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DateTitle Authors
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
2014 Structural Vector Autoregressions: Checking Identifying Long-run Restrictions via HeteroskedasticityLuetkepohl, Helmut / Velinov, Anton
2014 Confidence Bands for Impulse Responses: Bonferroni versus WaldLuetkepohl, Helmut / Staszewska-Bystrova, Anna / Winker, Peter
2014 Structural vector autoregressive analysis in a data rich environment: A surveyLütkepohl, Helmut
2014 Structural vector autoregressions with smooth transition in variances: The interaction between US monetary policy and the stock marketLütkepohl, Helmut / Netšunajev, Aleksei
2008 Monetary policy analysis with potentially misspecified modelsDel Negro, Marco / Schorfheide, Frank
2012 Eyes wide shut? The US house market bubble through the lense of statistical process controlBerlemann, Michael / Freese, Julia / Knoth, Sven
2013 Estimando o desalinhamento cambial brasileiro: Um análise de robustez a partir do modelo global com mecanismo de correção de errosMarçal, Emerson Fernandes
2003 Long-run forecasting in multicointegrated systemsEngsted, Tom / Siliverstovs, Boriss / Haldrup, Niels

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