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Structural Vector Autoregressi...
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1
Structural vector autoregressions with Markov switching
Lanne, Markku
;
Lütkepohl, Helmut
;
Maciejowska, Katarzyna
- In:
Journal of economic dynamics & control
34
(
2010
)
2
,
pp. 121-131
Persistent link: https://www.econbiz.de/10003947631
Saved in:
2
Structural vector autoregressions with nonnormal residuals
Lanne, Markku
;
Lütkepohl, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
1
,
pp. 159-168
Persistent link: https://www.econbiz.de/10003992825
Saved in:
3
Identifying monetary policy shocks via changes in volatility
Lanne, Markku
;
Lütkepohl, Helmut
- In:
Journal of money, credit and banking : JMCB
40
(
2008
)
6
,
pp. 1131-1149
Persistent link: https://www.econbiz.de/10003745912
Saved in:
4
Test procedures for unit roots in time series with level shifts at unknown time
Lanne, Markku
;
Lütkepohl, Helmut
;
Saikkonen, Pentti
- In:
Oxford bulletin of economics and statistics
65
(
2003
)
1
,
pp. 91-115
Persistent link: https://www.econbiz.de/10001741975
Saved in:
5
Unit root tests in the presence of innovational outliers
Lanne, Markku
;
Lütkepohl, Helmut
;
Saikkonen, Pentti
- In:
Contributions to modern econometrics : from data …
,
(pp. 151-167)
.
2002
Persistent link: https://www.econbiz.de/10001905248
Saved in:
6
Unit root tests for time series with level shifts : a comparison of different proposals
Lanne, Markku
;
Lütkepohl, Helmut
- In:
Economics letters
75
(
2002
)
1
,
pp. 109-114
Persistent link: https://www.econbiz.de/10001650898
Saved in:
7
Optimal stalling when bargaining
Lanne, Markku
;
Lütkepohl, Helmut
;
Maciejowska, Katarzyna
- In:
Journal of economic dynamics & control
34
(
2010
)
2
,
pp. 101-121
Persistent link: https://www.econbiz.de/10008348364
Saved in:
8
A Prior for Impulse Responses in Bayesian Structural VAR Models
Lanne, Markku
;
Lütkepohl, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
1
,
pp. 115-128
Persistent link: https://www.econbiz.de/10008371882
Saved in:
9
Identifying Monetary Policy Shocks via Changes in Volatility
Lanne, Markku
;
LÜTkepohl, Helmut
- In:
Journal of money, credit and banking : JMCB
40
(
2008
)
6
,
pp. 1131-1150
Persistent link: https://www.econbiz.de/10008088572
Saved in:
10
Unit root tests for time series with level shifts: a comparison of different proposals
Lanne, Markku
;
Lütkepohl, Helmut
- In:
Economics letters
75
(
2002
)
1
,
pp. 109-114
Persistent link: https://www.econbiz.de/10006769536
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