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~subject:"ARCH model"
~subject:"Forecasting model"
~subject:"United States"
~type_genre:"Article in journal"
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Search: "Lütkepohl, Helmut"
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Lütkepohl, Helmut
18
Brüggemann, Ralf
3
Fang, Xu
2
Lanne, Markku
2
Bårdsen, Gunnar
1
Luetkepohl, Helmut
1
Maciejowska, Katarzyna
1
Marcellino, Massimiliano
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Milunovich, George
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3
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3
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3
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1
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1
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1
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ECONIS (ZBW)
19
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1
Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH
Lütkepohl, Helmut
;
Schlaak, Thore
- In:
Journal of economic dynamics & control
101
(
2019
),
pp. 41-61
Persistent link: https://www.econbiz.de/10012131020
Saved in:
2
Structural vector autoregressions : checking identifying long-run restrictions via heteroskedasticity
Lütkepohl, Helmut
;
Velinov, Anton
- In:
Journal of economic surveys
30
(
2016
)
2
,
pp. 377-392
Persistent link: https://www.econbiz.de/10011553496
Saved in:
3
Testing for identification in SVAR-GARCH models
Lütkepohl, Helmut
;
Milunovich, George
- In:
Journal of economic dynamics & control
73
(
2016
),
pp. 241-258
Persistent link: https://www.econbiz.de/10011709107
Saved in:
4
Does the Box-Cox transformation help in forecasting macroeconomic time series?
Proietti, Tommaso
;
Lütkepohl, Helmut
- In:
International journal of forecasting
29
(
2013
)
1
,
pp. 88-99
Persistent link: https://www.econbiz.de/10009706171
Saved in:
5
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:
6
The role of the log transformation in forecasting economic variables
Lütkepohl, Helmut
;
Fang, Xu
- In:
Empirical economics : a journal of the Institute for …
42
(
2012
)
3
,
pp. 619-638
Persistent link: https://www.econbiz.de/10009547180
Saved in:
7
Forecasting nonlinear aggregates and aggregates with time-varying weights
Lütkepohl, Helmut
- In:
Jahrbücher für Nationalökonomie und Statistik
231
(
2011
)
1
,
pp. 107-133
Persistent link: https://www.econbiz.de/10008902887
Saved in:
8
Forecasting levels of log variables in vector autoregressions
Bårdsen, Gunnar
;
Lütkepohl, Helmut
- In:
International journal of forecasting
27
(
2011
)
4
,
pp. 1108-1115
Persistent link: https://www.econbiz.de/10009316847
Saved in:
9
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:
10
Forecasting aggregated time series variables : a survey
Lütkepohl, Helmut
- In:
Journal of business cycle measurement and analysis : a …
(
2010
)
2
,
pp. 37-62
Persistent link: https://www.econbiz.de/10008938374
Saved in:
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