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DateTitle Authors
2006 Structural vector autoregressions with nonnormal residualsLanne, Markku / Lütkepohl, Helmut
2008 Identification of New Keynesian Phillips Curves from a global perspectiveDees, Stephane / Pesaran, Mohammad Hashem / Smith, L. Vanessa / Smith, Ron P.
2003 How wacky is the DAX? The changing structure of German stock market volatilityWerner, Thomas / Stapf, Jelena
2010 Forecasting nonlinear aggregates and aggregates with time-varying weightsLuetkepohl, Helmut
2012 Identifying structural vector autoregressions via changes in volatilityLütkepohl, Helmut
2008 Bridging Economic Theory Models and the Cointegrated Vector Autoregressive ModelMøller, Niels Framroze
2008 Bridging Economic Theory Models and the Cointegrated Vector Autoregressive ModelMøller, Niels Framroze
2010 Likelihood inference for a fractionally cointegrated vector autoregressive modelJohansen, Søren / Nielsen, Morten Ørregaard
2005 Uncovered interest rate parity and the expectations hypothesis of the term structure: empirical results for the US and EuropeBrüggemann, Ralf / Lütkepohl, Helmut
2006 Testing for the cointegrating rank of a VAR process with level shift and trend breakTrenkler, Carsten / Saikkonen, Pentti / Lütkepohl, Helmut

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