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DateTitle Authors
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
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
2012 Eyes wide shut? The US house market bubble through the lense of statistical process controlBerlemann, Michael / Freese, Julia / Knoth, Sven

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