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Break date estimation and cointegration testing in VAR processes with level shift
Saikkonen, Pentti
(
contributor
); …
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2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002113171
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2
Identifying monetary policy shocks via changes in volatility
Lanne, Markku
(
contributor
);
Lütkepohl, Helmut
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003338299
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3
Business cycle analysis and VARMA models
Kascha, Christian
(
contributor
);
Mertens, Karl
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003419732
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4
Econometric analysis with vector autoregressive models
Lütkepohl, Helmut
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003483073
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5
A comparison of estimation methods for vector autoregressive moving-average models
Kascha, Christian
(
contributor
)
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2007
Persistent link: https://www.econbiz.de/10003483076
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6
Explaining the effects of government spending shocks on consumption and the real exchange rate
Ravn, Morten O.
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contributor
); …
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2007
Persistent link: https://www.econbiz.de/10003559378
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7
A statistical comparison of alternative identification schemes for monetary policy shocks
Lanne, Markku
(
contributor
);
Lütkepohl, Helmut
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003724343
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8
Monetary and budgetary policy interaction : an SVAR analysis of stabilization policies in monetary union
Claeys, Peter
(
contributor
)
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2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002126961
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Structural vector autoregressions with nonnormal residuals
Lanne, Markku
(
contributor
);
Lütkepohl, Helmut
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003291432
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10
Problems related to over-identifying restrictions for structural vector error correction models
Lütkepohl, Helmut
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003243519
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