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Hodges-Lehmann detection of structural shocks : an analysis of macroeconomic dynamics in the Euro Area
Herwartz, Helmut - In: Oxford bulletin of economics and statistics 80 (2018) 4, pp. 736-754
Persistent link: https://www.econbiz.de/10011969509
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Simulation evidence on theory-based and statistical identification under volatility breaks
Herwartz, Helmut; Plödt, Martin - In: Oxford bulletin of economics and statistics 78 (2016) 1, pp. 94-112
Persistent link: https://www.econbiz.de/10011494636
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The threat of oil market turmoils to food price stability in Sub-Saharan Africa
Dalheimer, Bernhard; Herwartz, Helmut; Lange, Alexander - In: Energy economics 93 (2021), pp. 1-23
Persistent link: https://www.econbiz.de/10012631278
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Exchange rates, foreign currency exposure and sovereign risk
Bernoth, Kerstin; Herwartz, Helmut - In: Journal of international money and finance 117 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10013284855
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The macroeconomic effects of oil price shocks : evidence from a statistical identification approach
Herwartz, Helmut; Plödt, Martin - In: Journal of international money and finance 61 (2016), pp. 30-44
Persistent link: https://www.econbiz.de/10011668265
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VaR in high dimensional systems - a conditional correlation approach
Herwartz, Helmut; Pedrinha, B.; Raters, F. H. C. - In: Applied quantitative finance, (pp. 3-23). 2017
Persistent link: https://www.econbiz.de/10011794950
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Statistical identification in panel structural vector autoregressive models based on independence criteria
Herwartz, Helmut; Wang, Shu - In: Journal of applied econometrics 39 (2024) 4, pp. 620-639
Persistent link: https://www.econbiz.de/10014562838
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Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles
Herwartz, Helmut; Wang, Shu - In: Journal of economic dynamics & control 151 (2023), pp. 1-19
Persistent link: https://www.econbiz.de/10014478708
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Dynamic score-driven independent component analysis
Hafner, Christian M.; Herwartz, Helmut - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 2, pp. 298-308
Persistent link: https://www.econbiz.de/10014448140
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Asset prices, financial amplification and monetary policy : structural evidence from an identified multivariate GARCH model
Herwartz, Helmut; Roestel, Jan - In: Journal of international financial markets, … 78 (2022), pp. 1-20
Persistent link: https://www.econbiz.de/10013357315