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type_genre:"Article in journal"
~person:"Herwartz, Helmut"
~subject:"VAR model"
~subject:"Volatilität"
~type_genre:"Multi-volume publication"
~type_genre:"Reprint"
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VAR model
Volatilität
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43
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43
Time series analysis
15
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15
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10
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9
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9
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Herwartz, Helmut
Gupta, Rangan
27
Lütkepohl, Helmut
26
McAleer, Michael
22
Bollerslev, Tim
20
Asai, Manabu
16
Andersen, Torben
15
Koop, Gary
14
Saikkonen, Pentti
14
Schorfheide, Frank
14
Marcellino, Massimiliano
13
Wang, Yudong
13
Chan, Joshua
12
Renault, Eric
12
Taylor, Robert
12
Caporin, Massimiliano
11
Hecq, Alain W. J.
11
Johansen, Søren
11
Westerhoff, Frank H.
11
Yu, Jun
11
Aït-Sahalia, Yacine
10
Carriero, Andrea
10
Ghysels, Eric
10
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10
Mele, Antonio
10
Mumtaz, Haroon
10
Pierdzioch, Christian
10
Rodriguez, Gabriel
10
Shi, Yanlin
10
Wohar, Mark E.
10
Bekaert, Geert
9
Caporale, Guglielmo Maria
9
Cavaliere, Giuseppe
9
Diebold, Francis X.
9
Escobar, Marcos
9
Fouque, Jean-Pierre
9
Fève, Patrick
9
Hafner, Christian M.
9
Jawadi, Fredj
9
Koopman, Siem Jan
9
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Journal of econometrics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of international money and finance
2
Oxford bulletin of economics and statistics
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Economic inquiry
1
Economics letters
1
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ECONIS (ZBW)
16
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1
How certain are we about the role of uncertainty in the economy?
Herwartz, Helmut
;
Lange, Alexander
- In:
Economic inquiry
62
(
2024
)
1
,
pp. 126-149
Persistent link: https://www.econbiz.de/10014483714
Saved in:
2
Asymmetric volatility impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Economics letters
222
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014232851
Saved in:
3
Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles
Herwartz, Helmut
;
Wang, Shu
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014478708
Saved in:
4
Dynamic score-driven independent component analysis
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 298-308
Persistent link: https://www.econbiz.de/10014448140
Saved in:
5
Inflation targeting under inflation uncertainty : multi-economy evidence from a stochastic volatility model
Hartmann, Matthias
;
Herwartz, Helmut
;
Ulm, Maren
- In:
Macroeconomic dynamics
26
(
2022
)
5
,
pp. 1302-1337
Persistent link: https://www.econbiz.de/10013270236
Saved in:
6
The link between monetary policy, stock prices, and house prices : evidence from a statistical indentification approach
Herwartz, Helmut
;
Maxand, Simone
;
Rohloff, Hannes
- In:
International journal of central banking : IJCB
18
(
2022
)
5
,
pp. 111-163
Persistent link: https://www.econbiz.de/10014248393
Saved in:
7
Identification of structural multivariate GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
;
Maxand, Simone
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 212-227
Persistent link: https://www.econbiz.de/10013441647
Saved in:
8
Measuring spot variance spillovers when (co)variances are time-varying : the case of multivariate GARCH models
Fengler, Matthias
;
Herwartz, Helmut
- In:
Oxford bulletin of economics and statistics
80
(
2018
)
1
,
pp. 135-159
Persistent link: https://www.econbiz.de/10011969544
Saved in:
9
Simulation evidence on theory-based and statistical identification under volatility breaks
Herwartz, Helmut
;
Plödt, Martin
- In:
Oxford bulletin of economics and statistics
78
(
2016
)
1
,
pp. 94-112
Persistent link: https://www.econbiz.de/10011494636
Saved in:
10
The macroeconomic effects of oil price shocks : evidence from a statistical identification approach
Herwartz, Helmut
;
Plödt, Martin
- In:
Journal of international money and finance
61
(
2016
),
pp. 30-44
Persistent link: https://www.econbiz.de/10011668265
Saved in:
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