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DateTitle Authors
2003 How wacky is the DAX? The changing structure of German stock market volatilityWerner, Thomas / Stapf, Jelena
2012 Effects of simultaneity on testing Granger-causality: A cautionary note about statistical problems and economic misinterpretationsWilde, Joachim
2012 Fundamental problems with nonfundamental shocksLütkepohl, Helmut
2012 Reducing confidence bands for simulated impulse responsesLütkepohl, Helmut
2013 Comparison of methods for constructing joint confidence bands for impulse response functionsLütkepohl, Helmut / Staszewska-Bystrova, Anna / Winker, Peter
2013 Comparison of methods for constructing joint confidence bands for impulse response functionsLütkepohl, Helmut / Staszewska-Bystrova, Anna / Winker, Peter
2008 Bridging Economic Theory Models and the Cointegrated Vector Autoregressive ModelMøller, Niels Framroze
1999 Vector autoregressive analysisLütkepohl, Helmut
1999 Comparison of bootstrap confidence intervals for impulse responses of German monetary systemsBenkwitz, Alexander / Lütkepohl, Helmut / Wolters, Jürgen
2008 Bridging Economic Theory Models and the Cointegrated Vector Autoregressive ModelMøller, Niels Framroze

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