Browsing All of EconStor by Author Winkelmann, Lars
Showing results 1 to 15 of 15
Year of Publication | Title | Author(s) |
2010 | The Norges Bank's key rate projections and the news element of monetary policy: A wavelet based jump detection approach | Winkelmann, Lars |
2012 | Assessing the anchoring of inflation expectations | Strohsal, Till; Winkelmann, Lars |
2013 | ECB monetary policy surprises: identification through cojumps in interest rates | Winkelmann, Lars; Bibinger, Markus; Linzert, Tobias |
2013 | Econometrics of co-jumps in high-frequency data with noise | Bibinger, Markus; Winkelmann, Lars |
2013 | ECB monetary policy surprises: Identification through cojumps in interest rates | Winkelmann, Lars; Bibinger, Markus; Linzert, Tobias |
2013 | Quantitative forward guidance and the predictability of monetary policy: A wavelet based jump detection approach | Winkelmann, Lars |
2014 | ECB monetary policy surprises: identification through cojumps in interest rates | Winkelmann, Lars; Bibinger, Markus; Linzert, Tobias |
2014 | Common price and volatility jumps in noisy high-frequency data | Bibinger, Markus; Winkelmann, Lars |
2014 | Inflation expectations spillovers between the United States and euro area | Netšunajev, Aleksei; Winkelmann, Lars |
2015 | International Transmissions of Inflation Expectations in a Markov Switching Structural VAR Model | Winkelmann, Lars; Netsunajev, Aleksei |
2016 | International dynamics of inflation expectations | Netésunajev, Aleksei; Winkelmann, Lars |
2018 | Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book | Bibinger, Markus; Neely, Christopher; Winkelmann, Lars |
2020 | Cojump anchoring | Winkelmann, Lars; Yao, Wenying |
2021 | Inference on the maximal rank of time-varying covariance matrices using high-frequency data | Reiß, Markus; Winkelmann, Lars |
2021 | Tests for jumps in yield spreads | Winkelmann, Lars; Yao, Wenying |