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Explaining the effects of government spending shocks on consumption and the real exchange rate
Ravn, Morten O.
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); …
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2007
Persistent link: https://www.econbiz.de/10003559378
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2
Monetary and budgetary policy interaction : an SVAR analysis of stabilization policies in monetary union
Claeys, Peter
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002126961
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3
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
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4
Structural vector autoregressive analysis for cointegrated variables
Lütkepohl, Helmut
(
contributor
)
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002689081
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5
Forecasting with VARMA models
Lütkepohl, Helmut
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002233744
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Does the purchasing power parity hold within the US?
Pedersen, Michael
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contributor
)
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2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001725630
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7
Comparison of model reduction: methods for VAR processes
Brüggemann, Ralf
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001725637
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8
Identifying monetary policy shocks via changes in volatility
Lanne, Markku
(
contributor
);
Lütkepohl, Helmut
(
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)
-
2006
Persistent link: https://www.econbiz.de/10003338299
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9
Structural vector autoregressions with nonnormal residuals
Lanne, Markku
(
contributor
);
Lütkepohl, Helmut
(
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)
-
2005
Persistent link: https://www.econbiz.de/10003291432
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10
A statistical comparison of alternative identification schemes for monetary policy shocks
Lanne, Markku
(
contributor
);
Lütkepohl, Helmut
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-
2008
Persistent link: https://www.econbiz.de/10003724343
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