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Fishing industry borrows from natural capital at high shadow interest rates

Quaas, Martin F.; Froese, Rainer; Herwartz, Helmut; … - In: Ecological economics : the transdisciplinary journal of … 82 (2012), pp. 45-52

Persistent link: https://www.econbiz.de/10009666727

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

VaR in high dimensional systems : a conditional correlation approach

Herwartz, Helmut; Pedrinha, Bruno - In: Applied quantitative finance, (pp. 83-102). 2009

Persistent link: https://www.econbiz.de/10003745954

Multivariate volatility models

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

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

Simulation evidence on theory-based and statistical identification under volatility breaks

Herwartz, Helmut; Plödt, Martin - In: Oxford bulletin of economics and statistics 78 (2016) 1, pp. 94-112

Persistent link: https://www.econbiz.de/10011494636

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 (contributor) - 2003 - [Elektronische Ressource]

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

Convergence of real capital market interest rates : evidence from inflation indexed bonds

Herwartz, Helmut; Roestel, Jan - In: Journal of money, credit and banking : JMCB 43 (2011) 7, pp. 1523-1541

Persistent link: https://www.econbiz.de/10009349315

Proxy SVAR identification of monetary policy shocks : MonteCarlo evidence and insights for the US

Herwartz, Helmut; Rohloff, Hannes; Wang, Shu - 2020

In empirical macroeconomics, proxy structural vector autoregressive models (SVARs) have become a prominent path towards detecting monetary policy (MP) shocks. However, in practice, the merits of proxy SVARs depend on the relevance and exogeneity of the instrumental information employed. Our...

Persistent link: https://www.econbiz.de/10012297438