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Structural Vector Autoregressions with Smooth Transition in Variances - The Interaction Between U.S. Monetary Policy and the Stock Market
Lütkepohl, Helmut, (2014)
Structural Vector Autoregressions with Heteroskedasticity: A Comparison of Different Volatility Models
Lütkepohl, Helmut, (2015)
Does the Box-Cox transformation help in forecasting macroeconomic time series?
Lütkepohl, Helmut, (2011)