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subject:"Time series analysis"
subject:"Zeitreihenanalyse"
~accessRights:"restricted"
~person:"Castelnuovo, Efrem"
~person:"Lütkepohl, Helmut"
~subject:"Markov chain"
~subject:"Theory"
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Time series analysis
Zeitreihenanalyse
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10
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10
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8
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Castelnuovo, Efrem
Lütkepohl, Helmut
Gil-Alaña, Luis A.
45
Gupta, Rangan
43
Marcellino, Massimiliano
20
Serletis, Apostolos
18
Chang, Tsangyao
16
Tiwari, Aviral Kumar
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Bahmani-Oskooee, Mohsen
15
Jawadi, Fredj
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Caporale, Guglielmo Maria
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Ma, Feng
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Nonejad, Nima
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Apergēs, Nikolaos
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Forni, Mario
11
Kumbhakar, Subal
11
Li, Jia
11
Moosa, Imad A.
11
Chan, Joshua
10
Miller, Stephen M.
10
Narayan, Paresh Kumar
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Ranjbar, Omid
10
Timmermann, Allan
10
Tsionas, Efthymios G.
10
Balcilar, Mehmet
9
Baumeister, Christiane
9
Caporin, Massimiliano
9
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Jordà, Òscar
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Kelly, Bryan T.
9
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Rossi, Barbara
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Rubio-Ramírez, Juan Francisco
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Shi, Yanlin
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Xu, Libo
9
Casarin, Roberto
8
Fabozzi, Frank J.
8
Gambetti, Luca
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Journal of economic dynamics & control
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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
Global financial uncertainty
Caggiano, Giovanni
;
Castelnuovo, Efrem
- In:
Journal of applied econometrics
38
(
2023
)
3
,
pp. 432-449
Persistent link: https://www.econbiz.de/10014288000
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
Gimme a break! : identification and estimation of the macroeconomic effects of monetary policy shocks in the United States
Bacchiocchi, Emanuele
;
Castelnuovo, Efrem
;
Fanelli, Luca
- In:
Macroeconomic dynamics
22
(
2018
)
6
,
pp. 1613-1651
Persistent link: https://www.econbiz.de/10011916999
Saved in:
6
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:
7
Uncertainty-dependent effects of monetary policy shocks : a new-Keynesian interpretation
Castelnuovo, Efrem
;
Pellegrino, Giovanni
- In:
Journal of economic dynamics & control
93
(
2018
),
pp. 277-296
Persistent link: https://www.econbiz.de/10011974517
Saved in:
8
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:
9
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:
10
Comparison of bootstrap confidence intervals for impulse responses of German Monetary Systems
Benkwitz, Alexander
-
1999
Persistent link: https://www.econbiz.de/10013422836
Saved in:
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