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Multivariate volatility models

Fengler, Matthias R.; Herwartz, Helmut - In: Applied quantitative finance, (pp. 313-326). 2009

Persistent link: https://www.econbiz.de/10003746416

Size corrected inference in fiscal policy reaction functions : a three country assessment

Herwartz, Helmut; Rengel, Malte - In: An analysis of long-term influences on financial …, (pp. 89-116). 2014

Persistent link: https://www.econbiz.de/10010480405

A slowly evolving mean of the price-to-dividend ratio, its economic influences and predictive power for stock returns

Herwartz, Helmut; Rengel, Malte; Fang, Xu - In: An analysis of long-term influences on financial …, (pp. 7-41). 2014

Persistent link: https://www.econbiz.de/10010480408

Empirical modeling of the DEM/USD and DEM/JPY foreign exchange rate : structural shifts in GARCH models and their implications

Herwartz, Helmut; Reimers, Hans-Eggert - 2001

Persistent link: https://www.econbiz.de/10001631316

On the (nonlinear) relationship between exchange rate uncertainty and trade : an investigation of US trade figures in the group of seven

Herwartz, Helmut - In: Review of world economics 139 (2003) 4, pp. 650-682

Persistent link: https://www.econbiz.de/10001915170

On the (nonlinear) relationship between exchange rate uncertainty and trade : an investigation of US trade figures in the Group of Seven

Herwartz, Helmut (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001918978

Less Bang for the Buck? Assessing the Role of Inflation Uncertainty for U.S. Monetary Policy Transmission in a Data Rich Environment

Herwartz, Helmut - 2018

We investigate the relationship between inflation uncertainty and monetary policy transmission in the U.S. economy. Monetary policy shocks are identified within the framework of nonlinear structural factor-augmented VARs which allow us to analyze several complementary hypotheses connecting IU...

Persistent link: https://www.econbiz.de/10012907502

Modelling hospital admission and length of stay by means of generalised count data models

Herwartz, Helmut; Klein, Nadja; Strumann, Christoph - In: Journal of applied econometrics 31 (2016) 6, pp. 1159-1182

Persistent link: https://www.econbiz.de/10011686346

Less bang for the buck? : assessing the role of inflation uncertainty for U.S. monetary policy transmission in a data rich environment

Herwartz, Helmut; Rohloff, Hannes - 2018

Persistent link: https://www.econbiz.de/10011931106

Forecasting performance of market share attraction models : a comparison of different models assuming that competitors' actions are forecasts

Klapper, Daniel; Herwartz, Helmut - 1998

Persistent link: https://www.econbiz.de/10000168630