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Break date estimation and cointegration testing in VAR processes with level shift

Saikkonen, Pentti (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002113171

Structural vector autoregressions with nonnormal residuals

Lanne, Markku (contributor); Lütkepohl, Helmut (contributor) - 2005

Persistent link: https://www.econbiz.de/10003291432

Lütkepohl, Helmut (contributor) - 2005

Persistent link: https://www.econbiz.de/10003243519

Forecasting with VARMA models

Lütkepohl, Helmut (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002233744

Testing for the cointegration rank of a VAR process with level shift and trend break

Trenkler, Carsten (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003397947

Monetary Policy and Uncertainty about the Natural Unemployment Rate

Wieland, Volker - Center for Financial Studies - 2003

Inflation-targeting central banks have only imperfect knowledge about the effect of policy decisions on inflation. An important source of uncertainty is the relationship between inflation and unemployment. This paper studies the optimal monetary policy in the presence of uncertainty about the...

Persistent link: https://www.econbiz.de/10010958781