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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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Stock return prediction under GARCH : an empirical assessment
Herwartz, Helmut - In: International journal of forecasting 33 (2017) 3, pp. 569-580
Persistent link: https://www.econbiz.de/10011746190
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Heteroskedasticity‐Robust Unit Root Testing for Trending Panels
Herwartz, Helmut; Maxand, Simone; Walle, Yabibal M. - In: Journal of Time Series Analysis 40 (2019) 5, pp. 649-664
Persistent link: https://www.econbiz.de/10012094970
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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/10012095442
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Do Rising Top Incomes Spur Economic Growth? Evidence From OECD Countries Based on a Novel Identification Strategy
Herwartz, Helmut; Walle, Yabibal M. - In: Review of Income and Wealth 66 (2018) 1, pp. 126-160
Persistent link: https://www.econbiz.de/10012096956
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Low Mortgage Rates and Securitization : A Distinct Perspective on the US Housing Boom*
Herwartz, Helmut; Xu, Fang - In: The Scandinavian Journal of Economics 122 (2019) 1, pp. 164-190
Persistent link: https://www.econbiz.de/10012097460
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Food–oil volatility spillovers and the impact of distinct biofuel policies on price uncertainties on feedstock markets
Herwartz, Helmut; Saucedo, Alberto - In: Agricultural Economics 51 (2020) 3, pp. 387-402
Persistent link: https://www.econbiz.de/10012190577
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National support for the European integration project : Does financial integration matter?
Esteve‐González, Patricia; Herwartz, Helmut; … - In: Economics & Politics 33 (2020) 2, pp. 357-378
Persistent link: https://www.econbiz.de/10012408847
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Data‐driven identification in SVARs—When and how can statistical characteristics be used to unravel causal relationships?
Herwartz, Helmut; Lange, Alexander; Maxand, Simone - In: Economic Inquiry 60 (2021) 2, pp. 668-693
Persistent link: https://www.econbiz.de/10013203356
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Unterschiedliche Volatilitätsregime am deutschen Rentenmarkt / Different Volatility Regimes on the German Bond Market
Herwartz, Helmut; Reimers, Hans-Eggert - In: Jahrbücher für Nationalökonomie und Statistik 219 (1999) 3-4, pp. 375-392
Zusammenfassung Die Analyse von täglichen Änderungen der deutschen Umlaufsrendite für festverzinsliche Wertpapiere der öffentlichen Hand zeigt starke Evidenz für eine zeitliche Abhängigkeit in den Varianzen für die Periode Januar 1981 - Juli 1996. Der untersuchte Zeitraum umfaßt die...
Persistent link: https://www.econbiz.de/10014608703