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DateTitle Authors
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
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
2008 Stock prices and economic fluctuations: a Markov switching structural vector autoregressive analysisLanne, Markku / Luetkepohl, Helmut
2006 Identifying monetary policy shocks via changes in volatilityLanne, Markku / Lütkepohl, Helmut
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

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