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DateTitle Authors
2014 Structural vector autoregressions with smooth transition in variances: The interaction between US monetary policy and the stock marketLütkepohl, Helmut / Netésunajev, Aleksei
2016 Calculating joint confidence bands for impulse response functions using highest density regionsLütkepohl, Helmut / Staszewska-Bystrova, Anna / Winker, Peter
2012 Codependent VAR Models and the Pseudo-Structural FormTrenkler, Carsten / Weber, Enzo
2014 Confidence bands for impulse responses: Bonferroni versus WaldLütkepohl, Helmut / Staszewska-Bystrova, Anna / Winker, Peter
2014 Structural vector autoregressions: Checking identifying long-run restrictions via heteroskedasticityLütkepohl, Helmut / Velinov, Anton
2014 Structural vector autoregressive analysis in a data rich environment: A surveyLütkepohl, Helmut
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
2008 Nonparametric cointegration analysis of fractional systems with unknown integration ordersNielsen, Morten Ørregaard

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