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~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"
~person:"Maravall Herrero, Agustín"
~subject:"Dynamische Wirtschaftstheorie"
~subject:"Money market"
~subject:"Money supply"
~subject:"VAR-Modell"
~type_genre:"Graue Literatur"
~type_genre:"Konferenzbeitrag"
~type_genre:"Konferenzschrift"
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Dynamische Wirtschaftstheorie
Money market
Money supply
VAR-Modell
Theorie
23
Theory
23
Time series analysis
13
Zeitreihenanalyse
13
Cointegration
9
Kointegration
9
Estimation theory
8
Schätztheorie
8
VAR model
8
Autocorrelation
3
Autokorrelation
3
Geldpolitik
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Monetary policy
3
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United States
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1965-1996
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1975-1998
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ARMA-Modell
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Contract
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Graue Literatur
Konferenzbeitrag
Konferenzschrift
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11
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11
Working Paper
11
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English
11
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Lütkepohl, Helmut
Maravall Herrero, Agustín
Lanne, Markku
3
Saikkonen, Pentti
3
Giordani, Paolo
2
He, Changli
2
Trenkler, Carsten
2
Brüggemann, Ralf
1
Brüggermann, Ralf
1
Claeys, Peter
1
González, Andrés
1
Hallin, Marc
1
Hoon, Hian Teck
1
Hortlund, Per
1
Kascha, Christian
1
Krolzig, Hans-Martin
1
Liška, Roman
1
Mertens, Karl
1
Phelps, Edmund S.
1
Sandberg, Rickard
1
Säfvenblad, Patrik
1
Teräsvirta, Timo
1
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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
11
European University Institute / Department of Law
2
Nuffield College
1
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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
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:
6
Break date estimation and cointegration testing in VAR processes with level shift
Saikkonen, Pentti
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002113171
Saved in:
7
Recent advances in cointegration analysis
Lütkepohl, Helmut
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002002282
Saved in:
8
Residual autocorrelation testing for vector error correction models
Brüggermann, Ralf
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001934577
Saved in:
9
Forecasting with VARMA models
Lütkepohl, Helmut
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002233744
Saved in:
10
Comparison of model reduction: methods for VAR processes
Brüggemann, Ralf
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001725637
Saved in:
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