//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"EUI working paper / ECO"
~person:"Lütkepohl, Helmut"
~subject:"VAR-Modell"
~subject:"Volatility"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Markovscher Prozess"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
VAR-Modell
Volatility
Markov chain
3
Markov-Kette
3
Schock
3
Shock
3
VAR model
3
Cointegration
2
Kointegration
2
USA
2
United States
2
1948-2000
1
Arbeitslosigkeit
1
Business cycle
1
Börsenkurs
1
Erwartungsbildung
1
Estimation
1
Expectation formation
1
Inflation
1
Interest rate
1
Konjunktur
1
Productivity
1
Produktivität
1
Schätzung
1
Share price
1
Theorie
1
Theory
1
Time series analysis
1
Unemployment
1
Zeitreihenanalyse
1
Zins
1
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
3
Type of publication (narrower categories)
All
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
3
Author
All
Lütkepohl, Helmut
Lanne, Markku
2
Droumaguet, Matthieu
1
Herwartz, Helmut
1
Maciejowska, Katarzyna
1
Netšunajev, Aleksei
1
Woźniak, Tomasz
1
more ...
less ...
Institution
All
European University Institute / Department of Law
3
Published in...
All
EUI working paper / ECO
Discussion papers / Deutsches Institut für Wirtschaftsforschung
7
CESifo working papers
3
Journal of economic dynamics & control
2
SFB 649 discussion paper
2
DIW Berlin Discussion Paper
1
Econometrics : open access journal
1
Journal of applied econometrics
1
Journal of econometrics
1
Journal of economic surveys
1
VAR models in macroeconomics - new developments and applications : essays in honor of Christopher A. Sims
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Structural vector autoregressions with Markov switching
Lanne, Markku
;
Lütkepohl, Helmut
;
Maciejowska, Katarzyna
-
2009
Persistent link: https://www.econbiz.de/10003825416
Saved in:
3
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->