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A functional coefficient approach to modeling the Fisher hypothesis : worldwide evidence
Herwartz, Helmut; Reimers, Hans-Eggert - In: Macroeconomic dynamics 15 (2011) 1, pp. 93-118
Persistent link: https://www.econbiz.de/10009011950
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Multivariate volatility models
Fengler, Matthias R.; Herwartz, Helmut - In: Applied quantitative finance : theory and computational …, (pp. 221-236). 2002
Persistent link: https://www.econbiz.de/10001749997
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Inflation targeting under inflation uncertainty : multi-economy evidence from a stochastic volatility model
Hartmann, Matthias; Herwartz, Helmut; Ulm, Maren - In: Macroeconomic dynamics 26 (2022) 5, pp. 1302-1337
Persistent link: https://www.econbiz.de/10013270236
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Heteroskedasticity robust panel unit root testing under variance breaks in pooled regressions
Herwartz, Helmut; Siedenburg, Florian; Yabibal Mulualem … - In: Econometric reviews 35 (2016) 5/7, pp. 727-750
Persistent link: https://www.econbiz.de/10011589870