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person:"Bollerslev, Tim"
subject:"Volatility"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~person:"Lütkepohl, Helmut"
~subject:"Geldnachfrage"
~subject:"Schätztheorie"
~type:"article"
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Volatility
Geldnachfrage
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Estimation theory
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1976-1996
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Deutschland
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Germany
1
Highest density region
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Impulse responses
1
Joint confidence bands
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Money demand
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Bollerslev, Tim
Lütkepohl, Helmut
Krämer, Walter
5
Agiakloglou, Christos N.
3
Lechner, Michael
3
Baltagi, Badi H.
2
Egger, Peter
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of econometrics
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Econometric reviews
4
Econometric theory
4
Journal of economic dynamics & control
4
International journal of forecasting
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Oxford bulletin of economics and statistics
2
The review of economics and statistics
2
Annales d'économie et de statistique
1
Computational economics
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Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
1
Handbook of econometrics : volume 4
1
Handbook of econometrics ; Vol. 4
1
Journal of applied econometrics
1
Journal of economic surveys
1
Journal of international money and finance
1
Journal of political economy
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Kredit und Kapital
1
Macroeconomic dynamics
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Memo / Økonomisk Institut, Aarhus Universitet
1
Nonparametric dynamic modelling
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Special issue on "money demand in Europe"
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The econometrics journal
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The journal of finance : the journal of the American Finance Association
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The review of economic studies
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Calculating joint confidence bands for impulse response functions using highest density regions
Lütkepohl, Helmut
;
Staszewska-Bystrova, Anna
;
Winker, Peter
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
4
,
pp. 1389-1411
Persistent link: https://www.econbiz.de/10011950253
Saved in:
2
A money demand system for German M3
Lütkepohl, Helmut
- In:
Empirical economics : a journal of the Institute for …
23
(
1998
)
3
,
pp. 371-386
Persistent link: https://www.econbiz.de/10001338278
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