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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:"VAR-Modell"
~type_genre:"Graue Literatur"
~type_genre:"Konferenzbeitrag"
~type_genre:"Konferenzschrift"
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Dynamische Wirtschaftstheorie
Money market
VAR-Modell
Theorie
6
Theory
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VAR model
5
Cointegration
4
Kointegration
4
Autocorrelation
2
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1965-1996
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Statistical distribution
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Lütkepohl, Helmut
Lanne, Markku
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Giordani, Paolo
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He, Changli
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González, Andrés
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Hallin, Marc
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Kascha, Christian
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Liška, Roman
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Mertens, Karl
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Phelps, Edmund S.
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Sandberg, Rickard
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Centre for Analytical Finance <Århus>
Columbia University / Department of Economics
Ekonomiska forskningsinstitutet <Stockholm>
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
11
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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
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2
Identifying monetary policy shocks via changes in volatility
Lanne, Markku
(
contributor
);
Lütkepohl, Helmut
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003338299
Saved in:
3
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:
4
Structural vector autoregressions with nonnormal residuals
Lanne, Markku
(
contributor
);
Lütkepohl, Helmut
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003291432
Saved in:
5
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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