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On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models
Candelon, Bertrand; Lütkepohl, Helmut - In: Economics letters 73 (2001) 2, pp. 155-160
Persistent link: https://www.econbiz.de/10001613404
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Structural vector autoregressive models with more shocks than variables identified via heteroskedasticity
Lütkepohl, Helmut - In: Economics letters 195 (2020), pp. 1-4
Persistent link: https://www.econbiz.de/10012509991
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Using LASSO-family models to estimate the impact of monetary policy on corporate investments
Caraiani, Petre - In: Economics letters 210 (2022), pp. 1-3
Persistent link: https://www.econbiz.de/10013171288
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The effects of monetary policy on stock market bubbles at zero lower bound : Revisiting the evidence
Caraiani, Petre; Călin, Adrian Cantemir - In: Economics letters 169 (2018), pp. 55-58
Persistent link: https://www.econbiz.de/10012019551
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Production network structure and the impact of the monetary policy shocks : evidence from the OECD
Caraiani, Petre; Duţescu, Adriana; Hoinaru, Răzvan; … - In: Economics letters 193 (2020), pp. 1-4
Persistent link: https://www.econbiz.de/10012509070
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Have the effects of shocks to oil price expectations changed? : evidence from heteroskedastic proxy vector autoregressions
Bruns, Martin; Lütkepohl, Helmut - In: Economics letters 233 (2023), pp. 1-5
Persistent link: https://www.econbiz.de/10014506905