Similar Search Results

Modeling the demand for M3 in the unified Germany

Wolters, Jürgen - In: The review of economics and statistics 80 (1998) 3, pp. 399-409

Persistent link: https://www.econbiz.de/10001245213

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

A small monetary system for the euro area based on German data

Brüggemann, Ralf; Lütkepohl, Helmut - In: Journal of applied econometrics 21 (2006) 6, pp. 683-702

Persistent link: https://www.econbiz.de/10003387857

A lag augmentation test for the cointegrating rank of a VAR process

Lütkepohl, Helmut; Saikkonen, Pentti - In: Economics letters 63 (1999) 1, pp. 23-27

Persistent link: https://www.econbiz.de/10001398784

Structural vector autoregressions : checking identifying long-run restrictions via heteroskedasticity

Lütkepohl, Helmut; Velinov, Anton - In: Journal of economic surveys 30 (2016) 2, pp. 377-392

Persistent link: https://www.econbiz.de/10011553496

Structural vector autoregressions with Markov switching : combining conventional with statistical identification of shocks

Herwartz, Helmut; Lütkepohl, Helmut - In: Journal of econometrics 183 (2014) 1, pp. 104-116

Persistent link: https://www.econbiz.de/10010506080

The relation between monetary policy and the stock market in Europe

Lütkepohl, Helmut; Netšunajev, Aleksei - In: Econometrics : open access journal 6 (2018) 3, pp. 1-14

We use a cointegrated structural vector autoregressive model to investigate the relation between monetary policy in the euro area and the stock market. Since there may be an instantaneous causal relation, we consider long-run identifying restrictions for the structural shocks and also used...

Persistent link: https://www.econbiz.de/10011887655

Comparison of tests for the cointegrating rank of a VAR process with a structural shift

Lütkepohl, Helmut; Saikkonen, Pentti; Trenkler, Carsten - In: Journal of econometrics 113 (2003) 2, pp. 201-229

Persistent link: https://www.econbiz.de/10001738893

Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process

Lütkepohl, Helmut; Saikkonen, Pentti; Trenkler, Carsten - In: The econometrics journal 4 (2001) 4, pp. 287-310

Persistent link: https://www.econbiz.de/10001651359

A review of systems cointegration tests

Hubrich, Kirsten; Lütkepohl, Helmut; Saikkonen, Pentti - In: Econometric reviews 20 (2001) 3, pp. 247-318

Persistent link: https://www.econbiz.de/10001606186