CESifo Research Network Fellow
Helmut Lütkepohl
Affiliated Research Network Area
CESifo Working Papers
Structural Vector Autoregressions with Heteroskedasticity - A Comparison of Different Volatility Models
Helmut Luetkepohl, Aleksei Netšunajev
CESifo, Munich, 2015
CESifo Working Paper No. 5308
CESifo, Munich, 2015
CESifo Working Paper No. 5308
Structural Vector Autoregressions: Checking Identifying Long-run Restrictions via Heteroskedasticity
Helmut Luetkepohl, Anton Velinov
CESifo, Munich, 2014
CESifo Working Paper No. 4651
CESifo, Munich, 2014
CESifo Working Paper No. 4651
Confidence Bands for Impulse Responses: Bonferroni versus Wald
Helmut Luetkepohl, Anna Staszewska-Bystrova, Peter Winker
CESifo, Munich, 2014
CESifo Working Paper No. 4634
CESifo, Munich, 2014
CESifo Working Paper No. 4634
Forecasting Nonlinear Aggregates and Aggregates with Time-varying Weights
Helmut Luetkepohl
Munich, CESifo, 2010
CESifo Working Paper No. 3031
Munich, CESifo, 2010
CESifo Working Paper No. 3031
The Role of the Log Transformation in Forecasting Economic Variables
Helmut Luetkepohl, Fang Xu
CESifo, Munich, 2009
CESifo Working Paper No. 2591
CESifo, Munich, 2009
CESifo Working Paper No. 2591
Stock Prices and Economic Fluctuations: A Markov Switching Structural Vector Autoregressive Analysis
Markku Lanne, Helmut Luetkepohl
CESifo, Munich, 2008
CESifo Working Paper No. 2407
CESifo, Munich, 2008
CESifo Working Paper No. 2407
Identifying Monetary Policy Shocks via Changes in Volatility
Markku Lanne, Helmut Luetkepohl
CESifo, Munich, 2006
CESifo Working Paper No. 1744
CESifo, Munich, 2006
CESifo Working Paper No. 1744
Structural Vector Autoregressions with Nonnormal Residuals
Markku Lanne, Helmut Luetkepohl
CESifo, Munich, 2006
CESifo Working Paper No. 1651
CESifo, Munich, 2006
CESifo Working Paper No. 1651
The Transmission of German Monetary Policy in the Pre-Euro Period
Helmut Luetkepohl, Jürgen Wolters
CESifo, Munich, 2001
CESifo Working Paper No. 604
CESifo, Munich, 2001
CESifo Working Paper No. 604