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Working Paper

Structural Vector Autoregressions with Heteroskedasticity - A Comparison of Different Volatility Models

Helmut Luetkepohl, Aleksei Netšunajev
CESifo, Munich, 2015
CESifo Working Paper No. 5308

Working Paper

Structural Vector Autoregressions: Checking Identifying Long-run Restrictions via Heteroskedasticity

Helmut Luetkepohl, Anton Velinov
CESifo, Munich, 2014
CESifo Working Paper No. 4651

Working Paper

Confidence Bands for Impulse Responses: Bonferroni versus Wald

Helmut Luetkepohl, Anna Staszewska-Bystrova, Peter Winker
CESifo, Munich, 2014
CESifo Working Paper No. 4634

Working Paper

Forecasting Nonlinear Aggregates and Aggregates with Time-varying Weights

Helmut Luetkepohl
Munich, CESifo, 2010
CESifo Working Paper No. 3031

Working Paper

The Role of the Log Transformation in Forecasting Economic Variables

Helmut Luetkepohl, Fang Xu
CESifo, Munich, 2009
CESifo Working Paper No. 2591

Working Paper

Stock Prices and Economic Fluctuations: A Markov Switching Structural Vector Autoregressive Analysis

Markku Lanne, Helmut Luetkepohl
CESifo, Munich, 2008
CESifo Working Paper No. 2407

Working Paper

Identifying Monetary Policy Shocks via Changes in Volatility

Markku Lanne, Helmut Luetkepohl
CESifo, Munich, 2006
CESifo Working Paper No. 1744

Working Paper

Structural Vector Autoregressions with Nonnormal Residuals

Markku Lanne, Helmut Luetkepohl
CESifo, Munich, 2006
CESifo Working Paper No. 1651

Working Paper

The Transmission of German Monetary Policy in the Pre-Euro Period

Helmut Luetkepohl, Jürgen Wolters
CESifo, Munich, 2001
CESifo Working Paper No. 604