Browsing All of EconStor by Author Lütkepohl, Helmut


Showing results 21 to 40 of 78
< previous   next >
Year of PublicationTitleAuthor(s)
2000Was there a regime change in the German monetary transmission mechanism in 1983?Candelon, Bertrand; Lütkepohl, Helmut
2000On the reliability of chow type test for parameter constancy in multivariate dynamic modelsCandelon, Bertrand; Lütkepohl, Helmut
2001Testing for the cointegrating rank of a VAR process with structural shiftsSaikkonen, Pentti; Lütkepohl, Helmut
2001Test procedures for unit roots in time series with level shifts at unknown timeLanne, Markku; Lütkepohl, Helmut; Saikkonen, Pentti
2001Testing for the cointegrating rank of a VAR process with level shift at unknown timeLütkepohl, Helmut; Saikkonen, Pentti; Trenkler, Carsten
2001Unit root tests in the presence of innovational outliersLanne, Markku; Lütkepohl, Helmut; Saikkonen, Pentti
2001Unit root tests for time series with level shifts: A comparison of different proposalsLanne, Markku; Lütkepohl, Helmut
2001The transmission of German monetary policy in the pre-Euro periodLütkepohl, Helmut; Wolters, Jürgen
2002Comparison of model reduction methods for VAR processesBrüggemann, Ralf; Krolzig, Hans-Martin; Lütkepohl, Helmut
2005Uncovered interest rate parity and the expectations hypothesis of the term structure: empirical results for the US and EuropeBrüggemann, Ralf; Lütkepohl, Helmut
2006Identifying monetary policy shocks via changes in volatilityLanne, Markku; Lütkepohl, Helmut
2006Forecasting euro-area variables with German pre-EMU dataBrüggemann, Ralf; Lütkepohl, Helmut; Marcellino, Massimiliano
2006Structural vector autoregressions with nonnormal residualsLanne, Markku; Lütkepohl, Helmut
2006Testing for the cointegrating rank of a VAR process with level shift and trend breakTrenkler, Carsten; Saikkonen, Pentti; Lütkepohl, Helmut
2012Identifying structural vector autoregressions via changes in volatilityLütkepohl, Helmut
2012Fundamental problems with nonfundamental shocksLütkepohl, Helmut
2012Disentangling demand and supply shocks in the crude oil market: How to check sign restrictions in structural VARsLütkepohl, Helmut; Netsunajev, Aleksei
2012Reducing confidence bands for simulated impulse responsesLütkepohl, Helmut
2013Comparison of methods for constructing joint confidence bands for impulse response functionsLütkepohl, Helmut; Staszewska-Bystrova, Anna; Winker, Peter
2013Comparison of methods for constructing joint confidence bands for impulse response functionsLütkepohl, Helmut; Staszewska-Bystrova, Anna; Winker, Peter