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~accessRights:"free"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Columbia University / Department of Economics"
~institution:"Ekonomiska forskningsinstitutet <Stockholm>"
~institution:"European University Institute / Department of Economics"
~person:"Lütkepohl, Helmut"
~subject:"Dynamische Wirtschaftstheorie"
~subject:"Money market"
~subject:"Theorie"
~subject:"VAR-Modell"
~type_genre:"Graue Literatur"
~type_genre:"Konferenzbeitrag"
~type_genre:"Konferenzschrift"
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Dynamische Wirtschaftstheorie
Money market
Theorie
VAR-Modell
Theory
6
VAR model
5
Cointegration
4
Kointegration
4
Autocorrelation
2
Autokorrelation
2
Geldpolitik
2
Monetary policy
2
Schock
2
Shock
2
USA
2
United States
2
1965-1996
1
Econometric model
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Geldmarkt
1
Statistical distribution
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Statistical test
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Statistische Verteilung
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English
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Lütkepohl, Helmut
Teräsvirta, Timo
8
Chaudhuri, Shubham
7
Lanne, Markku
7
Licandro, Omar
6
Miyagawa, Eiichi
6
Saikkonen, Pentti
6
Abdulkadiroğlu, Atila
5
Bagwell, Kyle
5
Giordani, Paolo
5
He, Changli
5
Vega-Redondo, Fernando
5
Amarante, Massimiliano
4
Casella, Alessandra
4
Courty, Pascal
4
Adolfson, Malin
3
Banerjee, Anindya
3
Corsetti, Giancarlo
3
Dhrymes, Phoebus J.
3
Flodén, Martin
3
Friberg, Richard
3
Henry, Marc
3
Josephson, Jens
3
Leonard, Kenneth Lynch
3
Lyhagen, Johan
3
Mertens, Karel
3
Pagliero, Mario
3
Pfaff, Alexander S. P.
3
Ploeg, Frederick van der
3
Ravn, Morten O.
3
Sala-i-Martin, Xavier
3
Skoglund, Jimmy
3
Spagnolo, Giancarlo
3
Sönmez, Tayfun
3
Voorneveld, Mark
3
Wellisz, Stanislaw
3
Afrouzi, Hassan
2
Agur, Itai
2
Asker, John
2
Das, Mitali
2
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Centre for Analytical Finance <Århus>
Columbia University / Department of Economics
Ekonomiska forskningsinstitutet <Stockholm>
European University Institute / Department of Economics
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
19
European University Institute / Department of Law
4
Robert Schuman Centre for Advanced Studies
2
Nuffield College
1
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EUI working paper / ECO
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ECONIS (ZBW)
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A statistical comparison of alternative identification schemes for monetary policy shocks
Lanne, Markku
(
contributor
);
Lütkepohl, Helmut
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003724343
Saved in:
2
Testing for the cointegrating rank of a vector autoregressive process with uncertain deterministic trend term
Demetrescu, Matei
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003724350
Saved in:
3
Identifying monetary policy shocks via changes in volatility
Lanne, Markku
(
contributor
);
Lütkepohl, Helmut
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003338299
Saved in:
4
Testing for the cointegration rank of a VAR process with level shift and trend break
Trenkler, Carsten
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003397947
Saved in:
5
Structural vector autoregressions with nonnormal residuals
Lanne, Markku
(
contributor
);
Lütkepohl, Helmut
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003291432
Saved in:
6
Problems related to over-identifying restrictions for structural vector error correction models
Lütkepohl, Helmut
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003243519
Saved in:
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