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ErscheinungsjahrTitelAutor:innen
2014Structural vector autoregressions: Checking identifying long-run restrictions via heteroskedasticityLütkepohl, Helmut; Velinov, Anton
2015Structural vector autoregressions with heteroskedasticity: A comparison of different volatility modelsLütkepohl, Helmut; Netšunajev, Aleksei
2014Confidence bands for impulse responses: Bonferroni versus WaldLütkepohl, Helmut; Staszewska-Bystrova, Anna; Winker, Peter
2016Calculating joint confidence bands for impulse response functions using highest density regionsLütkepohl, Helmut; Staszewska-Bystrova, Anna; Winker, Peter
2006Forecasting euro-area variables with German pre-EMU dataBrüggemann, Ralf; Lütkepohl, Helmut; Marcellino, Massimiliano
2013Comparison of methods for constructing joint confidence bands for impulse response functionsLütkepohl, Helmut; Staszewska-Bystrova, Anna; Winker, Peter
2014Structural vector autoregressions with smooth transition in variances: The interaction between US monetary policy and the stock marketLütkepohl, Helmut; Netésunajev, Aleksei
2005Uncovered interest rate parity and the expectations hypothesis of the term structure: empirical results for the US and EuropeBrüggemann, Ralf; Lütkepohl, Helmut
2006Testing for the cointegrating rank of a VAR process with level shift and trend breakTrenkler, Carsten; Saikkonen, Pentti; Lütkepohl, Helmut
2014Structural vector autoregressive analysis in a data rich environment: A surveyLütkepohl, Helmut