Articoli di "LUETKEPOHL, Helmut"

Articolo Anno: 2011

Does the Box-Cox Transformation Help in Forecasting Macroeconomic Time Series?

Proietti, Tommaso - LUETKEPOHL, Helmut

In: European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers , n. 29, pp. 1-22

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Articolo Anno: 2011

Forecasting Contemporaneous Aggregates with Stochastic Aggregation Weights

LUETKEPOHL, Helmut - BRUEGGEMANN, Ralf

In: European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers , n. 17, pp. 1-20

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Articolo Anno: 2011

Structural Vector Autoregressions with Markov Switching: Combining conventional with statistical identification of shocks

LUETKEPOHL, Helmut - HERWARTZ, Helmut

In: European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers , n. 11, pp. 1-37

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Articolo Anno: 2011

Vector Autoregressive Models

LUETKEPOHL, Helmut

In: European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers , n. 30, pp. 1-28

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Articolo Anno: 2010

Forecasting Nonlinear Aggregates and Aggregates with Time-varying Weights

LUETKEPOHL, Helmut

In: European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers , n. 11, pp. 1-32

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Articolo Anno: 2009

Forecasting Aggregated Time Series Variables: A Survey

LUETKEPOHL, Helmut

In: European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers , n. 17, pp. 1-33

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Articolo Anno: 2009

Forecasting Levels of log Variables in Vector Autoregressions

LUETKEPOHL, Helmut - BARDSEN, Gunnar

In: European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers , n. 24, pp. 1-16

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Articolo Anno: 2009

Generalized Least Squares Estimation for Cointegration Parameters Under Conditional Heteroskedasticity

LUETKEPOHL, Helmut - HERWARTZ, Helmut

In: European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers , n. 42, pp. 1-17

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Articolo Anno: 2009

Structural Vector Autoregressions with Markov Switching

LUETKEPOHL, Helmut - LANNE, Markku - MACIEJOWSKA, Katarzyna

In: European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers , n. 6, pp. 1-20

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Articolo Anno: 2008

A Statistical Comparison of Alternative Identification Schemes for Monetary Policy Shocks

LUETKEPOHL, Helmut - LANNE, Markku

In: European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers , n. 23, pp. 1-16

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Articolo Anno: 2008

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

LUETKEPOHL, Helmut - LANNE, Markku

In: European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers , n. 29, pp. 1-14

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Articolo Anno: 2008

Testing for the Cointegrating Rank of a Vector Autoregressive Process with Uncertain Deterministic Trend Term

LUETKEPOHL, Helmut - SAIKKONEN, Pentti - Demetrescu, Matei

In: European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers , n. 24, pp. 1-35

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Articolo Anno: 2007

Econometric Analysis with Vector Autoregressive Models

LUETKEPOHL, Helmut

In: European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers , n. 11, pp. 1-56

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Articolo Anno: 2006

Acquisition of Information and Share Prices: An Empirical Investigation of Cognitive Dissonance

Motta, Massimo - Argentesi, Elena - LUETKEPOHL, Helmut

In: European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers , n. 32, pp. 1-24

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Articolo Anno: 2006

Forecasting Euro-Area Variables with German Pre-EMU Data

Marcellino, Massimiliano - LUETKEPOHL, Helmut - BRUEGGEMANN, Ralf

In: European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers , n. 30, pp. 1-19

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Articolo Anno: 2006

Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break

LUETKEPOHL, Helmut - SAIKKONEN, Pentti - TRENKLER, Carsten

In: European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers , n. 29, pp. 1-31

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Articolo Anno: 2005

Forecasting with VARMA Models

LUETKEPOHL, Helmut

In: European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers , n. 25, pp. 1-40

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Articolo Anno: 2005

Problems Related to Over-Identifying Restrictions for Structural Vector Error Correction Models

LUETKEPOHL, Helmut

In: European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers , n. 15, pp. 1-12

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Articolo Anno: 2005

Structural Vector Autoregressions with Nonnormal Residuals

LUETKEPOHL, Helmut - LANNE, Markku

In: European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers , n. 25, pp. 1-26

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Articolo Anno: 2005

Structural Vector Autoregressive Analysis for Cointegrated Variables

LUETKEPOHL, Helmut

In: European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers , n. 2, pp. 1-15

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