Articoli pubblicati da:
LUETKEPOHL, HelmutRisultato della ricerca: (21 titoli )
| Acquisition of Information and Share Prices: An Empirical Investigation of Cognitive Dissonance |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 2006
| Does the Box-Cox Transformation Help in Forecasting Macroeconomic Time Series? |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 2011
| Econometric Analysis with Vector Autoregressive Models |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 2007
| Forecasting Aggregated Time Series Variables: A Survey |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 2009
| Forecasting Contemporaneous Aggregates with Stochastic Aggregation Weights |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 2011
| Forecasting Euro-Area Variables with German Pre-EMU Data |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 2006
| Forecasting Levels of log Variables in Vector Autoregressions |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 2009
| Forecasting Nonlinear Aggregates and Aggregates with Time-varying Weights |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 2010
| Forecasting with VARMA Models |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 2005
| Generalized Least Squares Estimation for Cointegration Parameters Under Conditional Heteroskedasticity |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 2009
| Problems Related to Over-Identifying Restrictions for Structural Vector Error Correction Models |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 2005
| A Statistical Comparison of Alternative Identification Schemes for Monetary Policy Shocks |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 2008
| Stock Prices and Economic Fluctuations: A Markov Switching Structural Vector Autoregressive Analysis |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 2008
| Structural Vector Autoregressions with Markov Switching |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 2009
| Structural Vector Autoregressions with Markov Switching: Combining conventional with statistical identification of shocks |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 2011
| Structural Vector Autoregressions with Nonnormal Residuals |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 2005
| Structural Vector Autoregressive Analysis for Cointegrated Variables |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 2005
| Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 2006
| Testing for the Cointegrating Rank of a Vector Autoregressive Process with Uncertain Deterministic Trend Term |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 2008
| Uncovered Interest Rate Parity and the Expectations Hypothesis of the Term Structure: Empirical Results for the U.S. and Europe |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 2005
| Vector Autoregressive Models |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 2011
