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DateTitle Authors
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
2015 Structural vector autoregressions with heteroskedasticity: A comparison of different volatility modelsLütkepohl, Helmut / Netšunajev, Aleksei
2008 Bridging Economic Theory Models and the Cointegrated Vector Autoregressive ModelMøller, Niels Framroze
2014 Structural vector autoregressive analysis in a data rich environment: A surveyLütkepohl, Helmut

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