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~isPartOf:"Diskussionsbeiträge aus dem Institut für Volkswirtschaftslehre, Universität Hohenheim"
~isPartOf:"EUI working paper / ECO"
~language:"eng"
~language:"mkd"
~language:"tha"
~person:"Belke, Ansgar"
~person:"Caliendo, Marco"
~person:"Canova, Fabio"
~person:"Courty, Pascal"
~person:"Lütkepohl, Helmut"
~person:"Peersman, Gert"
~subject:"Impact assessment"
~subject:"Monetary policy"
~subject:"Shock"
~subject:"VAR-Modell"
~type_genre:"Collection of articles written by one author"
~type_genre:"Graue Literatur"
~type_genre:"Systematic review"
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Belke, Ansgar
Caliendo, Marco
Canova, Fabio
Courty, Pascal
Lütkepohl, Helmut
Peersman, Gert
Corsetti, Giancarlo
10
Marcellino, Massimiliano
9
Lanne, Markku
5
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4
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Ravn, Morten O.
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Bekiros, Stelios
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Claeys, Peter
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Kascha, Christian
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Kriwoluzky, Alexander
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Diskussionsbeiträge aus dem Institut für Volkswirtschaftslehre, Universität Hohenheim
EUI working paper / ECO
Discussion papers / Deutsches Institut für Wirtschaftsforschung
47
Ruhr economic papers
44
ROME discussion paper series
43
Discussion paper series / IZA
35
Discussion paper / Centre for Economic Policy Research
29
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24
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21
Discussion papers of interdisciplinary research project 373
19
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15
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13
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9
SFB 649 discussion paper
8
ECB observer : analyses of the monetary policy of the European System of Central Banks
7
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6
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5
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5
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4
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4
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3
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Barcelona GSE working paper series : working paper
2
Diskussionsbeiträge / IEW, Institut für Europäische Wirtschaft, Fakultät für Wirtschaftswissenschaft der Ruhr-Universität Bochum
2
FIW working paper
2
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
2
Working paper
2
Working papers / Federal Reserve Bank of Chicago
2
Arbeitspapier / Institut für Volkswirtschaftslehre, Sozial- und Wirtschaftswissenschaftliche Fakultät, Johannes-Kepler-Universität, Linz,
1
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1
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1
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1
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
1
Discussion paper / Center for Economic Research, Tilburg University
1
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1
Discussion papers / Europa-Universität Viadrina Frankfurt (Oder), Fakultät Wirtschaftswissenschaften
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1
Structural vector autoregressions with Markov switching : combining conventional with statistical identification of shocks
Herwartz, Helmut
;
Lütkepohl, Helmut
-
2011
Persistent link: https://www.econbiz.de/10009008157
Saved in:
2
Forecasting nonlinear aggregates and aggregates with time-varying weights
Lütkepohl, Helmut
-
2010
Persistent link: https://www.econbiz.de/10003960209
Saved in:
3
Forecasting levels of log variables in vector autoregressions
Bardsen, Gunnar
;
Lütkepohl, Helmut
-
2009
Persistent link: https://www.econbiz.de/10003867341
Saved in:
4
Structural vector autoregressions with Markov switching
Lanne, Markku
;
Lütkepohl, Helmut
;
Maciejowska, Katarzyna
-
2009
Persistent link: https://www.econbiz.de/10003825416
Saved in:
5
Does responsive pricing smooth demand shocks?
Courty, Pascal
(
contributor
);
Pagliero, Mario
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003651578
Saved in:
6
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:
7
Stock prices and economic fluctuations : a Markov switching structural vector autoregressive analysis
Lanne, Markku
(
contributor
);
Lütkepohl, Helmut
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003787630
Saved in:
8
Econometric analysis with vector autoregressive models
Lütkepohl, Helmut
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003483073
Saved in:
9
Forecasting euro-area variables with German pre-EMU data
Brüggemann, Ralf
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003397952
Saved in:
10
Identifying monetary policy shocks via changes in volatility
Lanne, Markku
(
contributor
);
Lütkepohl, Helmut
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003338299
Saved in:
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