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DateTitle Authors
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
2008 Monetary policy analysis with potentially misspecified modelsDel Negro, Marco / Schorfheide, Frank
2008 Identification of New Keynesian Phillips Curves from a global perspectiveDees, Stephane / Pesaran, Mohammad Hashem / Smith, L. Vanessa / Smith, Ron P.
1995 On the role of seasonal intercepts in seasonal cointegrationFranses, Philip Hans / Kunst, Robert M.
1997 Decision bounds for data-admissible seasonal modelsKunst, Robert M.
2012 The Analysis of Nonstationary Time Series Using Regression, Correlation and CointegrationJohansen, Søren
2015 Testing for identification in SVAR-GARCH modelsLuetkepohl, Helmut / Milunovich, George
2015 On the long-run neutrality of demand shocksChen, Wenjuan / Netsunajev, Aleksei

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