Publications
by alumni of
Fakultät für Wirtschaftswissenschaften
Universität Bielefeld
Bielefeld, Germany
(Faculty of Economics and Business Administration, University of Bielefeld)
These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.This page is updated in the first days of each month.
| Working papers | Journal articles | Books | Chapters | Software components |
Working papers
Undated material is listed at the end2023
- Martin Bruns & Helmut Lütkepohl, 2023.
"Have the Effects of Shocks to Oil Price Expectations Changed?: Evidence from Heteroskedastic Proxy Vector Autoregressions,"
Discussion Papers of DIW Berlin
2036, DIW Berlin, German Institute for Economic Research.
- Martin Bruns & Helmut Luetkepohl, 2023. "Have the Effects of Shocks to Oil Price Expectations Changed? Evidence from Heteroskedastic Proxy Vector Autoregressions," University of East Anglia School of Economics Working Paper Series 2023-03, School of Economics, University of East Anglia, Norwich, UK..
- Carlos Carrillo-Tudela & Leo Kaas & Benjamin Lochner, 2023.
"Matching through Search Channels,"
CESifo Working Paper Series
10761, CESifo.
- Carillo-Tudela, Carlos & Kaas, Leo & Lochner, Benjamin, 2023. "Matching Through Search Channels," IAB-Discussion Paper 202310, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
- Carrillo-Tudela, Carlos & Kaas, Leo & Lochner, Benjamin, 2023. "Matching through Search Channels," IZA Discussion Papers 16583, Institute of Labor Economics (IZA).
- Leo Kaas & Etienne Lalé & Nawid Siassi, 2023.
"Job Ladder and Wealth Dynamics in General Equilibrium,"
CESifo Working Paper Series
10847, CESifo.
- Kaas, Leo & Lalé, Etienne & Siassi, Nawid, 2023. "Job Ladder and Wealth Dynamics in General Equilibrium," IZA Discussion Papers 16664, Institute of Labor Economics (IZA).
- Kaas, Leo & Lalé, Etienne & Siassi, Nawid, 2023. "Job Ladder and Wealth Dynamics in General Equilibrium," ECON WPS - Working Papers in Economic Theory and Policy 03/2023, TU Wien, Institute of Statistics and Mathematical Methods in Economics, Economics Research Unit.
- Alessandro Di Nola & Leo Kaas & Haomin Wang, 2023.
"Online Appendix to "Rescue policies for small businesses in the Covid-19 recession","
Online Appendices
22-55, Review of Economic Dynamics.
- Alessandro Di Nola & Leo Kaas & Haomin Wang, 2023. "Rescue policies for small businesses in the Covid-19 recession," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 579-603, December.
2022
- Berno Buechel & Lydia Mechtenberg & Alexander F. Wagner, 2022.
"When do proxy advisors improve corporate decisions?,"
Swiss Finance Institute Research Paper Series
22-47, Swiss Finance Institute.
- Wagner, Alexander F. & Buechel, Berno & Mechtenberg, Lydia, 2022. "When do proxy advisors improve corporate decisions?," CEPR Discussion Papers 17413, C.E.P.R. Discussion Papers.
- Buechel, Berno & Klößner, Stefan & Meng, Fanyuan & Nassar, Anis, 2022.
"Misinformation due to asymmetric information sharing,"
FSES Working Papers
528, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
- Buechel, Berno & Klößner, Stefan & Meng, Fanyuan & Nassar, Anis, 2023. "Misinformation due to asymmetric information sharing," Journal of Economic Dynamics and Control, Elsevier, vol. 150(C).
- Martin Bruns & Helmut Lütkepohl, 2022.
"Heteroskedastic Proxy Vector Autoregressions: Testing for Time-Varying Impulse Responses in the Presence of Multiple Proxies,"
Discussion Papers of DIW Berlin
2005, DIW Berlin, German Institute for Economic Research.
- Martin Bruns & Helmut Luetkepohl, 2022. "Heteroskedastic Proxy Vector Autoregressions: Testing for Time-Varying Impulse Responses in the Presence of Multiple Proxies," University of East Anglia School of Economics Working Paper Series 2022-02, School of Economics, University of East Anglia, Norwich, UK..
- Alessandro Di Nola & Leo Kaas & Haomin Wang, 2022.
"Rescue Policies for Small Businesses in the Covid-19 Recession,"
CESifo Working Paper Series
9641, CESifo.
- Alessandro Di Nola & Leo Kaas & Haomin Wang, 2023. "Rescue policies for small businesses in the Covid-19 recession," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 579-603, December.
- Di Nola, Alessandro & Kaas, Leo & Wang, Haomin, 2022. "Rescue policies for small businesses in the COVID-19 recession," SAFE Working Paper Series 343, Leibniz Institute for Financial Research SAFE.
2021
- Berno Buechel & Selina Gangl & Martin Huber, 2021.
"How residence permits affect the labor market attachment of foreign workers: Evidence from a migration lottery in Liechtenstein,"
Papers
2105.11840, arXiv.org.
- Buechel, Berno & Gangl, Selina & Huber, Martin, 2023. "How residence permits affect the labor market attachment of foreign workers: Evidence from a migration lottery in Liechtenstein," European Economic Review, Elsevier, vol. 152(C).
- Buechel, Berno & Gangl, Selina & Huber, Martin, 2021. "How residence permits affect the labor market attachment of foreign workers: Evidence from a migration lottery in Liechtenstein," VfS Annual Conference 2021 (Virtual Conference): Climate Economics 242357, Verein für Socialpolitik / German Economic Association, revised 2021.
- Berno Buechel & Selina Gangl & Martin Huber, 2021. "How Residence Permits Affect the Labor Market Attachment of Foreign Workers: Evidence from a Migration Lottery in Liechtenstein," CESifo Working Paper Series 9390, CESifo.
- Lukas Boer & Helmut Lütkepohl, 2021.
"Qualitative versus Quantitative External Information for Proxy Vector Autoregressive Analysis,"
Discussion Papers of DIW Berlin
1940, DIW Berlin, German Institute for Economic Research.
- Boer, Lukas & Lütkepohl, Helmut, 2021. "Qualitative versus quantitative external information for proxy vector autoregressive analysis," Journal of Economic Dynamics and Control, Elsevier, vol. 127(C).
- Martin Bruns & Helmut Lütkepohl, 2021.
"Comparison of Local Projection Estimators for Proxy Vector Autoregressions,"
Discussion Papers of DIW Berlin
1949, DIW Berlin, German Institute for Economic Research.
- Bruns, Martin & Lütkepohl, Helmut, 2022. "Comparison of local projection estimators for proxy vector autoregressions," Journal of Economic Dynamics and Control, Elsevier, vol. 134(C).
- Martin Bruns & Helmut Luetkepohl, 2021. "Comparison of Local Projection Estimators for Proxy Vector Autoregressions," University of East Anglia School of Economics Working Paper Series 2021-04, School of Economics, University of East Anglia, Norwich, UK..
2020
- Helmut Lütkepohl, 2020. "Structural Vector Autoregressive Models with More Shocks than Variables Identified via Heteroskedasticity," Discussion Papers of DIW Berlin 1871, DIW Berlin, German Institute for Economic Research.
- Helmut Lütkepohl & Thore Schlaak, 2020.
"Heteroskedastic Proxy Vector Autoregressions,"
Discussion Papers of DIW Berlin
1876, DIW Berlin, German Institute for Economic Research.
- Helmut Lütkepohl & Thore Schlaak, 2022. "Heteroscedastic Proxy Vector Autoregressions," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(3), pages 1268-1281, June.
- Lütkepohl, Helmut & Schlaak, Thore, 2021. "Heteroskedastic Proxy Vector Autoregressions," VfS Annual Conference 2021 (Virtual Conference): Climate Economics 242399, Verein für Socialpolitik / German Economic Association.
- Lukas Boer & Helmut Lütkepohl, 2020. "A Simple Instrument for Proxy Vector Autoregressive Analysis," Discussion Papers of DIW Berlin 1905, DIW Berlin, German Institute for Economic Research.
- Martin Bruns & Helmut Lütkepohl, 2020.
"An Alternative Bootstrap for Proxy Vector Autoregressions,"
Discussion Papers of DIW Berlin
1913, DIW Berlin, German Institute for Economic Research.
- Martin Bruns & Helmut Lütkepohl, 2023. "An Alternative Bootstrap for Proxy Vector Autoregressions," Computational Economics, Springer;Society for Computational Economics, vol. 62(4), pages 1857-1882, December.
- Martin Bruns & Helmut Luetkepohl, 2020. "An Alternative Bootstrap for Proxy Vector Autoregressions," University of East Anglia School of Economics Working Paper Series 2020-06, School of Economics, University of East Anglia, Norwich, UK..
- Carlos Carrillo-Tudela & Hermann Gartner & Leo Kaas, 2020.
"Recruitment Policies, Job-Filling Rates and Matching Efficiency,"
CESifo Working Paper Series
8299, CESifo.
- Carlos Carrillo-Tudela & Hermann Gartner & Leo Kaas, 2023. "Recruitment Policies, Job-Filling Rates, and Matching Efficiency," Journal of the European Economic Association, European Economic Association, vol. 21(6), pages 2413-2459.
- Carrillo-Tudela, Carlos & Hermann, Gartner & Kaas, Leo, 2020. "Recruitment Policies, Job-Filling Rates and Matching Efficiency," CEPR Discussion Papers 14727, C.E.P.R. Discussion Papers.
- Carrillo-Tudela, Carlos & Gartner, Hermann & Kaas, Leo, 2020. "Recruitment Policies, Job-Filling Rates and Matching Efficiency," IZA Discussion Papers 13240, Institute of Labor Economics (IZA).
- Carrillo-Tudela, Carlos & Gartner, Hermann & Kaas, Leo, 2020. "Recruitment Policies, Job-Filling Rates and Matching Efficiency," IAB-Discussion Paper 202015, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
- Leo Kaas, 2020.
"Block-Recursive Equilibria in Heterogenous-Agent Models,"
CESifo Working Paper Series
8737, CESifo.
- Kaas, Leo, 2023. "Block-recursive equilibria in heterogeneous-agent models," Journal of Economic Theory, Elsevier, vol. 212(C).
- Kaas, Leo, 2020. "Capital in the Corona crisis," SAFE Policy Letters 80, Leibniz Institute for Financial Research SAFE.
2018
- Büchel, Berno & Klößner, Stefan & Lochmüller, Martin & Rauhut, Heiko, 2018.
"The Strength of Weak Leaders - An Experiment on Social Influence and Social Learning in Teams,"
ETA: Economic Theory and Applications
268729, Fondazione Eni Enrico Mattei (FEEM).
- Berno Buechel & Stefan Klößner & Martin Lochmüller & Heiko Rauhut, 2020. "The strength of weak leaders: an experiment on social influence and social learning in teams," Experimental Economics, Springer;Economic Science Association, vol. 23(2), pages 259-293, June.
- Berno Büchel & Stefan Klößner & Martin Lochmüller & Heiko Rauhut, 2018. "The Strength of Weak Leaders - An Experiment on Social Influence and Social Learning in Teams," Working Papers 2018.02, Fondazione Eni Enrico Mattei.
- Berno Buechel & Eberhard Feess & Gerd Muehlheusser, 2018.
"Optimal Law Enforcement with Sophisticated and Naive Offenders,"
CESifo Working Paper Series
7106, CESifo.
- Buechel, Berno & Feess, Eberhard & Muehlheusser, Gerd, 2020. "Optimal law enforcement with sophisticated and naïve offenders," Journal of Economic Behavior & Organization, Elsevier, vol. 177(C), pages 836-857.
- Lütkepohl, Helmut & Staszewska-Bystrova, Anna & Winker, Peter, 2018.
"Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models - A Review,"
Lodz Economics Working Papers
4/2018, University of Lodz, Faculty of Economics and Sociology.
- Lütkepohl, Helmut & Staszewska-Bystrova, Anna & Winker, Peter, 2020. "Constructing joint confidence bands for impulse response functions of VAR models – A review," Econometrics and Statistics, Elsevier, vol. 13(C), pages 69-83.
- Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker, 2018. "Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models: A Review," Discussion Papers of DIW Berlin 1762, DIW Berlin, German Institute for Economic Research.
- Helmut Lutkepohl & Tomasz Wo'zniak, 2018.
"Bayesian Inference for Structural Vector Autoregressions Identified by Markov-Switching Heteroskedasticity,"
Papers
1811.08167, arXiv.org.
- Lütkepohl, Helmut & Woźniak, Tomasz, 2020. "Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity," Journal of Economic Dynamics and Control, Elsevier, vol. 113(C).
- Helmut Lütkepohl & Tomasz Woźniak, 2017. "Bayesian Inference for Structural Vector Autoregressions Identified by Markov-Switching Heteroskedasticity," Discussion Papers of DIW Berlin 1707, DIW Berlin, German Institute for Economic Research.
- Helmut Lütkepohl & Aleksei Netsunajev, 2018.
"The Relation between Monetary Policy and the Stock Market in Europe,"
Discussion Papers of DIW Berlin
1729, DIW Berlin, German Institute for Economic Research.
- Helmut Lütkepohl & Aleksei Netšunajev, 2018. "The Relation between Monetary Policy and the Stock Market in Europe," Econometrics, MDPI, vol. 6(3), pages 1-14, August.
- Helmut Lütkepohl & Thore Schlaak, 2018.
"Bootstrapping Impulse Responses of Structural Vector Autoregressive Models Identified through GARCH,"
Discussion Papers of DIW Berlin
1750, DIW Berlin, German Institute for Economic Research.
- Lütkepohl, Helmut & Schlaak, Thore, 2019. "Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH," Journal of Economic Dynamics and Control, Elsevier, vol. 101(C), pages 41-61.
- Helmut Lütkepohl & Mika Meitz & Aleksei NetŠunajev & Pentti Saikkonen, 2018.
"Testing Identification via Heteroskedasticity in Structural Vector Autoregressive Models,"
Discussion Papers of DIW Berlin
1764, DIW Berlin, German Institute for Economic Research.
- Lütkepohl, Helmut & Meitz, Mika & Netšunajev, Aleksei & Saikkonen, Pentti, 2021. "Testing identification via heteroskedasticity in structural vector autoregressive models," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 24(1), pages 1-22.
- Helmut Lütkepohl & Mika Meitz & Aleksei Netšunajev & Pentti Saikkonen, 2021. "Testing identification via heteroskedasticity in structural vector autoregressive models," The Econometrics Journal, Royal Economic Society, vol. 24(1), pages 1-22.
- Kaas, Leo & Kimasa, Bihemo, 2018.
"Firm Dynamics with Frictional Product and Labor Markets,"
IZA Discussion Papers
11745, Institute of Labor Economics (IZA).
- Leo Kaas & Bihemo Kimasa, 2021. "Firm Dynamics With Frictional Product And Labor Markets," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(3), pages 1281-1317, August.
- Bihemo Kimasa & Leo Kaas, 2016. "Firm dynamics with frictional product and labor markets," 2016 Meeting Papers 1033, Society for Economic Dynamics.
- Claus-Jochen Haake & Cheng-Zhong Qin, 2018. "On unification of solutions to the bargaining problem," Working Papers CIE 113, Paderborn University, CIE Center for International Economics.
- Claus-Jochen Haake & Nadja Stroh-Maraun, 2018. "A Note on Manipulability in School Choice with Reciprocal Preferences," Working Papers CIE 111, Paderborn University, CIE Center for International Economics.
- Hellmann, Tim & Panebianco, Fabrizio, 2018. "The transmission of continuous cultural traits in endogenous social networks," Center for Mathematical Economics Working Papers 579, Center for Mathematical Economics, Bielefeld University.
2017
- Naeve, Jörg, 2017. "The Nash bargaining solution is Nash implementable," Center for Mathematical Economics Working Papers 276, Center for Mathematical Economics, Bielefeld University.
- Buechel, Berno & Mechtenberg, Lydia, 2017.
"The Swing Voter's Curse in Social Networks,"
ETA: Economic Theory and Applications
253218, Fondazione Eni Enrico Mattei (FEEM).
- Buechel, Berno & Mechtenberg, Lydia, 2019. "The swing voter's curse in social networks," Games and Economic Behavior, Elsevier, vol. 118(C), pages 241-268.
- Berno Buechel & Lydia Mechtenberg, 2017. "The Swing Voter's Curse in Social Networks," Working Papers 2017.05, Fondazione Eni Enrico Mattei.
- Mechtenberg, Lydia & Büchel, Berno, 2017. "The Swing Voter's Curse in Social Networks," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168094, Verein für Socialpolitik / German Economic Association.
- Buechel, Berno & Mechtenberg, Lydia, 2017. "The swing voter's curse in social networks," FSES Working Papers 485, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
- Buechel, Berno & Mechtenberg, Lydia, 2015. "The Swing Voter's Curse in Social Networks," WiSo-HH Working Paper Series 29, University of Hamburg, Faculty of Business, Economics and Social Sciences, WISO Research Laboratory.
- Buechel, Berno & Mechtenberg, Lydia & Petersen, Julia, 2017. "Peer effects on perseverance," FSES Working Papers 488, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
- Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker, 2017.
"Estimation of Structural Impulse Responses: Short-Run versus Long-Run Identifying Restrictions,"
Discussion Papers of DIW Berlin
1642, DIW Berlin, German Institute for Economic Research.
- Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker, 2018. "Estimation of structural impulse responses: short-run versus long-run identifying restrictions," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 102(2), pages 229-244, April.
- Lütkepohl, Helmut & Staszewska-Bystrova, Anna & Winker, Peter, 2017. "Estimation of Structural Impulse Responses: Short-Run versus Long-run Identifying Restrictions," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168061, Verein für Socialpolitik / German Economic Association.
- Helmut Lütkepohl & Thore Schlaak, 2017.
"Choosing between Different Time-Varying Volatility Models for Structural Vector Autoregressive Analysis,"
Discussion Papers of DIW Berlin
1672, DIW Berlin, German Institute for Economic Research.
- Lütkepohl, Helmut & Schlaak, Thore, 2018. "Choosing Between Different Time-Varying Volatility Models for Structural Vector Autoregressive Analysis," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue 4, pages 715-735.
- Helmut Lütkepohl & Thore Schlaak, 2018. "Choosing Between Different Time‐Varying Volatility Models for Structural Vector Autoregressive Analysis," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 80(4), pages 715-735, August.
- Leo Kaas & Georgi Kocharkov & Edgar Preugschat & Nawid Siassi, 2017.
"Low Homeownership in Germany - A Quantitative Exploration,"
CESifo Working Paper Series
6775, CESifo.
- Leo Kaas & Georgi Kocharkov & Edgar Preugschat & Nawid Siassi, 2021. "Low Homeownership in Germany—a Quantitative Exploration," Journal of the European Economic Association, European Economic Association, vol. 19(1), pages 128-164.
- Wei Cui & Leo Kaas, 2017.
"Default Cycles,"
Discussion Papers
1716, Centre for Macroeconomics (CFM).
- Cui, Wei & Kaas, Leo, 2021. "Default cycles," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 377-394.
- Cui, Wei & Kaas, Leo, 2017. "Default cycles," LSE Research Online Documents on Economics 86159, London School of Economics and Political Science, LSE Library.
- Leo Kaas & Wei Cui, 2017. "Default Cycles," 2017 Meeting Papers 1288, Society for Economic Dynamics.
- Trockel, Walter & Haake, Claus-Jochen, 2017.
"Thoughts on social design,"
Center for Mathematical Economics Working Papers
577, Center for Mathematical Economics, Bielefeld University.
- Walter Trockel & Claus-Jochen Haake, 2017. "Thoughts on Social Design," Working Papers CIE 107, Paderborn University, CIE Center for International Economics.
- Behnud Djawadi & Rene Fahr & Claus-Jochen Haake & Sonja Recker, 2017. "Maintaing vs. Milking Good Reputation when Customer Feedback is Inaccurate," Working Papers CIE 106, Paderborn University, CIE Center for International Economics.
- Haake, Claus-Jochen, 2017. "Implementation of the Kalai Smorodinski bargaining solution in dominant strategies," Center for Mathematical Economics Working Papers 301, Center for Mathematical Economics, Bielefeld University.
- Haake, Claus-Jochen & Raith, Matthias G. & Su, Francis Edward, 2017. "Bidding for envy freeness," Center for Mathematical Economics Working Papers 311, Center for Mathematical Economics, Bielefeld University.
2016
- Brunhart, Andreas & Büchel, Berno, 2016. "Das verfügbare Einkommen in Liechtenstein im Vergleich mit der Schweiz. Studie im Auftrag der liechtensteinischen Regierung," EconStor Research Reports 130155, ZBW - Leibniz Information Centre for Economics.
- Brunhart, Andreas & Büchel, Berno, 2016. "Ungleichheit in Liechtenstein: Entwicklung bei Vermögen und Einkommen," EconStor Research Reports 225255, ZBW - Leibniz Information Centre for Economics.
- Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker, 2016.
"Calculating Joint Confidence Bands for Impulse Response Functions Using Highest Density Regions,"
Discussion Papers of DIW Berlin
1564, DIW Berlin, German Institute for Economic Research.
- Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker, 2018. "Calculating joint confidence bands for impulse response functions using highest density regions," Empirical Economics, Springer, vol. 55(4), pages 1389-1411, December.
- Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker, 2016. "Calculating Joint Confidence Bands for Impulse Response Functions using Highest Density Regions," SFB 649 Discussion Papers SFB649DP2016-017, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker, 2016. "Calculating Joint Confidence Bands for Impulse Response Functions using Highest Density Regions," MAGKS Papers on Economics 201616, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Helmut Lütkepohl & George Milunivich & Minxian Yang, 2016.
"Inference in Partially Identified Heteroskedastic Simultaneous Equations Models,"
Discussion Papers of DIW Berlin
1632, DIW Berlin, German Institute for Economic Research.
- Lütkepohl, Helmut & Milunovich, George & Yang, Minxian, 2020. "Inference in partially identified heteroskedastic simultaneous equations models," Journal of Econometrics, Elsevier, vol. 218(2), pages 317-345.
- Helmut Lutkepohl & George Milunovich & Minxian Yang, 2016. "Inference in Partially Identified Heteroskedastic Simultaneous Equations Models," Discussion Papers 2016-19, School of Economics, The University of New South Wales.
- Winker, Peter & Lütkepohl, Helmut & Staszewska-Bystrova, Anna, 2016. "Calculating Joint Bands for Impulse Response Functions using Highest Density Regions," VfS Annual Conference 2016 (Augsburg): Demographic Change 145537, Verein für Socialpolitik / German Economic Association.
- Leo Kaas & Georgi Kocharkov & Edgar Preugschat, 2016.
"Does Homeownership Promote Wealth Accumulation?,"
CESifo Working Paper Series
5758, CESifo.
- Leo Kaas & Georgi Kocharkov & Edgar Preugschat, 2019. "Does homeownership promote wealth accumulation?," Applied Economics Letters, Taylor & Francis Journals, vol. 26(14), pages 1186-1191, August.
- Leo Kaas & Georgi Kocharkov & Edgar Preugschat, 2016. "Does Homeownership Promote Wealth Accumulation?," Working Paper Series of the Department of Economics, University of Konstanz 2016-03, Department of Economics, University of Konstanz.
- Leo Kaas & Jan Mellert & Almuth Scholl, 2016.
"Sovereign and private default risks over the business cycle,"
Working Paper Series of the Department of Economics, University of Konstanz
2016-09, Department of Economics, University of Konstanz.
- Kaas, Leo & Mellert, Jan & Scholl, Almuth, 2020. "Sovereign and private default risks over the business cycle," Journal of International Economics, Elsevier, vol. 123(C).
- Scholl, Almuth & Kaas, Leo & Meller, Jan, 2016. "Sovereign and Private Default Risks over the Business Cycle," VfS Annual Conference 2016 (Augsburg): Demographic Change 145958, Verein für Socialpolitik / German Economic Association.
- Haake, Claus-Jochen & Kashiwada, Akemi & Su, Francis Edward, 2016. "The Shapley Value of Phylogenetic Trees," Center for Mathematical Economics Working Papers 363, Center for Mathematical Economics, Bielefeld University.
- Thomas Gries & Claus-Jochen Haake, 2016. "An Economic Theory of 'Destabilization War'," Working Papers CIE 95, Paderborn University, CIE Center for International Economics.
- Gries, Thomas & Haake, Claus-Jochen, 2016. "An Economic Theory of 'Destabilization War' '- Compromise for Peace versus Conventional, Guerilla, or Terrorist Warfare," VfS Annual Conference 2016 (Augsburg): Demographic Change 145617, Verein für Socialpolitik / German Economic Association.
- Büchel, Berno & Hellmann, Tim & Pichler, Michael, 2016.
"The Dynamics of Continuous Cultural Traits in Social Networks,"
Center for Mathematical Economics Working Papers
457, Center for Mathematical Economics, Bielefeld University.
- Buechel, Berno & Hellmann, Tim & Pichler, Michael M., 2014. "The dynamics of continuous cultural traits in social networks," Journal of Economic Theory, Elsevier, vol. 154(C), pages 274-309.
- Dawid, Herbert & Hellmann, Tim, 2016.
"R&D Investments under Endogenous Cluster Formation,"
Center for Mathematical Economics Working Papers
555, Center for Mathematical Economics, Bielefeld University.
- Dawid, Herbert & Hellmann, Tim, 2017. "R&D Investments under Endogenous Cluster Formation," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168233, Verein für Socialpolitik / German Economic Association.
2015
- Helmut Lütkepohl & Aleksei Netšunajev, 2015.
"Structural Vector Autoregressions with Heteroskedasticity - A Comparison of Different Volatility Models,"
CESifo Working Paper Series
5308, CESifo.
- Helmut Lütkepohl & Aleksei Netsunajev, 2015. "Structural Vector Autoregressions with Heteroskedasticity: A Comparison of Different Volatility Models," Discussion Papers of DIW Berlin 1464, DIW Berlin, German Institute for Economic Research.
- Helmut Lütkepohl & George Milunovich, 2015. "Testing for Identification in SVAR-GARCH Models: Reconsidering the Impact of Monetary Shocks on Exchange Rates," Discussion Papers of DIW Berlin 1455, DIW Berlin, German Institute for Economic Research.
- Helmut Lütkepohl & Aleksei Netšunajev, 2015. "Structural Vector Autoregressions with Heteroskedasticy," SFB 649 Discussion Papers SFB649DP2015-015, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Helmut Luetkepohl & George Milunovich, 2015.
"Testing for Identification in SVAR-GARCH Models,"
SFB 649 Discussion Papers
SFB649DP2015-030, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Lütkepohl, Helmut & Milunovich, George, 2016. "Testing for identification in SVAR-GARCH models," Journal of Economic Dynamics and Control, Elsevier, vol. 73(C), pages 241-258.
- Carlos Carrillo-Tudela & Leo Kaas, 2015.
"Worker Mobility in a Search Model with Adverse Selection,"
Working Papers
40, Peruvian Economic Association.
- Carrillo-Tudela, Carlos & Kaas, Leo, 2015. "Worker mobility in a search model with adverse selection," Journal of Economic Theory, Elsevier, vol. 160(C), pages 340-386.
- Leo Kaas & Carlos Carrillo-Tudela, 2015. "Worker Mobility in a Search Model with Adverse Selection," 2015 Meeting Papers 351, Society for Economic Dynamics.
- Carrillo-Tudela, Carlos & Kaas, Leo, 2015. "Worker Mobility in a Search Model with Adverse Selection," IZA Discussion Papers 9367, Institute of Labor Economics (IZA).
- Costas Azariadis & Leo Kaas & Yi Wen, 2015.
"Self-Fulfilling Credit Cycles,"
CESifo Working Paper Series
5289, CESifo.
- Costas Azariadis & Leo Kaas & Yi Wen, 2016. "Self-Fulfilling Credit Cycles," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 83(4), pages 1364-1405.
- Costas Azariadis & Leo Kaas, 2012. "Self-Fulfilling Credit Cycles," Working Paper Series of the Department of Economics, University of Konstanz 2012-16, Department of Economics, University of Konstanz.
- Costas Azariadis & Leo Kaas, 2012. "Self-fulfilling credit cycles," Working Papers 2012-047, Federal Reserve Bank of St. Louis.
- Yi Wen & Leo Kaas & Costas Azariadis, 2014. "Self-Fulfilling Credit Cycles," 2014 Meeting Papers 1169, Society for Economic Dynamics.
- Costas Azariadis & Leo Kaas & Yi Wen, 2015. "Self-Fulfilling Credit Cycles," Working Papers 2015-5, Federal Reserve Bank of St. Louis.
- Costas Azariadis & Leo Kaas & Yi Wen, 2015. "Self-Fulfilling Credit Cycles," Working Paper Series of the Department of Economics, University of Konstanz 2015-07, Department of Economics, University of Konstanz.
- Leo Kaas & Georgi Kocharkov & Edgar Preugschat, 2015.
"Wealth Inequality and Homeownership in Europe,"
CESifo Working Paper Series
5498, CESifo.
- Leo Kaas & Georgi Kocharkov & Edgar Preugschat, 2019. "Wealth Inequality and Homeownership in Europe," Annals of Economics and Statistics, GENES, issue 136, pages 27-54.
- Preugschat, Edgar & Kaas, Leo & Kocharkov, Georgi, 2015. "Wealth Inequality and Homeownership in Europe," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113026, Verein für Socialpolitik / German Economic Association.
- Leo Kaas & Georgi Kocharkov & Edgar Preugschat, 2015. "Wealth Inequality and Homeownership in Europe," Working Paper Series of the Department of Economics, University of Konstanz 2015-18, Department of Economics, University of Konstanz.
- Leo Kaas & Patrick A. Pintus & Simon Ray, 2015.
"Land prices, lending to companies and job creations,"
Post-Print
hal-01457332, HAL.
- Kaas, L. & Pintus, P. & Ray, S., 2015. "Land prices, lending to companies and job creations," Rue de la Banque, Banque de France, issue 14, November..
- Sonja Brangewitz & Claus-Jochen Haake & Philipp Moehlmeier, 2015. "Strategic Formation of Customer Relationship Networks," Working Papers CIE 91, Paderborn University, CIE Center for International Economics.
- Günther, Michael & Hellmann, Tim, 2015.
"Local and Global Pollution and International Environmental Agreements in a Network Approach,"
Center for Mathematical Economics Working Papers
545, Center for Mathematical Economics, Bielefeld University.
- Günther, Michael & Hellmann, Tim, 2015. "Local and Global Pollution and International Environmental Agreements in a Network Approach," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112944, Verein für Socialpolitik / German Economic Association.
2014
- Buechel, Berno & Tim, Hellmann & Kölßner, Stefan, 2014.
"Opinion Dynamics and Wisdom under Conformity,"
Climate Change and Sustainable Development
172707, Fondazione Eni Enrico Mattei (FEEM).
- Buechel, Berno & Hellmann, Tim & Klößner, Stefan, 2015. "Opinion dynamics and wisdom under conformity," Journal of Economic Dynamics and Control, Elsevier, vol. 52(C), pages 240-257.
- Berno Buechel & Tim Hellmann & Stefan Kölßner, 2014. "Opinion Dynamics and Wisdom under Conformity," Working Papers 2014.51, Fondazione Eni Enrico Mattei.
- Büchel, Berno & Hellmann, Tim & Klößner, Stefan, 2013. "Opinion Dynamics and Wisdom under Conformity," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79770, Verein für Socialpolitik / German Economic Association.
- Berno Buechel & Gerd Muehlheusser, 2014.
"Black Sheep or Scapegoats? Implementable Monitoring Policies under Unobservable Levels of Misbehavior,"
CESifo Working Paper Series
4698, CESifo.
- Berno Buechel & Gerd Muehlheusser, 2016. "Black Sheep or Scapegoats? Implementable Monitoring Policies under Unobservable Levels of Misbehavior," The Journal of Legal Studies, University of Chicago Press, vol. 45(2), pages 331-366.
- Berno Buechel & Lydia Mechtenberg & Julia Petersen, 2014. "Peer Effects and Students’ Self-Control," SFB 649 Discussion Papers SFB649DP2014-024, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Buechel, Berno & Mechtenberg, Lydia & Petersen, Julia, 2014. "Peer Effects and Students’ Self-Control," MPRA Paper 53658, University Library of Munich, Germany.
- Buechel, Berno & Klein, Jan, 2014. "Do Consumers' Preferences Really Matter? - A Note on Spatial Competition with Restricted Strategies," MPRA Paper 55288, University Library of Munich, Germany.
- Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker, 2014.
"Confidence Bands for Impulse Responses: Bonferroni versus Wald,"
CESifo Working Paper Series
4634, CESifo.
- Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker, 2014. "Confidence Bands for Impulse Responses: Bonferroni versus Wald," Discussion Papers of DIW Berlin 1354, DIW Berlin, German Institute for Economic Research.
- Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker, 2014. "Confidence Bands for Impulse Responses: Bonferroni versus Wald," SFB 649 Discussion Papers SFB649DP2014-007, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Winker, Peter & Helmut, Lütkepohl & Staszewska-Bystrova, Anna, 2014. "Confidence Bands for Impulse Responses: Bonferroni versus Wald," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100597, Verein für Socialpolitik / German Economic Association.
- Helmut Lütkepohl & Anton Velinov, 2014.
"Structural Vector Autoregressions: Checking Identifying Long-run Restrictions via Heteroskedasticity,"
CESifo Working Paper Series
4651, CESifo.
- Helmut Lütkepohl & Anton Velinov, 2016. "Structural Vector Autoregressions: Checking Identifying Long-Run Restrictions Via Heteroskedasticity," Journal of Economic Surveys, Wiley Blackwell, vol. 30(2), pages 377-392, April.
- Lütkepohl, Helmut & Velinov, Anton, 2016. "Structural Vector Autoregressions : Checking Identifying Long-Run Restrictions via Heteroskedasticity," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 30, pages 377-392.
- Helmut Lütkepohl & Anton Velinov, 2014. "Structural Vector Autoregressions: Checking Identifying Long-run Restrictions via Heteroskedasticity," SFB 649 Discussion Papers SFB649DP2014-009, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Helmut Lütkepohl & Anton Velinov, 2014. "Structural Vector Autoregressions: Checking Identifying Long-Run Restrictions via Heteroskedasticity," Discussion Papers of DIW Berlin 1356, DIW Berlin, German Institute for Economic Research.
- Helmut Lütkepohl, 2014.
"Structural Vector Autoregressive Analysis in a Data Rich Environment: A Survey,"
Discussion Papers of DIW Berlin
1351, DIW Berlin, German Institute for Economic Research.
- Helmut Lütkepohl, 2014. "Structural Vector Autoregressive Analysis in a Data Rich Environment: A Survey," SFB 649 Discussion Papers SFB649DP2014-004, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Helmut Lütkepohl & Aleksei Netsunajev, 2014.
"Structural Vector Autoregressions with Smooth Transition in Variances: The Interaction between U.S. Monetary Policy and the Stock Market,"
Discussion Papers of DIW Berlin
1388, DIW Berlin, German Institute for Economic Research.
- Helmut Lütkepohl & Aleksei Netsunajev, 2014. "Structural Vector Autoregressions with Smooth Transition in Variances - The Interaction Between U.S. Monetary Policy and the Stock Market," SFB 649 Discussion Papers SFB649DP2014-031, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Leo Kaas & Patrick Pintus & Simon Ray, 2014.
"Land Collateral and Labor Market Dynamics in France,"
AMSE Working Papers
1443, Aix-Marseille School of Economics, France, revised Oct 2014.
- Kaas, Leo & Pintus, Patrick A. & Ray, Simon, 2016. "Land collateral and labor market dynamics in France," European Economic Review, Elsevier, vol. 84(C), pages 202-218.
- Leo Kaas & Patrick A. Pintus & Simon Ray, 2014. "Land Collateral and Labor Market Dynamics in France," CESifo Working Paper Series 4978, CESifo.
- Leo Kaas & Patrick A. Pintus & Simon Ray, 2014. "Land Collateral and Labor Market Dynamics in France," Working Paper Series of the Department of Economics, University of Konstanz 2014-18, Department of Economics, University of Konstanz.
- Leo Kaas & Patrick A. Pintus & Simon Ray, 2014. "Land Collateral and Labor Market Dynamics in France," Working Papers halshs-01061446, HAL.
- Leo Kaas & Patrick A. Pintus & Simon Ray, 2016. "Land collateral and labor market dynamics in France," Post-Print hal-01446200, HAL.
- L. Kaas & P. A. Pintus & S. Ray, 2014. "Land Collateral and Labor Market Dynamics in France," Working papers 530, Banque de France.
- Leo Kaas, 2014.
"Public Debt and Total Factor Productivity,"
CESifo Working Paper Series
5125, CESifo.
- Leo Kaas, 2016. "Public debt and total factor productivity," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 61(2), pages 309-333, February.
- Leo Kaas, 2014. "Public Debt and Total Factor Productivity," Working Paper Series of the Department of Economics, University of Konstanz 2014-22, Department of Economics, University of Konstanz.
- Sonja Brangewitz & Behnud Djawadi & Rene Fahr & Claus-Jochen Haake, 2014. "Quality Choices and Reputation Systems in Online Markets - An Experimental Study," Working Papers CIE 85, Paderborn University, CIE Center for International Economics.
- Dawid, Herbert & Hellmann, Tim, 2014.
"The evolution of R&D networks,"
Center for Mathematical Economics Working Papers
467, Center for Mathematical Economics, Bielefeld University.
- Dawid, Herbert & Hellmann, Tim, 2014. "The evolution of R&D networks," Journal of Economic Behavior & Organization, Elsevier, vol. 105(C), pages 158-172.
- Hellmann, Tim & Staudigl, Mathias, 2014.
"Evolution of Social networks,"
Center for Mathematical Economics Working Papers
470, Center for Mathematical Economics, Bielefeld University.
- Hellmann, Tim & Staudigl, Mathias, 2014. "Evolution of social networks," European Journal of Operational Research, Elsevier, vol. 234(3), pages 583-596.
- Buechel, Berno & Hellmann, Tim & Klößner, Stefan, 2014.
"Opinion dynamics and wisdom under conformity,"
Center for Mathematical Economics Working Papers
469, Center for Mathematical Economics, Bielefeld University.
- Buechel, Berno & Hellmann, Tim & Klößner, Stefan, 2015. "Opinion dynamics and wisdom under conformity," Journal of Economic Dynamics and Control, Elsevier, vol. 52(C), pages 240-257.
- Berno Buechel & Tim Hellmann & Stefan Kölßner, 2014. "Opinion Dynamics and Wisdom under Conformity," Working Papers 2014.51, Fondazione Eni Enrico Mattei.
- Büchel, Berno & Hellmann, Tim & Klößner, Stefan, 2013. "Opinion Dynamics and Wisdom under Conformity," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79770, Verein für Socialpolitik / German Economic Association.
2013
- Berno Buechel & Nils Roehl, 2013.
"Robust Equilibria in Location Games,"
Working Papers CIE
58, Paderborn University, CIE Center for International Economics.
- Buechel, Berno & Roehl, Nils, 2015. "Robust equilibria in location games," European Journal of Operational Research, Elsevier, vol. 240(2), pages 505-517.
- Berno Buechel & Nils Roehl, 2013. "Robust Equilibria in Location Games," Working Papers Dissertations 03, Paderborn University, Faculty of Business Administration and Economics.
- Buechel, Berno & Emrich, Eike & Pohlkamp, Stefanie, 2013. "Nobody's innocent: the role of customers in the doping dilemma," MPRA Paper 44627, University Library of Munich, Germany.
- Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker, 2013.
"Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions,"
Discussion Papers of DIW Berlin
1292, DIW Berlin, German Institute for Economic Research.
- Lütkepohl, Helmut & Staszewska-Bystrova, Anna & Winker, Peter, 2015. "Comparison of methods for constructing joint confidence bands for impulse response functions," International Journal of Forecasting, Elsevier, vol. 31(3), pages 782-798.
- Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker, 2013. "Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions," SFB 649 Discussion Papers SFB649DP2013-031, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker, 2013. "Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions," MAGKS Papers on Economics 201325, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Sonja Brangewitz & Claus-Jochen Haake, 2013. "Cooperative Transfer Price Negotiations under Incomplete Information," Working Papers CIE 64, Paderborn University, CIE Center for International Economics.
2012
- Buechel, Berno, 2012.
"Condorcet winners on median spaces,"
MPRA Paper
44625, University Library of Munich, Germany, revised 27 Feb 2013.
- Berno Buechel, 2014. "Condorcet winners on median spaces," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 42(3), pages 735-750, March.
- Buechel, Berno, 2011. "A note on Condorcet consistency and the median voter," Working Paper Series in Economics 17, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
- Helmut Lütkepohl & Aleksei Netsunajev, 2012.
"Disentangling Demand and Supply Shocks in the Crude Oil Market: How to Check Sign Restrictions in Structural VARs,"
Discussion Papers of DIW Berlin
1195, DIW Berlin, German Institute for Economic Research.
- Helmut Lütkepohl & Aleksei NetŠunajev, 2014. "Disentangling Demand And Supply Shocks In The Crude Oil Market: How To Check Sign Restrictions In Structural Vars," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(3), pages 479-496, April.
- Helmut Lütkepohl, 2012. "Fundamental Problems with Nonfundamental Shocks," Discussion Papers of DIW Berlin 1230, DIW Berlin, German Institute for Economic Research.
- Helmut Lütkepohl, 2012.
"Reducing Confidence Bands for Simulated Impulse Responses,"
Discussion Papers of DIW Berlin
1235, DIW Berlin, German Institute for Economic Research.
- Helmut Lütkepohl, 2013. "Reducing confidence bands for simulated impulse responses," Statistical Papers, Springer, vol. 54(4), pages 1131-1145, November.
- Helmut Lütkepohl, 2012. "Identifying Structural Vector Autoregressions via Changes in Volatility," Discussion Papers of DIW Berlin 1259, DIW Berlin, German Institute for Economic Research.
- Costas Azariadis & Leo Kaas, 2012.
"Endogenous credit limits with small default costs,"
Working Papers
2012-048, Federal Reserve Bank of St. Louis.
- Azariadis, Costas & Kaas, Leo, 2013. "Endogenous credit limits with small default costs," Journal of Economic Theory, Elsevier, vol. 148(2), pages 806-824.
- Costas Azariadis & Leo Kaas, 2012. "Endogenous Credit Limits with Small Default Costs," Working Paper Series of the Department of Economics, University of Konstanz 2012-17, Department of Economics, University of Konstanz.
2011
- Buechel, Berno, 2011.
"Network formation with closeness incentives,"
Center for Mathematical Economics Working Papers
395, Center for Mathematical Economics, Bielefeld University.
- Buechel Berno, 2009. "Network Formation with Closeness Incentives," Lecture Notes in Economics and Mathematical Systems, in: Ahmad K. Naimzada & Silvana Stefani & Anna Torriero (ed.), Networks, Topology and Dynamics, pages 95-109, Springer.
- Helmut Herwartz & Helmut Luetkepohl, 2011.
"Structural Vector Autoregressions with Markov Switching: Combining Conventional with Statistical Identification of Shocks,"
Economics Working Papers
ECO2011/11, European University Institute.
- Herwartz, Helmut & Lütkepohl, Helmut, 2014. "Structural vector autoregressions with Markov switching: Combining conventional with statistical identification of shocks," Journal of Econometrics, Elsevier, vol. 183(1), pages 104-116.
- Ralf Brueggemann & Helmut Luetkepohl, 2011.
"Forecasting Contemporaneous Aggregates with Stochastic Aggregation Weights,"
Economics Working Papers
ECO2011/17, European University Institute.
- Brüggemann, Ralf & Lütkepohl, Helmut, 2013. "Forecasting contemporaneous aggregates with stochastic aggregation weights," International Journal of Forecasting, Elsevier, vol. 29(1), pages 60-68.
- Ralf Brüggemann & Helmut Lütkepohl, 2011. "Forecasting Contemporaneous Aggregates with Stochastic Aggregation Weights," Working Paper Series of the Department of Economics, University of Konstanz 2011-23, Department of Economics, University of Konstanz.
- Tommaso Proietti & Helmut Luetkepohl, 2011.
"Does the Box-Cox Transformation Help in Forecasting Macroeconomic Time Series?,"
Economics Working Papers
ECO2011/29, European University Institute.
- Proietti, Tommaso & Lütkepohl, Helmut, 2013. "Does the Box–Cox transformation help in forecasting macroeconomic time series?," International Journal of Forecasting, Elsevier, vol. 29(1), pages 88-99.
- Tommaso, Proietti & Helmut, Luetkepohl, 2011. "Does the Box-Cox transformation help in forecasting macroeconomic time series?," MPRA Paper 32294, University Library of Munich, Germany.
- Lütkepohl, Helmut & Proietti, Tommaso, 2011. "Does the Box-Cox transformation help in forecasting macroeconomic time series?," Working Papers 08/2011, University of Sydney Business School, Discipline of Business Analytics.
- Helmut Luetkepohl, 2011.
"Vector Autoregressive Models,"
Economics Working Papers
ECO2011/30, European University Institute.
- Helmut Lütkepohl, 2013. "Vector autoregressive models," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 6, pages 139-164, Edward Elgar Publishing.
- Leo Kaas & Philipp Kircher, 2011.
"Efficient Firm Dynamics in a Frictional Labor Market,"
CESifo Working Paper Series
3336, CESifo.
- Leo Kaas & Philipp Kircher, 2015. "Efficient Firm Dynamics in a Frictional Labor Market," American Economic Review, American Economic Association, vol. 105(10), pages 3030-3060, October.
- Kaas, Leo & Kircher, Philipp, 2011. "Efficient Firm Dynamics in a Frictional Labor Market," IZA Discussion Papers 5452, Institute of Labor Economics (IZA).
- Philipp Kircher & Leo Kaas, 2010. "Efficient Firm Dynamics in a Frictional Labor Market," 2010 Meeting Papers 89, Society for Economic Dynamics.
- Leo Kaas & Philipp Kircher, 2015. "Efficient Firm Dynamics in a Frictional Labor Market," Working Paper Series of the Department of Economics, University of Konstanz 2015-09, Department of Economics, University of Konstanz.
- Philipp Kircher & Leo Kaas, 2013. "Efficient firm dynamics in a frictional labor market," 2013 Meeting Papers 160, Society for Economic Dynamics.
- Leo Kaas & Philipp Kircher, 2011. "Efficient Firm Dynamics in a Frictional Labor Market," Working Paper Series of the Department of Economics, University of Konstanz 2011-01, Department of Economics, University of Konstanz.
- Carlos Carrillo-Tudela & Leo Kaas, 2011.
"Wage Dispersion and Labor Turnover with Adverse Selection,"
CESifo Working Paper Series
3562, CESifo.
- Carrillo-Tudela, Carlos & Kaas, Leo, 2011. "Wage Dispersion and Labor Turnover with Adverse Selection," IZA Discussion Papers 5936, Institute of Labor Economics (IZA).
- Carlos Carrillo-Tudela & Leo Kaas, 2011. "Wage Dispersion and Labour Turnover with Adverse Selection," Working Paper Series of the Department of Economics, University of Konstanz 2011-29, Department of Economics, University of Konstanz.
- Leo Kaas & Carlos Carrillo-Tudela, 2011. "Wage Dispersion and Labor Turnover with Adverse Selection," 2011 Meeting Papers 1075, Society for Economic Dynamics.
- Haake, Claus-Jochen & Trockel, Walter, 2011.
"On Maskin monotonicity of solution based social choice rules,"
Center for Mathematical Economics Working Papers
393, Center for Mathematical Economics, Bielefeld University.
- Claus-Jochen Haake & Walter Trockel, 2010. "On Maskin monotonicity of solution based social choice rules," Review of Economic Design, Springer;Society for Economic Design, vol. 14(1), pages 17-25, March.
- Haake, Claus-Jochen, 2011.
"Two support results for the Kalai-Smorodinsky solution in small object division markets,"
Center for Mathematical Economics Working Papers
366, Center for Mathematical Economics, Bielefeld University.
- Haake, Claus-Jochen, 2009. "Two support results for the Kalai-Smorodinsky solution in small object division markets," Mathematical Social Sciences, Elsevier, vol. 57(2), pages 177-187, March.
- Haake, Claus-Jochen & Klaus, Bettina, 2011.
"Monotonicity and Nash implementation in matching markets with contracts,"
Center for Mathematical Economics Working Papers
372, Center for Mathematical Economics, Bielefeld University.
- Claus-Jochen Haake & Bettina Klaus, 2009. "Monotonicity and Nash implementation in matching markets with contracts," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 41(3), pages 393-410, December.
- Klaus, B.E. & Haake, C.J., 2005. "Monotonicity and nash implementation in matching markets with contracts," Research Memorandum 029, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Haake, C.J. & Klaus, B.E., 2006. "Monotonicity and nash implementation in matching markets with contracts," Research Memorandum 059, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Haake, C.J. & Klaus, B.E., 2007. "Monotonicity and nash implementation in matching markets with contracts," Research Memorandum 058, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Haake, Claus-Jochen & Su, Francis Edward, 2011. "A simplicial algorithm approach to Nash equilibria in concave games," Center for Mathematical Economics Working Papers 382, Center for Mathematical Economics, Bielefeld University.
- Dimitrov, Dinko & Haake, Claus-Jochen, 2011.
"Government versus opposition. Who should be who in the 16th German Bundestag?,"
Center for Mathematical Economics Working Papers
375, Center for Mathematical Economics, Bielefeld University.
- Dinko Dimitrov & Claus-Jochen Haake, 2006. "Government versus Opposition: Who Should be Who in the 16th German Bundestag?," Journal of Economics, Springer, vol. 89(2), pages 115-128, November.
- Dimitrov, Dinko & Haake, Claus-Jochen, 2011.
"A note on the paradox of smaller coalitions,"
Center for Mathematical Economics Working Papers
386, Center for Mathematical Economics, Bielefeld University.
- Dinko Dimitrov & Claus-Jochen Haake, 2008. "A note on the paradox of smaller coalitions," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 30(4), pages 571-579, May.
- Buechel, Berno & Hellmann, Tim, 2011.
"Under-connected and over-connected networks,"
Center for Mathematical Economics Working Papers
400, Center for Mathematical Economics, Bielefeld University.
- Berno Buechel & Tim Hellmann, 2012. "Under-connected and over-connected networks: the role of externalities in strategic network formation," Review of Economic Design, Springer;Society for Economic Design, vol. 16(1), pages 71-87, March.
- Tim Hellmann & Berno Buechel, 2009. "Under-connected and Over-connected Networks," Working Papers 2009.38, Fondazione Eni Enrico Mattei.
- Hellmann, Tim, 2011. "Convexity and complementarity in network formation. Implications for the structure of pairwise stable networks," Center for Mathematical Economics Working Papers 423, Center for Mathematical Economics, Bielefeld University.
2010
- Helmut Lütkepohl, 2010.
"Forecasting Nonlinear Aggregates and Aggregates with Time-varying Weights,"
CESifo Working Paper Series
3031, CESifo.
- Lütkepohl Helmut, 2011. "Forecasting Nonlinear Aggregates and Aggregates with Time-varying Weights," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 231(1), pages 107-133, February.
- Kaas, Leo & Manger, Christian, 2010.
"Ethnic Discrimination in Germany's Labour Market: A Field Experiment,"
IZA Discussion Papers
4741, Institute of Labor Economics (IZA).
- Kaas Leo & Manger Christian, 2012. "Ethnic Discrimination in Germany’s Labour Market: A Field Experiment," German Economic Review, De Gruyter, vol. 13(1), pages 1-20, February.
- Leo Kaas & Christian Manger, 2012. "Ethnic Discrimination in Germany's Labour Market: A Field Experiment," German Economic Review, Verein für Socialpolitik, vol. 13(1), pages 1-20, February.
- Claus-Jochen Haake & Tim Krieger & Steffen Minter, 2010.
"On the institutional design of burden sharing when financing external border enforcement in the EU,"
Working Papers CIE
25, Paderborn University, CIE Center for International Economics.
- Claus-Jochen Haake & Tim Krieger & Steffen Minter, 2013. "On the institutional design of burden sharing when financing external border enforcement in the EU," International Economics and Economic Policy, Springer, vol. 10(4), pages 583-612, December.
2009
- Buechel, Berno & Hellmann, Tim, 2009.
"Under-connected and Over-connected Networks,"
Sustainable Development Papers
50728, Fondazione Eni Enrico Mattei (FEEM).
- Tim Hellmann & Berno Buechel, 2009. "Under-connected and Over-connected Networks," Working Papers 2009.38, Fondazione Eni Enrico Mattei.
- Helmut Lütkepohl & Fang Xu, 2009.
"The Role of the Log Transformation in Forecasting Economic Variables,"
CESifo Working Paper Series
2591, CESifo.
- Helmut Lütkepohl & Fang Xu, 2012. "The role of the log transformation in forecasting economic variables," Empirical Economics, Springer, vol. 42(3), pages 619-638, June.
- Markku Lanne & Helmut Luetkepohl & Katarzyna Maciejowska, 2009.
"Structural Vector Autoregressions with Markov Switching,"
Economics Working Papers
ECO2009/06, European University Institute.
- Lanne, Markku & Lütkepohl, Helmut & Maciejowska, Katarzyna, 2010. "Structural vector autoregressions with Markov switching," Journal of Economic Dynamics and Control, Elsevier, vol. 34(2), pages 121-131, February.
- Helmut Luetkepohl, 2009.
"Forecasting Aggregated Time Series Variables: A Survey,"
Economics Working Papers
ECO2009/17, European University Institute.
- Helmut Lütkepohl, 2010. "Forecasting Aggregated Time Series Variables: A Survey," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2010(2), pages 1-26.
- Gunnar Bardsen & Helmut Luetkepohl, 2009.
"Forecasting Levels of log Variables in Vector Autoregressions,"
Economics Working Papers
ECO2009/24, European University Institute.
- Bårdsen, Gunnar & Lütkepohl, Helmut, 2011. "Forecasting levels of log variables in vector autoregressions," International Journal of Forecasting, Elsevier, vol. 27(4), pages 1108-1115, October.
- Gunnar Bårdsen & Helmut Lütkepohl, 2009. "Forecasting Levels of log Variables in Vector Autoregressions," Working Paper Series 10409, Department of Economics, Norwegian University of Science and Technology.
- Helmut Herwartz & Helmut Luetkepohl, 2009.
"Generalized Least Squares Estimation for Cointegration Parameters Under Conditional Heteroskedasticity,"
Economics Working Papers
ECO2009/42, European University Institute.
- Helmut Herwartz & Helmut Lütkepohl, 2011. "Generalized least squares estimation for cointegration parameters under conditional heteroskedasticity," Journal of Time Series Analysis, Wiley Blackwell, vol. 32(3), pages 281-291, May.
- Costas Azariadis & Leo Kaas, 2009.
"Capital misallocation and aggregate factor productivity,"
Working Papers
2009-028, Federal Reserve Bank of St. Louis.
- Azariadis, Costas & Kaas, Leo, 2016. "Capital Misallocation And Aggregate Factor Productivity," Macroeconomic Dynamics, Cambridge University Press, vol. 20(2), pages 525-543, March.
- Costas Azariadis & Leo Kaas, 2012. "Capital misallocation and aggregate factor productivity," Working Papers 2012-046, Federal Reserve Bank of St. Louis.
- Leo Kaas & Costas Azariadis, 2009. "Capital misallocation and aggregate factor productivity," 2009 Meeting Papers 953, Society for Economic Dynamics.
- Azariadis, Costas & Kaas, Leo, 2009. "Capital misallocation and aggregate factor productivity," MPRA Paper 15742, University Library of Munich, Germany.
- Costas Azariadis & Leo Kaas, 2010. "Capital Misallocation and Aggregate Factor Productivity," Working Paper series 39_10, Rimini Centre for Economic Analysis.
- Kaas, Leo & Lu, Jun, 2009.
"Equal-Treatment Policy in a Random Search Model with Taste Discrimination,"
IZA Discussion Papers
4173, Institute of Labor Economics (IZA).
- Kaas, Leo & Lu, Jun, 2010. "Equal-treatment policy in a random search model with taste discrimination," Labour Economics, Elsevier, vol. 17(4), pages 699-709, August.
2008
- Markku Lanne & Helmut Lütkepohl, 2008.
"Stock Prices and Economic Fluctuations: A Markov Switching Structural Vector Autoregressive Analysis,"
CESifo Working Paper Series
2407, CESifo.
- Markku Lanne & Helmut Luetkepohl, 2008. "Stock Prices and Economic Fluctuations: A Markov Switching Structural Vector Autoregressive Analysis," Economics Working Papers ECO2008/29, European University Institute.
- Markku Lanne & Helmut Luetkepohl, 2008. "A Statistical Comparison of Alternative Identification Schemes for Monetary Policy Shocks," Economics Working Papers ECO2008/23, European University Institute.
- Matei Demetrescu & Helmut Luetkepohl & Pentti Saikkonen, 2008.
"Testing for the Cointegrating Rank of a Vector Autoregressive Process with Uncertain Deterministic Trend Term,"
Economics Working Papers
ECO2008/24, European University Institute.
- Matei Demetrescu & Helmut Lütkepohl & Pentti Saikkonen, 2009. "Testing for the cointegrating rank of a vector autoregressive process with uncertain deterministic trend term," Econometrics Journal, Royal Economic Society, vol. 12(3), pages 414-435, November.
- Kaas, Leo & Madden, Paul, 2008.
"Minimum Wages and Welfare in a Hotelling Duopsony,"
IZA Discussion Papers
3434, Institute of Labor Economics (IZA).
- Leo Kaas & Paul Madden, 2010. "Minimum wages and welfare in a Hotelling duopsony," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 43(2), pages 167-188, May.
- L. Kaas & P. Madden, 2006. "Minimum Wages and Welfare in a Hotelling Duopsony," Economics Discussion Paper Series 0604, Economics, The University of Manchester.
- Kaas, Leo, 2008. "Variable Search Intensity in an Economy with Coordination Unemployment," IZA Discussion Papers 3697, Institute of Labor Economics (IZA).
- Kaas, Leo & Zink, Stefan, 2008.
"Human Capital Investment with Competitive Labor Search,"
IZA Discussion Papers
3722, Institute of Labor Economics (IZA).
- Kaas, Leo & Zink, Stefan, 2011. "Human capital investment with competitive labor search," European Economic Review, Elsevier, vol. 55(4), pages 520-534, May.
- Kaas, Leo, 2008.
"Human Capital Externalities with Monopsonistic Competition,"
IZA Discussion Papers
3729, Institute of Labor Economics (IZA).
- Kaas, Leo, 2010. "Human capital externalities with monopsonistic competition," Economics Letters, Elsevier, vol. 106(2), pages 95-97, February.
- Claus-Jochen Haake & Bettina-Elisabeth Klaus, 2008.
"Stability and Nash Implementation in Matching Markets with Couples,"
Harvard Business School Working Papers
09-017, Harvard Business School.
- Claus-Jochen Haake & Bettina Klaus, 2010. "Stability and Nash implementation in matching markets with couples," Theory and Decision, Springer, vol. 69(4), pages 537-554, October.
- Haake, Claus-Jochen & Klaus, Bettina, 2011. "Stability and Nash implementation in matching markets with couples," Center for Mathematical Economics Working Papers 399, Center for Mathematical Economics, Bielefeld University.
2007
- Helmut Luetkepohl, 2007. "Econometric Analysis with Vector Autoregressive Models," Economics Working Papers ECO2007/11, European University Institute.
2006
- Markku Lanne & Helmut Lütkepohl, 2006.
"Structural Vector Autoregressions with Nonnormal Residuals,"
CESifo Working Paper Series
1651, CESifo.
- Lanne, Markku & Lütkepohl, Helmut, 2010. "Structural Vector Autoregressions With Nonnormal Residuals," Journal of Business & Economic Statistics, American Statistical Association, vol. 28(1), pages 159-168.
- Markku Lanne & Helmut Luetkepohl, 2005. "Structural Vector Autoregressions with Nonnormal Residuals," Economics Working Papers ECO2005/25, European University Institute.
- Markku Lanne & Helmut Lütkepohl, 2006.
"Identifying Monetary Policy Shocks via Changes in Volatility,"
CESifo Working Paper Series
1744, CESifo.
- Markku Lanne & Helmut L‹Tkepohl, 2008. "Identifying Monetary Policy Shocks via Changes in Volatility," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(6), pages 1131-1149, September.
- Markku Lanne & Helmut Lütkepohl, 2008. "Identifying Monetary Policy Shocks via Changes in Volatility," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(6), pages 1131-1149, September.
- Markku Lanne, Helmut Luetkepohl, 2006. "Identifying Monetary Policy Shocks via Changes in Volatility," Economics Working Papers ECO2006/23, European University Institute.
- Motta, Massimo & , & Argentesi, Elena, 2006.
"Acquisition of Information and Share Prices: An Empirical Investigation of Cognitive Dissonance,"
CEPR Discussion Papers
5912, C.E.P.R. Discussion Papers.
- Elena Argentesi & Helmut Lütkepohl & Massimo Motta, 2010. "Acquisition of Information and Share Prices: An Empirical Investigation of Cognitive Dissonance," German Economic Review, Verein für Socialpolitik, vol. 11(3), pages 381-396, August.
- Argentesi Elena & Lütkepohl Helmut & Motta Massimo, 2010. "Acquisition of Information and Share Prices: An Empirical Investigation of Cognitive Dissonance," German Economic Review, De Gruyter, vol. 11(3), pages 381-396, August.
- Elena Argentese & Helmut Luetkepohl & Massimo Motta, 2006. "Acquisition of information and share prices: An empirical investigation of cognitive dissonance," Economics Working Papers ECO2006/32, European University Institute.
- Carsten Trenkler & Pentti Saikkonen & Helmut Luetkepohl, 2006.
"Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break,"
Economics Working Papers
ECO2006/29, European University Institute.
- Carsten Trenkler & Pentti Saikkonen & Helmut Lütkepohl, 2008. "Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(2), pages 331-358, March.
- Carsten Trenkler & Pentti Saikkonen & Helmut Lütkepohl, 2006. "Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break," SFB 649 Discussion Papers SFB649DP2006-067, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Ralf Brueggemann & Helmut Luetkepohl & Massimiliano Marcellino, 2006.
"Forecasting Euro-Area Variables with German Pre-EMU Data,"
Economics Working Papers
ECO2006/30, European University Institute.
- Ralf Brüggemann & Helmut Lütkepohl & Massimiliano Marcellino, 2008. "Forecasting euro area variables with German pre-EMU data," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(6), pages 465-481.
- Ralf Brüggemann & Helmut Lütkepohl & Massimiliano Marcellino, 2006. "Forecasting Euro-Area Variables with German Pre-EMU Data," SFB 649 Discussion Papers SFB649DP2006-065, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Kaas, Leo & Madden, Paul, 2006.
"Holdup in Oligopsonistic Labour Markets: A New Role for the Minimum Wage,"
IZA Discussion Papers
2043, Institute of Labor Economics (IZA).
- Kaas, Leo & Madden, Paul, 2008. "Holdup in oligopsonistic labour markets - a new role for the minimum wage," Labour Economics, Elsevier, vol. 15(3), pages 334-349, June.
- Kaas, Leo, 2006.
"Does Equal Pay Legislation Reduce Labour Market Inequality?,"
IZA Discussion Papers
2421, Institute of Labor Economics (IZA).
- Leo Kaas, 2009. "Does Equal Pay Legislation Reduce Labour Market Inequality?," Scandinavian Journal of Economics, Wiley Blackwell, vol. 111(1), pages 51-71, March.
- Dinko Dimitrov & Claus-Jochen Haake, 2006.
"Coalition Formation in Simple Games: The Semistrict Core,"
Working Papers
2006.72, Fondazione Eni Enrico Mattei.
- Dimitrov, Dinko & Haake, Claus-Jochen, 2006. "Coalition Formation in Simple Games: The Semistrict Core," Coalition Theory Network Working Papers 12175, Fondazione Eni Enrico Mattei (FEEM).
2005
- Tilman Becker & Michael Carter & Jörg Naeve, 2005. "Experts Playing the Traveler's Dilemma," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim 252/2005, Department of Economics, University of Hohenheim, Germany.
- Helmut Luetkepohl, 2005.
"Structural Vector Autoregressive Analysis for Cointegrated Variables,"
Economics Working Papers
ECO2005/02, European University Institute.
- Helmut Lütkepohl, 2006. "Structural Vector Autoregressive Analysis for Cointegrated Variables," Springer Books, in: Olaf Hübler & Jachim Frohn (ed.), Modern Econometric Analysis, chapter 6, pages 73-86, Springer.
- Helmut Lütkepohl, 2006. "Structural vector autoregressive analysis for cointegrated variables," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 90(1), pages 75-88, March.
- Ralf Brueggemann & Helmut Luetkepohl, 2005.
"Uncovered Interest Rate Parity and the Expectations Hypothesis of the Term Structure: Empirical Results for the U.S. and Europe,"
Economics Working Papers
ECO2005/08, European University Institute.
- Ralf Brüggemann & Helmut Lütkepohl, 2005. "Uncovered Interest Rate Parity and the Expectations Hypothesis of the Term Structure: Empirical Results for the U.S. and Europe," SFB 649 Discussion Papers SFB649DP2005-035, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Helmut Luetkepohl, 2005.
"Problems Related to Over-identifying Restrictions for Structural Vector Error Correction Models,"
Economics Working Papers
ECO2005/15, European University Institute.
- Helmut Lütkepohl, 2005. "Vector Error Correction Models," Springer Books, in: New Introduction to Multiple Time Series Analysis, chapter 6, pages 237-267, Springer.
- Lütkepohl, Helmut, 2008. "Problems related to over-identifying restrictions for structural vector error correction models," Economics Letters, Elsevier, vol. 99(3), pages 512-515, June.
- Dimitrov, D. & Haake, C.J. & Klaus, B.E., 2005.
"Bundling in exchange markets with indivisible goods,"
Research Memorandum
028, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Klaus, Bettina & Dimitrov, Dinko & Haake, Claus-Jochen, 2006. "Bundling in exchange markets with indivisible goods," Economics Letters, Elsevier, vol. 93(1), pages 106-110, October.
- Klaus, B.E. & Dimitrov, D. & Haake, C.J., 2005. "Bundling in exchange markets with indivisible goods," Research Memorandum 060, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- de Regt, E.R., 2005. "Overtime and short-time with fluctuating absenteeism and demand," Research Memorandum 027, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
2004
- Ralf BRUEGGEMANN & Helmut LUETKEPOHL & Pentti SAIKKONEN, 2004.
"Residual Autocorrelation Testing for Vector Error Correction Models,"
Economics Working Papers
ECO2004/08, European University Institute.
- Helmut Lütkepohl, 2005. "Vector Error Correction Models," Springer Books, in: New Introduction to Multiple Time Series Analysis, chapter 6, pages 237-267, Springer.
- Bruggemann, Ralf & Lutkepohl, Helmut & Saikkonen, Pentti, 2006. "Residual autocorrelation testing for vector error correction models," Journal of Econometrics, Elsevier, vol. 134(2), pages 579-604, October.
- Helmut LÜTKEPOHL, 2004.
"Recent Advances in Cointegration Analysis,"
Economics Working Papers
ECO2004/12, European University Institute.
- Helmut Lutkepohl, 2004. "Recent Advances in Cointegration Analysis," Contributions to Economic Analysis, in: New Directions in Macromodelling, pages 107-146, Emerald Group Publishing Limited.
- Ralf BRUEGGEMANN & Helmut LUETKEPOHL, 2004.
"Practical Problems with Reduced Rank ML Estimators for Cointegration Parameters and a Simple Alternative,"
Economics Working Papers
ECO2004/20, European University Institute.
- Ralf Brüggemann & Helmut Lütkepohl, 2005. "Practical Problems with Reduced‐rank ML Estimators for Cointegration Parameters and a Simple Alternative," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(5), pages 673-690, October.
- Pentti SAIKKONEN & Helmut LUETKEPOHL & Carsten TRENKLER, 2004. "Break Date Estimation and Cointegration Testing in VAR Processes with Level Shift," Economics Working Papers ECO2004/21, European University Institute.
- Ralf Brueggemann & Helmut Luetkepohl, 2004.
"A Small Monetary System for the Euro Area Based on German Data,"
Economics Working Papers
ECO2004/24, European University Institute.
- Helmut Lütkepohl & Ralf Brüggemann, 2006. "A small monetary system for the euro area based on German data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(6), pages 683-702.
- Ralf Brüggemann & Helmut Lütkepohl, 2006. "A small monetary system for the euro area based on German data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(6), pages 683-702, September.
- Helmut Luetkepohl, 2004.
"Forecasting with VARMA Models,"
Economics Working Papers
ECO2004/25, European University Institute.
- Lutkepohl, Helmut, 2006. "Forecasting with VARMA Models," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 1, chapter 6, pages 287-325, Elsevier.
- Costas Azariadis & Leo Kaas, 2004. "Endogenous Financial Development and Multiple Growth Regimes," Economic Working Papers at Centro de Estudios Andaluces E2004/08, Centro de Estudios Andaluces.
- Belke, Ansgar & Kaas, Leo & Setzer, Ralph, 2004. "Exchange Rate Volatility and Labour Markets in the CEE Countries," CEPR Discussion Papers 4802, C.E.P.R. Discussion Papers.
- Kaas, Leo, 2004. "Financial market integration and loan competition: when is entry deregulation socially beneficial?," Working Paper Series 403, European Central Bank.
2002
- Ralf BRUEGGEMANN & Hans-Martin KROLZIG & Helmut LUETKEPOHL, 2002.
"Comparison of Model Reduction Methods for VAR Processes,"
Economics Working Papers
ECO2002/19, European University Institute.
- Ralf Brüggemann & Hans-Martin Krolzig & Helmut Lütkepohl, 2003. "Comparison of Model Reduction Methods for VAR Processes," Economics Papers 2003-W13, Economics Group, Nuffield College, University of Oxford.
- Brüggemann, Ralf & Krolzig, Hans-Martin & Lütkepohl, Helmut, 2002. "Comparison of model reduction methods for VAR processes," SFB 373 Discussion Papers 2002,80, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Lanne, Markku & Lütkepohl, Helmut & Saikkonen, Pentti, 2002.
"Comparison of Unit Root Tests for Time Series with Level Shifts,"
MPRA Paper
76035, University Library of Munich, Germany.
- Markku Lanne & Helmut Lütkepohl & Pentti Saikkonen, 2002. "Comparison of unit root tests for time series with level shifts," Journal of Time Series Analysis, Wiley Blackwell, vol. 23(6), pages 667-685, November.
- Lanne, Markku & Lütkepohl, Helmut & Saikkonen, Pentti, 1999. "Comparison of unit root tests for time series with level shifts," SFB 373 Discussion Papers 1999,88, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Kaas, Leo & Leopold von Thadden, 2002.
"Budgetary Policy and Unemployment Dynamics,"
Royal Economic Society Annual Conference 2002
108, Royal Economic Society.
- von Thadden, Leopold & Kaas, Leo, 2001. "Budgetary Policy and Unemployment Dynamics," Discussion Paper Series 1: Economic Studies 2001,07, Deutsche Bundesbank.
- Leo Kaas & Leopold von Thadden, 2001. "Budgetary Policy and Unemployment Dynamics," Vienna Economics Papers vie0104, University of Vienna, Department of Economics.
- Ansgar Belke & Leo Kaas, 2002. "The Impact of Exchange Rate Volatility on Labor Markets: Europe versus United States," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim 201/2002, Department of Economics, University of Hohenheim, Germany.
- L Kaas & P Madden, 2002.
"Competitive Wage Cycles with Imperfect Output Market Competition,"
Centre for Growth and Business Cycle Research Discussion Paper Series
19, Economics, The University of Manchester.
- L Kaas & P Madden, 2002. "Competitive Wage Cycles with Imperfect Output Market Competition," Economics Discussion Paper Series 0212, Economics, The University of Manchester.
2001
- Helmut Lütkepohl & Jürgen Wolters, 2001.
"The Transmission of German Monetary Policy in the Pre-Euro Period,"
CESifo Working Paper Series
604, CESifo.
- Lütkepohl, Helmut & Wolters, Jürgen, 2003. "Transmission Of German Monetary Policy In The Pre-Euro Period," Macroeconomic Dynamics, Cambridge University Press, vol. 7(5), pages 711-733, November.
- Lütkepohl, Helmut & Wolters, Jürgen, 2003. "Transmission Of German Monetary Policy In The Pre-Euro Period," Macroeconomic Dynamics, Cambridge University Press, vol. 7(5), pages 711-733, November.
- Lütkepohl, Helmut & Wolters, Jürgen, 2001. "The transmission of German monetary policy in the pre-Euro period," SFB 373 Discussion Papers 2001,87, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Saikkonen, Pentti & Lütkepohl, Helmut, 2001.
"Testing for the cointegrating rank of a VAR process with structural shifts,"
SFB 373 Discussion Papers
1998,82, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Saikkonen, Pentti & Lutkepohl, Helmut, 2000. "Testing for the Cointegrating Rank of a VAR Process with Structural Shifts," Journal of Business & Economic Statistics, American Statistical Association, vol. 18(4), pages 451-464, October.
- Lanne, Markku & Lütkepohl, Helmut & Saikkonen, Pentti, 2001.
"Test procedures for unit roots in time series with level shifts at unknown time,"
SFB 373 Discussion Papers
2001,39, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Markku Lanne & Helmut Lütkepohl & Pentti Saikkonen, 2003. "Test Procedures for Unit Roots in Time Series with Level Shifts at Unknown Time," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(1), pages 91-115, February.
- Lanne, Markku & Lütkepohl, Helmut, 2001.
"Unit root tests for time series with level shifts: A comparison of different proposals,"
SFB 373 Discussion Papers
2001,5, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Lanne, Markku & Lutkepohl, Helmut, 2002. "Unit root tests for time series with level shifts: a comparison of different proposals," Economics Letters, Elsevier, vol. 75(1), pages 109-114, March.
- Lütkepohl, Helmut & Saikkonen, Pentti & Trenkler, Carsten, 2001.
"Testing for the cointegrating rank of a VAR process with level shift at unknown time,"
SFB 373 Discussion Papers
2001,63, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Helmut Lütkepohl & Pentti Saikkonen & Carsten Trenkler, 2004. "Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time," Econometrica, Econometric Society, vol. 72(2), pages 647-662, March.
- Lanne, Markku & Lütkepohl, Helmut & Saikkonen, Pentti, 2001. "Unit root tests in the presence of innovational outliers," SFB 373 Discussion Papers 2001,82, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Leo Kaas & Leopold von Thadden, 2001.
"Unemployment, Factor Substitution, and Capital Formation,"
Vienna Economics Papers
vie0102, University of Vienna, Department of Economics.
- Leo Kaas & Leopold Von Thadden, 2003. "Unemployment, Factor Substitution and Capital Formation," German Economic Review, Verein für Socialpolitik, vol. 4(4), pages 475-495, November.
- Kaas Leo & Thadden Leopold von, 2003. "Unemployment, Factor Substitution and Capital Formation," German Economic Review, De Gruyter, vol. 4(4), pages 475-495, December.
- Kaas, Leo & von Thadden, Leopold, 2001. "Unemployment, Factor Substitution, and Capital Formation," Discussion Paper Series 1: Economic Studies 2001,01, Deutsche Bundesbank.
2000
- Vincent Merlin & Jörg Naeve, 2000. "Implementation of Social Choice Functions via Demanding Equilibria," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim 191/2000, Department of Economics, University of Hohenheim, Germany, revised 25 Sep 2001.
- Helmut Luetkepohl & Pentti Saikkonen, 2000.
"Testing for a Unit Root in a Time Series with a Level Shift at Unknown Time,"
Econometric Society World Congress 2000 Contributed Papers
0342, Econometric Society.
- Saikkonen, Pentti & Lütkepohl, Helmut, 2002. "Testing For A Unit Root In A Time Series With A Level Shift At Unknown Time," Econometric Theory, Cambridge University Press, vol. 18(2), pages 313-348, April.
- Saikkonen, Pentti & Lütkepohl, Helmut, 1999. "Testing for a unit root in a time series with a level shift at unknown time," SFB 373 Discussion Papers 1999,72, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Helmut Luetkepohl & Pentti Saikkonen & Carsten Trenkler, 2000.
"Comparison of Tests for the Cointegrating Rank of a VAR Process with a Structural Shift,"
Econometric Society World Congress 2000 Contributed Papers
0364, Econometric Society.
- Lutkepohl, Helmut & Saikkonen, Pentti & Trenkler, Carsten, 2003. "Comparison of tests for the cointegrating rank of a VAR process with a structural shift," Journal of Econometrics, Elsevier, vol. 113(2), pages 201-229, April.
- Lütkepohl, Helmut & Saikkonen, Pentti & Trenkler, Carsten, 2000. "Comparison of tests for the cointegrating rank of a VAR process with a structural shift," SFB 373 Discussion Papers 2000,10, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Ralf Brueggemann & Helmut Leutkepohl, 2000.
"Lag Selection in Subset VAR Models with an Application to a U.S. Monetary System,"
Econometric Society World Congress 2000 Contributed Papers
0821, Econometric Society.
- Brüggemann, Ralf & Lütkepohl, Helmut, 2000. "Lag selection in subset VAR models with an application to a US monetary system," SFB 373 Discussion Papers 2000,37, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Candelon, Bertrand & Lütkepohl, Helmut, 2000. "Was there a regime change in the German monetary transmission mechanism in 1983?," SFB 373 Discussion Papers 2000,17, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Lütkepohl, Helmut, 2000. "Bootstrapping impulse responses in VAR analyses," SFB 373 Discussion Papers 2000,22, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Lütkepohl, Helmut & Saikkonen, Pentti & Trenkler, Carsten, 2000.
"Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process,"
SFB 373 Discussion Papers
2000,83, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Helmut Lütkepohl & Pentti Saikkonen & Carsten Trenkler, 2001. "Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process," Econometrics Journal, Royal Economic Society, vol. 4(2), pages 1-8.
- Candelon, Bertrand & Lütkepohl, Helmut, 2000.
"On the reliability of chow type test for parameter constancy in multivariate dynamic models,"
SFB 373 Discussion Papers
2000,95, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Candelon, Bertrand & Lutkepohl, Helmut, 2001. "On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models," Economics Letters, Elsevier, vol. 73(2), pages 155-160, November.
- Kaas, Leo & Madden, Paul, 2000.
"Imperfectly Competitive Cycles with Keynesian and Walrasian Features,"
Economics Series
83, Institute for Advanced Studies.
- Kaas, Leo & Madden, Paul, 2005. "Imperfectly competitive cycles with Keynesian and Walrasian features," European Economic Review, Elsevier, vol. 49(4), pages 861-886, May.
- L Kaas & P Madden, 2002. "Imperfectly Competitive Cycles with Keynesian and Walrasian Features," Centre for Growth and Business Cycle Research Discussion Paper Series 20, Economics, The University of Manchester.
- L Kaas & P Madden, 2002. "Imperfectly Competitive Cycles with Keynesian and Walrasian Features," Economics Discussion Paper Series 0211, Economics, The University of Manchester.
- Kaas, Leo & Weinrich, Gerd, 2000.
"Money and Growth in a Production Economy with Multiple Assets,"
Economics Series
86, Institute for Advanced Studies.
- Kaas, Leo & Weinrich, Gerd, 2003. "Money And Growth In A Production Economy With Multiple Assets," Macroeconomic Dynamics, Cambridge University Press, vol. 7(5), pages 670-690, November.
1999
- Benkwitz, Alexander & Lütkepohl, Helmut & Wolters, Jürgen, 1999.
"Comparison of Bootstrap Confidence Intervals for Impulse Responses of German Monetary Systems,"
CEPR Discussion Papers
2208, C.E.P.R. Discussion Papers.
- Benkwitz, Alexander & Lütkepohl, Helmut & Wolters, Jürgen, 2001. "Comparison Of Bootstrap Confidence Intervals For Impulse Responses Of German Monetary Systems," Macroeconomic Dynamics, Cambridge University Press, vol. 5(1), pages 81-100, February.
- Benkwitz, Alexander & Lütkepohl, Helmut & Wolters, Jürgen, 1999. "Comparison of bootstrap confidence intervals for impulse responses of German monetary systems," SFB 373 Discussion Papers 1999,29, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Saikkonen, Pentti & Lütkepohl, Helmut, 1999. "Testing for unit roots in time series with level shifts," SFB 373 Discussion Papers 1999,27, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Lütkepohl, Helmut, 1999. "Vector autoregressive analysis," SFB 373 Discussion Papers 1999,31, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Lütkepohl, Helmut & Müller, Christian & Saikkonen, Pentti, 1999. "Unit root tests for time series with a structural break: When the break point is known," SFB 373 Discussion Papers 1999,33, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Lütkepohl, Helmut, 1999. "Vector autoregressions," SFB 373 Discussion Papers 1999,4, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Lütkepohl, Helmut, 1999. "Forecasting cointegrated VARMA processes," SFB 373 Discussion Papers 1999,68, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Kaas, Leo & Madden, Paul, 1999.
"Equilibrium Involuntary Unemployment under Oligempory,"
Economics Series
68, Institute for Advanced Studies.
- L Kaas & P Madden, 2002. "Equilibrium Involuntary Unemployment Under Oligempory," Centre for Growth and Business Cycle Research Discussion Paper Series 21, Economics, The University of Manchester.
- L Kaas & P Madden, 2002. "Equilibrium Involuntary Unemployment under Oligempory," Economics Discussion Paper Series 0213, Economics, The University of Manchester.
1998
- Hubrich, Kirstin & Lütkepohl, Helmut & Saikkonen, Pentti, 1998.
"A review of systemscointegration tests,"
SFB 373 Discussion Papers
1998,101, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Kirstin Hubrich & Helmut Lutkepohl & Pentti Saikkonen, 2001. "A Review Of Systems Cointegration Tests," Econometric Reviews, Taylor & Francis Journals, vol. 20(3), pages 247-318.
- Herwartz, H. & Lütkepohl, H., 1998.
"Multivariate Volatility Analysis of VW Stock Prices,"
SFB 373 Discussion Papers
1998,32, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Helmut Herwartz & Helmut Lütkepohl, 2000. "Multivariate volatility analysis of VW stock prices," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 9(1), pages 35-54, March.
- Saikkonen, Pentti & Lütkepohl, Helmut, 1998.
"Testing for the cointegrating rank of a VAR process with an intercept,"
SFB 373 Discussion Papers
1998,51, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Saikkonen, Pentti & Lütkepohl, Helmut, 2000. "Testing For The Cointegrating Rank Of A Var Process With An Intercept," Econometric Theory, Cambridge University Press, vol. 16(3), pages 373-406, June.
1997
- Bartel, Holger & Lütkepohl, Helmut, 1997.
"Estimating the Kronecker indices of cointegrated echelon form VARMA models,"
SFB 373 Discussion Papers
1997,2, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Holger Bartel & Helmut Lutkepohl, 1998. "Estimating the Kronecker indices of cointegrated echelon-form VARMA models," Econometrics Journal, Royal Economic Society, vol. 1(Conferenc), pages 76-99.
- Saikkonen, Pentti & Lütkepohl, Helmut, 1997.
"Local power of likelihood ratio tests for the cointegrating rank of a VAR process,"
SFB 373 Discussion Papers
1997,58, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Saikkonen, Pentti & Lütkepohl, Helmut, 1999. "Local Power Of Likelihood Ratio Tests For The Cointegrating Rank Of A Var Process," Econometric Theory, Cambridge University Press, vol. 15(1), pages 50-78, February.
- Lütkepohl, H. & Saikkonen, P., 1997.
"Testing for the Cointegrating Rank of a VAR Process with a Time Trend,"
SFB 373 Discussion Papers
1997,79, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Lutkepohl, Helmut & Saikkonen, Pentti, 2000. "Testing for the cointegrating rank of a VAR process with a time trend," Journal of Econometrics, Elsevier, vol. 95(1), pages 177-198, March.
- Saikkonen, Pentti & Lütkepohl, Helmut, 1997. "Trend adjustment prior to testing for the cointegrating rank of a VAR process," SFB 373 Discussion Papers 1997,84, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Benkwitz, Alexander & Lütkepohl, Helmut & Neumann, Michael H., 1997. "Problems related to bootstrapping impulse responses of autoregressive processes," SFB 373 Discussion Papers 1997,85, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Lütkepohl, Helmut & Wolters, Jürgen, 1997. "A money demand system for M3 in the unified Germany," SFB 373 Discussion Papers 1997,92, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Lütkepohl, Helmut & Saikkonen, Pentti, 1997. "Order selection in testing for the cointegrating rank of a VAR process," SFB 373 Discussion Papers 1997,93, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
1996
- Wolters, Jürgen & Teräsvirta, Timo & Lütkepohl, Helmut, 1996.
"Modelling the Demand for M3 in the unified Germany,"
SSE/EFI Working Paper Series in Economics and Finance
113, Stockholm School of Economics.
- Jürgen Wolters & Timo Teräsvirta & Helmut Lütkepohl, 1998. "Modeling The Demand For M3 In The Unified Germany," The Review of Economics and Statistics, MIT Press, vol. 80(3), pages 399-409, August.
- Wolters, J. & Teräsvirta, T. & Lütkepohl, H., 1996. "Modelling the Demand for M3 in the Unified Germany," SFB 373 Discussion Papers 1996,24, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Härdle, Wolfgang & Lütkepohl, H. & Chen, R., 1996.
"A Review of Nonparametric Time Series Analysis,"
SFB 373 Discussion Papers
1996,48, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Wolfgang Härdle & Helmut Lütkepohl & Rong Chen, 1997. "A Review of Nonparametric Time Series Analysis," International Statistical Review, International Statistical Institute, vol. 65(1), pages 49-72, April.
- Lütkepohl, H., 1996. "Statistische Modellierung von Volatilitäten," SFB 373 Discussion Papers 1996,70, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Lütkepohl, H. & Poskitt, D. S., 1996. "Consistent Estimation of the Number of Cointegration Relations in a Vector Autoregressive Model," SFB 373 Discussion Papers 1996,74, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Lütkepohl, H. & Breitung, J., 1996. "Impulse Response Analysis of Vector Autoregressive Processes," SFB 373 Discussion Papers 1996,86, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
1995
- Lütkepohl, Helmut & Teräsvirta, Timo & Wolters, Jürgen, 1995.
"Investigating Stability and Linearity of a German M1 Money Demand Function,"
SSE/EFI Working Paper Series in Economics and Finance
64, Stockholm School of Economics.
- Lutkepohl, Helmut & Terasvirta, Timo & Wolters, Jurgen, 1999. "Investigating Stability and Linearity of a German M1 Money Demand Function," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(5), pages 511-525, Sept.-Oct.
- Lütkepohl, H. & Teräsvirta, T. & Wolters, J., 1995. "Investigating Stability and Linearity of a German M1 Money Demand Function," SFB 373 Discussion Papers 1995,57, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Lütkepohl, H. & Saikkonen, P., 1995.
"Impulse Response Analysis in Infinite Order Cointegrated Vector Autoregressive Processes,"
SFB 373 Discussion Papers
1995,11, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Lutkepohl, Helmut & Saikkonen, Pentti, 1997. "Impulse response analysis in infinite order cointegrated vector autoregressive processes," Journal of Econometrics, Elsevier, vol. 81(1), pages 127-157, November.
- Krolzig, H.-M. & Lütkepohl, H., 1995. "Konjunkturanalyse mit Markov-Regimewechselmodellen," SFB 373 Discussion Papers 1995,19, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Lütkepohl, H. & Tschernig, R., 1995. "Nichtparametrische Verfahren zur Analyse und Prognose von Finanzmarktdate," SFB 373 Discussion Papers 1995,51, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Poskitt, D. & Lütkepohl, H., 1995. "Consistent Specification of Cointegrated Autoregressive Moving-Average Systems," SFB 373 Discussion Papers 1995,54, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Saikkonen, P. & Lütkepohl, H., 1995. "Asymptotic Inference on Nonlinear Functions of the Coefficients of Infinite Order Cointegated VAR Processes," SFB 373 Discussion Papers 1995,66, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
1994
- Juan J. Dolado & Helmut Lütkepohl, 1994.
"Making Wald Tests Work for Cointegrated VAR Systems,"
Working Papers
wp1994_9424, CEMFI.
- Dolado, J.J. & Lutkepohl, H., 1994. "Making Wald Tests Work for Cointegrated Var Systems," Papers 9424, Centro de Estudios Monetarios Y Financieros-.
- Dolado, Juan J. & Lütkepohl, Helmut, 1994. "Making Wald Tests Work for Cointegrated Var Systems," SFB 373 Discussion Papers 1994,44, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Lütkepohl, Helmut & Moryson, Martin & Wolters, Jürgen, 1994. "Stabilitaetsanalyse der bundesdeutschen Geldnachfrage anhand alternativer Ansaetze zur Modellierung variierender Regressionskoeffizienten," SFB 373 Discussion Papers 1994,1, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Lütkepohl, Helmut, 1994. "Kointegration und gemeinsame Trends," SFB 373 Discussion Papers 1994,28, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Lütkepohl, Helmut & Müller, Maike, 1994. "Testing for Multi-Step Causality in Time Series," SFB 373 Discussion Papers 1994,3, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Lütkepohl, Helmut & Saikkonon, Petti, 1994. "Infinite Order Cointegrated Vector Autoregressive Processes:Estimation and Inference," SFB 373 Discussion Papers 1994,5, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Luetkepohl, Helmut, 1994. "Problems Related to Testing for Granger-Causality in VARMA Processes," SFB 373 Discussion Papers 1994,9, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
Undated
- Lutkepohl, Helmut, "undated". "Lutkepohl," Instructional Stata datasets for econometrics lutkepohl, Boston College Department of Economics.
Journal articles
2023
- Buechel, Berno & Klößner, Stefan & Meng, Fanyuan & Nassar, Anis, 2023.
"Misinformation due to asymmetric information sharing,"
Journal of Economic Dynamics and Control, Elsevier, vol. 150(C).
- Buechel, Berno & Klößner, Stefan & Meng, Fanyuan & Nassar, Anis, 2022. "Misinformation due to asymmetric information sharing," FSES Working Papers 528, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
- Buechel, Berno & Gangl, Selina & Huber, Martin, 2023.
"How residence permits affect the labor market attachment of foreign workers: Evidence from a migration lottery in Liechtenstein,"
European Economic Review, Elsevier, vol. 152(C).
- Buechel, Berno & Gangl, Selina & Huber, Martin, 2021. "How residence permits affect the labor market attachment of foreign workers: Evidence from a migration lottery in Liechtenstein," VfS Annual Conference 2021 (Virtual Conference): Climate Economics 242357, Verein für Socialpolitik / German Economic Association, revised 2021.
- Berno Buechel & Selina Gangl & Martin Huber, 2021. "How residence permits affect the labor market attachment of foreign workers: Evidence from a migration lottery in Liechtenstein," Papers 2105.11840, arXiv.org.
- Berno Buechel & Selina Gangl & Martin Huber, 2021. "How Residence Permits Affect the Labor Market Attachment of Foreign Workers: Evidence from a Migration Lottery in Liechtenstein," CESifo Working Paper Series 9390, CESifo.
- Bruns, Martin & Lütkepohl, Helmut, 2023. "Have the effects of shocks to oil price expectations changed?," Economics Letters, Elsevier, vol. 233(C).
- Martin Bruns & Helmut Lütkepohl, 2023.
"An Alternative Bootstrap for Proxy Vector Autoregressions,"
Computational Economics, Springer;Society for Computational Economics, vol. 62(4), pages 1857-1882, December.
- Martin Bruns & Helmut Lütkepohl, 2020. "An Alternative Bootstrap for Proxy Vector Autoregressions," Discussion Papers of DIW Berlin 1913, DIW Berlin, German Institute for Economic Research.
- Martin Bruns & Helmut Luetkepohl, 2020. "An Alternative Bootstrap for Proxy Vector Autoregressions," University of East Anglia School of Economics Working Paper Series 2020-06, School of Economics, University of East Anglia, Norwich, UK..
- Kaas, Leo, 2023.
"Block-recursive equilibria in heterogeneous-agent models,"
Journal of Economic Theory, Elsevier, vol. 212(C).
- Leo Kaas, 2020. "Block-Recursive Equilibria in Heterogenous-Agent Models," CESifo Working Paper Series 8737, CESifo.
- Carlos Carrillo-Tudela & Hermann Gartner & Leo Kaas, 2023.
"Recruitment Policies, Job-Filling Rates, and Matching Efficiency,"
Journal of the European Economic Association, European Economic Association, vol. 21(6), pages 2413-2459.
- Carrillo-Tudela, Carlos & Hermann, Gartner & Kaas, Leo, 2020. "Recruitment Policies, Job-Filling Rates and Matching Efficiency," CEPR Discussion Papers 14727, C.E.P.R. Discussion Papers.
- Carrillo-Tudela, Carlos & Gartner, Hermann & Kaas, Leo, 2020. "Recruitment Policies, Job-Filling Rates and Matching Efficiency," IZA Discussion Papers 13240, Institute of Labor Economics (IZA).
- Carrillo-Tudela, Carlos & Gartner, Hermann & Kaas, Leo, 2020. "Recruitment Policies, Job-Filling Rates and Matching Efficiency," IAB-Discussion Paper 202015, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
- Carlos Carrillo-Tudela & Hermann Gartner & Leo Kaas, 2020. "Recruitment Policies, Job-Filling Rates and Matching Efficiency," CESifo Working Paper Series 8299, CESifo.
- Alessandro Di Nola & Leo Kaas & Haomin Wang, 2023.
"Rescue policies for small businesses in the Covid-19 recession,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 579-603, December.
- Alessandro Di Nola & Leo Kaas & Haomin Wang, 2023. "Code and data files for "Rescue policies for small businesses in the Covid-19 recession"," Computer Codes 22-55, Review of Economic Dynamics.
- Di Nola, Alessandro & Kaas, Leo & Wang, Haomin, 2022. "Rescue policies for small businesses in the COVID-19 recession," SAFE Working Paper Series 343, Leibniz Institute for Financial Research SAFE.
- Alessandro Di Nola & Leo Kaas & Haomin Wang, 2022. "Rescue Policies for Small Businesses in the Covid-19 Recession," CESifo Working Paper Series 9641, CESifo.
- Alessandro Di Nola & Leo Kaas & Haomin Wang, 2023. "Online Appendix to "Rescue policies for small businesses in the Covid-19 recession"," Online Appendices 22-55, Review of Economic Dynamics.
2022
- Buechel, Berno & Krähenmann, Philemon, 2022. "Fixed price equilibria on peer‐to‐peer platforms: Lessons from time‐based currencies," Journal of Economic Behavior & Organization, Elsevier, vol. 195(C), pages 335-358.
- Bruns, Martin & Lütkepohl, Helmut, 2022.
"Comparison of local projection estimators for proxy vector autoregressions,"
Journal of Economic Dynamics and Control, Elsevier, vol. 134(C).
- Martin Bruns & Helmut Luetkepohl, 2021. "Comparison of Local Projection Estimators for Proxy Vector Autoregressions," University of East Anglia School of Economics Working Paper Series 2021-04, School of Economics, University of East Anglia, Norwich, UK..
- Martin Bruns & Helmut Lütkepohl, 2021. "Comparison of Local Projection Estimators for Proxy Vector Autoregressions," Discussion Papers of DIW Berlin 1949, DIW Berlin, German Institute for Economic Research.
- Helmut Lütkepohl & Thore Schlaak, 2022.
"Heteroscedastic Proxy Vector Autoregressions,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(3), pages 1268-1281, June.
- Lütkepohl, Helmut & Schlaak, Thore, 2021. "Heteroskedastic Proxy Vector Autoregressions," VfS Annual Conference 2021 (Virtual Conference): Climate Economics 242399, Verein für Socialpolitik / German Economic Association.
- Helmut Lütkepohl & Thore Schlaak, 2020. "Heteroskedastic Proxy Vector Autoregressions," Discussion Papers of DIW Berlin 1876, DIW Berlin, German Institute for Economic Research.
2021
- Boer, Lukas & Lütkepohl, Helmut, 2021.
"Qualitative versus quantitative external information for proxy vector autoregressive analysis,"
Journal of Economic Dynamics and Control, Elsevier, vol. 127(C).
- Lukas Boer & Helmut Lütkepohl, 2021. "Qualitative versus Quantitative External Information for Proxy Vector Autoregressive Analysis," Discussion Papers of DIW Berlin 1940, DIW Berlin, German Institute for Economic Research.
- Helmut Lütkepohl & Mika Meitz & Aleksei Netšunajev & Pentti Saikkonen, 2021.
"Testing identification via heteroskedasticity in structural vector autoregressive models,"
The Econometrics Journal, Royal Economic Society, vol. 24(1), pages 1-22.
- Lütkepohl, Helmut & Meitz, Mika & Netšunajev, Aleksei & Saikkonen, Pentti, 2021. "Testing identification via heteroskedasticity in structural vector autoregressive models," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 24(1), pages 1-22.
- Helmut Lütkepohl & Mika Meitz & Aleksei NetŠunajev & Pentti Saikkonen, 2018. "Testing Identification via Heteroskedasticity in Structural Vector Autoregressive Models," Discussion Papers of DIW Berlin 1764, DIW Berlin, German Institute for Economic Research.
- Cui, Wei & Kaas, Leo, 2021.
"Default cycles,"
Journal of Monetary Economics, Elsevier, vol. 117(C), pages 377-394.
- Cui, Wei & Kaas, Leo, 2017. "Default cycles," LSE Research Online Documents on Economics 86159, London School of Economics and Political Science, LSE Library.
- Wei Cui & Leo Kaas, 2017. "Default Cycles," Discussion Papers 1716, Centre for Macroeconomics (CFM).
- Leo Kaas & Wei Cui, 2017. "Default Cycles," 2017 Meeting Papers 1288, Society for Economic Dynamics.
- Leo Kaas & Georgi Kocharkov & Edgar Preugschat & Nawid Siassi, 2021.
"Low Homeownership in Germany—a Quantitative Exploration,"
Journal of the European Economic Association, European Economic Association, vol. 19(1), pages 128-164.
- Leo Kaas & Georgi Kocharkov & Edgar Preugschat & Nawid Siassi, 2017. "Low Homeownership in Germany - A Quantitative Exploration," CESifo Working Paper Series 6775, CESifo.
- Leo Kaas & Bihemo Kimasa, 2021.
"Firm Dynamics With Frictional Product And Labor Markets,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(3), pages 1281-1317, August.
- Bihemo Kimasa & Leo Kaas, 2016. "Firm dynamics with frictional product and labor markets," 2016 Meeting Papers 1033, Society for Economic Dynamics.
- Kaas, Leo & Kimasa, Bihemo, 2018. "Firm Dynamics with Frictional Product and Labor Markets," IZA Discussion Papers 11745, Institute of Labor Economics (IZA).
2020
- Buechel, Berno & Feess, Eberhard & Muehlheusser, Gerd, 2020.
"Optimal law enforcement with sophisticated and naïve offenders,"
Journal of Economic Behavior & Organization, Elsevier, vol. 177(C), pages 836-857.
- Berno Buechel & Eberhard Feess & Gerd Muehlheusser, 2018. "Optimal Law Enforcement with Sophisticated and Naive Offenders," CESifo Working Paper Series 7106, CESifo.
- Berno Buechel & Stefan Klößner & Martin Lochmüller & Heiko Rauhut, 2020.
"The strength of weak leaders: an experiment on social influence and social learning in teams,"
Experimental Economics, Springer;Economic Science Association, vol. 23(2), pages 259-293, June.
- Büchel, Berno & Klößner, Stefan & Lochmüller, Martin & Rauhut, Heiko, 2018. "The Strength of Weak Leaders - An Experiment on Social Influence and Social Learning in Teams," ETA: Economic Theory and Applications 268729, Fondazione Eni Enrico Mattei (FEEM).
- Berno Büchel & Stefan Klößner & Martin Lochmüller & Heiko Rauhut, 2018. "The Strength of Weak Leaders - An Experiment on Social Influence and Social Learning in Teams," Working Papers 2018.02, Fondazione Eni Enrico Mattei.
- Lütkepohl, Helmut & Woźniak, Tomasz, 2020.
"Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity,"
Journal of Economic Dynamics and Control, Elsevier, vol. 113(C).
- Helmut Lutkepohl & Tomasz Wo'zniak, 2018. "Bayesian Inference for Structural Vector Autoregressions Identified by Markov-Switching Heteroskedasticity," Papers 1811.08167, arXiv.org.
- Helmut Lütkepohl & Tomasz Woźniak, 2017. "Bayesian Inference for Structural Vector Autoregressions Identified by Markov-Switching Heteroskedasticity," Discussion Papers of DIW Berlin 1707, DIW Berlin, German Institute for Economic Research.
- Lütkepohl, Helmut, 2020. "Structural vector autoregressive models with more shocks than variables identified via heteroskedasticity," Economics Letters, Elsevier, vol. 195(C).
- Lütkepohl, Helmut & Milunovich, George & Yang, Minxian, 2020.
"Inference in partially identified heteroskedastic simultaneous equations models,"
Journal of Econometrics, Elsevier, vol. 218(2), pages 317-345.
- Helmut Lütkepohl & George Milunivich & Minxian Yang, 2016. "Inference in Partially Identified Heteroskedastic Simultaneous Equations Models," Discussion Papers of DIW Berlin 1632, DIW Berlin, German Institute for Economic Research.
- Helmut Lutkepohl & George Milunovich & Minxian Yang, 2016. "Inference in Partially Identified Heteroskedastic Simultaneous Equations Models," Discussion Papers 2016-19, School of Economics, The University of New South Wales.
- Lütkepohl, Helmut & Staszewska-Bystrova, Anna & Winker, Peter, 2020.
"Constructing joint confidence bands for impulse response functions of VAR models – A review,"
Econometrics and Statistics, Elsevier, vol. 13(C), pages 69-83.
- Lütkepohl, Helmut & Staszewska-Bystrova, Anna & Winker, Peter, 2018. "Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models - A Review," Lodz Economics Working Papers 4/2018, University of Lodz, Faculty of Economics and Sociology.
- Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker, 2018. "Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models: A Review," Discussion Papers of DIW Berlin 1762, DIW Berlin, German Institute for Economic Research.
- Kaas, Leo & Mellert, Jan & Scholl, Almuth, 2020.
"Sovereign and private default risks over the business cycle,"
Journal of International Economics, Elsevier, vol. 123(C).
- Scholl, Almuth & Kaas, Leo & Meller, Jan, 2016. "Sovereign and Private Default Risks over the Business Cycle," VfS Annual Conference 2016 (Augsburg): Demographic Change 145958, Verein für Socialpolitik / German Economic Association.
- Leo Kaas & Jan Mellert & Almuth Scholl, 2016. "Sovereign and private default risks over the business cycle," Working Paper Series of the Department of Economics, University of Konstanz 2016-09, Department of Economics, University of Konstanz.
2019
- Buechel, Berno & Mechtenberg, Lydia, 2019.
"The swing voter's curse in social networks,"
Games and Economic Behavior, Elsevier, vol. 118(C), pages 241-268.
- Berno Buechel & Lydia Mechtenberg, 2017. "The Swing Voter's Curse in Social Networks," Working Papers 2017.05, Fondazione Eni Enrico Mattei.
- Mechtenberg, Lydia & Büchel, Berno, 2017. "The Swing Voter's Curse in Social Networks," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168094, Verein für Socialpolitik / German Economic Association.
- Buechel, Berno & Mechtenberg, Lydia, 2017. "The Swing Voter's Curse in Social Networks," ETA: Economic Theory and Applications 253218, Fondazione Eni Enrico Mattei (FEEM).
- Buechel, Berno & Mechtenberg, Lydia, 2017. "The swing voter's curse in social networks," FSES Working Papers 485, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
- Buechel, Berno & Mechtenberg, Lydia, 2015. "The Swing Voter's Curse in Social Networks," WiSo-HH Working Paper Series 29, University of Hamburg, Faculty of Business, Economics and Social Sciences, WISO Research Laboratory.
- Lütkepohl, Helmut & Schlaak, Thore, 2019.
"Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH,"
Journal of Economic Dynamics and Control, Elsevier, vol. 101(C), pages 41-61.
- Helmut Lütkepohl & Thore Schlaak, 2018. "Bootstrapping Impulse Responses of Structural Vector Autoregressive Models Identified through GARCH," Discussion Papers of DIW Berlin 1750, DIW Berlin, German Institute for Economic Research.
- Leo Kaas & Georgi Kocharkov & Edgar Preugschat, 2019.
"Wealth Inequality and Homeownership in Europe,"
Annals of Economics and Statistics, GENES, issue 136, pages 27-54.
- Leo Kaas & Georgi Kocharkov & Edgar Preugschat, 2015. "Wealth Inequality and Homeownership in Europe," CESifo Working Paper Series 5498, CESifo.
- Preugschat, Edgar & Kaas, Leo & Kocharkov, Georgi, 2015. "Wealth Inequality and Homeownership in Europe," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113026, Verein für Socialpolitik / German Economic Association.
- Leo Kaas & Georgi Kocharkov & Edgar Preugschat, 2015. "Wealth Inequality and Homeownership in Europe," Working Paper Series of the Department of Economics, University of Konstanz 2015-18, Department of Economics, University of Konstanz.
- Leo Kaas & Georgi Kocharkov & Edgar Preugschat, 2019.
"Does homeownership promote wealth accumulation?,"
Applied Economics Letters, Taylor & Francis Journals, vol. 26(14), pages 1186-1191, August.
- Leo Kaas & Georgi Kocharkov & Edgar Preugschat, 2016. "Does Homeownership Promote Wealth Accumulation?," Working Paper Series of the Department of Economics, University of Konstanz 2016-03, Department of Economics, University of Konstanz.
- Leo Kaas & Georgi Kocharkov & Edgar Preugschat, 2016. "Does Homeownership Promote Wealth Accumulation?," CESifo Working Paper Series 5758, CESifo.
2018
- Buechel, Berno & Mechtenberg, Lydia & Petersen, Julia, 2018. "If I can do it, so can you! Peer effects on perseverance," Journal of Economic Behavior & Organization, Elsevier, vol. 155(C), pages 301-314.
- Helmut Lütkepohl & Thore Schlaak, 2018.
"Choosing Between Different Time‐Varying Volatility Models for Structural Vector Autoregressive Analysis,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 80(4), pages 715-735, August.
- Lütkepohl, Helmut & Schlaak, Thore, 2018. "Choosing Between Different Time-Varying Volatility Models for Structural Vector Autoregressive Analysis," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue 4, pages 715-735.
- Helmut Lütkepohl & Thore Schlaak, 2017. "Choosing between Different Time-Varying Volatility Models for Structural Vector Autoregressive Analysis," Discussion Papers of DIW Berlin 1672, DIW Berlin, German Institute for Economic Research.
- Helmut Lütkepohl & Aleksei Netšunajev, 2018.
"The Relation between Monetary Policy and the Stock Market in Europe,"
Econometrics, MDPI, vol. 6(3), pages 1-14, August.
- Helmut Lütkepohl & Aleksei Netsunajev, 2018. "The Relation between Monetary Policy and the Stock Market in Europe," Discussion Papers of DIW Berlin 1729, DIW Berlin, German Institute for Economic Research.
- Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker, 2018.
"Estimation of structural impulse responses: short-run versus long-run identifying restrictions,"
AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 102(2), pages 229-244, April.
- Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker, 2017. "Estimation of Structural Impulse Responses: Short-Run versus Long-Run Identifying Restrictions," Discussion Papers of DIW Berlin 1642, DIW Berlin, German Institute for Economic Research.
- Lütkepohl, Helmut & Staszewska-Bystrova, Anna & Winker, Peter, 2017. "Estimation of Structural Impulse Responses: Short-Run versus Long-run Identifying Restrictions," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168061, Verein für Socialpolitik / German Economic Association.
- Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker, 2018.
"Calculating joint confidence bands for impulse response functions using highest density regions,"
Empirical Economics, Springer, vol. 55(4), pages 1389-1411, December.
- Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker, 2016. "Calculating Joint Confidence Bands for Impulse Response Functions using Highest Density Regions," SFB 649 Discussion Papers SFB649DP2016-017, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker, 2016. "Calculating Joint Confidence Bands for Impulse Response Functions using Highest Density Regions," MAGKS Papers on Economics 201616, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker, 2016. "Calculating Joint Confidence Bands for Impulse Response Functions Using Highest Density Regions," Discussion Papers of DIW Berlin 1564, DIW Berlin, German Institute for Economic Research.
2017
- Lütkepohl, Helmut & Netšunajev, Aleksei, 2017. "Structural vector autoregressions with smooth transition in variances," Journal of Economic Dynamics and Control, Elsevier, vol. 84(C), pages 43-57.
- Lütkepohl, Helmut & Netšunajev, Aleksei, 2017. "Structural vector autoregressions with heteroskedasticity: A review of different volatility models," Econometrics and Statistics, Elsevier, vol. 1(C), pages 2-18.
- Gauer, F. & Hellmann, T., 2017. "Strategic formation of homogeneous bargaining networks," Games and Economic Behavior, Elsevier, vol. 106(C), pages 51-74.
- Günther, Michael & Hellmann, Tim, 2017. "International environmental agreements for local and global pollution," Journal of Environmental Economics and Management, Elsevier, vol. 81(C), pages 38-58.
2016
- Berno Buechel & Eike Emrich & Stefanie Pohlkamp, 2016. "Nobody’s Innocent," Journal of Sports Economics, , vol. 17(8), pages 767-789, December.
- Berno Buechel & Gerd Muehlheusser, 2016.
"Black Sheep or Scapegoats? Implementable Monitoring Policies under Unobservable Levels of Misbehavior,"
The Journal of Legal Studies, University of Chicago Press, vol. 45(2), pages 331-366.
- Berno Buechel & Gerd Muehlheusser, 2014. "Black Sheep or Scapegoats? Implementable Monitoring Policies under Unobservable Levels of Misbehavior," CESifo Working Paper Series 4698, CESifo.
- Helmut Lütkepohl & Anton Velinov, 2016.
"Structural Vector Autoregressions: Checking Identifying Long-Run Restrictions Via Heteroskedasticity,"
Journal of Economic Surveys, Wiley Blackwell, vol. 30(2), pages 377-392, April.
- Lütkepohl, Helmut & Velinov, Anton, 2016. "Structural Vector Autoregressions : Checking Identifying Long-Run Restrictions via Heteroskedasticity," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 30, pages 377-392.
- Helmut Lütkepohl & Anton Velinov, 2014. "Structural Vector Autoregressions: Checking Identifying Long-run Restrictions via Heteroskedasticity," SFB 649 Discussion Papers SFB649DP2014-009, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Helmut Lütkepohl & Anton Velinov, 2014. "Structural Vector Autoregressions: Checking Identifying Long-Run Restrictions via Heteroskedasticity," Discussion Papers of DIW Berlin 1356, DIW Berlin, German Institute for Economic Research.
- Helmut Lütkepohl & Anton Velinov, 2014. "Structural Vector Autoregressions: Checking Identifying Long-run Restrictions via Heteroskedasticity," CESifo Working Paper Series 4651, CESifo.
- Lütkepohl, Helmut & Milunovich, George, 2016.
"Testing for identification in SVAR-GARCH models,"
Journal of Economic Dynamics and Control, Elsevier, vol. 73(C), pages 241-258.
- Helmut Luetkepohl & George Milunovich, 2015. "Testing for Identification in SVAR-GARCH Models," SFB 649 Discussion Papers SFB649DP2015-030, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Azariadis, Costas & Kaas, Leo, 2016.
"Capital Misallocation And Aggregate Factor Productivity,"
Macroeconomic Dynamics, Cambridge University Press, vol. 20(2), pages 525-543, March.
- Costas Azariadis & Leo Kaas, 2009. "Capital misallocation and aggregate factor productivity," Working Papers 2009-028, Federal Reserve Bank of St. Louis.
- Costas Azariadis & Leo Kaas, 2012. "Capital misallocation and aggregate factor productivity," Working Papers 2012-046, Federal Reserve Bank of St. Louis.
- Leo Kaas & Costas Azariadis, 2009. "Capital misallocation and aggregate factor productivity," 2009 Meeting Papers 953, Society for Economic Dynamics.
- Azariadis, Costas & Kaas, Leo, 2009. "Capital misallocation and aggregate factor productivity," MPRA Paper 15742, University Library of Munich, Germany.
- Costas Azariadis & Leo Kaas, 2010. "Capital Misallocation and Aggregate Factor Productivity," Working Paper series 39_10, Rimini Centre for Economic Analysis.
- Kaas, Leo & Pintus, Patrick A. & Ray, Simon, 2016.
"Land collateral and labor market dynamics in France,"
European Economic Review, Elsevier, vol. 84(C), pages 202-218.
- Leo Kaas & Patrick A. Pintus & Simon Ray, 2014. "Land Collateral and Labor Market Dynamics in France," CESifo Working Paper Series 4978, CESifo.
- Leo Kaas & Patrick A. Pintus & Simon Ray, 2014. "Land Collateral and Labor Market Dynamics in France," Working Paper Series of the Department of Economics, University of Konstanz 2014-18, Department of Economics, University of Konstanz.
- Leo Kaas & Patrick A. Pintus & Simon Ray, 2014. "Land Collateral and Labor Market Dynamics in France," Working Papers halshs-01061446, HAL.
- Leo Kaas & Patrick A. Pintus & Simon Ray, 2016. "Land collateral and labor market dynamics in France," Post-Print hal-01446200, HAL.
- Leo Kaas & Patrick Pintus & Simon Ray, 2014. "Land Collateral and Labor Market Dynamics in France," AMSE Working Papers 1443, Aix-Marseille School of Economics, France, revised Oct 2014.
- L. Kaas & P. A. Pintus & S. Ray, 2014. "Land Collateral and Labor Market Dynamics in France," Working papers 530, Banque de France.
- Costas Azariadis & Leo Kaas & Yi Wen, 2016.
"Self-Fulfilling Credit Cycles,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 83(4), pages 1364-1405.
- Costas Azariadis & Leo Kaas, 2012. "Self-Fulfilling Credit Cycles," Working Paper Series of the Department of Economics, University of Konstanz 2012-16, Department of Economics, University of Konstanz.
- Costas Azariadis & Leo Kaas, 2012. "Self-fulfilling credit cycles," Working Papers 2012-047, Federal Reserve Bank of St. Louis.
- Yi Wen & Leo Kaas & Costas Azariadis, 2014. "Self-Fulfilling Credit Cycles," 2014 Meeting Papers 1169, Society for Economic Dynamics.
- Costas Azariadis & Leo Kaas & Yi Wen, 2015. "Self-Fulfilling Credit Cycles," CESifo Working Paper Series 5289, CESifo.
- Costas Azariadis & Leo Kaas & Yi Wen, 2015. "Self-Fulfilling Credit Cycles," Working Papers 2015-5, Federal Reserve Bank of St. Louis.
- Costas Azariadis & Leo Kaas & Yi Wen, 2015. "Self-Fulfilling Credit Cycles," Working Paper Series of the Department of Economics, University of Konstanz 2015-07, Department of Economics, University of Konstanz.
- Leo Kaas, 2016.
"Public debt and total factor productivity,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 61(2), pages 309-333, February.
- Leo Kaas, 2014. "Public Debt and Total Factor Productivity," Working Paper Series of the Department of Economics, University of Konstanz 2014-22, Department of Economics, University of Konstanz.
- Leo Kaas, 2014. "Public Debt and Total Factor Productivity," CESifo Working Paper Series 5125, CESifo.
- Gries Thomas & Haake Claus-Jochen, 2016. "Towards an Economic Theory of Destabilization War: Ideology and Beliefs, Indivisibles and Time Preferences," Peace Economics, Peace Science, and Public Policy, De Gruyter, vol. 22(4), pages 377-384, December.
2015
- Buechel, Berno & Hellmann, Tim & Klößner, Stefan, 2015.
"Opinion dynamics and wisdom under conformity,"
Journal of Economic Dynamics and Control, Elsevier, vol. 52(C), pages 240-257.
- Berno Buechel & Tim Hellmann & Stefan Kölßner, 2014. "Opinion Dynamics and Wisdom under Conformity," Working Papers 2014.51, Fondazione Eni Enrico Mattei.
- Buechel, Berno & Tim, Hellmann & Kölßner, Stefan, 2014. "Opinion Dynamics and Wisdom under Conformity," Climate Change and Sustainable Development 172707, Fondazione Eni Enrico Mattei (FEEM).
- Büchel, Berno & Hellmann, Tim & Klößner, Stefan, 2013. "Opinion Dynamics and Wisdom under Conformity," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79770, Verein für Socialpolitik / German Economic Association.
- Buechel, Berno & Hellmann, Tim & Klößner, Stefan, 2014. "Opinion dynamics and wisdom under conformity," Center for Mathematical Economics Working Papers 469, Center for Mathematical Economics, Bielefeld University.
- Buechel, Berno & Roehl, Nils, 2015.
"Robust equilibria in location games,"
European Journal of Operational Research, Elsevier, vol. 240(2), pages 505-517.
- Berno Buechel & Nils Roehl, 2013. "Robust Equilibria in Location Games," Working Papers CIE 58, Paderborn University, CIE Center for International Economics.
- Berno Buechel & Nils Roehl, 2013. "Robust Equilibria in Location Games," Working Papers Dissertations 03, Paderborn University, Faculty of Business Administration and Economics.
- Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker, 2015. "Confidence Bands for Impulse Responses: Bonferroni vs. Wald," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 77(6), pages 800-821, December.
- Lütkepohl, Helmut & Staszewska-Bystrova, Anna & Winker, Peter, 2015.
"Comparison of methods for constructing joint confidence bands for impulse response functions,"
International Journal of Forecasting, Elsevier, vol. 31(3), pages 782-798.
- Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker, 2013. "Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions," SFB 649 Discussion Papers SFB649DP2013-031, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker, 2013. "Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions," Discussion Papers of DIW Berlin 1292, DIW Berlin, German Institute for Economic Research.
- Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker, 2013. "Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions," MAGKS Papers on Economics 201325, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Leo Kaas & Philipp Kircher, 2015.
"Efficient Firm Dynamics in a Frictional Labor Market,"
American Economic Review, American Economic Association, vol. 105(10), pages 3030-3060, October.
- Kaas, Leo & Kircher, Philipp, 2011. "Efficient Firm Dynamics in a Frictional Labor Market," IZA Discussion Papers 5452, Institute of Labor Economics (IZA).
- Leo Kaas & Philipp Kircher, 2011. "Efficient Firm Dynamics in a Frictional Labor Market," CESifo Working Paper Series 3336, CESifo.
- Philipp Kircher & Leo Kaas, 2010. "Efficient Firm Dynamics in a Frictional Labor Market," 2010 Meeting Papers 89, Society for Economic Dynamics.
- Leo Kaas & Philipp Kircher, 2015. "Efficient Firm Dynamics in a Frictional Labor Market," Working Paper Series of the Department of Economics, University of Konstanz 2015-09, Department of Economics, University of Konstanz.
- Philipp Kircher & Leo Kaas, 2013. "Efficient firm dynamics in a frictional labor market," 2013 Meeting Papers 160, Society for Economic Dynamics.
- Leo Kaas & Philipp Kircher, 2011. "Efficient Firm Dynamics in a Frictional Labor Market," Working Paper Series of the Department of Economics, University of Konstanz 2011-01, Department of Economics, University of Konstanz.
- Kaas, L. & Pintus, P. & Ray, S., 2015.
"Land prices, lending to companies and job creations,"
Rue de la Banque, Banque de France, issue 14, November..
- Leo Kaas & Patrick A. Pintus & Simon Ray, 2015. "Land prices, lending to companies and job creations," Post-Print hal-01457332, HAL.
- Carrillo-Tudela, Carlos & Kaas, Leo, 2015.
"Worker mobility in a search model with adverse selection,"
Journal of Economic Theory, Elsevier, vol. 160(C), pages 340-386.
- Leo Kaas & Carlos Carrillo-Tudela, 2015. "Worker Mobility in a Search Model with Adverse Selection," 2015 Meeting Papers 351, Society for Economic Dynamics.
- Carrillo-Tudela, Carlos & Kaas, Leo, 2015. "Worker Mobility in a Search Model with Adverse Selection," IZA Discussion Papers 9367, Institute of Labor Economics (IZA).
- Carlos Carrillo-Tudela & Leo Kaas, 2015. "Worker Mobility in a Search Model with Adverse Selection," Working Papers 40, Peruvian Economic Association.
2014
- Buechel, Berno & Hellmann, Tim & Pichler, Michael M., 2014.
"The dynamics of continuous cultural traits in social networks,"
Journal of Economic Theory, Elsevier, vol. 154(C), pages 274-309.
- Büchel, Berno & Hellmann, Tim & Pichler, Michael, 2016. "The Dynamics of Continuous Cultural Traits in Social Networks," Center for Mathematical Economics Working Papers 457, Center for Mathematical Economics, Bielefeld University.
- Berno Buechel, 2014.
"Condorcet winners on median spaces,"
Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 42(3), pages 735-750, March.
- Buechel, Berno, 2012. "Condorcet winners on median spaces," MPRA Paper 44625, University Library of Munich, Germany, revised 27 Feb 2013.
- Herwartz, Helmut & Lütkepohl, Helmut, 2014.
"Structural vector autoregressions with Markov switching: Combining conventional with statistical identification of shocks,"
Journal of Econometrics, Elsevier, vol. 183(1), pages 104-116.
- Helmut Herwartz & Helmut Luetkepohl, 2011. "Structural Vector Autoregressions with Markov Switching: Combining Conventional with Statistical Identification of Shocks," Economics Working Papers ECO2011/11, European University Institute.
- Helmut Lütkepohl, 2014. "Mulaik, S. A.: Foundations of factor analysis," Statistical Papers, Springer, vol. 55(4), pages 1229-1230, November.
- Helmut Lütkepohl & Aleksei NetŠunajev, 2014.
"Disentangling Demand And Supply Shocks In The Crude Oil Market: How To Check Sign Restrictions In Structural Vars,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(3), pages 479-496, April.
- Helmut Lütkepohl & Aleksei Netsunajev, 2012. "Disentangling Demand and Supply Shocks in the Crude Oil Market: How to Check Sign Restrictions in Structural VARs," Discussion Papers of DIW Berlin 1195, DIW Berlin, German Institute for Economic Research.
- Hellmann, Tim & Staudigl, Mathias, 2014.
"Evolution of social networks,"
European Journal of Operational Research, Elsevier, vol. 234(3), pages 583-596.
- Hellmann, Tim & Staudigl, Mathias, 2014. "Evolution of Social networks," Center for Mathematical Economics Working Papers 470, Center for Mathematical Economics, Bielefeld University.
- Dawid, Herbert & Hellmann, Tim, 2014.
"The evolution of R&D networks,"
Journal of Economic Behavior & Organization, Elsevier, vol. 105(C), pages 158-172.
- Dawid, Herbert & Hellmann, Tim, 2014. "The evolution of R&D networks," Center for Mathematical Economics Working Papers 467, Center for Mathematical Economics, Bielefeld University.
2013
- Brüggemann, Ralf & Lütkepohl, Helmut, 2013.
"Forecasting contemporaneous aggregates with stochastic aggregation weights,"
International Journal of Forecasting, Elsevier, vol. 29(1), pages 60-68.
- Ralf Brüggemann & Helmut Lütkepohl, 2011. "Forecasting Contemporaneous Aggregates with Stochastic Aggregation Weights," Working Paper Series of the Department of Economics, University of Konstanz 2011-23, Department of Economics, University of Konstanz.
- Ralf Brueggemann & Helmut Luetkepohl, 2011. "Forecasting Contemporaneous Aggregates with Stochastic Aggregation Weights," Economics Working Papers ECO2011/17, European University Institute.
- Proietti, Tommaso & Lütkepohl, Helmut, 2013.
"Does the Box–Cox transformation help in forecasting macroeconomic time series?,"
International Journal of Forecasting, Elsevier, vol. 29(1), pages 88-99.
- Tommaso, Proietti & Helmut, Luetkepohl, 2011. "Does the Box-Cox transformation help in forecasting macroeconomic time series?," MPRA Paper 32294, University Library of Munich, Germany.
- Tommaso Proietti & Helmut Luetkepohl, 2011. "Does the Box-Cox Transformation Help in Forecasting Macroeconomic Time Series?," Economics Working Papers ECO2011/29, European University Institute.
- Lütkepohl, Helmut & Proietti, Tommaso, 2011. "Does the Box-Cox transformation help in forecasting macroeconomic time series?," Working Papers 08/2011, University of Sydney Business School, Discipline of Business Analytics.
- Helmut Lütkepohl, 2013.
"Reducing confidence bands for simulated impulse responses,"
Statistical Papers, Springer, vol. 54(4), pages 1131-1145, November.
- Helmut Lütkepohl, 2012. "Reducing Confidence Bands for Simulated Impulse Responses," Discussion Papers of DIW Berlin 1235, DIW Berlin, German Institute for Economic Research.
- Azariadis, Costas & Kaas, Leo, 2013.
"Endogenous credit limits with small default costs,"
Journal of Economic Theory, Elsevier, vol. 148(2), pages 806-824.
- Costas Azariadis & Leo Kaas, 2012. "Endogenous Credit Limits with Small Default Costs," Working Paper Series of the Department of Economics, University of Konstanz 2012-17, Department of Economics, University of Konstanz.
- Costas Azariadis & Leo Kaas, 2012. "Endogenous credit limits with small default costs," Working Papers 2012-048, Federal Reserve Bank of St. Louis.
- Claus-Jochen Haake & Tim Krieger & Steffen Minter, 2013.
"On the institutional design of burden sharing when financing external border enforcement in the EU,"
International Economics and Economic Policy, Springer, vol. 10(4), pages 583-612, December.
- Claus-Jochen Haake & Tim Krieger & Steffen Minter, 2010. "On the institutional design of burden sharing when financing external border enforcement in the EU," Working Papers CIE 25, Paderborn University, CIE Center for International Economics.
- Claus-Jochen Haake & Jan Thomas Martini, 2013. "Negotiating Transfer Prices," Group Decision and Negotiation, Springer, vol. 22(4), pages 657-680, July.
- Tim Hellmann, 2013. "On the existence and uniqueness of pairwise stable networks," International Journal of Game Theory, Springer;Game Theory Society, vol. 42(1), pages 211-237, February.
2012
- Berno Buechel & Tim Hellmann, 2012.
"Under-connected and over-connected networks: the role of externalities in strategic network formation,"
Review of Economic Design, Springer;Society for Economic Design, vol. 16(1), pages 71-87, March.
- Buechel, Berno & Hellmann, Tim, 2011. "Under-connected and over-connected networks," Center for Mathematical Economics Working Papers 400, Center for Mathematical Economics, Bielefeld University.
- Tim Hellmann & Berno Buechel, 2009. "Under-connected and Over-connected Networks," Working Papers 2009.38, Fondazione Eni Enrico Mattei.
- Helmut Lütkepohl & Fang Xu, 2012.
"The role of the log transformation in forecasting economic variables,"
Empirical Economics, Springer, vol. 42(3), pages 619-638, June.
- Helmut Lütkepohl & Fang Xu, 2009. "The Role of the Log Transformation in Forecasting Economic Variables," CESifo Working Paper Series 2591, CESifo.
- Leo Kaas & Christian Manger, 2012.
"Ethnic Discrimination in Germany's Labour Market: A Field Experiment,"
German Economic Review, Verein für Socialpolitik, vol. 13(1), pages 1-20, February.
- Kaas Leo & Manger Christian, 2012. "Ethnic Discrimination in Germany’s Labour Market: A Field Experiment," German Economic Review, De Gruyter, vol. 13(1), pages 1-20, February.
- Kaas, Leo & Manger, Christian, 2010. "Ethnic Discrimination in Germany's Labour Market: A Field Experiment," IZA Discussion Papers 4741, Institute of Labor Economics (IZA).
2011
- Helmut Herwartz & Helmut Lütkepohl, 2011.
"Generalized least squares estimation for cointegration parameters under conditional heteroskedasticity,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 32(3), pages 281-291, May.
- Helmut Herwartz & Helmut Luetkepohl, 2009. "Generalized Least Squares Estimation for Cointegration Parameters Under Conditional Heteroskedasticity," Economics Working Papers ECO2009/42, European University Institute.
- Luetkepohl Helmut & Xu Fang, 2011. "Forecasting Annual Inflation with Seasonal Monthly Data: Using Levels versus Logs of the Underlying Price Index," Journal of Time Series Econometrics, De Gruyter, vol. 3(1), pages 1-23, February.
- Bårdsen, Gunnar & Lütkepohl, Helmut, 2011.
"Forecasting levels of log variables in vector autoregressions,"
International Journal of Forecasting, Elsevier, vol. 27(4), pages 1108-1115, October.
- Gunnar Bårdsen & Helmut Lütkepohl, 2009. "Forecasting Levels of log Variables in Vector Autoregressions," Working Paper Series 10409, Department of Economics, Norwegian University of Science and Technology.
- Gunnar Bardsen & Helmut Luetkepohl, 2009. "Forecasting Levels of log Variables in Vector Autoregressions," Economics Working Papers ECO2009/24, European University Institute.
- Lütkepohl Helmut, 2011.
"Forecasting Nonlinear Aggregates and Aggregates with Time-varying Weights,"
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 231(1), pages 107-133, February.
- Helmut Lütkepohl, 2010. "Forecasting Nonlinear Aggregates and Aggregates with Time-varying Weights," CESifo Working Paper Series 3031, CESifo.
- Helmut Lütkepohl, 2011. "Bernhard Pfaff (2006): Analysis of Integrated and Cointegrated Time Series with R," Statistical Papers, Springer, vol. 52(2), pages 495-496, May.
- Helmut Lütkepohl, 2011. "I Gusti Ngurah Agung (2009): Time Series Data Analysis Using EViews," Statistical Papers, Springer, vol. 52(2), pages 497-499, May.
- Kaas, Leo & Zink, Stefan, 2011.
"Human capital investment with competitive labor search,"
European Economic Review, Elsevier, vol. 55(4), pages 520-534, May.
- Kaas, Leo & Zink, Stefan, 2008. "Human Capital Investment with Competitive Labor Search," IZA Discussion Papers 3722, Institute of Labor Economics (IZA).
- Leo Kaas, 2011. "Caballero, R. J.: Specificity and the Macroeconomics of Restructuring," Journal of Economics, Springer, vol. 103(2), pages 195-197, June.
- Dinko Dimitrov & Claus‐Jochen Haake, 2011. "Proportionality and the power of unequal parties," International Journal of Economic Theory, The International Society for Economic Theory, vol. 7(2), pages 189-200, June.
2010
- Lanne, Markku & Lütkepohl, Helmut, 2010.
"Structural Vector Autoregressions With Nonnormal Residuals,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 28(1), pages 159-168.
- Markku Lanne & Helmut Luetkepohl, 2005. "Structural Vector Autoregressions with Nonnormal Residuals," Economics Working Papers ECO2005/25, European University Institute.
- Markku Lanne & Helmut Lütkepohl, 2006. "Structural Vector Autoregressions with Nonnormal Residuals," CESifo Working Paper Series 1651, CESifo.
- Elena Argentesi & Helmut Lütkepohl & Massimo Motta, 2010.
"Acquisition of Information and Share Prices: An Empirical Investigation of Cognitive Dissonance,"
German Economic Review, Verein für Socialpolitik, vol. 11(3), pages 381-396, August.
- Argentesi Elena & Lütkepohl Helmut & Motta Massimo, 2010. "Acquisition of Information and Share Prices: An Empirical Investigation of Cognitive Dissonance," German Economic Review, De Gruyter, vol. 11(3), pages 381-396, August.
- Elena Argentese & Helmut Luetkepohl & Massimo Motta, 2006. "Acquisition of information and share prices: An empirical investigation of cognitive dissonance," Economics Working Papers ECO2006/32, European University Institute.
- Motta, Massimo & , & Argentesi, Elena, 2006. "Acquisition of Information and Share Prices: An Empirical Investigation of Cognitive Dissonance," CEPR Discussion Papers 5912, C.E.P.R. Discussion Papers.
- Lanne, Markku & Lütkepohl, Helmut & Maciejowska, Katarzyna, 2010.
"Structural vector autoregressions with Markov switching,"
Journal of Economic Dynamics and Control, Elsevier, vol. 34(2), pages 121-131, February.
- Markku Lanne & Helmut Luetkepohl & Katarzyna Maciejowska, 2009. "Structural Vector Autoregressions with Markov Switching," Economics Working Papers ECO2009/06, European University Institute.
- Helmut Lütkepohl, 2010.
"Forecasting Aggregated Time Series Variables: A Survey,"
OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2010(2), pages 1-26.
- Helmut Luetkepohl, 2009. "Forecasting Aggregated Time Series Variables: A Survey," Economics Working Papers ECO2009/17, European University Institute.
- Kaas Leo, 2010. "Variable Search Intensity with Coordination Unemployment," The B.E. Journal of Macroeconomics, De Gruyter, vol. 10(1), pages 1-33, October.
- Kaas, Leo, 2010.
"Human capital externalities with monopsonistic competition,"
Economics Letters, Elsevier, vol. 106(2), pages 95-97, February.
- Kaas, Leo, 2008. "Human Capital Externalities with Monopsonistic Competition," IZA Discussion Papers 3729, Institute of Labor Economics (IZA).
- Kaas, Leo & Lu, Jun, 2010.
"Equal-treatment policy in a random search model with taste discrimination,"
Labour Economics, Elsevier, vol. 17(4), pages 699-709, August.
- Kaas, Leo & Lu, Jun, 2009. "Equal-Treatment Policy in a Random Search Model with Taste Discrimination," IZA Discussion Papers 4173, Institute of Labor Economics (IZA).
- Leo Kaas & Paul Madden, 2010.
"Minimum wages and welfare in a Hotelling duopsony,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 43(2), pages 167-188, May.
- L. Kaas & P. Madden, 2006. "Minimum Wages and Welfare in a Hotelling Duopsony," Economics Discussion Paper Series 0604, Economics, The University of Manchester.
- Kaas, Leo & Madden, Paul, 2008. "Minimum Wages and Welfare in a Hotelling Duopsony," IZA Discussion Papers 3434, Institute of Labor Economics (IZA).
- Claus-Jochen Haake & Walter Trockel, 2010.
"On Maskin monotonicity of solution based social choice rules,"
Review of Economic Design, Springer;Society for Economic Design, vol. 14(1), pages 17-25, March.
- Haake, Claus-Jochen & Trockel, Walter, 2011. "On Maskin monotonicity of solution based social choice rules," Center for Mathematical Economics Working Papers 393, Center for Mathematical Economics, Bielefeld University.
- Claus-Jochen Haake & Bettina Klaus, 2010.
"Stability and Nash implementation in matching markets with couples,"
Theory and Decision, Springer, vol. 69(4), pages 537-554, October.
- Haake, Claus-Jochen & Klaus, Bettina, 2011. "Stability and Nash implementation in matching markets with couples," Center for Mathematical Economics Working Papers 399, Center for Mathematical Economics, Bielefeld University.
- Claus-Jochen Haake & Bettina-Elisabeth Klaus, 2008. "Stability and Nash Implementation in Matching Markets with Couples," Harvard Business School Working Papers 09-017, Harvard Business School.
2009
- Matei Demetrescu & Helmut Lütkepohl & Pentti Saikkonen, 2009.
"Testing for the cointegrating rank of a vector autoregressive process with uncertain deterministic trend term,"
Econometrics Journal, Royal Economic Society, vol. 12(3), pages 414-435, November.
- Matei Demetrescu & Helmut Luetkepohl & Pentti Saikkonen, 2008. "Testing for the Cointegrating Rank of a Vector Autoregressive Process with Uncertain Deterministic Trend Term," Economics Working Papers ECO2008/24, European University Institute.
- Leo Kaas, 2009.
"Does Equal Pay Legislation Reduce Labour Market Inequality?,"
Scandinavian Journal of Economics, Wiley Blackwell, vol. 111(1), pages 51-71, March.
- Kaas, Leo, 2006. "Does Equal Pay Legislation Reduce Labour Market Inequality?," IZA Discussion Papers 2421, Institute of Labor Economics (IZA).
- Leo Kaas, 2009. "Firm volatility and credit: a macroeconomic analysis," Review, Federal Reserve Bank of St. Louis, vol. 91(Mar), pages 95-106.
- Haake, Claus-Jochen, 2009.
"Two support results for the Kalai-Smorodinsky solution in small object division markets,"
Mathematical Social Sciences, Elsevier, vol. 57(2), pages 177-187, March.
- Haake, Claus-Jochen, 2011. "Two support results for the Kalai-Smorodinsky solution in small object division markets," Center for Mathematical Economics Working Papers 366, Center for Mathematical Economics, Bielefeld University.
- Claus-Jochen Haake & Bettina Klaus, 2009.
"Monotonicity and Nash implementation in matching markets with contracts,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 41(3), pages 393-410, December.
- Klaus, B.E. & Haake, C.J., 2005. "Monotonicity and nash implementation in matching markets with contracts," Research Memorandum 029, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Haake, Claus-Jochen & Klaus, Bettina, 2011. "Monotonicity and Nash implementation in matching markets with contracts," Center for Mathematical Economics Working Papers 372, Center for Mathematical Economics, Bielefeld University.
- Haake, C.J. & Klaus, B.E., 2006. "Monotonicity and nash implementation in matching markets with contracts," Research Memorandum 059, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Haake, C.J. & Klaus, B.E., 2007. "Monotonicity and nash implementation in matching markets with contracts," Research Memorandum 058, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Claus-Jochen Haake, 2009. "Dividing By Demanding: Object Division Through Market Procedures," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., vol. 11(01), pages 15-32.
2008
- Carsten Trenkler & Pentti Saikkonen & Helmut Lütkepohl, 2008.
"Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 29(2), pages 331-358, March.
- Carsten Trenkler & Pentti Saikkonen & Helmut Luetkepohl, 2006. "Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break," Economics Working Papers ECO2006/29, European University Institute.
- Carsten Trenkler & Pentti Saikkonen & Helmut Lütkepohl, 2006. "Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break," SFB 649 Discussion Papers SFB649DP2006-067, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Lütkepohl, Helmut, 2008.
"Problems related to over-identifying restrictions for structural vector error correction models,"
Economics Letters, Elsevier, vol. 99(3), pages 512-515, June.
- Helmut Lütkepohl, 2005. "Vector Error Correction Models," Springer Books, in: New Introduction to Multiple Time Series Analysis, chapter 6, pages 237-267, Springer.
- Helmut Luetkepohl, 2005. "Problems Related to Over-identifying Restrictions for Structural Vector Error Correction Models," Economics Working Papers ECO2005/15, European University Institute.
- Ralf Brüggemann & Helmut Lütkepohl & Massimiliano Marcellino, 2008.
"Forecasting euro area variables with German pre-EMU data,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(6), pages 465-481.
- Ralf Brueggemann & Helmut Luetkepohl & Massimiliano Marcellino, 2006. "Forecasting Euro-Area Variables with German Pre-EMU Data," Economics Working Papers ECO2006/30, European University Institute.
- Ralf Brüggemann & Helmut Lütkepohl & Massimiliano Marcellino, 2006. "Forecasting Euro-Area Variables with German Pre-EMU Data," SFB 649 Discussion Papers SFB649DP2006-065, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Markku Lanne & Helmut L‹Tkepohl, 2008.
"Identifying Monetary Policy Shocks via Changes in Volatility,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(6), pages 1131-1149, September.
- Markku Lanne & Helmut Lütkepohl, 2008. "Identifying Monetary Policy Shocks via Changes in Volatility," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(6), pages 1131-1149, September.
- Markku Lanne & Helmut Lütkepohl, 2006. "Identifying Monetary Policy Shocks via Changes in Volatility," CESifo Working Paper Series 1744, CESifo.
- Tom Doan, "undated". "RATS programs to replicate Lanne-Lutkepohl JMCB 2008 structural VAR with volatility shifts," Statistical Software Components RTZ00109, Boston College Department of Economics.
- Markku Lanne, Helmut Luetkepohl, 2006. "Identifying Monetary Policy Shocks via Changes in Volatility," Economics Working Papers ECO2006/23, European University Institute.
- Azariadis, Costas & Kaas, Leo, 2008. "Credit And Growth Under Limited Commitment," Macroeconomic Dynamics, Cambridge University Press, vol. 12(S1), pages 20-30, April.
- Kaas, Leo, 2008. "Comment on "Shifts and twists in the relative productivity of skilled labor"," Journal of Macroeconomics, Elsevier, vol. 30(2), pages 736-738, June.
- Kaas, Leo & Madden, Paul, 2008.
"Holdup in oligopsonistic labour markets - a new role for the minimum wage,"
Labour Economics, Elsevier, vol. 15(3), pages 334-349, June.
- Kaas, Leo & Madden, Paul, 2006. "Holdup in Oligopsonistic Labour Markets: A New Role for the Minimum Wage," IZA Discussion Papers 2043, Institute of Labor Economics (IZA).
- Dimitrov, Dinko & Haake, Claus-Jochen, 2008. "Stable governments and the semistrict core," Games and Economic Behavior, Elsevier, vol. 62(2), pages 460-475, March.
- Dinko Dimitrov & Claus-Jochen Haake, 2008.
"A note on the paradox of smaller coalitions,"
Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 30(4), pages 571-579, May.
- Dimitrov, Dinko & Haake, Claus-Jochen, 2011. "A note on the paradox of smaller coalitions," Center for Mathematical Economics Working Papers 386, Center for Mathematical Economics, Bielefeld University.
- Claus-Jochen Haake, 2008. "Comments on: Transversality of the Shapley value," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 16(1), pages 48-50, July.
2007
- Lutkepohl, Helmut, 2007. "General-to-specific or specific-to-general modelling? An opinion on current econometric terminology," Journal of Econometrics, Elsevier, vol. 136(1), pages 319-324, January.
- Azariadis, Costas & Kaas, Leo, 2007. "Asset price fluctuations without aggregate shocks," Journal of Economic Theory, Elsevier, vol. 136(1), pages 126-143, September.
- Leo Kaas & Stefan Zink, 2007. "Human Capital and Growth Cycles," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 31(1), pages 19-33, April.
- Costas Azariadis & Leo Kaas, 2007. "Is dynamic general equilibrium a theory of everything?," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 32(1), pages 13-41, July.
2006
- Saikkonen, Pentti & Lütkepohl, Helmut & Trenkler, Carsten, 2006. "Break Date Estimation For Var Processes With Level Shift With An Application To Cointegration Testing," Econometric Theory, Cambridge University Press, vol. 22(1), pages 15-68, February.
- Bruggemann, Ralf & Lutkepohl, Helmut & Saikkonen, Pentti, 2006.
"Residual autocorrelation testing for vector error correction models,"
Journal of Econometrics, Elsevier, vol. 134(2), pages 579-604, October.
- Helmut Lütkepohl, 2005. "Vector Error Correction Models," Springer Books, in: New Introduction to Multiple Time Series Analysis, chapter 6, pages 237-267, Springer.
- Ralf BRUEGGEMANN & Helmut LUETKEPOHL & Pentti SAIKKONEN, 2004. "Residual Autocorrelation Testing for Vector Error Correction Models," Economics Working Papers ECO2004/08, European University Institute.
- Helmut Lütkepohl & Ralf Brüggemann, 2006.
"A small monetary system for the euro area based on German data,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(6), pages 683-702.
- Ralf Brüggemann & Helmut Lütkepohl, 2006. "A small monetary system for the euro area based on German data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(6), pages 683-702, September.
- Ralf Brueggemann & Helmut Luetkepohl, 2004. "A Small Monetary System for the Euro Area Based on German Data," Economics Working Papers ECO2004/24, European University Institute.
- Helmut Lütkepohl, 2006.
"Structural vector autoregressive analysis for cointegrated variables,"
AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 90(1), pages 75-88, March.
- Helmut Lütkepohl, 2006. "Structural Vector Autoregressive Analysis for Cointegrated Variables," Springer Books, in: Olaf Hübler & Jachim Frohn (ed.), Modern Econometric Analysis, chapter 6, pages 73-86, Springer.
- Helmut Luetkepohl, 2005. "Structural Vector Autoregressive Analysis for Cointegrated Variables," Economics Working Papers ECO2005/02, European University Institute.
- Clark, Ken & Kaas, Leo & Madden, Paul, 2006. "Minimum wage increases can lead to wage reductions by imperfectly competitive firms," Economics Letters, Elsevier, vol. 91(2), pages 287-292, May.
- Dinko Dimitrov & Claus-Jochen Haake, 2006.
"Government versus Opposition: Who Should be Who in the 16th German Bundestag?,"
Journal of Economics, Springer, vol. 89(2), pages 115-128, November.
- Dimitrov, Dinko & Haake, Claus-Jochen, 2011. "Government versus opposition. Who should be who in the 16th German Bundestag?," Center for Mathematical Economics Working Papers 375, Center for Mathematical Economics, Bielefeld University.
- Klaus, Bettina & Dimitrov, Dinko & Haake, Claus-Jochen, 2006.
"Bundling in exchange markets with indivisible goods,"
Economics Letters, Elsevier, vol. 93(1), pages 106-110, October.
- Dimitrov, D. & Haake, C.J. & Klaus, B.E., 2005. "Bundling in exchange markets with indivisible goods," Research Memorandum 028, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Klaus, B.E. & Dimitrov, D. & Haake, C.J., 2005. "Bundling in exchange markets with indivisible goods," Research Memorandum 060, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
2005
- Ralf Brüggemann & Helmut Lütkepohl, 2005.
"Practical Problems with Reduced‐rank ML Estimators for Cointegration Parameters and a Simple Alternative,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(5), pages 673-690, October.
- Ralf BRUEGGEMANN & Helmut LUETKEPOHL, 2004. "Practical Problems with Reduced Rank ML Estimators for Cointegration Parameters and a Simple Alternative," Economics Working Papers ECO2004/20, European University Institute.
- Johansen, Søren & Lütkepohl, Helmut, 2005. "A Note On Testing Restrictions For The Cointegration Parameters Of A Var With I(2) Variables," Econometric Theory, Cambridge University Press, vol. 21(3), pages 653-658, June.
- Kaas, Leo & Madden, Paul, 2005.
"Imperfectly competitive cycles with Keynesian and Walrasian features,"
European Economic Review, Elsevier, vol. 49(4), pages 861-886, May.
- L Kaas & P Madden, 2002. "Imperfectly Competitive Cycles with Keynesian and Walrasian Features," Centre for Growth and Business Cycle Research Discussion Paper Series 20, Economics, The University of Manchester.
- L Kaas & P Madden, 2002. "Imperfectly Competitive Cycles with Keynesian and Walrasian Features," Economics Discussion Paper Series 0211, Economics, The University of Manchester.
- Kaas, Leo & Madden, Paul, 2000. "Imperfectly Competitive Cycles with Keynesian and Walrasian Features," Economics Series 83, Institute for Advanced Studies.
- Ervig, U. & Haake, C.-J., 2005. "Trading bargaining weights," Journal of Mathematical Economics, Elsevier, vol. 41(8), pages 983-993, December.
2004
- Helmut Lütkepohl & Pentti Saikkonen & Carsten Trenkler, 2004.
"Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time,"
Econometrica, Econometric Society, vol. 72(2), pages 647-662, March.
- Lütkepohl, Helmut & Saikkonen, Pentti & Trenkler, Carsten, 2001. "Testing for the cointegrating rank of a VAR process with level shift at unknown time," SFB 373 Discussion Papers 2001,63, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Lucke, Bernd & Lutkepohl, Helmut, 2004. "On unit root tests in the presence of transitional growth," Economics Letters, Elsevier, vol. 84(3), pages 323-327, September.
- Leo Kaas & Leopold Thadden, 2004. "Budgetary policy and unemployment dynamics in an olg model with collective bargaining," Economic Journal, Royal Economic Society, vol. 114(498), pages 867-889, October.
- Kaas, Leo & Madden, Paul, 2004. "Non-existence of market-clearing wages when the output market is imperfectly competitive," Economics Letters, Elsevier, vol. 84(2), pages 175-182, August.
- Ansgar Belke & Leo Kaas, 2004.
"Exchange Rate Movements and Employment Growth: An OCA Assessment of the CEE Economies,"
Economic Change and Restructuring, Springer, vol. 31(2), pages 247-280, June.
- Ansgar Belke & Leo Kaas, 2004. "Exchange Rate Movements and Employment Growth: An OCA Assessment of the CEE Economies," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 31(2), pages 247-280, June.
- Leo Kaas & Paul Madden, 2004. "A new model of equilibrium involuntary unemployment," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 23(3), pages 507-527, March.
2003
- Markku Lanne & Helmut Lütkepohl & Pentti Saikkonen, 2003.
"Test Procedures for Unit Roots in Time Series with Level Shifts at Unknown Time,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(1), pages 91-115, February.
- Lanne, Markku & Lütkepohl, Helmut & Saikkonen, Pentti, 2001. "Test procedures for unit roots in time series with level shifts at unknown time," SFB 373 Discussion Papers 2001,39, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Lütkepohl, Helmut & Wolters, Jürgen, 2003.
"Transmission Of German Monetary Policy In The Pre-Euro Period,"
Macroeconomic Dynamics, Cambridge University Press, vol. 7(5), pages 711-733, November.
- Lütkepohl, Helmut & Wolters, Jürgen, 2003. "Transmission Of German Monetary Policy In The Pre-Euro Period," Macroeconomic Dynamics, Cambridge University Press, vol. 7(5), pages 711-733, November.
- Lütkepohl, Helmut & Wolters, Jürgen, 2001. "The transmission of German monetary policy in the pre-Euro period," SFB 373 Discussion Papers 2001,87, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Helmut Lütkepohl & Jürgen Wolters, 2001. "The Transmission of German Monetary Policy in the Pre-Euro Period," CESifo Working Paper Series 604, CESifo.
- Lutkepohl, Helmut & Saikkonen, Pentti & Trenkler, Carsten, 2003.
"Comparison of tests for the cointegrating rank of a VAR process with a structural shift,"
Journal of Econometrics, Elsevier, vol. 113(2), pages 201-229, April.
- Lütkepohl, Helmut & Saikkonen, Pentti & Trenkler, Carsten, 2000. "Comparison of tests for the cointegrating rank of a VAR process with a structural shift," SFB 373 Discussion Papers 2000,10, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Helmut Luetkepohl & Pentti Saikkonen & Carsten Trenkler, 2000. "Comparison of Tests for the Cointegrating Rank of a VAR Process with a Structural Shift," Econometric Society World Congress 2000 Contributed Papers 0364, Econometric Society.
- Leo Kaas & Leopold Von Thadden, 2003.
"Unemployment, Factor Substitution and Capital Formation,"
German Economic Review, Verein für Socialpolitik, vol. 4(4), pages 475-495, November.
- Kaas Leo & Thadden Leopold von, 2003. "Unemployment, Factor Substitution and Capital Formation," German Economic Review, De Gruyter, vol. 4(4), pages 475-495, December.
- Leo Kaas & Leopold von Thadden, 2001. "Unemployment, Factor Substitution, and Capital Formation," Vienna Economics Papers vie0102, University of Vienna, Department of Economics.
- Kaas, Leo & von Thadden, Leopold, 2001. "Unemployment, Factor Substitution, and Capital Formation," Discussion Paper Series 1: Economic Studies 2001,01, Deutsche Bundesbank.
- Kaas, Leo & Weinrich, Gerd, 2003.
"Money And Growth In A Production Economy With Multiple Assets,"
Macroeconomic Dynamics, Cambridge University Press, vol. 7(5), pages 670-690, November.
- Kaas, Leo & Weinrich, Gerd, 2000. "Money and Growth in a Production Economy with Multiple Assets," Economics Series 86, Institute for Advanced Studies.
- Kaas, Leo, 2003. "Productive government spending, growth, and sequential voting," European Journal of Political Economy, Elsevier, vol. 19(2), pages 227-246, June.
2002
- Elisabeth Naeve-Steinweg & Jörg Naeve, 2002. "Lexicographic measurement of the information contained in opportunity sets," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 19(1), pages 155-173.
- Markku Lanne & Helmut Lütkepohl & Pentti Saikkonen, 2002.
"Comparison of unit root tests for time series with level shifts,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 23(6), pages 667-685, November.
- Lanne, Markku & Lütkepohl, Helmut & Saikkonen, Pentti, 2002. "Comparison of Unit Root Tests for Time Series with Level Shifts," MPRA Paper 76035, University Library of Munich, Germany.
- Lanne, Markku & Lütkepohl, Helmut & Saikkonen, Pentti, 1999. "Comparison of unit root tests for time series with level shifts," SFB 373 Discussion Papers 1999,88, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Saikkonen, Pentti & Lütkepohl, Helmut, 2002.
"Testing For A Unit Root In A Time Series With A Level Shift At Unknown Time,"
Econometric Theory, Cambridge University Press, vol. 18(2), pages 313-348, April.
- Helmut Luetkepohl & Pentti Saikkonen, 2000. "Testing for a Unit Root in a Time Series with a Level Shift at Unknown Time," Econometric Society World Congress 2000 Contributed Papers 0342, Econometric Society.
- Saikkonen, Pentti & Lütkepohl, Helmut, 1999. "Testing for a unit root in a time series with a level shift at unknown time," SFB 373 Discussion Papers 1999,72, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Lanne, Markku & Lutkepohl, Helmut, 2002.
"Unit root tests for time series with level shifts: a comparison of different proposals,"
Economics Letters, Elsevier, vol. 75(1), pages 109-114, March.
- Lanne, Markku & Lütkepohl, Helmut, 2001. "Unit root tests for time series with level shifts: A comparison of different proposals," SFB 373 Discussion Papers 2001,5, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Claus-Jochen Haake & Matthias G. Raith & Francis Edward Su, 2002. "Bidding for envy-freeness: A procedural approach to n-player fair-division problems," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 19(4), pages 723-749.
2001
- Helmut Lütkepohl, 2001.
"Bericht über die Sitzung des Ausschusses für Ökonometrie vom 5.–7. April 2000 im Schloss Rauischholzhausen,"
Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, vol. 2(1), pages 105-108, February.
- Lütkepohl Helmut, 2001. "Bericht über die Sitzung des Ausschusses für Ökonometrie vom 5.–7. April 2000 im Schloss Rauischholzhausen," Perspektiven der Wirtschaftspolitik, De Gruyter, vol. 2(1), pages 105-108, February.
- Helmut Lütkepohl, 2001. "Bericht über die Sitzung des Ausschusses für Ökonometrie vom 14. bis 16. März 2001 im Schloss Rauischholzhausen," Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, vol. 2(3), pages 343-345, August.
- Benkwitz, Alexander & Lütkepohl, Helmut & Wolters, Jürgen, 2001.
"Comparison Of Bootstrap Confidence Intervals For Impulse Responses Of German Monetary Systems,"
Macroeconomic Dynamics, Cambridge University Press, vol. 5(1), pages 81-100, February.
- Benkwitz, Alexander & Lütkepohl, Helmut & Wolters, Jürgen, 1999. "Comparison of Bootstrap Confidence Intervals for Impulse Responses of German Monetary Systems," CEPR Discussion Papers 2208, C.E.P.R. Discussion Papers.
- Benkwitz, Alexander & Lütkepohl, Helmut & Wolters, Jürgen, 1999. "Comparison of bootstrap confidence intervals for impulse responses of German monetary systems," SFB 373 Discussion Papers 1999,29, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Helmut Lütkepohl & Pentti Saikkonen & Carsten Trenkler, 2001.
"Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process,"
Econometrics Journal, Royal Economic Society, vol. 4(2), pages 1-8.
- Lütkepohl, Helmut & Saikkonen, Pentti & Trenkler, Carsten, 2000. "Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process," SFB 373 Discussion Papers 2000,83, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Candelon, Bertrand & Lutkepohl, Helmut, 2001.
"On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models,"
Economics Letters, Elsevier, vol. 73(2), pages 155-160, November.
- Candelon, Bertrand & Lütkepohl, Helmut, 2000. "On the reliability of chow type test for parameter constancy in multivariate dynamic models," SFB 373 Discussion Papers 2000,95, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Lutkepohl, Helmut, 2001. "Comment on essays on current state and future challenges of econometrics," Journal of Econometrics, Elsevier, vol. 100(1), pages 81-82, January.
- Kirstin Hubrich & Helmut Lutkepohl & Pentti Saikkonen, 2001.
"A Review Of Systems Cointegration Tests,"
Econometric Reviews, Taylor & Francis Journals, vol. 20(3), pages 247-318.
- Hubrich, Kirstin & Lütkepohl, Helmut & Saikkonen, Pentti, 1998. "A review of systemscointegration tests," SFB 373 Discussion Papers 1998,101, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Leo Kaas, 2001. "Cournot-Walras equilibrium without profit feedback," Economics Bulletin, AccessEcon, vol. 4(9), pages 1-8.
- Leo Kaas, 2001. "Indeterminacy of intertemporal equilibria under imperfect competition," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 17(2), pages 307-323.
2000
- Chattopadhyay, Subir & Corchon, Luis & Naeve, Jorg, 2000. "Contingent commodities and implementation," Economics Letters, Elsevier, vol. 68(3), pages 293-298, September.
- Naeve, Jorg, 2000. "Maximax, leximax, and the demanding criterion," Mathematical Social Sciences, Elsevier, vol. 40(3), pages 313-325, November.
- Saikkonen, Pentti & Lutkepohl, Helmut, 2000.
"Testing for the Cointegrating Rank of a VAR Process with Structural Shifts,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 18(4), pages 451-464, October.
- Saikkonen, Pentti & Lütkepohl, Helmut, 2001. "Testing for the cointegrating rank of a VAR process with structural shifts," SFB 373 Discussion Papers 1998,82, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Pentti Saikkonen & Helmut Lutkepohl, 2000. "Trend Adjustment Prior to Testing for the Cointegrating Rank of a Vector Autoregressive Process," Journal of Time Series Analysis, Wiley Blackwell, vol. 21(4), pages 435-456, July.
- Saikkonen, Pentti & Lütkepohl, Helmut, 2000.
"Testing For The Cointegrating Rank Of A Var Process With An Intercept,"
Econometric Theory, Cambridge University Press, vol. 16(3), pages 373-406, June.
- Saikkonen, Pentti & Lütkepohl, Helmut, 1998. "Testing for the cointegrating rank of a VAR process with an intercept," SFB 373 Discussion Papers 1998,51, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Lutkepohl, Helmut & Saikkonen, Pentti, 2000.
"Testing for the cointegrating rank of a VAR process with a time trend,"
Journal of Econometrics, Elsevier, vol. 95(1), pages 177-198, March.
- Lütkepohl, H. & Saikkonen, P., 1997. "Testing for the Cointegrating Rank of a VAR Process with a Time Trend," SFB 373 Discussion Papers 1997,79, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Helmut Herwartz & Helmut Lütkepohl, 2000.
"Multivariate volatility analysis of VW stock prices,"
Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 9(1), pages 35-54, March.
- Herwartz, H. & Lütkepohl, H., 1998. "Multivariate Volatility Analysis of VW Stock Prices," SFB 373 Discussion Papers 1998,32, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Bohm, Volker & Kaas, Leo, 2000. "Differential savings, factor shares, and endogenous growth cycles," Journal of Economic Dynamics and Control, Elsevier, vol. 24(5-7), pages 965-980, June.
1999
- Naeve, Jorg, 1999. "Nash implementation of the Nash bargaining solution using intuitive message spaces," Economics Letters, Elsevier, vol. 62(1), pages 23-28, January.
- Saikkonen, Pentti & Lütkepohl, Helmut, 1999.
"Local Power Of Likelihood Ratio Tests For The Cointegrating Rank Of A Var Process,"
Econometric Theory, Cambridge University Press, vol. 15(1), pages 50-78, February.
- Saikkonen, Pentti & Lütkepohl, Helmut, 1997. "Local power of likelihood ratio tests for the cointegrating rank of a VAR process," SFB 373 Discussion Papers 1997,58, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Lutkepohl, Helmut & Saikkonen, Pentti, 1999. "A lag augmentation test for the cointegrating rank of a VAR process," Economics Letters, Elsevier, vol. 63(1), pages 23-27, April.
- Lutkepohl, Helmut & Terasvirta, Timo & Wolters, Jurgen, 1999.
"Investigating Stability and Linearity of a German M1 Money Demand Function,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(5), pages 511-525, Sept.-Oct.
- Lütkepohl, H. & Teräsvirta, T. & Wolters, J., 1995. "Investigating Stability and Linearity of a German M1 Money Demand Function," SFB 373 Discussion Papers 1995,57, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Lütkepohl, Helmut & Teräsvirta, Timo & Wolters, Jürgen, 1995. "Investigating Stability and Linearity of a German M1 Money Demand Function," SSE/EFI Working Paper Series in Economics and Finance 64, Stockholm School of Economics.
1998
- Holger Bartel & Helmut Lutkepohl, 1998.
"Estimating the Kronecker indices of cointegrated echelon-form VARMA models,"
Econometrics Journal, Royal Economic Society, vol. 1(Conferenc), pages 76-99.
- Bartel, Holger & Lütkepohl, Helmut, 1997. "Estimating the Kronecker indices of cointegrated echelon form VARMA models," SFB 373 Discussion Papers 1997,2, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- JØrgen Wolters & Helmut LØtkepohl, 1998. "Money demand in Europe: Editors' preface," Empirical Economics, Springer, vol. 23(3), pages 263-266.
- JØrgen Wolters & Helmut LØtkepohl, 1998. "A money demand system for German M3," Empirical Economics, Springer, vol. 23(3), pages 371-386.
- Jürgen Wolters & Timo Teräsvirta & Helmut Lütkepohl, 1998.
"Modeling The Demand For M3 In The Unified Germany,"
The Review of Economics and Statistics, MIT Press, vol. 80(3), pages 399-409, August.
- Wolters, Jürgen & Teräsvirta, Timo & Lütkepohl, Helmut, 1996. "Modelling the Demand for M3 in the unified Germany," SSE/EFI Working Paper Series in Economics and Finance 113, Stockholm School of Economics.
- Wolters, J. & Teräsvirta, T. & Lütkepohl, H., 1996. "Modelling the Demand for M3 in the Unified Germany," SFB 373 Discussion Papers 1996,24, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Kaas, Leo, 1998. "Stabilizing chaos in a dynamic macroeconomic model," Journal of Economic Behavior & Organization, Elsevier, vol. 33(3-4), pages 313-332, January.
- Kaas, Leo, 1998. "Multiplicity of Cournot Equilibria and Involuntary Unemployment," Journal of Economic Theory, Elsevier, vol. 80(2), pages 332-349, June.
1997
- Wolfgang Härdle & Helmut Lütkepohl & Rong Chen, 1997.
"A Review of Nonparametric Time Series Analysis,"
International Statistical Review, International Statistical Institute, vol. 65(1), pages 49-72, April.
- Härdle, Wolfgang & Lütkepohl, H. & Chen, R., 1996. "A Review of Nonparametric Time Series Analysis," SFB 373 Discussion Papers 1996,48, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Lutkepohl, Helmut & Burda, Maike M., 1997. "Modified Wald tests under nonregular conditions," Journal of Econometrics, Elsevier, vol. 78(2), pages 315-332, June.
- Lutkepohl, Helmut & Claessen, Holger, 1997. "Analysis of cointegrated VARMA processes," Journal of Econometrics, Elsevier, vol. 80(2), pages 223-239, October.
- Lutkepohl, Helmut, 1997. "Nonparametric dynamic modelling," Journal of Econometrics, Elsevier, vol. 81(1), pages 1-5, November.
- Lutkepohl, Helmut & Saikkonen, Pentti, 1997.
"Impulse response analysis in infinite order cointegrated vector autoregressive processes,"
Journal of Econometrics, Elsevier, vol. 81(1), pages 127-157, November.
- Lütkepohl, H. & Saikkonen, P., 1995. "Impulse Response Analysis in Infinite Order Cointegrated Vector Autoregressive Processes," SFB 373 Discussion Papers 1995,11, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
1996
- Lutkepohl, Helmut & Poskitt, D S, 1996.
"Specification of Echelon-Form VARMA Models,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 14(1), pages 69-79, January.
- D.S. Poskitt, "undated". "Specification of echelon form VARMA models," Statistic und Oekonometrie 9305, Humboldt Universitaet Berlin.
- Lütkepohl, Helmut & POSKITT, D.S., 1996. "Testing for Causation Using Infinite Order Vector Autoregressive Processes," Econometric Theory, Cambridge University Press, vol. 12(1), pages 61-87, March.
- Saikkonen, Pentti & Lütkepohl, HELMUT, 1996. "Infinite-Order Cointegrated Vector Autoregressive Processes," Econometric Theory, Cambridge University Press, vol. 12(5), pages 814-844, December.
- Lutkepohl, Helmut & Herwartz, Helmut, 1996. "Specification of varying coefficient time series models via generalized flexible least squares," Journal of Econometrics, Elsevier, vol. 70(1), pages 261-290, January.
1995
- H. Heyer & K. Elworthy & N. Cressie & R. Williams & H. Büning & R. Schassberger & H. Lütkepohl, 1995. "Book reviews," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 42(1), pages 139-148, December.
1993
- Lutkepohl, Helmut, 1993. "The," Empirical Economics, Springer, vol. 18(4), pages 729-743.
1992
- Lutkepohl, Helmut & Reimers, Hans-Eggert, 1992. "Impulse response analysis of cointegrated systems," Journal of Economic Dynamics and Control, Elsevier, vol. 16(1), pages 53-78, January.
- Lutkepohl, Helmut & Reimers, Hans-Eggert, 1992. "Granger-causality in cointegrated VAR processes The case of the term structure," Economics Letters, Elsevier, vol. 40(3), pages 263-268, November.
1991
- Lütkepohl, Helmut & Poskitt, D.S., 1991. "Estimating Orthogonal Impulse Responses via Vector Autoregressive Models," Econometric Theory, Cambridge University Press, vol. 7(4), pages 487-496, December.
1990
- Lutkepohl, Helmut, 1990. "Asymptotic Distributions of Impulse Response Functions and Forecast Error Variance Decompositions of Vector Autoregressive Models," The Review of Economics and Statistics, MIT Press, vol. 72(1), pages 116-125, February.
1989
- Lutkepohl, Helmut, 1989. "Prediction Tests for Structural Stability of Multiple Time Series," Journal of Business & Economic Statistics, American Statistical Association, vol. 7(1), pages 129-135, January.
- Lutkepohl, Helmut, 1989. "A note on the asymptotic distribution of impulse response functions of estimated var models with orthogonal residuals," Journal of Econometrics, Elsevier, vol. 42(3), pages 371-376, November.
- Lutkepohl, H, 1989. "The Stability Assumption in Tests of Causality between Money and Income," Empirical Economics, Springer, vol. 14(2), pages 139-150.
1988
- Lütkepohl, Helmut, 1988. "Asymptotic Distribution of the Moving Average Coefficients of an Estimated Vector Autoregressive Process," Econometric Theory, Cambridge University Press, vol. 4(1), pages 77-85, April.
- Lutkepohl, Helmut, 1988. "Prediction tests for structural stability," Journal of Econometrics, Elsevier, vol. 39(3), pages 267-296, November.
1986
- Lutkepohl, Helmut, 1986. "Forecasting Vector ARMA Processes with Systematically Missing Observations," Journal of Business & Economic Statistics, American Statistical Association, vol. 4(3), pages 375-390, July.
1985
- Helmut Lütkepohl, 1985. "Comparison Of Criteria For Estimating The Order Of A Vector Autoregressive Process," Journal of Time Series Analysis, Wiley Blackwell, vol. 6(1), pages 35-52, January.
- Lutkepohl, Helmut, 1985. "The joint asymptotic distribution of multistep prediction errors of estimated vector autoregressions," Economics Letters, Elsevier, vol. 17(1-2), pages 103-106.
1984
- Lutkepohl, Helmut, 1984. "Forecasting Contemporaneously Aggregated Vector ARMA Processes," Journal of Business & Economic Statistics, American Statistical Association, vol. 2(3), pages 201-214, July.
- Lutkepohl, Helmut, 1984. "Linear aggregation of vector autoregressive moving average processes," Economics Letters, Elsevier, vol. 14(4), pages 345-350.
- Lutkepohl, Helmut, 1984. "Linear transformations of vector ARMA processes," Journal of Econometrics, Elsevier, vol. 26(3), pages 283-293, December.
- Lutkepohl, Helmut, 1984. "The Optimality of Rational Distributed Lags: A Comment," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 25(2), pages 503-506, June.
1983
- Lutkepohl, Helmut, 1983. "Non-linear least squares estimation under non-linear equality constraints," Economics Letters, Elsevier, vol. 13(2-3), pages 191-196.
1982
- Helmut Lütkepohl, 1982. "Differencing Multiple Time Series: Another Look At Canadian Money And Income Data," Journal of Time Series Analysis, Wiley Blackwell, vol. 3(4), pages 235-243, July.
- Lutkepohl, Helmut, 1982. "Non-causality due to omitted variables," Journal of Econometrics, Elsevier, vol. 19(2-3), pages 367-378, August.
1981
- Lütkepohl, H, 1981. "Michael Leserer - Grundlagen der Ökonometrie," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, vol. 30(09).
- Lutkepohl, Helmut, 1981. "A model for non-negative and non-positive distributed lag functions," Journal of Econometrics, Elsevier, vol. 16(2), pages 211-219, June.
Books
2018
- Kilian,Lutz & Lütkepohl,Helmut, 2018.
"Structural Vector Autoregressive Analysis,"
Cambridge Books,
Cambridge University Press, number 9781107196575.
- Kilian,Lutz & Lütkepohl,Helmut, 2017. "Structural Vector Autoregressive Analysis," Cambridge Books, Cambridge University Press, number 9781316647332.
2005
- Helmut Lütkepohl, 2005. "New Introduction to Multiple Time Series Analysis," Springer Books, Springer, number 978-3-540-27752-1, June.
2004
- Lütkepohl,Helmut & Krätzig,Markus (ed.), 2004. "Applied Time Series Econometrics," Cambridge Books, Cambridge University Press, number 9780521547871.
- Lütkepohl,Helmut & Krätzig,Markus (ed.), 2004. "Applied Time Series Econometrics," Cambridge Books, Cambridge University Press, number 9780521839198.
Chapters
2013
- Helmut Lütkepohl, 2013.
"Vector autoregressive models,"
Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 6, pages 139-164,
Edward Elgar Publishing.
- Helmut Luetkepohl, 2011. "Vector Autoregressive Models," Economics Working Papers ECO2011/30, European University Institute.
- Helmut Lütkepohl, 2013. "Identifying Structural Vector Autoregressions Via Changes in Volatility☆This article was written while the author was a Bundesbank Professor at the Freie Universität Berlin. An earlier version of the ," Advances in Econometrics, in: VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims, volume 32, pages 169-203, Emerald Group Publishing Limited.
2009
- Buechel Berno, 2009.
"Network Formation with Closeness Incentives,"
Lecture Notes in Economics and Mathematical Systems, in: Ahmad K. Naimzada & Silvana Stefani & Anna Torriero (ed.), Networks, Topology and Dynamics, pages 95-109,
Springer.
- Buechel, Berno, 2011. "Network formation with closeness incentives," Center for Mathematical Economics Working Papers 395, Center for Mathematical Economics, Bielefeld University.
2006
- Lutkepohl, Helmut, 2006.
"Forecasting with VARMA Models,"
Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 1, chapter 6, pages 287-325,
Elsevier.
- Helmut Luetkepohl, 2004. "Forecasting with VARMA Models," Economics Working Papers ECO2004/25, European University Institute.
- Helmut Lütkepohl, 2006.
"Structural Vector Autoregressive Analysis for Cointegrated Variables,"
Springer Books, in: Olaf Hübler & Jachim Frohn (ed.), Modern Econometric Analysis, chapter 6, pages 73-86,
Springer.
- Helmut Lütkepohl, 2006. "Structural vector autoregressive analysis for cointegrated variables," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 90(1), pages 75-88, March.
- Helmut Luetkepohl, 2005. "Structural Vector Autoregressive Analysis for Cointegrated Variables," Economics Working Papers ECO2005/02, European University Institute.
2005
- Helmut Lütkepohl, 2005. "Introduction," Springer Books, in: New Introduction to Multiple Time Series Analysis, chapter 1, pages 1-7, Springer.
- Helmut Lütkepohl, 2005. "Systems of Dynamic Simultaneous Equations," Springer Books, in: New Introduction to Multiple Time Series Analysis, chapter 10, pages 387-413, Springer.
- Helmut Lütkepohl, 2005. "Vector Autoregressive Moving Average Processes," Springer Books, in: New Introduction to Multiple Time Series Analysis, chapter 11, pages 419-446, Springer.
- Helmut Lütkepohl, 2005. "Estimation of VARMA Models," Springer Books, in: New Introduction to Multiple Time Series Analysis, chapter 12, pages 447-492, Springer.
- Helmut Lütkepohl, 2005. "Specification and Checking the Adequacy of VARMA Models," Springer Books, in: New Introduction to Multiple Time Series Analysis, chapter 13, pages 493-514, Springer.
- Helmut Lütkepohl, 2005. "Cointegrated VARMA Processes," Springer Books, in: New Introduction to Multiple Time Series Analysis, chapter 14, pages 515-529, Springer.
- Helmut Lütkepohl, 2005. "Fitting Finite Order VAR Models to Infinite Order Processes," Springer Books, in: New Introduction to Multiple Time Series Analysis, chapter 15, pages 531-553, Springer.
- Helmut Lütkepohl, 2005. "Multivariate ARCH and GARCH Models," Springer Books, in: New Introduction to Multiple Time Series Analysis, chapter 16, pages 557-584, Springer.
- Helmut Lütkepohl, 2005. "Periodic VAR Processes and Intervention Models," Springer Books, in: New Introduction to Multiple Time Series Analysis, chapter 17, pages 585-610, Springer.
- Helmut Lütkepohl, 2005. "State Space Models," Springer Books, in: New Introduction to Multiple Time Series Analysis, chapter 18, pages 611-642, Springer.
- Helmut Lütkepohl, 2005. "Stable Vector Autoregressive Processes," Springer Books, in: New Introduction to Multiple Time Series Analysis, chapter 2, pages 13-68, Springer.
- Helmut Lütkepohl, 2005. "Estimation of Vector Autoregressive Processes," Springer Books, in: New Introduction to Multiple Time Series Analysis, chapter 3, pages 69-133, Springer.
- Helmut Lütkepohl, 2005. "VAR Order Selection and Checking the Model Adequacy," Springer Books, in: New Introduction to Multiple Time Series Analysis, chapter 4, pages 135-192, Springer.
- Helmut Lütkepohl, 2005. "VAR Processes with Parameter Constraints," Springer Books, in: New Introduction to Multiple Time Series Analysis, chapter 5, pages 193-231, Springer.
- Helmut Lütkepohl, 2005.
"Vector Error Correction Models,"
Springer Books, in: New Introduction to Multiple Time Series Analysis, chapter 6, pages 237-267,
Springer.
- Helmut Lütkepohl, 2005. "Estimation of Vector Error Correction Models," Springer Books, in: New Introduction to Multiple Time Series Analysis, chapter 7, pages 269-324, Springer.
- Bruggemann, Ralf & Lutkepohl, Helmut & Saikkonen, Pentti, 2006. "Residual autocorrelation testing for vector error correction models," Journal of Econometrics, Elsevier, vol. 134(2), pages 579-604, October.
- Lütkepohl, Helmut, 2008. "Problems related to over-identifying restrictions for structural vector error correction models," Economics Letters, Elsevier, vol. 99(3), pages 512-515, June.
- Ralf BRUEGGEMANN & Helmut LUETKEPOHL & Pentti SAIKKONEN, 2004. "Residual Autocorrelation Testing for Vector Error Correction Models," Economics Working Papers ECO2004/08, European University Institute.
- Helmut Luetkepohl, 2005. "Problems Related to Over-identifying Restrictions for Structural Vector Error Correction Models," Economics Working Papers ECO2005/15, European University Institute.
- Helmut Lütkepohl, 2005. "Specification of VECMs," Springer Books, in: New Introduction to Multiple Time Series Analysis, chapter 8, pages 325-352, Springer.
- Helmut Lütkepohl, 2005. "Structural VARs and VECMs," Springer Books, in: New Introduction to Multiple Time Series Analysis, chapter 9, pages 357-386, Springer.
2004
- Helmut Lutkepohl, 2004.
"Recent Advances in Cointegration Analysis,"
Contributions to Economic Analysis, in: New Directions in Macromodelling, pages 107-146,
Emerald Group Publishing Limited.
- Helmut LÜTKEPOHL, 2004. "Recent Advances in Cointegration Analysis," Economics Working Papers ECO2004/12, European University Institute.
Software components
2023
- Alessandro Di Nola & Leo Kaas & Haomin Wang, 2023.
"Code and data files for "Rescue policies for small businesses in the Covid-19 recession","
Computer Codes
22-55, Review of Economic Dynamics.
- Alessandro Di Nola & Leo Kaas & Haomin Wang, 2023. "Rescue policies for small businesses in the Covid-19 recession," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 579-603, December.