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Results 1-10 of 652.
Item hits:
| Date | Title |
Authors |
| 2006 | Structural vector autoregressions with nonnormal residuals | Lanne, Markku / Lütkepohl, Helmut |
| 2008 | Identification of New Keynesian Phillips Curves from a global perspective | Dees, Stephane / Pesaran, Mohammad Hashem / Smith, L. Vanessa / Smith, Ron P. |
| 2003 | How wacky is the DAX? The changing structure of German stock market volatility | Werner, Thomas / Stapf, Jelena |
| 2010 | Forecasting nonlinear aggregates and aggregates with time-varying weights | Luetkepohl, Helmut |
| 2012 | Identifying structural vector autoregressions via changes in volatility | Lütkepohl, Helmut |
| 2008 | Bridging Economic Theory Models and the Cointegrated Vector Autoregressive Model | Møller, Niels Framroze |
| 2008 | Bridging Economic Theory Models and the Cointegrated Vector Autoregressive Model | Møller, Niels Framroze |
| 2010 | Likelihood inference for a fractionally cointegrated vector autoregressive model | Johansen, Søren / Nielsen, Morten Ørregaard |
| 2005 | Uncovered interest rate parity and the expectations hypothesis of the term structure: empirical results for the US and Europe | Brüggemann, Ralf / Lütkepohl, Helmut |
| 2006 | Testing for the cointegrating rank of a VAR process with level shift and trend break | Trenkler, Carsten / Saikkonen, Pentti / Lütkepohl, Helmut |
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