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Structural vector autoregressions with smooth transition in variances
Lütkepohl, Helmut; Netšunajev, Aleksei - In: Journal of economic dynamics & control 84 (2017), pp. 43-57
Persistent link: https://www.econbiz.de/10011916171
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Macroeconomic dynamics near the ZLB : a tale of two countries
Aruoba, S. Borağan; Cuba-Borda, Pablo; Schorfheide, Frank - In: The review of economic studies 85 (2018) 1, pp. 87-118
Persistent link: https://www.econbiz.de/10011920119
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Transmission of German monetary policy in the pre-euro period
Lütkepohl, Helmut; Wolters, Jürgen - In: Macroeconomic dynamics 7 (2003) 4, pp. 711-733
Persistent link: https://www.econbiz.de/10001823449
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Testing for indeterminacy : an application to US monetary policy
Lubik, Thomas A.; Schorfheide, Frank - In: The American economic review 94 (2004) 1, pp. 190-217
Persistent link: https://www.econbiz.de/10002034249
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Comparison of bootstrap confidence intervals for impulse responses of German monetary systems
Benkwitz, Alexander; Lütkepohl, Helmut; Wolters, Jürgen - In: Macroeconomic dynamics 5 (2001) 1, pp. 81-100
Persistent link: https://www.econbiz.de/10001570831
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Monetary policy analysis with potentially misspecified models
Del Negro, Marco; Schorfheide, Frank - In: The American economic review 99 (2009) 4, pp. 1415-1450
Persistent link: https://www.econbiz.de/10003896762
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Lag selection in subset VAR models with an application to a US monetary system
Brüggemann, Ralf; Lütkepohl, Helmut - 2001
Persistent link: https://www.econbiz.de/10001615031
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Testing for indeterminacy : an application to US monetary policy ; comment
Beyer, Andreas; Farmer, Roger E. A. - In: The American economic review 97 (2007) 1, pp. 524-529
Persistent link: https://www.econbiz.de/10003456503
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Testing for indeterminacy : an application to US monetary policy ; reply
Lubik, Thomas A.; Schorfheide, Frank - In: The American economic review 97 (2007) 1, pp. 530-533
Persistent link: https://www.econbiz.de/10003456505
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Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity
Lütkepohl, Helmut; Woźniak, Tomasz - In: Journal of economic dynamics & control 113 (2020), pp. 1-21
Persistent link: https://www.econbiz.de/10012502522