Browsing All of EconStor by Author Lütkepohl, Helmut

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Year of PublicationTitleAuthor(s)
2000 On the reliability of chow type test for parameter constancy in multivariate dynamic modelsCandelon, Bertrand; Lütkepohl, Helmut
2000 Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR processLütkepohl, Helmut; Saikkonen, Pentti; Trenkler, Carsten
2001 Testing for the cointegrating rank of a VAR process with structural shiftsSaikkonen, Pentti; Lütkepohl, Helmut
2001 Unit root tests for time series with level shifts: A comparison of different proposalsLanne, Markku; Lütkepohl, Helmut
2001 The transmission of German monetary policy in the pre-Euro periodLütkepohl, Helmut; Wolters, Jürgen
2001 Testing for the cointegrating rank of a VAR process with level shift at unknown timeLütkepohl, Helmut; Saikkonen, Pentti; Trenkler, Carsten
2001 Unit root tests in the presence of innovational outliersLanne, Markku; Lütkepohl, Helmut; Saikkonen, Pentti
2001 Test procedures for unit roots in time series with level shifts at unknown timeLanne, Markku; Lütkepohl, Helmut; Saikkonen, Pentti
2002 Comparison of model reduction methods for VAR processesBrüggemann, Ralf; Krolzig, Hans-Martin; Lütkepohl, Helmut
2005 Uncovered interest rate parity and the expectations hypothesis of the term structure: empirical results for the US and EuropeBrüggemann, Ralf; Lütkepohl, Helmut
2006 Identifying monetary policy shocks via changes in volatilityLanne, Markku; Lütkepohl, Helmut
2006 Structural vector autoregressions with nonnormal residualsLanne, Markku; Lütkepohl, Helmut
2006 Forecasting euro-area variables with German pre-EMU dataBrüggemann, Ralf; Lütkepohl, Helmut; Marcellino, Massimiliano
2006 Testing for the cointegrating rank of a VAR process with level shift and trend breakTrenkler, Carsten; Saikkonen, Pentti; Lütkepohl, Helmut
2012 Disentangling demand and supply shocks in the crude oil market: How to check sign restrictions in structural VARsLütkepohl, Helmut; Netsunajev, Aleksei
2012 Reducing confidence bands for simulated impulse responsesLütkepohl, Helmut
2012 Fundamental problems with nonfundamental shocksLütkepohl, Helmut
2012 Identifying structural vector autoregressions via changes in volatilityLütkepohl, Helmut
2013 Comparison of methods for constructing joint confidence bands for impulse response functionsLütkepohl, Helmut; Staszewska-Bystrova, Anna; Winker, Peter
2013 Comparison of methods for constructing joint confidence bands for impulse response functionsLütkepohl, Helmut; Staszewska-Bystrova, Anna; Winker, Peter