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Results 1-10 of 30.
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2015
Structural vector autoregressions with heteroskedasticity: A comparison of different volatility models
Lütkepohl, Helmut
;
Netšunajev, Aleksei
2017
Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity
Lütkepohl, Helmut
;
Woźniak, Tomasz
2017
Choosing between different time-varying volatility models for structural vector autoregressive analysis
Lütkepohl, Helmut
;
Schlaak, Thore
2016
Calculating joint confidence bands for impulse response functions using highest density regions
Lütkepohl, Helmut
;
Staszewska-Bystrova, Anna
;
Winker, Peter
2014
Structural vector autoregressive analysis in a data rich environment: A survey
Lütkepohl, Helmut
2014
Structural vector autoregressions: Checking identifying long-run restrictions via heteroskedasticity
Lütkepohl, Helmut
;
Velinov, Anton
2012
Identifying structural vector autoregressions via changes in volatility
Lütkepohl, Helmut
2014
Structural vector autoregressions with smooth transition in variances: The interaction between US monetary policy and the stock market
Lütkepohl, Helmut
;
Netšunajev, Aleksei
2022
Heteroskedastic proxy vector autoregressions: Testing for time-varying impulse responses in the presence of multiple proxies
Bruns, Martin
;
Lütkepohl, Helmut
2020
Heteroskedastic proxy vector autoregressions
Lütkepohl, Helmut
;
Schlaak, Thore
Author
5
Bruns, Martin
5
Staszewska-Bystrova, Anna
5
Winker, Peter
4
Netšunajev, Aleksei
3
Schlaak, Thore
2
Boer, Lukas
2
Milunovich, George
2
Woźniak, Tomasz
1
McNeil, James
1
Meitz, Mika
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