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subject:"Theorie"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of economic dynamics & control"
~person:"Bollerslev, Tim"
~person:"Kumbhakar, Subal"
~person:"Lütkepohl, Helmut"
~person:"Mumtaz, Haroon"
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Theorie
Zeitreihenanalyse
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Bollerslev, Tim
Kumbhakar, Subal
Lütkepohl, Helmut
Mumtaz, Haroon
Ireland, Peter N.
3
Serletis, Apostolos
3
Aguiar-Conraria, Luís
2
Berger, Tino
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Journal of economic dynamics & control
Discussion papers / Deutsches Institut für Wirtschaftsforschung
9
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8
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6
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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1
Heteroskedastic proxy vector autoregressions : an identification-robust test for time-varying impulse responses in the presence of multiple proxies
Bruns, Martin
;
Lütkepohl, Helmut
- In:
Journal of economic dynamics & control
161
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10015050043
Saved in:
2
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:
3
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:
4
Factor adjustment costs : a structural investigation
Mumtaz, Haroon
;
Zanetti, Francesco
- In:
Journal of economic dynamics & control
51
(
2015
),
pp. 341-355
Persistent link: https://www.econbiz.de/10011474416
Saved in:
5
Changes in the effects of monetary policy on disaggregate price dynamics
Baumeister, Christiane
;
Liu, Philip
;
Mumtaz, Haroon
- In:
Journal of economic dynamics & control
37
(
2013
)
3
,
pp. 543-560
Persistent link: https://www.econbiz.de/10009710496
Saved in:
6
Order flow and the bid-ask spread : an empirical probability model of screen-based trading
Bollerslev, Tim
- In:
Journal of economic dynamics & control
21
(
1997
)
8
,
pp. 1471-1491
Persistent link: https://www.econbiz.de/10001222036
Saved in:
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