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DateTitle Authors
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
2003 How wacky is the DAX? The changing structure of German stock market volatilityWerner, Thomas / Stapf, Jelena
2008 Identification of New Keynesian Phillips Curves from a global perspectiveDees, Stephane / Pesaran, Mohammad Hashem / Smith, L. Vanessa / Smith, Ron P.
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
2006 Structural vector autoregressions with nonnormal residualsLanne, Markku / Lütkepohl, Helmut

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