Narrow search
Showing 1 - 10 of 252
Cover Image
Identifying monetary policy shocks via changes in volatility
Lanne, Markku (contributor); Lütkepohl, Helmut (contributor) - 2006
Persistent link: https://www.econbiz.de/10003338299
Cover Image
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
Cover Image
Residual autocorrelation testing for vector error correction models
Brüggermann, Ralf (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001934577
Cover Image
Modeling expectations with noncausal autoregressions
Lanne, Markku (contributor); Saikkonen, Pentti (contributor) - 2008
Persistent link: https://www.econbiz.de/10003724325
Cover Image
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
Cover Image
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
Cover Image
Forecasting with VARMA models
Lütkepohl, Helmut (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002233744
Cover Image
Comparison of model reduction: methods for VAR processes
Brüggemann, Ralf (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001725637
Cover Image
Structural vector autoregressions with nonnormal residuals
Lanne, Markku (contributor); Lütkepohl, Helmut (contributor) - 2005
Persistent link: https://www.econbiz.de/10003291432
Cover Image
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