Lütkepohl, Helmut, 1951-
Lütkepohl, Helmut.
Helmut Lütkepohl deutscher Ökonom
VIAF ID: 85276947 (Personal)
Permalink: http://viaf.org/viaf/85276947
Preferred Forms
- 100 0 _ ‡a Helmut Lütkepohl ‡c deutscher Ökonom
- 200 _ | ‡a Lütkepohl ‡b Helmut ‡f 1951-....
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- 100 1 0 ‡a Lütkepohl, Helmut
- 100 1 _ ‡a Lütkepohl, Helmut ‡d 1951-
- 100 1 _ ‡a Lütkepohl, Helmut, ‡d 1951-....
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- 100 1 _ ‡a Lütkepohl, Helmut
- 100 1 0 ‡a Lütkepohl, Helmut
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- 100 1 _ ‡a Lütkepohl, Helmut ‡d 1951-...
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4xx's: Alternate Name Forms (17)
5xx's: Related Names (18)
- 510 2 _ ‡a CESifo
- 510 2 _ ‡a Christian-Albrechts-Universität zu Kiel ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
- 510 2 _ ‡a Deutsches Institut für Wirtschaftsforschung ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Deutsches Institut für Wirtschaftsforschung
- 510 2 _ ‡a European University Institute ‡b Department of Economics
- 510 2 _ ‡a European University Institute ‡b Department of Economics ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Freie Universität Berlin ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Freie Universität Berlin ‡b Fachbereich Wirtschaftswissenschaft ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Freie Universität Berlin / Fachbereich Wirtschaftswissenschaften / Institut für Statistik und Ökonometrie
- 510 2 _ ‡a Humboldt-Universität zu Berlin ‡b Institut für Statistik und Ökonometrie ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Institut für Statistik und Ökonometrie
- 551 _ _ ‡a Kiel ‡4 ortw ‡4 https://d-nb.info/standards/elementset/gnd#placeOfActivity
- 510 2 _ ‡a Osnabrück, Univ., Habil-Schr
- 510 2 _ ‡a Universität Hamburg ‡b Institut für Statistik und Ökonometrie ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Universität Berlin
- 510 2 _ ‡a Universität Berlin ‡b Fachbereich Wirtschaftswissenschaft
- 510 2 _ ‡a Universität Kiel
Works
Title | Sources |
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Acquisition of information and share prices: an empirical investigation of cognitive dissonance | |
Applied time series econometrics | |
Bootstrapping Impulse Responses in VAR Analyses | |
Calculating Joint Confidence Bands for Impulse Response Functions using Highest Density Regions | |
Comparison of bootstrap confidence intervals for impulse responses of German monetary systems | |
Comparison of criteria for estimating the Order of a vector autoregressive process | |
Comparison of model reduction methods for VAR processes | |
computer program for fitting subset vector autoregressions | |
Disentangling demand and supply shocks in the crude oil market : How to check sign restrictions in structural VARs | |
Estimation of structural impulse responses : Short-run versus long-run identifying restrictions | |
Forecasting aggregated vector ARMA processes | |
Forecasting nonlinear aggregates and aggregates with time-varying weights | |
Geldnachfrage für M3 neue Ergebnisse für das vereinigte Deutschland | |
Handbook of matrices | |
Have the effects of shocks to oil price expectations changed? Evidence from heteroskedastic proxy vector autoregressions | |
Heteroskedastic proxy vector autoregressions : Testing for time-varying impulse responses in the presence of multiple proxies | |
Identifying monetary policy shocks via changes in volatility | |
Introduction to multiple time series analysis | |
Investigating stability and linearity of a German M1 money demand function | |
joint asymptotic distribution of multistep prediction errors of estimated vector autoregressions | |
Lag Selection in Subset VAR Models with an Application to a U.S. Monetary System | |
Linear transformations of vector arma processes | |
Making Wald tests work for cointegrated VAR systems | |
Modelling the demand for M3 in the unified Germany | |
Money demand in Europe | |
Multivariate volatility analysis of VW stock prices | |
Nonlinear least squares estimation under nonlinear equality constraints | |
Nonparametric dynamic modelling | |
On the reliability of chow type test for parameter constancy in multivariate dynamic models | |
Prediction of temporally aggregated systems involving both stock and flow variables | |
Prognose aggregierter Zeitreihen | |
Readings in econometric theory and practice a volume in honor of George Judge | |
review of nonparametric time series analysis | |
A Review of systemscointegration tests | |
role of the log transformation in forecasting economic variables | |
Specification of varying coefficient time series models via generalized flexible least squares | |
Structural vector autoregressive analysis | |
Testing for a unit root in a time series with a level shift at unknown time | |
Testing for identification in SVAR-GARCH models : Reconsidering the impact of monetary shocks on exchange rates | |
Testing for nonnormality of autoregressive time series | |
Testing for the cointegrating rank of a var process with an intercept | |
Transfer function models for nonstationary time series | |
The transmission of German monetary policy in the pre-euro period | |
Unit root tests in the presence of innovational outliers |