Structural vector autoregressive analysis von Kilian, Lutz, Lütkepohl, Helmut 1951-

Inhaltsverzeichnis

Structural vector autoregressions checking identifying long-run restrictions via heteroskedasticity von Lütkepohl, Helmut 1951-, Velinov, Anton

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The role of the log transformation in forecasting economic variables von Lütkepohl, Helmut 1951-, Xu, Fang 1964-

Identifying monetary policy shocks via changes in volatility von Lanne, Markku, Lütkepohl, Helmut 1951-

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New introduction to multiple time series analysis with 36 tables von Lütkepohl, Helmut 1951-

New introduction to multiple time series analysis von Lütkepohl, Helmut 1951-

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Comparison of model reduction methods for VAR processes von Brüggemann, Ralf 1972-, Krolzig, Hans-Martin, Lütkepohl, Helmut 1951-

Test procedure for unit roots in time series with level shifts at unknown time von Lanne, Markku, Lütkepohl, Helmut 1951-, Saikkonen, Pentti

The transmission of German monetary policy in the pre-euro period von Lütkepohl, Helmut 1951-, Wolters, Jürgen

Comparison of tests for the cointegrating rank of a VAR process with a structural shift von Lütkepohl, Helmut 1951-, Saikkonen, Pentti, Trenkler, Carsten 1974-

Unit root tests for time series with level shifts a comparison of different proposals von Lanne, Markku, Lütkepohl, Helmut 1951-

Comparison of unit root tests for time series with level shifts von Lanne, Markku, Lütkepohl, Helmut 1951-, Saikkonen, Pentti

Unit root tests for time series with a structural break when the break point is known von Lütkepohl, Helmut 1951-, Müller, Christian, Saikkonen, Pentti

Comparison of bootstrap confidence intervals for impulse responses of German monetary systems von Benkwitz, Alexander 1971-, Lütkepohl, Helmut 1951-, Wolters, Jürgen

Unit root tests for time series with a structural break when the break point is known von Lütkepohl, Helmut 1951-

Testing for a unit root in a time series with a level shift at unknown time von Saikkonen, Pentti, Lütkepohl, Helmut 1951-

Multivariate volatility analysis of VW stock prices von Herwartz, Helmut, Lütkepohl, Helmut 1951-

Multivariate volatility analysis of VW stock prices von Herwartz, Helmut, Lütkepohl, Helmut 1951-

A review of systems cointegration tests von Hubrich, Kirstin 1968-, Lütkepohl, Helmut 1951-, Saikkonen, Pentti

Estimating the Kronecker indices of cointegrated echelon form Varma Models von Bartel, Holger, Lütkepohl, Helmut 1951-