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person:"Zha, Tao"
subject:"Monetary policy"
~person:"Lütkepohl, Helmut"
~subject:"Rules versus discretion"
~subject:"United States"
~subject:"VAR-Modell"
~type:"article"
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Monetary policy
Rules versus discretion
United States
VAR-Modell
Estimation
27
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15
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12
VAR model
12
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Zha, Tao
Lütkepohl, Helmut
Gupta, Rangan
79
Bahmani-Oskooee, Mohsen
38
Gil-Alaña, Luis A.
34
Caporale, Guglielmo Maria
32
Wohar, Mark E.
32
Belke, Ansgar
28
Serletis, Apostolos
23
Balcilar, Mehmet
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Apergēs, Nikolaos
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16
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Siklos, Pierre L.
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Cebula, Richard J.
14
Heckman, James J.
14
Miller, Stephen M.
13
Mumtaz, Haroon
13
Papadamou, Stephanos
13
Salisu, Afees A.
13
Sarno, Lucio
13
Semmler, Willi
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Hammoudeh, Shawkat
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Basu, Susanto
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Marcellino, Massimiliano
11
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Carnegie Rochester conference series on public policy : a bi-annual conference proceedings
2
Economics letters
2
Journal of economic dynamics & control
2
Macroeconomic dynamics
2
Applied economics quarterly
1
Brookings papers on economic activity : BPEA
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Econometric theory
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ECONIS (ZBW)
20
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1
Have the effects of shocks to oil price expectations changed? : evidence from heteroskedastic proxy vector autoregressions
Bruns, Martin
;
Lütkepohl, Helmut
- In:
Economics letters
233
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014506905
Saved in:
2
Monetary stimulus amidst the infrastructure investment spree : evidence from China's loan-level data
Chen, Kaiji
;
Gao, Haoyu
;
Higgins, Patrick
;
Waggoner, …
- In:
The journal of finance : the journal of the American …
78
(
2023
)
2
,
pp. 1147-1204
Persistent link: https://www.econbiz.de/10014311388
Saved in:
3
Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity
Lütkepohl, Helmut
;
Woźniak, Tomasz
- In:
Journal of economic dynamics & control
113
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012502522
Saved in:
4
Structural vector autoregressive models with more shocks than variables identified via heteroskedasticity
Lütkepohl, Helmut
- In:
Economics letters
195
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012509991
Saved in:
5
Choosing between different time-varying volatility models for structural vector autoregressive analysis
Lütkepohl, Helmut
;
Schlaak, Thore
- In:
Oxford bulletin of economics and statistics
80
(
2018
)
4
,
pp. 715-735
Persistent link: https://www.econbiz.de/10011969506
Saved in:
6
Structural vector autoregressions with smooth transition in variances
Lütkepohl, Helmut
;
Netšunajev, Aleksei
- In:
Journal of economic dynamics & control
84
(
2017
),
pp. 43-57
Persistent link: https://www.econbiz.de/10011916171
Saved in:
7
Structural vector autoregressions : checking identifying long-run restrictions via heteroskedasticity
Lütkepohl, Helmut
;
Velinov, Anton
- In:
Journal of economic surveys
30
(
2016
)
2
,
pp. 377-392
Persistent link: https://www.econbiz.de/10011553496
Saved in:
8
Shocks and government beliefs : the rise and fall of American inflation
Sargent, Thomas J.
;
Williams, Noah
;
Zha, Tao
- In:
The American economic review
96
(
2006
)
4
,
pp. 1193-1224
Persistent link: https://www.econbiz.de/10003384881
Saved in:
9
A note on testing restrictions for the cointegration parameters of a VAR with I (2) variables
Johansen, Søren
;
Lütkepohl, Helmut
- In:
Econometric theory
21
(
2005
)
3
,
pp. 653-658
Persistent link: https://www.econbiz.de/10002794790
Saved in:
10
Uncovered interest rate parity and the expectations hypothesis of the term structure : empirical results for the U.S. and Europe
Brüggemann, Ralf
;
Lütkepohl, Helmut
- In:
Applied economics quarterly
51
(
2005
)
2
,
pp. 143-154
Persistent link: https://www.econbiz.de/10003232048
Saved in:
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