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DateTitle Authors
2005 Uncovered interest rate parity and the expectations hypothesis of the term structure: empirical results for the US and EuropeBrüggemann, Ralf / Lütkepohl, Helmut
2006 Testing for the cointegrating rank of a VAR process with level shift and trend breakTrenkler, Carsten / Saikkonen, Pentti / Lütkepohl, Helmut
2006 Identifying monetary policy shocks via changes in volatilityLanne, Markku / Lütkepohl, Helmut
2008 Nonparametric cointegration analysis of fractional systems with unknown integration ordersNielsen, Morten Ørregaard
2008 Stock prices and economic fluctuations: a Markov switching structural vector autoregressive analysisLanne, Markku / Luetkepohl, Helmut
2009 A vector autoregressive model for electricity prices subject to long memory and regime switchingHaldrup, Niels / Nielsen, Frank S. / Nielsen, Morten Ørregaard
2013 Comparison of methods for constructing joint confidence bands for impulse response functionsLütkepohl, Helmut / Staszewska-Bystrova, Anna / Winker, Peter
2000 Causality and Regime Inference in a Markov Switching VARWarne, Anders
2002 An application of the analogy between vector ARCH and vector random coefficient autoregressive modelsHe, Changli / Teräsvirta, Timo
1997 Decision bounds for data-admissible seasonal modelsKunst, Robert M.

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