregressive models with nonlinear contemporaneous structure. (2024). Moneta, Alessio ; Doremus, Nicolas ; Cordoni, Francesco. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:162:y:2024:i:c:s0165188924000447.

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2024Stability between cryptocurrency prices and the term structure. (2024). Castle, Jennifer ; Kurita, Takamitsu. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:165:y:2024:i:c:s0165188924000824.

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2024How to construct monthly VAR proxies based on daily surprises in futures markets. (2024). Kilian, Lutz. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:168:y:2024:i:c:s0165188924001581.

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2024The race between education and technology in Chile and its impact on the skill premium. (2024). Balcombe, Kelvin ; Campos-Gonzalez, Jorge. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s0264999323004285.

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2024Predicting tourism recovery from COVID-19: A time-varying perspective. (2024). Song, Haiyan ; Liu, Han ; Wen, Long. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000622.

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2024Detecting statistically significant changes in connectedness: A bootstrap-based technique. (2024). Nguyen, Viet Hoang ; Kočenda, Evžen ; Greenwood-Nimmo, Matthew ; Koenda, Even. In: Economic Modelling. RePEc:eee:ecmode:v:140:y:2024:i:c:s0264999324002001.

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2024Labor market policies in high- and low-interest rate environments: Evidence from the euro area. (2024). Lastauskas, Povilas ; Staknas, Julius. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s026499932400275x.

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2024Economic and financial consequences of water risks: The case of hydropower. (2024). von Jagow, Adrian ; Goel, Skand ; Senni, Chiara Colesanti. In: Ecological Economics. RePEc:eee:ecolec:v:218:y:2024:i:c:s0921800923003117.

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2024Locally robust inference for non-Gaussian linear simultaneous equations models. (2024). Mesters, Geert ; Lee, Adam. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407623003639.

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2024Time-varying multivariate causal processes. (2024). Yan, Yayi ; Wu, Wei Biao ; Peng, Bin ; Gao, Jiti. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000174.

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2024Semiparametrically optimal cointegration test. (2024). Zhou, BO. In: Journal of Econometrics. RePEc:eee:econom:v:242:y:2024:i:2:s0304407624001611.

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2024Large Bayesian SVARs with linear restrictions. (2024). Hou, Chenghan. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001957.

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2024Spectral Dependence. (2024). Pinto, Marco ; Ombao, Hernando. In: Econometrics and Statistics. RePEc:eee:ecosta:v:32:y:2024:i:c:p:122-159.

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2024The macroeconomic impact of euro area labor market reforms: evidence from a narrative panel VAR. (2024). Runstler, Gerhard. In: European Economic Review. RePEc:eee:eecrev:v:168:y:2024:i:c:s0014292124001491.

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2024Persistence in financial connectedness and systemic risk. (2024). Baruník, Jozef ; Ellington, Michael ; Barunik, Jozef. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:1:p:393-407.

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2024Exploring the relationship between Chinas economic policy uncertainty and business cycles: Exogenous impulse or endogenous responses?. (2024). Ming, Che ; Zixiang, Zhu ; Yujia, LI. In: Emerging Markets Review. RePEc:eee:ememar:v:58:y:2024:i:c:s156601412300095x.

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2024A simple model of global fuel consumption. (2024). Ellwanger, Reinhard ; Bilgin, Doga. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007521.

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2024Unraveling the structural sources of oil production and their impact on CO2 emissions. (2024). Wang, Shu ; Theilen, Bernd ; Herwartz, Helmut. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001968.

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2024The ‘complex’ transition: Energy intensity and CO2 emissions amidst technological and structural shifts. Evidence from OECD countries. (2024). Cucculelli, Marco ; Nissi, Eugenia ; Colantonio, Emiliano ; Marra, Alessandro. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004109.

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2024From oil surges to renewable shifts: Unveiling the dynamic impact of supply and demand shocks in global crude oil market on U.S. clean energy trends. (2024). Esmaeili, Parisa ; Rafei, Meysam ; Salari, Mahmoud ; Balsalobre-Lorente, Daniel. In: Energy Policy. RePEc:eee:enepol:v:192:y:2024:i:c:s0301421524002726.

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

Helmut Lütkepohl has edited the books:

YearTitleTypeCited

Works by Helmut Lütkepohl:

YearTitleTypeCited
1981Michael Leserer - Grundlagen der Ökonometrie In: German Journal of Agricultural Economics.
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2018Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models - A Review In: Lodz Economics Working Papers.
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2018Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models: A Review.(2018) In: Discussion Papers of DIW Berlin.
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2020Constructing joint confidence bands for impulse response functions of VAR models – A review.(2020) In: Econometrics and Statistics.
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2018Bayesian Inference for Structural Vector Autoregressions Identified by Markov-Switching Heteroskedasticity In: Papers.
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2017Bayesian Inference for Structural Vector Autoregressions Identified by Markov-Switching Heteroskedasticity.(2017) In: Discussion Papers of DIW Berlin.
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2020Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity.(2020) In: Journal of Economic Dynamics and Control.
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2024Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference In: Papers.
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2024Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference.(2024) In: Discussion Papers of DIW Berlin.
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1996Specification of Echelon-Form VARMA Models. In: Journal of Business & Economic Statistics.
[Citation analysis]		article43
2000Testing for the Cointegrating Rank of a VAR Process with Structural Shifts. In: Journal of Business & Economic Statistics.
[Citation analysis]		article220
2001Testing for the cointegrating rank of a VAR process with structural shifts.(2001) In: SFB 373 Discussion Papers.
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2010Structural Vector Autoregressions With Nonnormal Residuals In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article152
2006Structural Vector Autoregressions with Nonnormal Residuals.(2006) In: CESifo Working Paper Series.
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2005Structural Vector Autoregressions with Nonnormal Residuals.(2005) In: Economics Working Papers.
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1984Forecasting Contemporaneously Aggregated Vector ARMA Processes. In: Journal of Business & Economic Statistics.
[Citation analysis]		article38
1986Forecasting Vector ARMA Processes with Systematically Missing Observations. In: Journal of Business & Economic Statistics.
[Citation analysis]		article0
1989Prediction Tests for Structural Stability of Multiple Time Series. In: Journal of Business & Economic Statistics.
[Citation analysis]		article0
2010Acquisition of Information and Share Prices: An Empirical Investigation of Cognitive Dissonance In: German Economic Review.
[Full Text][Citation analysis]		article10
2010Acquisition of Information and Share Prices: An Empirical Investigation of Cognitive Dissonance.(2010) In: German Economic Review.
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2006Acquisition of Information and Share Prices: An Empirical Investigation of Cognitive Dissonance.(2006) In: CEPR Discussion Papers.
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2006Acquisition of information and share prices: An empirical investigation of cognitive dissonance.(2006) In: Economics Working Papers.
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2010Acquisition of Information and Share Prices: An Empirical Investigation of Cognitive Dissonance In: German Economic Review.
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1997A Review of Nonparametric Time Series Analysis In: International Statistical Review.
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1996A Review of Nonparametric Time Series Analysis.(1996) In: SFB 373 Discussion Papers.
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2016STRUCTURAL VECTOR AUTOREGRESSIONS: CHECKING IDENTIFYING LONG-RUN RESTRICTIONS VIA HETEROSKEDASTICITY In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article7
2014Structural Vector Autoregressions: Checking Identifying Long-run Restrictions via Heteroskedasticity.(2014) In: CESifo Working Paper Series.
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2014Structural Vector Autoregressions: Checking Identifying Long-Run Restrictions via Heteroskedasticity.(2014) In: Discussion Papers of DIW Berlin.
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2016Structural Vector Autoregressions : Checking Identifying Long-Run Restrictions via Heteroskedasticity.(2016) In: EconStor Open Access Articles and Book Chapters.
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.() In: .
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2000Trend Adjustment Prior to Testing for the Cointegrating Rank of a Vector Autoregressive Process In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article28
2002Comparison of unit root tests for time series with level shifts In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article219
2002Comparison of Unit Root Tests for Time Series with Level Shifts.(2002) In: MPRA Paper.
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1999Comparison of unit root tests for time series with level shifts.(1999) In: SFB 373 Discussion Papers.
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2008Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article25
2006Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break.(2006) In: Economics Working Papers.
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.() In: .
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2011Generalized least squares estimation for cointegration parameters under conditional heteroskedasticity In: Journal of Time Series Analysis.
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2005Uncovered Interest Rate Parity and the Expectations Hypothesis of the Term Structure: Empirical Results for the U.S. and Europe In: SFB 649 Discussion Papers.
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2014Structural Vector Autoregressions with Smooth Transition in Variances - The Interaction Between U.S. Monetary Policy and the Stock Market In: SFB 649 Discussion Papers.
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1994Stabilitaetsanalyse der bundesdeutschen Geldnachfrage anhand alternativer Ansaetze zur Modellierung variierender Regressionskoeffizienten In: SFB 373 Discussion Papers.
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1994Problems Related to Testing for Granger-Causality in VARMA Processes In: SFB 373 Discussion Papers.
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1996Consistent Estimation of the Number of Cointegration Relations in a Vector Autoregressive Model In: SFB 373 Discussion Papers.
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1997A money demand system for M3 in the unified Germany In: SFB 373 Discussion Papers.
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1997Order selection in testing for the cointegrating rank of a VAR process In: SFB 373 Discussion Papers.
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2000Was there a regime change in the German monetary transmission mechanism in 1983? In: SFB 373 Discussion Papers.
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2000Bootstrapping impulse responses in VAR analyses In: SFB 373 Discussion Papers.
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