Browsing All of EconStor by Author Luetkepohl, Helmut
Showing results 1 to 8 of 8
Year of Publication | Title | Author(s) |
2001 | The Transmission of German Monetary Policy in the Pre-Euro Period | Luetkepohl, Helmut; Wolters, Jürgen |
2008 | Stock prices and economic fluctuations: a Markov switching structural vector autoregressive analysis | Lanne, Markku; Luetkepohl, Helmut |
2009 | The role of the log transformation in forecasting economic variables | Luetkepohl, Helmut; Xu, Fang |
2010 | Forecasting nonlinear aggregates and aggregates with time-varying weights | Luetkepohl, Helmut |
2014 | Confidence Bands for Impulse Responses: Bonferroni versus Wald | Luetkepohl, Helmut; Staszewska-Bystrova, Anna; Winker, Peter |
2014 | Structural Vector Autoregressions: Checking Identifying Long-run Restrictions via Heteroskedasticity | Luetkepohl, Helmut; Velinov, Anton |
2015 | Structural Vector Autoregressions with Heteroskedasticity - A Comparison of Different Volatility Models | Luetkepohl, Helmut; Netšunajev, Aleksei |
2015 | Testing for identification in SVAR-GARCH models | Luetkepohl, Helmut; Milunovich, George |