//--> //--> //--> //-->
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
~person:"Benkwitz, Alexander"
~person:"Brüggemann, Ralf"
~person:"Dolado, Juan J."
~person:"Lanne, Markku"
~person:"Meitz, Mika"
~type_genre:"Article in journal"
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: "Lütkepohl, Helmut"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Theorie
10
Theory
10
Cointegration
6
Kointegration
6
Estimation theory
5
Schätztheorie
5
VAR model
5
VAR-Modell
5
Deutschland
3
Einheitswurzeltest
3
Geldpolitik
3
Germany
3
Monetary policy
3
USA
3
Unit root test
3
United States
3
Aggregation
2
Autocorrelation
2
Autokorrelation
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Estimation
2
Euro area
2
Eurozone
2
Forecasting model
2
Geldnachfrage
2
Money demand
2
Prognoseverfahren
2
Schock
2
Schätzung
2
Shock
2
Time series analysis
2
Zeitreihenanalyse
2
1959-2005
1
1965-1996
1
1970-2003
1
1998-2002
1
Arbeitslosigkeit
1
Comparison
1
Dynamische Wirtschaftstheorie
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
15
Type of publication (narrower categories)
All
Article in journal
Working Paper
47
Arbeitspapier
33
Graue Literatur
30
Non-commercial literature
30
Aufsatz in Zeitschrift
15
Aufsatz im Buch
2
Book section
2
Article
1
Thesis
1
more ...
less ...
Language
All
English
15
Author
All
Benkwitz, Alexander
Brüggemann, Ralf
Dolado, Juan J.
Lanne, Markku
Meitz, Mika
Lütkepohl, Helmut
92
Saikkonen, Pentti
18
Wolters, Jürgen
7
Netšunajev, Aleksei
4
Trenkler, Carsten
4
Bruns, Martin
3
Poskitt, Donald Stephen
3
Schlaak, Thore
3
Staszewska-Bystrova, Anna
3
Winker, Peter
3
Fang, Xu
2
Milunovich, George
2
Reimers, Hans-Eggert
2
Rodrigues, Paulo M. M.
2
Teräsvirta, Timo
2
Argentesi, Elena
1
Bartel, Holger
1
Boer, Lukas
1
Burda, Maike M.
1
Bårdsen, Gunnar
1
Candelon, Bertrand
1
Chen, Rong
1
Davidson, Russell
1
Demetrescu, Matei
1
Herwartz, Helmut
1
Hubrich, Kirsten
1
Härdle, Wolfgang
1
Johansen, Søren
1
Krämer, Walter
1
Lucke, Bernd
1
Luetkepohl, Helmut
1
MacKinnon, James G.
1
Maciejowska, Katarzyna
1
Marcellino, Massimiliano
1
Moryson, Martin
1
more ...
less ...
Published in...
All
Econometric reviews
2
Oxford bulletin of economics and statistics
2
Applied economics quarterly
1
Economics letters
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of economic dynamics & control
1
Journal of forecasting
1
Journal of money, credit and banking : JMCB
1
Macroeconomic dynamics
1
The econometrics journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing identification via heteroskedasticity in structural vector autoregressive models
Lütkepohl, Helmut
;
Meitz, Mika
;
Netšunajev, Aleksei
; …
- In:
The econometrics journal
24
(
2021
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012504441
Saved in:
2
Forecasting contemporaneous aggregrates with stochastic aggregation weights
Brüggemann, Ralf
;
Lütkepohl, Helmut
- In:
International journal of forecasting
29
(
2013
)
1
,
pp. 60-68
Persistent link: https://www.econbiz.de/10009706177
Saved in:
3
Structural vector autoregressions with Markov switching
Lanne, Markku
;
Lütkepohl, Helmut
;
Maciejowska, Katarzyna
- In:
Journal of economic dynamics & control
34
(
2010
)
2
,
pp. 121-131
Persistent link: https://www.econbiz.de/10003947631
Saved in:
4
Structural vector autoregressions with nonnormal residuals
Lanne, Markku
;
Lütkepohl, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
1
,
pp. 159-168
Persistent link: https://www.econbiz.de/10003992825
Saved in:
5
Identifying monetary policy shocks via changes in volatility
Lanne, Markku
;
Lütkepohl, Helmut
- In:
Journal of money, credit and banking : JMCB
40
(
2008
)
6
,
pp. 1131-1149
Persistent link: https://www.econbiz.de/10003745912
Saved in:
6
Forecasting euro area variables with German pre-EMU data
Brüggemann, Ralf
;
Lütkepohl, Helmut
;
Marcellino, …
- In:
Journal of forecasting
27
(
2008
)
6
,
pp. 465-481
Persistent link: https://www.econbiz.de/10003761650
Saved in:
7
Residual autocorrelation testing for vector error correction models
Brüggemann, Ralf
;
Lütkepohl, Helmut
;
Saikkonen, Pentti
- In:
Journal of econometrics
134
(
2006
)
2
,
pp. 579-604
Persistent link: https://www.econbiz.de/10003374345
Saved in:
8
A small monetary system for the euro area based on German data
Brüggemann, Ralf
;
Lütkepohl, Helmut
- In:
Journal of applied econometrics
21
(
2006
)
6
,
pp. 683-702
Persistent link: https://www.econbiz.de/10003387857
Saved in:
9
Uncovered interest rate parity and the expectations hypothesis of the term structure : empirical results for the U.S. and Europe
Brüggemann, Ralf
;
Lütkepohl, Helmut
- In:
Applied economics quarterly
51
(
2005
)
2
,
pp. 143-154
Persistent link: https://www.econbiz.de/10003232048
Saved in:
10
Practical problems with reduced-rank ML estimators for cointegration parameters and a simple alternative
Brüggemann, Ralf
;
Lütkepohl, Helmut
- In:
Oxford bulletin of economics and statistics
67
(
2005
)
5
,
pp. 673-690
Persistent link: https://www.econbiz.de/10003142844
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->