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2015
Structural vector autoregressions with heteroskedasticity: A comparison of different volatility models
Lütkepohl, Helmut
;
Netšunajev, Aleksei
2017
Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity
Lütkepohl, Helmut
;
Woźniak, Tomasz
2017
Choosing between different time-varying volatility models for structural vector autoregressive analysis
Lütkepohl, Helmut
;
Schlaak, Thore
2016
Calculating joint confidence bands for impulse response functions using highest density regions
Lütkepohl, Helmut
;
Staszewska-Bystrova, Anna
;
Winker, Peter
2014
Structural vector autoregressive analysis in a data rich environment: A survey
Lütkepohl, Helmut
2014
Structural vector autoregressions: Checking identifying long-run restrictions via heteroskedasticity
Lütkepohl, Helmut
;
Velinov, Anton
2012
Identifying structural vector autoregressions via changes in volatility
Lütkepohl, Helmut
2014
Structural vector autoregressions with smooth transition in variances: The interaction between US monetary policy and the stock market
Lütkepohl, Helmut
;
Netšunajev, Aleksei
2017
Estimation of structural impulse responses: Short-run versus long-run identifying restrictions
Lütkepohl, Helmut
;
Staszewska-Bystrova, Anna
;
Winker, Peter
2019
Bootstrapping Impulse Responses of Structural Vector Autoregressive Models Identified through GARCH
Lütkepohl, Helmut
;
Schlaak, Thore
Author
5
Staszewska-Bystrova, Anna
5
Winker, Peter
4
Netšunajev, Aleksei
2
Milunovich, George
2
Schlaak, Thore
1
Meitz, Mika
1
Netsunajev, Aleksei
1
Saikkonen, Pentti
1
Velinov, Anton
1
Woźniak, Tomasz
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