Browsing All of EconStor by Author Lütkepohl, Helmut


Showing results 41 to 60 of 78
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Year of PublicationTitleAuthor(s)
2013Comparison of methods for constructing joint confidence bands for impulse response functionsLütkepohl, Helmut; Staszewska-Bystrova, Anna; Winker, Peter
2014Structural vector autoregressions: Checking identifying long-run restrictions via heteroskedasticityLütkepohl, Helmut; Velinov, Anton
2014Structural vector autoregressive analysis in a data rich environment: A surveyLütkepohl, Helmut
2014Structural vector autoregressions: Checking identifying long-run restrictions via heteroskedasticityLütkepohl, Helmut; Velinov, Anton
2014Structural vector autoregressions with smooth transition in variances: The interaction between US monetary policy and the stock marketLütkepohl, Helmut; Netšunajev, Aleksei
2014Confidence bands for impulse responses: Bonferroni versus WaldLütkepohl, 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
2014Confidence bands for impulse responses: Bonferroni versus WaldLütkepohl, Helmut; Staszewska-Bystrova, Anna; Winker, Peter
2014Structural vector autoregressive analysis in a data rich environment: A surveyLütkepohl, Helmut
2015Structural vector autoregressions with heteroskedasticity: A comparison of different volatility modelsLütkepohl, Helmut; Netšunajev, Aleksei
2015Structural vector autoregressions with heteroskedasticity: A comparison of different volatility modelsLütkepohl, Helmut; Netšunajev, Aleksei
2015Testing for identification in SVAR-GARCH models: Reconsidering the impact of monetary shocks on exchange ratesLütkepohl, Helmut; Milunovich, George
2016Calculating joint confidence bands for impulse response functions using highest density regionsLütkepohl, Helmut; Staszewska-Bystrova, Anna; Winker, Peter
2016Calculating joint confidence bands for impulse response functions using highest density regionsLütkepohl, Helmut; Staszewska-Bystrova, Anna; Winker, Peter
2016Inference in partially identified heteroskedastic simultaneous equations modelsLütkepohl, Helmut; Milunovich, George; Yang, Minxian
2016Calculating joint confidence bands for impulse response functions using highest density regionsLütkepohl, Helmut; Staszewska-Bystrova, Anna; Winker, Peter
2016Structural Vector Autoregressions : Checking Identifying Long-Run Restrictions via HeteroskedasticityLütkepohl, Helmut; Velinov, Anton
2016Calculating Joint Bands for Impulse Response Functions using Highest Density RegionsWinker, Peter; Lütkepohl, Helmut; Staszewska-Bystrova, Anna
2017Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticityLütkepohl, Helmut; Woźniak, Tomasz
2017Choosing between different time-varying volatility models for structural vector autoregressive analysisLütkepohl, Helmut; Schlaak, Thore