Similar Search Results

Testing the purchasing power parity in pooled systems of error correction models

Herwartz, Helmut; Reimers, Hans-Eggert - In: Japan and the world economy : international journal of … 14 (2002) 1, pp. 45-62

Persistent link: https://www.econbiz.de/10001637863

State dependence of fiscal multipliers in Chile : an independent component approach to identification

Fortunato, Andres; Herwartz, Helmut - In: Latin American economic review : LAER ; official … 32 (2023), pp. 1-21

In studying the economic cycle dependency of fiscal multipliers in Chile, we implement an independent component analysis for structural shock identification within a non-linear vector autoregressive setting with generalized impulse response functions. Thereby we relax more restrictive...

Persistent link: https://www.econbiz.de/10014234272

Money demand and the shadow economy : empirical evidence from OECD countries

Herwartz, Helmut; Sardà Pons, Jordi; Theilen, Bernd - In: Empirical economics : a journal of the Institute for … 50 (2016) 4, pp. 1627-1645

Persistent link: https://www.econbiz.de/10011481738

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

Panel data model comparison for empirical saving-investment relations

Herwartz, Helmut; Fang, Xu - In: Applied economics letters 16 (2009) 7/9, pp. 803-807

Persistent link: https://www.econbiz.de/10003855016

Panel nonstationary tests of the Fisher hypothesis : an analysis of 114 economies during the period 1960 - 2004

Herwartz, Helmut; Reimers, Hans-Eggert - In: Applied econometrics and international development 6 (2006) 3, pp. 39-54

Persistent link: https://www.econbiz.de/10003932880

Dynamic modeling of high-dimensional correlation matrices in finance

Golosnoy, Vasyl; Herwartz, Helmut - In: International journal of theoretical and applied finance 15 (2012) 5, pp. 1-22

Persistent link: https://www.econbiz.de/10009672608

Statistical identification in panel structural vector autoregressive models based on independence criteria

Herwartz, Helmut; Wang, Shu - In: Journal of applied econometrics 39 (2024) 4, pp. 620-639

Persistent link: https://www.econbiz.de/10014562838

In-sample and out-of-sample properties of international stock return dynamics conditional on equilibrium pricing factors

Herwartz, Helmut; Morales-Arias, Leonardo - In: The European journal of finance 15 (2009) 1/2, pp. 1-28

Persistent link: https://www.econbiz.de/10003827004

To converge or not converge: unit labor cost inflation in the Euro area

Herwartz, Helmut; Siedenburg, Florian - In: Empirical economics : a journal of the Institute for … 44 (2013) 2, pp. 455-467

Persistent link: https://www.econbiz.de/10009724183