Similar Search Results

Econometric analysis of high frequency data

Herwartz, Helmut - In: Modern econometric analysis : surveys on recent …, (pp. 87-102). 2006

Persistent link: https://www.econbiz.de/10003375829

Long-run links among money, prices, and output : world-wide evidence

Herwartz, Helmut; Reimers, Hans-Eggert - 2001

Regarding inflation as being a monetary phenomenon in the long-run is a widely-held view in modern macro economics. We analyse this topic by means of a P-star model. Based on the quantity theory of money, this approach explains inflation via a supposed equilibrium price level (P-star), which...

Persistent link: https://www.econbiz.de/10011419407

Regional labor market performance in Europe : error correction dynamics and the role of national institutions and local structure

Herwartz, Helmut; Niebuhr, Annekatrin - In: International regional science review 40 (2017) 3, pp. 270-296

Persistent link: https://www.econbiz.de/10011704060

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

Seasonal cointegration analysis for German M3 money demand

Herwartz, Helmut; Reimers, Hans-Eggert - In: Applied financial economics 13 (2003) 1, pp. 71-78

Persistent link: https://www.econbiz.de/10001754247

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

Testing growth ratios via pooled error correction models

Herwartz, Helmut (contributor); … - In: Economics bulletin : EB (2002)

Persistent link: https://www.econbiz.de/10001740758

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

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

Herwartz, Helmut; Lütkepohl, Helmut - 2011

Persistent link: https://www.econbiz.de/10009008157

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