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Publications

by alumni of

Universität Bielefeld → Fakultät für Wirtschaftswissenschaften

University of Bielefeld → Faculty of Economics and Business Administration

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

2026

  1. Martin Bruns & Helmut Luetkepohl & James McNeil, 2026, "Reassessing Proxy-based Identification of Multiple Monetary Policy Shocks for the Euro Area, the US, and the UK," Working Papers, Dalhousie University, Department of Economics, number daleconwp2026-01, May.
  2. Martin Bruns & Helmut Lütkepohl, 2026, "Review of Proxy Vector Autoregressive Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2155.
  3. Martin Bruns & Helmut Lütkepohl, 2026, "Review of Proxy Vector and Autoregressive Analysis," University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 2026-01, Mar.

2025

  1. Manuel Foerster & Daniel Habermacher, 2025, "Authority, Communication, and Internal Markets," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 361, May.
  2. Förster, Manuel & Närmann, Fynn Louis, 2025, "Sequential Information Selling: Perfect Price Discrimination and the Role of Encryption," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 749, Jul.
  3. Li, Bingbing & Förster, Manuel, 2025, "A dynamic model of authority in organizations," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 753, Sep.
  4. Leo Kaas & Georgi Kocharkov & Nicolas Syrichas, 2025, "Understanding Spatial House Price Dynamics in a Housing Boom," Berlin School of Economics Discussion Papers, Berlin School of Economics, number 0065, Apr, DOI: 10.48462/opus4-5822.
  5. Helmut Lütkepohl & Fei Shang & Luis Uzeda & Tomasz Woźniak, 2025, "Partial Identification of Heteroskedastic Structural Vector Autoregressions: Theory and Bayesian Inference," Staff Working Papers, Bank of Canada, number 25-14, May, DOI: 10.34989/swp-2025-14.
  6. Martin Bruns & Helmut Lütkepohl, 2025, "Comparing External and Internal Instruments for Vector Autoregressions," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2108.
  7. Helmut Lütkepohl & Till Strohsal, 2025, "Time-Varying Shock Transmission in Non-Gaussian Structural Vector Autoregressions," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2110.
  8. Helmut Lütkepohl & Till Strohsal, 2025, "Revisiting Oil Supply News Shocks: Proxy vs. Non-Gaussian Structural Vector Autoregressions," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2146.
  9. Christian R. Proano & Jonas Dix, 2025, "Output Gap Uncertainty, Sovereign Risk Premia and the Contingent Importance of the Bond Vigilantes," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2025-27, May.
  10. Marwil J. Davila-Fernandez & Christian R. Proano & Serena Sordi, 2025, "Low-Carbon Transition Policies, Skill-Driven Inequality, and Endogenous Political Cleavages," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2025-37, Jul.
  11. Christian R. Proano & Naira Kotb, 2025, "Monetary Policy, Stock Prices and Temporal Aggregation in a New Keynesian Model with Behavioural Expectations," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2025-68, Dec.
  12. Dylan Laplace Mermoud & Michel Grabisch & Peter Sudholter, 2025, "Minimal balanced collections and their applications to core stability and other topics of game theory," Papers, arXiv.org, number 2507.05898, Jul.

2024

  1. Gerrit Bauch & Manuel Foerster, 2024, "Strategic communication of narratives," Papers, arXiv.org, number 2410.23259, Oct, revised Jul 2025.
  2. Foerster, Manuel & Hellmann, Tim & Vega-Redondo, Fernando, 2024, "Strategic use of social media influencer marketing," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 43985, Jun.
  3. Denderski, Piotr & Kaas, Leo & Schulz, Bastian & Siassi, Nawid, 2024, "Joint Labor Search and the Taxation of Couples," VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges, Verein für Socialpolitik / German Economic Association, number 302388.
  4. Helmut Lutkepohl & Fei Shang & Luis Uzeda & Tomasz Wo'zniak, 2024, "Partial Identification of Structural Vector Autoregressions with Non-Centred Stochastic Volatility," Papers, arXiv.org, number 2404.11057, Apr, revised Oct 2025.
  5. Helmut Lütkepohl & Fei Shang & Luis Uzeda & Tomasz Woźniak, 2024, "Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2081.
  6. Martin Bruns & Helmut Lütkepohl & James McNeil, 2024, "Avoiding Unintentionally Correlated Shocks in Procy Vector Autoregressive Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2095.
  7. Martin Bruns & Helmut Lütkepohl, 2024, "Heteroskedastic Structural Vector Autoregressions Identified via Long-run Restrictions," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2103.
  8. Maybrit Wachter & Christian R. Proano & Juan Carlos Pena, 2024, "How Fitting is "one-size-fits-all"? Revisiting the Dynamic Effects of ECB's Interest Policy on Euro Area Countries," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2024-77, Dec.
  9. Marwil J. Dávila-Fernández & Christian Proaño & Serena Sordi, 2024, "Endogenous political cleavages and the economics of climate change," Department of Economics University of Siena, Department of Economics, University of Siena, number 909, Jan.

2023

  1. Manuel Foerster & Daniel Habermacher, 2023, "Policy-advising Competition and Endogenous Lobbies," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 229, Mar.
  2. Carlos Carrillo-Tudela & Leo Kaas & Benjamin Lochner, 2023, "Matching through Search Channels," CESifo Working Paper Series, CESifo, number 10761.
  3. Leo Kaas & Etienne Lalé & Nawid Siassi, 2023, "Job Ladder and Wealth Dynamics in General Equilibrium," CESifo Working Paper Series, CESifo, number 10847.
  4. Alessandro Di Nola & Leo Kaas & Haomin Wang, 2023, "Online Appendix to "Rescue policies for small businesses in the Covid-19 recession"," Online Appendices, Review of Economic Dynamics, number 22-55.
  5. 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, DIW Berlin, German Institute for Economic Research, number 2036.
  6. Röhrer, Fabio E.G. & Proano, Christian R. & Mateane, Lebogang, 2023, "The impact of macroeconomic activity and yield valuation on mergers and acquisitions in Europe," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 185.
  7. Sudhölter, Peter & Calleja, Pedro & Llerena, Francesc, 2023, "A note on solidarity in bankruptcy problems when agents merge or split," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 1/2023, Mar.
  8. Dylan Laplace Mermoud & Michel Grabisch & Peter Sudhölter, 2023, "Minimal balanced collections: generation, applications and generalization," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 23001, Jan.

2022

  1. Berno Buechel & Lydia Mechtenberg & Alexander F. Wagner, 2022, "When do proxy advisors improve corporate decisions?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-47, May.
  2. Buechel, Berno & Mechtenberg, Lydia & Wagner, Alexander F., 2022, "When two experts are better than one: The example of shareholder voting," CEPR Discussion Papers, Centre for Economic Policy Research, number 17413, Jun.
  3. Buechel Berno & Klößner, Stefan & Meng, Fanyuan & Nassar, Anis, 2022, "Misinformation due to asymmetric information sharing," FSES Working Papers, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland, number 528, Jun.
  4. Alessandro Di Nola & Leo Kaas & Haomin Wang, 2022, "Rescue Policies for Small Businesses in the Covid-19 Recession," CESifo Working Paper Series, CESifo, number 9641.
  5. 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, DIW Berlin, German Institute for Economic Research, number 2005.
  6. Corrado Di Guilmi & Giorgos Galanis & Christian R. Proano, 2022, "A Baseline Model of Behavioral Political Cycles and Macroeconomic Fluctuations," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2022-71, Nov.
  7. Sylvain Béal & Stéphane Gonzalez & Philippe Solal & Peter Sudhölter, 2022, "Axiomatic characterizations of the core without consistency," Working Papers, CRESE, number 2022-02, Feb.
  8. Sudhölter, Peter & Grabisch, Michel & Laplace Mermoud, Dylan, 2022, "Core stability and other applications of minimal balanced collections," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 4/2022, Jun.
  9. Sudhölter, Peter & Giménez-Gómez, José-Manuel & Vilella, Cori, 2022, "Average monotonic cooperative games with nontransferable utility," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 9/2022, Oct.

2021

  1. 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, arXiv.org, number 2105.11840, May.
  2. Förster, Manuel & Karos, Dominik, 2021, "From prejudice to racial profiling and back. A naἴve intuitive statistician's curse," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 644, Mar.
  3. Lukas Boer & Helmut Lütkepohl, 2021, "Qualitative versus Quantitative External Information for Proxy Vector Autoregressive Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1940.
  4. Martin Bruns & Helmut Lütkepohl, 2021, "Comparison of Local Projection Estimators for Proxy Vector Autoregressions," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1949.
  5. Christian R. Proaño & Tomasz Makarewicz, 2021, "Belief-driven dynamics in a behavioral SEIRD macroeconomic model with sceptics," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-51, Jun.
  6. Peter Flaschel & Sigrid Luchtenberg & Hagen Kramer & Christian Proano & Mark Setterfield, 2021, "Contemporary Macroeconomic Outcomes: A Tragedy in Three Acts," Working Papers, New School for Social Research, Department of Economics, number 2105, Mar.
  7. Lustenhouwer, Joep & Makarewicz, Tomasz & Peña, Juan Carlos & Proaño Acosta, Christian, 2021, "Are some people more equal than others? Experimental evidence on group identity and income inequality," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 168.
  8. Dylan Laplace Mermoud & Michel Grabisch & Peter Sudhölter, 2021, "Algorithmic aspects of core nonemptiness and core stability," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03354292, Jul.
  9. Dylan Laplace Mermoud & Michel Grabisch & Peter Sudhölter, 2021, "Algorithmic aspects of core nonemptiness and core stability," Working Papers, HAL, number halshs-03354292, Sep.
  10. Sudhölter, Peter & Calleja, Pedro & Llerena, Francesc, 2021, "On manipulability in financial systems," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 8/2021, Dec.

2020

  1. Carlos Carrillo-Tudela & Hermann Gartner & Leo Kaas, 2020, "Recruitment Policies, Job-Filling Rates and Matching Efficiency," CESifo Working Paper Series, CESifo, number 8299.
  2. Leo Kaas, 2020, "Block-Recursive Equilibria in Heterogenous-Agent Models," CESifo Working Paper Series, CESifo, number 8737.
  3. Kaas, Leo, 2020, "Capital in the Corona crisis," SAFE Policy Letters, Leibniz Institute for Financial Research SAFE, number 80.
  4. Helmut Lütkepohl, 2020, "Structural Vector Autoregressive Models with More Shocks than Variables Identified via Heteroskedasticity," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1871.
  5. Helmut Lütkepohl & Thore Schlaak, 2020, "Heteroskedastic Proxy Vector Autoregressions," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1876.
  6. Lukas Boer & Helmut Lütkepohl, 2020, "A Simple Instrument for Proxy Vector Autoregressive Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1905.
  7. Martin Bruns & Helmut Lütkepohl, 2020, "An Alternative Bootstrap for Proxy Vector Autoregressions," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1913.
  8. Christian R. Proano & Benjamin Lojak, 2020, "Monetary Policy with a State-Dependent Inflation Target in a Behavioral Two-Country Monetary Union Model," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-89, Oct.
  9. Proaño Acosta, Christian & Peña, Juan Carlos & Saalfeld, Thomas, 2020, "Inequality, macroeconomic performance and political polarization: A panel analysis of 20 advanced democracies," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 157.
  10. Kotb, Naira & Proaño Acosta, Christian, 2020, "Capital-constrained loan creation, stock markets and monetary policy in a behavioral new Keynesian model," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 158.
  11. Michel Grabisch & Peter Sudhölter, 2020, "Characterization of TU games with stable cores by nested balancedness," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-02900564, May.
  12. Calleja, Pedro & Llerena, Francesc & Sudhölter, Peter, 2020, "Constrained welfare egalitarianism in surplus-sharing problems," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 1/2020, Jan.
  13. Calleja, Pedro & Llerena, Francesc & Sudhölter, Peter, 2020, "Axiomatizations of Dutta-Ray's egalitarian solution on the domain of convex games," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 4/2020, Apr.
  14. Dietzenbacher, Bas & Sudhölter, Peter, 2020, "Hart-Mas-Colell consistency and the core in convex games," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 9/2020, Sep.

2019

  1. Christian R. Proano & Benjamin Lojak, 2019, "Animal Spirits, Risk Premia and Monetary Policy at the Zero Lower Bound," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-73, Sep.
  2. Proaño Acosta, Christian & Peña, Juan Carlos & Saalfeld, Thomas, 2019, "Inequality, macroeconomic performance and political polarization: An empirical analysis," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 149.
  3. Lojak, Benjamin & Makarewicz, Tomasz & Proaño Acosta, Christian, 2019, "Low interest rates, bank's search-for-yield behavior and financial portfolio management," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 153.
  4. Calleja, Pedro & Llerena, Francesc & Sudhölter, Peter, 2019, "Welfare egalitarianism in surplus-sharing problems and convex games," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 6/2019, Mar.
  5. Hokari, Toru & Funaki, Yukihiko & Sudhölter, Peter, 2019, "Consistency, anonymity, and the core on the domain of convex games," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 13/2019, Dec.

2018

  1. Berno Buechel & Eberhard Feess & Gerd Muehlheusser, 2018, "Optimal Law Enforcement with Sophisticated and Naive Offenders," CESifo Working Paper Series, CESifo, number 7106.
  2. FOERSTER Manuel, & MAULEON Ana, & VANNETELBOSCH Vincent,, 2018, "Shadow links," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2018030, Oct.
    • Foerster, Manuel & Mauleon, Ana & Vannetelbosch, Vincent J., 2021, "Shadow links," Journal of Economic Theory, Elsevier, volume 197, issue C, DOI: 10.1016/j.jet.2021.105325.
    • Foerster, Manuel & Mauleon, Ana & Vannetelbosch, Vincent, 2021, "Shadow links," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 3171, Aug, DOI: https://doi.org/10.1016/j.jet.2021..
  3. Manuel Foerster & Joel (J.J.) van der Weele, 2018, "Denial and Alarmism in Collective Action Problems," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-019/I, Mar.
  4. Manuel Foerster & Joel (J.J.) van der Weele, 2018, "Persuasion, justification and the communication of social impact," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-067/I, Aug.
  5. Claus-Jochen Haake & Cheng-Zhong Qin, 2018, "On unification of solutions to the bargaining problem," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 113, May.
  6. Claus-Jochen Haake & Nadja Stroh-Maraun, 2018, "A Note on Manipulability in School Choice with Reciprocal Preferences," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 111, Jan.
  7. Kaas, Leo & Kimasa, Bihemo, 2018, "Firm Dynamics with Frictional Product and Labor Markets," IZA Discussion Papers, IZA Network @ LISER, number 11745, Aug.
  8. 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, University of Lodz, Faculty of Economics and Sociology, number 4/2018, Sep.
  9. Helmut Lutkepohl & Tomasz Wo'zniak, 2018, "Bayesian Inference for Structural Vector Autoregressions Identified by Markov-Switching Heteroskedasticity," Papers, arXiv.org, number 1811.08167, Nov.
  10. Helmut Lütkepohl & Aleksei Netsunajev, 2018, "The Relation between Monetary Policy and the Stock Market in Europe," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1729.
  11. Helmut Lütkepohl & Thore Schlaak, 2018, "Bootstrapping Impulse Responses of Structural Vector Autoregressive Models Identified through GARCH," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1750.
  12. Helmut Lütkepohl & Mika Meitz & Aleksei NetŠunajev & Pentti Saikkonen, 2018, "Testing Identification via Heteroskedasticity in Structural Vector Autoregressive Models," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1764.
  13. Michel Grabisch & Peter Sudhölter, 2018, "On a class of vertices of the core," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-02043275, Mar, DOI: 10.1016/j.geb.2017.09.001.
  14. Calleja, Pedro & Llerena, Francesc & Sudhölter, Peter, 2018, "Monotonicity and weighted prenucleoli: A characterization without consistency," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 4/2018, May.

2017

  1. Buechel, Berno & Mechtenberg, Lydia & Petersen, Julia, 2017, "Peer effects on perseverance," FSES Working Papers, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland, number 488, Sep.
  2. Trockel, Walter & Haake, Claus-Jochen, 2017, "Thoughts on social design," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 577, Oct.
  3. Behnud Djawadi & Rene Fahr & Claus-Jochen Haake & Sonja Recker, 2017, "Maintaing vs. Milking Good Reputation when Customer Feedback is Inaccurate," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 106, Aug.
  4. Haake, Claus-Jochen, 2017, "Implementation of the Kalai Smorodinski bargaining solution in dominant strategies," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 301, Apr.
  5. Haake, Claus-Jochen & Raith, Matthias G. & Su, Francis Edward, 2017, "Bidding for envy freeness," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 311, Apr.
  6. Leo Kaas & Georgi Kocharkov & Edgar Preugschat & Nawid Siassi, 2017, "Low Homeownership in Germany - A Quantitative Exploration," CESifo Working Paper Series, CESifo, number 6775.
  7. Wei Cui & Leo Kaas, 2017, "Default Cycles," Discussion Papers, Centre for Macroeconomics (CFM), number 1716, May.
  8. 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, DIW Berlin, German Institute for Economic Research, number 1642.
  9. Helmut Lütkepohl & Thore Schlaak, 2017, "Choosing between Different Time-Varying Volatility Models for Structural Vector Autoregressive Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1672.
  10. Naeve, Jörg, 2017, "The Nash bargaining solution is Nash implementable," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 276, Apr.
  11. Till Strohsal & Christian R. Proaño & Jürgen Wolters, 2017, "Assessing the Cross-Country Interaction of Financial Cycles: Evidence from a Multivariate Spectral Analysis of the US and the UK," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 182-2017.
  12. Christian Menden & Christian R. Proaño, 2017, "Dissecting the financial cycle with dynamic factor models," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 183-2017.
  13. Peter Flaschel & Matthieu Charpe & Giorgos Galanis & Christian R. Proaño & Roberto Veneziani, 2017, "Macroeconomic and stock market interactions with endogenous aggregate sentiment dynamics," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 186-2017.
  14. Christian R. Proaño & Artur Tarassow, 2017, "Evaluating the predicting power of ordered probit models for multiple business cycle phases in the U.S. and Japan," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 188-2017.
  15. Till Strohsal & Christian R. Proaño & Jürgen Wolters, 2017, "Characterizing the financial cycle: evidence from a frequency domain analysis," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 189-2017.
  16. Sudhölter, Peter, 2017, "Construction of homogeneous zero-sum games," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 144, Apr.
  17. Sudhölter, Peter, 2017, "Homogeneous games as anti step functions," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 172, Apr.
  18. Krohn, Ingomar & Moltzahn, S. & Rosenmüller, Joachim & Sudhölter, P. & Wallmeier, H.-M., 2017, "Implementing the modified LH-algorithm," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 179, Apr.
  19. Krohn, Ingomar & Sudhölter, Peter, 2017, "Directed and weighted majority games," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 195, Apr.
  20. Rosenmüller, Joachim & Sudhölter, Peter, 2017, "The nucleolus of homogeneous games with steps," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 202, Apr.
  21. Peleg, Bezalel & Rosenmüller, Joachim & Sudhölter, Peter, 2017, "The kernel of homogeneous games with steps," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 209, Apr.
  22. Sudhölter, Peter, 2017, "Star shapedness of the kernel for homogeneous games and application to weighted majority games," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 213, Apr.
  23. Sudhölter, Peter, 2017, "Independence for characterizing axioms of the pre-nucleolus," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 220, Apr.
  24. Peleg, Bezalel & Sudhölter, Peter, 2017, "An axiomatisation of Nash equilibria in economic situations," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 230, May.
  25. Sudhölter, Peter, 2017, "Solution concepts for c-convex, assignment, and m2-games," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 232, May.
  26. Potters, Jos & Sudhölter, Peter, 2017, "Airport problems and consistent solution rules," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 246, Apr.
  27. Sudhölter, Peter, 2017, "Axiomatizations of game theoretical solutions for one-output cost sharing problems," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 250, Apr.
  28. Peleg, Bezalel & Rosenmüller, Joachim & Sudhölter, Peter, 2017, "The canonical extensive form of a game form. Part I - Symmetries," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 253, May.
  29. Sudhölter, Peter & Rosenmüller, Joachim, 2017, "The canonical extensive form of a game form. Part II - Representation," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 257, May.
  30. Sudhölter, Peter & Peleg, Bezalel, 2017, "Nucleoli as maximizers of collective satisfaction functions," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 262, Apr.
  31. Peleg, Bezalel & Sudhölter, Peter, 2017, "Single peakedness and coalition proofness," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 290, Apr.
  32. Peleg, Bezalel & Sudhölter, Peter, 2017, "The positive prekernel of a cooperative game," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 292, Apr.
  33. Hwang, Yan-An & Sudhölter, Peter, 2017, "An axiomatization of the core," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 297, Apr.
  34. Sudhölter, Peter & Potters, Jos, 2017, "The semireactive bargaining set of a cooperative game," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 313, Apr.
  35. Rosenmüller, Joachim & Sudhölter, Peter, 2017, "Formation of cartels in glove markets and the modiclus," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 319, Apr.
  36. Rosenmüller, Joachim & Sudhölter, Peter, 2017, "Cartels via the modiclus," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 320, Apr.
  37. Sudhölter, Peter & Peleg, Bezalel, 2017, "A note on an axiomatization of the core of market games," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 323, Apr.
  38. Peleg, Bezalel & Sudhölter, Peter, 2017, "The dummy paradox of the bargaining set," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 324, Apr.
  39. Orshan, Gooni & Sudhölter, Peter, 2017, "Reconfirming the prenucleolus," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 325, Apr.
  40. Orshan, Gooni & Sudhölter, Peter, 2017, "The positive core of a cooperative game," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 326, Apr.
  41. Litan, Cristian & Marhuenda, Francisco & Sudhölter, Peter, 2017, "Generic Finiteness of Equilibrium Distributions for Bimatrix Outcome Game Forms," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 7/2017, May.

2016

  1. Brunhart, Andreas & Büchel, Berno, 2016, "Das verfügbare Einkommen in Liechtenstein im Vergleich mit der Schweiz. Studie im Auftrag der liechtensteinischen Regierung," EconStor Research Reports, ZBW - Leibniz Information Centre for Economics, number 130155, Jan.
  2. Brunhart, Andreas & Büchel, Berno, 2016, "Ungleichheit in Liechtenstein: Entwicklung bei Vermögen und Einkommen," EconStor Research Reports, ZBW - Leibniz Information Centre for Economics, number 225255, DOI: 10.13091/li-focus-2016-3.
  3. Förster, Manuel & Riedel, Frank, 2016, "Distorted Voronoi languages," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 458, Feb.
  4. Haake, Claus-Jochen & Kashiwada, Akemi & Su, Francis Edward, 2016, "The Shapley Value of Phylogenetic Trees," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 363, Jan.
  5. Thomas Gries & Claus-Jochen Haake, 2016, "An Economic Theory of 'Destabilization War'," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 95, Apr.
  6. 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, Verein für Socialpolitik / German Economic Association, number 145617.
  7. Leo Kaas & Georgi Kocharkov & Edgar Preugschat, 2016, "Does Homeownership Promote Wealth Accumulation?," CESifo Working Paper Series, CESifo, number 5758.
  8. 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, Department of Economics, University of Konstanz, number 2016-09, Sep.
  9. 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, DIW Berlin, German Institute for Economic Research, number 1564.
  10. Helmut Lütkepohl & George Milunivich & Minxian Yang, 2016, "Inference in Partially Identified Heteroskedastic Simultaneous Equations Models," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1632.
  11. 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, Verein für Socialpolitik / German Economic Association, number 145537.
  12. Michel Grabisch & Peter Sudhölter, 2016, "Characterizations of solutions for games with precedence constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01297600, DOI: 10.1007/s00182-015-0465-y.

2015

  1. Sonja Brangewitz & Claus-Jochen Haake & Philipp Moehlmeier, 2015, "Strategic Formation of Customer Relationship Networks," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 91, May.
  2. Carlos Carrillo-Tudela & Leo Kaas, 2015, "Worker Mobility in a Search Model with Adverse Selection," Working Papers, Peruvian Economic Association, number 40, Apr.
  3. Costas Azariadis & Leo Kaas & Yi Wen, 2015, "Self-Fulfilling Credit Cycles," CESifo Working Paper Series, CESifo, number 5289.
  4. Leo Kaas & Georgi Kocharkov & Edgar Preugschat, 2015, "Wealth Inequality and Homeownership in Europe," CESifo Working Paper Series, CESifo, number 5498.
  5. Leo Kaas & Patrick A. Pintus & Simon Ray, 2015, "Land prices, lending to companies and job creations," Post-Print, HAL, number hal-01457332, Nov.
  6. Helmut Lütkepohl & Aleksei Netšunajev, 2015, "Structural Vector Autoregressions with Heteroskedasticity - A Comparison of Different Volatility Models," CESifo Working Paper Series, CESifo, number 5308.
  7. 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, DIW Berlin, German Institute for Economic Research, number 1455.
  8. Luetkepohl, Helmut & Milunovich, George, 2015, "Testing for identification in SVAR-GARCH models," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-030.
  9. Lena Dräger & Christian R. Proaño, 2015, "Cross-Border Banking and Business Cycles in Asymmetric Currency Unions," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 201501, Mar.
  10. Proaño, Christian R. & Lojak, Benjamin, 2015, "Debt stabilization and macroeconomic volatility in monetary unions under heterogeneous sovereign risk perceptions," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 106.
  11. Strohsal, Till & Proaño Acosta, Christian & Wolters, Jürgen, 2015, "How do financial cycles interact? Evidence from the US and the UK," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-024.
  12. Semmler, Willi & Proaño, Christian R., 2015, "Escape routes from sovereign default risk in the euro area," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 15-020.
  13. Gottschalk, Tina & Range, Troels Martin & Sudhölter, Peter & Østerdal, Lars Peter, 2015, "Decomposing bivariate dominance for social welfare comparisons," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 12/2015, Jun.
  14. Sudhölter, Peter & Zarzuelo, José M., 2015, "On highway problems," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 13/2015, Jul.

2014

  1. Buechel, Berno & Tim, Hellmann & Kölßner, Stefan, 2014, "Opinion Dynamics and Wisdom under Conformity," Climate Change and Sustainable Development, Fondazione Eni Enrico Mattei (FEEM), number 172707, May, DOI: 10.22004/ag.econ.172707.
  2. Berno Buechel & Gerd Muehlheusser, 2014, "Black Sheep or Scapegoats? Implementable Monitoring Policies under Unobservable Levels of Misbehavior," CESifo Working Paper Series, CESifo, number 4698.
  3. Buechel, Berno & Mechtenberg, Lydia & Petersen, Julia, 2014, "Peer Effects and Students’ Self-Control," MPRA Paper, University Library of Munich, Germany, number 53658, Jan.
  4. Buechel, Berno & Klein, Jan, 2014, "Do Consumers' Preferences Really Matter? - A Note on Spatial Competition with Restricted Strategies," MPRA Paper, University Library of Munich, Germany, number 55288, Apr.
  5. Förster, Manuel & Mauleon, Ana & Vannetelbosch, Vincent J., 2014, "Trust and Manipulation in Social Networks," Climate Change and Sustainable Development, Fondazione Eni Enrico Mattei (FEEM), number 172706, May, DOI: 10.22004/ag.econ.172706.
  6. Sonja Brangewitz & Behnud Djawadi & Rene Fahr & Claus-Jochen Haake, 2014, "Quality Choices and Reputation Systems in Online Markets - An Experimental Study," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 85, Oct.
  7. Leo Kaas & Patrick Pintus & Simon Ray, 2014, "Land Collateral and Labor Market Dynamics in France," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1443, Sep, revised Oct 2014.
  8. Leo Kaas, 2014, "Public Debt and Total Factor Productivity," CESifo Working Paper Series, CESifo, number 5125.
  9. Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker, 2014, "Confidence Bands for Impulse Responses: Bonferroni versus Wald," CESifo Working Paper Series, CESifo, number 4634.
  10. Helmut Lütkepohl & Anton Velinov, 2014, "Structural Vector Autoregressions: Checking Identifying Long-run Restrictions via Heteroskedasticity," CESifo Working Paper Series, CESifo, number 4651.
  11. Helmut Lütkepohl, 2014, "Structural Vector Autoregressive Analysis in a Data Rich Environment: A Survey," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1351.
  12. 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, DIW Berlin, German Institute for Economic Research, number 1388.
  13. Christian Proano & Christian Schoder & Willi Semmler, 2014, "Financial Stress, Sovereign Debt, and Economic Activity in Industrialized Countries: Evidence from Dynamic Threshold Regressions," SCEPA working paper series., Schwartz Center for Economic Policy Analysis (SCEPA), The New School, number 2014-06, Feb.
  14. Peter Flaschel & Florian Hartmann & Chris Malikane & Christian R. Proaño, 2014, "A Behavioral Macroeconomic Model of Exchange Rate Fluctuations with Complex Market Expectations Formation," IEER Working Papers, Institute of Empirical Economic Research, Osnabrueck University, number 98, Jan, revised 29 Jan 2014.
  15. Matthieu Charpe & Carl Chiarella & Peter Flaschel & Christian R. Proaño, 2014, "Business Confidence and Macroeconomic Dynamics in a Nonlinear Two-Country Framework with Aggregate Opinion Dynamics," Working Papers, New School for Social Research, Department of Economics, number 1401, Aug.
  16. Michel Grabisch & Peter Sudhölter, 2014, "The positive core for games with precedence constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01020282, Apr.
  17. Albizuri, M. Josune & Sudhölter, Peter, 2014, "On the Core of Games with Communication Structures," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 6/2014, Mar.
  18. Litan, Cristian & Marhuenda, Francisco & Sudhölter, Peter, 2014, "Determinacy of Equilibrium in Outcome Game Forms," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 17/2014, Nov.
  19. Peleg, Bezalel & Sudhölter, Peter, 2014, "On Bargaining Sets of Convex NTU Games," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 19/2014, Dec.
  20. Tamasiga, Phemelo & Bondarev, Anton, 2014, "Differential games approach to trade with exhaustible resources," Working papers, Faculty of Business and Economics - University of Basel, number 2014/14.

2013

  1. Berno Buechel & Nils Roehl, 2013, "Robust Equilibria in Location Games," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 58, Feb.
  2. Buechel, Berno & Emrich, Eike & Pohlkamp, Stefanie, 2013, "Nobody's innocent: the role of customers in the doping dilemma," MPRA Paper, University Library of Munich, Germany, number 44627, Feb.
  3. Förster, Manuel & Grabisch, Michel & Rusinowska, Agnieszka, 2013, "Anonymous Social Influence," Climate Change and Sustainable Development, Fondazione Eni Enrico Mattei (FEEM), number 151381, May, DOI: 10.22004/ag.econ.151381.
  4. Sonja Brangewitz & Claus-Jochen Haake, 2013, "Cooperative Transfer Price Negotiations under Incomplete Information," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 64, Jul.
  5. 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, DIW Berlin, German Institute for Economic Research, number 1292.
  6. Christian Proano & Christian Schoder & Willi Semmler, 2013, "The Role of Financial Stress in Debt and Recovery," SCEPA policy note series., Schwartz Center for Economic Policy Analysis (SCEPA), The New School, number 2012-02, Dec.
  7. Matthieu Charpe & Peter Flaschel & Hans-Martin Krolzig & Christian Proaño & Willi Semmler & Daniele Tavani, 2013, "Credit Driven Investment, Heterogeneous Labor Markets and Macroeconomic Dynamics," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 110-2013.
  8. Christian R. Proaño, 2013, "Detecting and Predicting Economic Accelerations, Recessions, and Normal Growth Periods in Real-Time," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 128-2013.
  9. Christian R. Proaño, 2013, "Macroeconomic Risk, Fiscal Policy Rules and Aggregate Volatility in Asymmetric Currency Unions: A Behavioral Perspective," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 129-2013.
  10. Christian R. Proaño & Christian Schoder & Willi Semmler, 2013, "Financial Stress, Sovereign Debt and Economic Activity in Industrialized Countries: Evidence from Nonlinear Dynamic Panels," Working Papers, New School for Social Research, Department of Economics, number 1304, Oct.
  11. Kleppe, John & Reijnierse, Hans & Sudhölter, Peter, 2013, "Axiomatizations of symmetrically weighted solutions," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 3/2013, Feb.

2012

  1. Buechel, Berno, 2012, "Condorcet winners on median spaces," MPRA Paper, University Library of Munich, Germany, number 44625, Apr, revised 27 Feb 2013.
  2. Manuel Förster & Michel Grabisch & Agnieszka Rusinowska, 2012, "Ordered Weighted Averaging in Social Networks," Post-Print, HAL, number halshs-00746988, Aug.
  3. Costas Azariadis & Leo Kaas, 2012, "Endogenous credit limits with small default costs," Working Papers, Federal Reserve Bank of St. Louis, number 2012-048, DOI: 10.20955/wp.2012.048.
  4. 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, DIW Berlin, German Institute for Economic Research, number 1195.
  5. Helmut Lütkepohl, 2012, "Fundamental Problems with Nonfundamental Shocks," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1230.
  6. Helmut Lütkepohl, 2012, "Reducing Confidence Bands for Simulated Impulse Responses," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1235.
  7. Helmut Lütkepohl, 2012, "Identifying Structural Vector Autoregressions via Changes in Volatility," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1259.
  8. Bask, Mikael & Proaño, Christian R, 2012, "Optimal Monetary Policy under Learning in a New Keynesian Model with Cost Channel and Inflation Inertia," Working Paper Series, Uppsala University, Department of Economics, number 2012:7, Feb.
  9. Daniel Detzer & Christian R. Proaño & Katja Rietzler & Sven Schreiber & Thomas Theobald & Sabine Stephan, 2012, "Verfahren der konjunkturellen Wendepunktbestimmung unter Berücksichtigung der Echtzeit-Problematik," IMK Studies, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 27-2012.
  10. Christian Schoder & Christian R. Proaño & Willi Semmler, 2012, "Are the current account imbalances between EMU countries sustainable?," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 90-2012.
  11. Christian R. Proaño & Thomas Theobald, 2012, "Predicting German Recessions with a Composite Real-Time Dynamic Probit Indicator," Working Papers, New School for Social Research, Department of Economics, number 1205, Jul.
  12. Michel Grabisch & Peter Sudhölter, 2012, "The Bounded Core for Games with Precedence Constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00759893, DOI: 10.1007/s10479-012-1228-9.
  13. Michel Grabisch & Peter Sudhölter, 2012, "On the restricted cores and the bounded core of games on distributive lattices," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00748331, Oct.
  14. Derks, Jean & Peters, Hans & Sudhölter, Peter, 2012, "On extensions of the core and the anticore of transferable utility games," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 4/2012, Jan.
  15. Sudhölter, Peter & Zarzuelo, José M., 2012, "Extending the Nash solution to choice problems with reference points," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 13/2012, Aug.

2011

  1. Buechel, Berno, 2011, "Network formation with closeness incentives," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 395, Aug.
  2. Haake, Claus-Jochen & Trockel, Walter, 2011, "On Maskin monotonicity of solution based social choice rules," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 393, Aug.
  3. Haake, Claus-Jochen, 2011, "Two support results for the Kalai-Smorodinsky solution in small object division markets," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 366, Aug.
  4. Haake, Claus-Jochen & Klaus, Bettina, 2011, "Monotonicity and Nash implementation in matching markets with contracts," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 372, Aug.
  5. Haake, Claus-Jochen & Su, Francis Edward, 2011, "A simplicial algorithm approach to Nash equilibria in concave games," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 382, Aug.
  6. Dimitrov, Dinko & Haake, Claus-Jochen, 2011, "Government versus opposition. Who should be who in the 16th German Bundestag?," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 375, Aug.
  7. Dimitrov, Dinko & Haake, Claus-Jochen, 2011, "A note on the paradox of smaller coalitions," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 386, Aug.
  8. Leo Kaas & Philipp Kircher, 2011, "Efficient Firm Dynamics in a Frictional Labor Market," CESifo Working Paper Series, CESifo, number 3336.
  9. Carlos Carrillo-Tudela & Leo Kaas, 2011, "Wage Dispersion and Labor Turnover with Adverse Selection," CESifo Working Paper Series, CESifo, number 3562.
  10. Helmut Herwartz & Helmut Luetkepohl, 2011, "Structural Vector Autoregressions with Markov Switching: Combining Conventional with Statistical Identification of Shocks," Economics Working Papers, European University Institute, number ECO2011/11.
  11. Ralf Brueggemann & Helmut Luetkepohl, 2011, "Forecasting Contemporaneous Aggregates with Stochastic Aggregation Weights," Economics Working Papers, European University Institute, number ECO2011/17.
  12. Tommaso Proietti & Helmut Luetkepohl, 2011, "Does the Box-Cox Transformation Help in Forecasting Macroeconomic Time Series?," Economics Working Papers, European University Institute, number ECO2011/29.
  13. Helmut Luetkepohl, 2011, "Vector Autoregressive Models," Economics Working Papers, European University Institute, number ECO2011/30.
    • Helmut Lütkepohl, 2013, "Vector autoregressive models," Chapters, Edward Elgar Publishing, chapter 6, in: Nigar Hashimzade & Michael A. Thornton, "Handbook of Research Methods and Applications in Empirical Macroeconomics".
  14. Christian Schoder & Christian R. Proaño & Willi Semmler, 2011, "Are Current Account Imbalances Between EMU Countries Sustainable? Evidence from Parametric and Non-Parametric Tests," SCEPA working paper series., Schwartz Center for Economic Policy Analysis (SCEPA), The New School, number 2011-6, Jun.
  15. Christian Proaño, 2011, "Monetary Policy Rules and Macroeconomic Stabilization in Small Open Economies under Behavioral FX Trading: Insights from Numerical Simulations," Working Papers, New School for Social Research, Department of Economics, number 1102, Sep.
  16. Tarron Khemraj & Christian R. Proaño, 2011, "Excess Bank Reserves and Monetary Policy with a Lower-Bound Lending Rate September 2011," Working Papers, New School for Social Research, Department of Economics, number 1104, Sep.
  17. Carl Chiarella & Peter Flaschel & Florian Hartmann & Christian R. Proaño, 2011, "Stock market booms, endogenous credit creation and the implications of broad and narrow banking for macroeconomic stability," Working Papers, New School for Social Research, Department of Economics, number 1107, Oct.
  18. Christian R. Proaño, 2011, "Should Monetary Policy Take Account of National Labor Market Asymmetries in a Currency Union?," Working Papers, New School for Social Research, Department of Economics, number 1114, Oct.
  19. Khmelnitskaya, Anna B. & Sudhölter, Peter, 2011, "The prenucleolus for games with communication structures," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 10/2011, Dec.

2010

  1. 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, Paderborn University, CIE Center for International Economics, number 25, Jan.
  2. Kaas, Leo & Manger, Christian, 2010, "Ethnic Discrimination in Germany's Labour Market: A Field Experiment," IZA Discussion Papers, IZA Network @ LISER, number 4741, Feb.
  3. Helmut Lütkepohl, 2010, "Forecasting Nonlinear Aggregates and Aggregates with Time-varying Weights," CESifo Working Paper Series, CESifo, number 3031.
  4. Laura de Carvalho & Christian Proano & Lance Taylor, 2010, "Government Debt, Deficits, and Economic Growth: Lessons from Fiscal Arithmetic," SCEPA policy note series., Schwartz Center for Economic Policy Analysis (SCEPA), The New School, number 2010-02, Dec.
  5. Christian Proano, 2010, "Recession Forecasting with Dynamic Probit Models under Real Time Conditions," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 10-2010.
  6. Peter Flaschel & Alfred Greiner & Camille Logeay & Christian Proano, 2010, "Employment Cycles, Low Income Work and the Dynamic Impact of Minimum Wages. A Macro Perspective," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 4-2010.
  7. Toichiro Asada & Peter Flaschel & Alfred Greiner & Christian Proano, 2010, "Sustainable Capitalism: Full-Employment Flexicurity Growth with Real Wage Rigidities," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 5-2010.
  8. Orshan, Guni & Sudhölter, Peter, 2010, "Nonsymmetric variants of the prekernel and the prenucleolus," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 1/2010, Apr.
  9. Peleg, Bezalel & Sudhölter, Peter & Zarzuelo, José M., 2010, "On the impact of independence of irrelevant alternatives," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 6/2010, Oct.

2009

  1. Buechel, Berno & Hellmann, Tim, 2009, "Under-connected and Over-connected Networks," Sustainable Development Papers, Fondazione Eni Enrico Mattei (FEEM), number 50728, DOI: 10.22004/ag.econ.50728.
  2. Costas Azariadis & Leo Kaas, 2009, "Capital misallocation and aggregate factor productivity," Working Papers, Federal Reserve Bank of St. Louis, number 2009-028, DOI: 10.20955/wp.2009.028.
  3. Kaas, Leo & Lu, Jun, 2009, "Equal-Treatment Policy in a Random Search Model with Taste Discrimination," IZA Discussion Papers, IZA Network @ LISER, number 4173, May.
  4. Helmut Lütkepohl & Fang Xu, 2009, "The Role of the Log Transformation in Forecasting Economic Variables," CESifo Working Paper Series, CESifo, number 2591.
  5. Markku Lanne & Helmut Luetkepohl & Katarzyna Maciejowska, 2009, "Structural Vector Autoregressions with Markov Switching," Economics Working Papers, European University Institute, number ECO2009/06.
  6. Helmut Luetkepohl, 2009, "Forecasting Aggregated Time Series Variables: A Survey," Economics Working Papers, European University Institute, number ECO2009/17.
  7. Gunnar Bardsen & Helmut Luetkepohl, 2009, "Forecasting Levels of log Variables in Vector Autoregressions," Economics Working Papers, European University Institute, number ECO2009/24.
  8. Helmut Herwartz & Helmut Luetkepohl, 2009, "Generalized Least Squares Estimation for Cointegration Parameters Under Conditional Heteroskedasticity," Economics Working Papers, European University Institute, number ECO2009/42.
  9. Gustav A. Horn & Heike Joebges & Torsten Niechoj & Christian R. Proaño & Simon Sturn & Silke Tober & Achim Truger & Till van Treeck, 2009, "Von der Finanzkrise zur Weltwirtschaftskrise (I)," IMK Report, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 38-2009.
  10. Christian R. Proano, 2009, "Heterogenous Behavioral Expectations, FX Fluctuations and Dynamic Stability in a Stylized Two-Country Macroeconomic Model," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 03-2009.
  11. Matthieu Charpe & Peter Flaschel & Christian R. Proano & Willi Semmler, 2009, "Overconsumption, Credit Rationing and Bailout Monetary Policy: A Minskyan Perspective," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 04-2009.
  12. Mika Kato & Christian R. Proano & Willi Semmler, 2009, "Currency Runs, International Reserves Management and Optimal Monetary Policy Rules," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 08-2009.
  13. Asada, Toichiro & Chiarella, Carl & Flaschel, Peter & Mouakil, Tarik & Proaño, Christian R., 2009, "Stabilizing an unstable economy: on the choice of proper policy measures," Economics Discussion Papers, Kiel Institute for the World Economy, number 2009-50.
  14. Le Breton, Michel & Sudhölter, Peter & Zaporozhets, Vera, 2009, "Sequential legislative lobbying," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 8/2009, Dec.

2008

  1. Claus-Jochen Haake & Bettina-Elisabeth Klaus, 2008, "Stability and Nash Implementation in Matching Markets with Couples," Harvard Business School Working Papers, Harvard Business School, number 09-017, Aug.
  2. Kaas, Leo & Madden, Paul, 2008, "Minimum Wages and Welfare in a Hotelling Duopsony," IZA Discussion Papers, IZA Network @ LISER, number 3434, Apr.
  3. Kaas, Leo, 2008, "Variable Search Intensity in an Economy with Coordination Unemployment," IZA Discussion Papers, IZA Network @ LISER, number 3697, Sep.
  4. Kaas, Leo & Zink, Stefan, 2008, "Human Capital Investment with Competitive Labor Search," IZA Discussion Papers, IZA Network @ LISER, number 3722, Sep.
  5. Kaas, Leo, 2008, "Human Capital Externalities with Monopsonistic Competition," IZA Discussion Papers, IZA Network @ LISER, number 3729, Sep.
  6. Markku Lanne & Helmut Lütkepohl, 2008, "Stock Prices and Economic Fluctuations: A Markov Switching Structural Vector Autoregressive Analysis," CESifo Working Paper Series, CESifo, number 2407.
  7. Markku Lanne & Helmut Luetkepohl, 2008, "A Statistical Comparison of Alternative Identification Schemes for Monetary Policy Shocks," Economics Working Papers, European University Institute, number ECO2008/23.
  8. 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, European University Institute, number ECO2008/24.
  9. Gustav A. Horn & Torsten Niechoj & Christian R. Proaño & Achim Truger & Dieter Vesper & Rudolf Zwiener, 2008, "Die Schuldenbremse - eine Wachstumsbremse?," IMK Report, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 29-2008.
  10. Peter Flaschel & Reiner Franke & Christian Proano, 2008, "On the Determinacy of New Keynesian Models with Staggered Wage and Price Setting," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 11-2008.
  11. Peter Flaschel & Christian Proano, 2008, "The J2 Status of Chaos in Period Macroeconomic Models," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 14-2008.

2007

  1. Helmut Luetkepohl, 2007, "Econometric Analysis with Vector Autoregressive Models," Economics Working Papers, European University Institute, number ECO2007/11.
  2. Christian Proaño Acosta, 2007, "Inflation Differentials and Business Cycle Fluctuations in the European Monetary Union," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 05-2007, Mar.
  3. Christian Proaño Acosta, 2007, "Gradual Wage-Price Adjustments, Labour Market Frictions and Monetary Policy Rules," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 09-2007.
  4. Toichiro Asada & Carl Chiarella & Peter Flaschel & Christian R. Proaño, 2007, "Keynesian AD-AS, Quo Vadis?," Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 151, Nov.

2006

  1. Dinko Dimitrov & Claus-Jochen Haake, 2006, "Coalition Formation in Simple Games: The Semistrict Core," Working Papers, Fondazione Eni Enrico Mattei, number 2006.72, May.
  2. Kaas, Leo & Madden, Paul, 2006, "Holdup in Oligopsonistic Labour Markets: A New Role for the Minimum Wage," IZA Discussion Papers, IZA Network @ LISER, number 2043, Mar.
  3. Kaas, Leo, 2006, "Does Equal Pay Legislation Reduce Labour Market Inequality?," IZA Discussion Papers, IZA Network @ LISER, number 2421, Nov.
  4. Markku Lanne & Helmut Lütkepohl, 2006, "Structural Vector Autoregressions with Nonnormal Residuals," CESifo Working Paper Series, CESifo, number 1651.
  5. Markku Lanne & Helmut Lütkepohl, 2006, "Identifying Monetary Policy Shocks via Changes in Volatility," CESifo Working Paper Series, CESifo, number 1744.
  6. Motta, Massimo & , & Argentesi, Elena, 2006, "Acquisition of Information and Share Prices: An Empirical Investigation of Cognitive Dissonance," CEPR Discussion Papers, Centre for Economic Policy Research, number 5912, Nov.
  7. 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, European University Institute, number ECO2006/29.
  8. Ralf Brueggemann & Helmut Luetkepohl & Massimiliano Marcellino, 2006, "Forecasting Euro-Area Variables with German Pre-EMU Data," Economics Working Papers, European University Institute, number ECO2006/30.
  9. Ekkehard Ernst & Peter Flaschel & Christian Proano & Willi Semmler, 2006, "Disequilibrium Macroeconomic Dynamics, Income Distribution and Wage-Price Phillips Curves," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 04-2006, Mar.
  10. Peter Flaschel & Christian Proano & Willi Semmler, 2006, "Currency Crises and Monetary Policy in Economies with Partial Dollarisation of Liabilities," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 05-2006, Jun.

2005

  1. Dimitrov, D. & Haake, C.J. & Klaus, B.E., 2005, "Bundling in exchange markets with indivisible goods," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 028, Jan, DOI: 10.26481/umamet.2005028.
  2. de Regt, E.R., 2005, "Overtime and short-time with fluctuating absenteeism and demand," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 027, Jan, DOI: 10.26481/umamet.2005027.
  3. Helmut Luetkepohl, 2005, "Structural Vector Autoregressive Analysis for Cointegrated Variables," Economics Working Papers, European University Institute, number ECO2005/02.
  4. 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, European University Institute, number ECO2005/08.
  5. Helmut Luetkepohl, 2005, "Problems Related to Over-identifying Restrictions for Structural Vector Error Correction Models," Economics Working Papers, European University Institute, number ECO2005/15.
  6. Tilman Becker & Michael Carter & Jörg Naeve, 2005, "Experts Playing the Traveler's Dilemma," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim, Department of Economics, University of Hohenheim, Germany, number 252/2005, Jan.
  7. Camille Logeay & Julia Schwenkenberg & Sabine Stephan & Christian Proano-Acosta & Serhiy Yahnych, 2005, "Modelling European Business Cycles (EBC Model): A Macroeconometric Model of France," Data Documentation, DIW Berlin, German Institute for Economic Research, number 2.
  8. Camille Logeay & Christian Proano-Acosta & Sabine Stephan & Rudolf Zwiener & Serhiy Yahnych, 2005, "Modelling European Business Cycles (EBC Model): A Macroeconometric Model of the Netherlands ; Version April 2005," Data Documentation, DIW Berlin, German Institute for Economic Research, number 3.
  9. Ron Holzman & Bezalel Peleg & Peter Sudholter, 2005, "Bargaining Sets of Majority Voting Games," Levine's Bibliography, UCLA Department of Economics, number 122247000000000935, Dec.

2004

  1. Costas Azariadis & Leo Kaas, 2004, "Endogenous Financial Development and Multiple Growth Regimes," Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces, number E2004/08.
  2. Belke, Ansgar & Kaas, Leo & Setzer, Ralph, 2004, "Exchange Rate Volatility and Labour Markets in the CEE Countries," CEPR Discussion Papers, Centre for Economic Policy Research, number 4802, Dec.
  3. Kaas, Leo, 2004, "Financial market integration and loan competition: when is entry deregulation socially beneficial?," Working Paper Series, European Central Bank, number 403, Nov.
  4. Ralf BRUEGGEMANN & Helmut LUETKEPOHL & Pentti SAIKKONEN, 2004, "Residual Autocorrelation Testing for Vector Error Correction Models," Economics Working Papers, European University Institute, number ECO2004/08.
  5. Helmut LÜTKEPOHL, 2004, "Recent Advances in Cointegration Analysis," Economics Working Papers, European University Institute, number ECO2004/12.
  6. Ralf BRUEGGEMANN & Helmut LUETKEPOHL, 2004, "Practical Problems with Reduced Rank ML Estimators for Cointegration Parameters and a Simple Alternative," Economics Working Papers, European University Institute, number ECO2004/20.
  7. Pentti SAIKKONEN & Helmut LUETKEPOHL & Carsten TRENKLER, 2004, "Break Date Estimation and Cointegration Testing in VAR Processes with Level Shift," Economics Working Papers, European University Institute, number ECO2004/21.
  8. Ralf Brueggemann & Helmut Luetkepohl, 2004, "A Small Monetary System for the Euro Area Based on German Data," Economics Working Papers, European University Institute, number ECO2004/24.
  9. Helmut Luetkepohl, 2004, "Forecasting with VARMA Models," Economics Working Papers, European University Institute, number ECO2004/25.
  10. Bezalel Peleg & Peter Sudholter, 2004, "On the Non-Emptiness of the Mas-Colell Bargaining Set," Discussion Paper Series, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem, number dp360, May.
  11. Bezalel Peleg & Peter Sudholter, 2004, "Bargaining Sets of Voting Games," Discussion Paper Series, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem, number dp376, Dec.

2002

  1. Kaas, Leo & Leopold von Thadden, 2002, "Budgetary Policy and Unemployment Dynamics," Royal Economic Society Annual Conference 2002, Royal Economic Society, number 108, Aug.
  2. 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, Department of Economics, University of Hohenheim, Germany, number 201/2002.
  3. L Kaas & P Madden, 2002, "Competitive Wage Cycles with Imperfect Output Market Competition," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 19.
  4. Ralf BRUEGGEMANN & Hans-Martin KROLZIG & Helmut LUETKEPOHL, 2002, "Comparison of Model Reduction Methods for VAR Processes," Economics Working Papers, European University Institute, number ECO2002/19.
  5. Lanne, Markku & Lütkepohl, Helmut & Saikkonen, Pentti, 2002, "Comparison of Unit Root Tests for Time Series with Level Shifts," MPRA Paper, University Library of Munich, Germany, number 76035.

2001

  1. Leo Kaas & Leopold von Thadden, 2001, "Unemployment, Factor Substitution, and Capital Formation," Vienna Economics Papers, University of Vienna, Department of Economics, number vie0102, Jan.
  2. Helmut Lütkepohl & Jürgen Wolters, 2001, "The Transmission of German Monetary Policy in the Pre-Euro Period," CESifo Working Paper Series, CESifo, number 604.
  3. Saikkonen, Pentti & Lütkepohl, Helmut, 2001, "Testing for the cointegrating rank of a VAR process with structural shifts," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1998,82.
  4. 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, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2001,39.
  5. Lanne, Markku & Lütkepohl, Helmut, 2001, "Unit root tests for time series with level shifts: A comparison of different proposals," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2001,5.
  6. 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, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2001,63.
  7. Lanne, Markku & Lütkepohl, Helmut & Saikkonen, Pentti, 2001, "Unit root tests in the presence of innovational outliers," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2001,82.

2000

  1. Kaas, Leo & Madden, Paul, 2000, "Imperfectly Competitive Cycles with Keynesian and Walrasian Features," Economics Series, Institute for Advanced Studies, number 83, Sep.
  2. Kaas, Leo & Weinrich, Gerd, 2000, "Money and Growth in a Production Economy with Multiple Assets," Economics Series, Institute for Advanced Studies, number 86, Oct.
  3. 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, Econometric Society, number 0342, Aug.
  4. 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, Econometric Society, number 0364, Aug.
  5. 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, Econometric Society, number 0821, Aug.
  6. Candelon, Bertrand & Lütkepohl, Helmut, 2000, "Was there a regime change in the German monetary transmission mechanism in 1983?," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,17.
  7. Lütkepohl, Helmut, 2000, "Bootstrapping impulse responses in VAR analyses," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,22.
  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, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,83.
  9. Candelon, Bertrand & Lütkepohl, Helmut, 2000, "On the reliability of chow type test for parameter constancy in multivariate dynamic models," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,95.
  10. Vincent Merlin & Jörg Naeve, 2000, "Implementation of Social Choice Functions via Demanding Equilibria," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim, Department of Economics, University of Hohenheim, Germany, number 191/2000, revised 25 Sep 2001.

1999

  1. Kaas, Leo & Madden, Paul, 1999, "Equilibrium Involuntary Unemployment under Oligempory," Economics Series, Institute for Advanced Studies, number 68, Jun.
  2. Wolters, Jürgen & Lütkepohl, Helmut & Benkwitz, Alexander, 1999, "Comparison of Bootstrap Confidence Intervals for Impulse Responses of German Monetary Systems," CEPR Discussion Papers, Centre for Economic Policy Research, number 2208, Aug.
  3. Saikkonen, Pentti & Lütkepohl, Helmut, 1999, "Testing for unit roots in time series with level shifts," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1999,27.
  4. Lütkepohl, Helmut, 1999, "Vector autoregressive analysis," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1999,31.
  5. 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, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1999,33.
  6. Lütkepohl, Helmut, 1999, "Vector autoregressions," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1999,4.
  7. Lütkepohl, Helmut, 1999, "Forecasting cointegrated VARMA processes," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1999,68.

1998

  1. Hubrich, Kirstin & Lütkepohl, Helmut & Saikkonen, Pentti, 1998, "A review of systemscointegration tests," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1998,101.
  2. Herwartz, H. & Lütkepohl, H., 1998, "Multivariate Volatility Analysis of VW Stock Prices," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1998,32.
  3. Saikkonen, Pentti & Lütkepohl, Helmut, 1998, "Testing for the cointegrating rank of a VAR process with an intercept," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1998,51.

1997

  1. Bartel, Holger & Lütkepohl, Helmut, 1997, "Estimating the Kronecker indices of cointegrated echelon form VARMA models," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1997,2.
  2. Saikkonen, Pentti & Lütkepohl, Helmut, 1997, "Local power of likelihood ratio tests for the cointegrating rank of a VAR process," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1997,58.
  3. Lütkepohl, H. & Saikkonen, P., 1997, "Testing for the Cointegrating Rank of a VAR Process with a Time Trend," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1997,79.
  4. Saikkonen, Pentti & Lütkepohl, Helmut, 1997, "Trend adjustment prior to testing for the cointegrating rank of a VAR process," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1997,84.
  5. Benkwitz, Alexander & Lütkepohl, Helmut & Neumann, Michael H., 1997, "Problems related to bootstrapping impulse responses of autoregressive processes," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1997,85.
  6. Lütkepohl, Helmut & Wolters, Jürgen, 1997, "A money demand system for M3 in the unified Germany," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1997,92.
  7. Lütkepohl, Helmut & Saikkonen, Pentti, 1997, "Order selection in testing for the cointegrating rank of a VAR process," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1997,93.

1996

  1. 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, Stockholm School of Economics, number 113, Apr.
  2. Härdle, Wolfgang & Lütkepohl, H. & Chen, R., 1996, "A Review of Nonparametric Time Series Analysis," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1996,48.
  3. Lütkepohl, H., 1996, "Statistische Modellierung von Volatilitäten," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1996,70.
  4. Lütkepohl, H. & Poskitt, D. S., 1996, "Consistent Estimation of the Number of Cointegration Relations in a Vector Autoregressive Model," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1996,74.
  5. Lütkepohl, H. & Breitung, J., 1996, "Impulse Response Analysis of Vector Autoregressive Processes," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1996,86.

1995

  1. 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, Stockholm School of Economics, number 64, Aug.
  2. Lütkepohl, H. & Saikkonen, P., 1995, "Impulse Response Analysis in Infinite Order Cointegrated Vector Autoregressive Processes," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1995,11.
  3. Krolzig, H.-M. & Lütkepohl, H., 1995, "Konjunkturanalyse mit Markov-Regimewechselmodellen," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1995,19.
  4. Lütkepohl, H. & Tschernig, R., 1995, "Nichtparametrische Verfahren zur Analyse und Prognose von Finanzmarktdate," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1995,51.
  5. Poskitt, D. & Lütkepohl, H., 1995, "Consistent Specification of Cointegrated Autoregressive Moving-Average Systems," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1995,54.
  6. Saikkonen, P. & Lütkepohl, H., 1995, "Asymptotic Inference on Nonlinear Functions of the Coefficients of Infinite Order Cointegated VAR Processes," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1995,66.

1994

  1. Juan J. Dolado & Helmut Lütkepohl, 1994, "Making Wald Tests Work for Cointegrated VAR Systems," Working Papers, CEMFI, number wp1994_9424.
  2. Lütkepohl, Helmut & Moryson, Martin & Wolters, Jürgen, 1994, "Stabilitaetsanalyse der bundesdeutschen Geldnachfrage anhand alternativer Ansaetze zur Modellierung variierender Regressionskoeffizienten," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1994,1.
  3. Lütkepohl, Helmut, 1994, "Kointegration und gemeinsame Trends," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1994,28.
  4. Lütkepohl, Helmut & Müller, Maike, 1994, "Testing for Multi-Step Causality in Time Series," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1994,3.
  5. Lütkepohl, Helmut & Saikkonon, Petti, 1994, "Infinite Order Cointegrated Vector Autoregressive Processes:Estimation and Inference," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1994,5.
  6. Luetkepohl, Helmut, 1994, "Problems Related to Testing for Granger-Causality in VARMA Processes," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1994,9.

Undated

  1. Buechel, Berno & Mechtenberg, Lydia, undated, "The Swing Voter's Curse in Social Networks," ETA: Economic Theory and Applications, Fondazione Eni Enrico Mattei (FEEM), number 253218, DOI: 10.22004/ag.econ.253218.
  2. Büchel, Berno & Klößner, Stefan & Lochmüller, Martin & Rauhut, Heiko, undated, "The Strength of Weak Leaders - An Experiment on Social Influence and Social Learning in Teams," ETA: Economic Theory and Applications, Fondazione Eni Enrico Mattei (FEEM), number 268729, DOI: 10.22004/ag.econ.268729.
  3. Lutkepohl, Helmut, undated, "Lutkepohl," Instructional Stata datasets for econometrics, Boston College Department of Economics, number lutkepohl.

Journal articles

2026

  1. Leo Kaas & Etienne Lalé & Nawid Siassi, 2026, "Job Ladder and Wealth Dynamics in General Equilibrium," Econometrica, Econometric Society, volume 94, issue 4, pages 1449-1485, July, DOI: 10.3982/ECTA22542.
  2. Martin Bruns & Helmut Lütkepohl, 2026, "Heteroskedastic Structural Vector Autoregressions Identified via Long‐Run Restrictions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 88, issue 4, pages 834-846, August, DOI: 10.1111/obes.70063.
  3. Lütkepohl, Helmut & Shang, Fei & Uzeda, Luis & Woźniak, Tomasz, 2026, "Partial identification of structural vector autoregressions with non-centred stochastic volatility," Journal of Econometrics, Elsevier, volume 256, issue PB, DOI: 10.1016/j.jeconom.2025.106107.
  4. Martin Bruns & Helmut Lütkepohl, 2026, "Review of Proxy Vector Autoregressive Analysis," Reviews of Economic Literature, Stanford University Press, volume 1, issue .

2025

  1. Droz, Bénédicte & Buechel, Berno & Capra, Mónica & Chen, Xi & Nassar, Anis & Park, Seong Gyu & Xu, Jin & Zhang, Shanshan & Tasoff, Joshua, 2025, "Appetite for Ignorance: Does eating meat cause information avoidance about its harms?," European Economic Review, Elsevier, volume 175, issue C, DOI: 10.1016/j.euroecorev.2025.105013.
  2. Buechel, Berno & Dubois, Corinne & Fuerer, Stephanie & Maillard-Bjedov, Tjaša, 2025, "Sustainability as a dynamic game," Journal of Environmental Economics and Management, Elsevier, volume 134, issue C, DOI: 10.1016/j.jeem.2025.103238.
  3. Foerster, Manuel & Habermacher, Daniel, 2025, "Policy-advising competition and endogenous lobbies," Journal of Public Economics, Elsevier, volume 245, issue C, DOI: 10.1016/j.jpubeco.2025.105354.
  4. Bruns, Martin & Lütkepohl, Helmut, 2025, "Comparing external and internal instruments for vector autoregressions," Journal of Economic Dynamics and Control, Elsevier, volume 177, issue C, DOI: 10.1016/j.jedc.2025.105131.
  5. Martin Bruns & Helmut Lütkepohl & James McNeil, 2025, "Avoiding Unintentionally Correlated Shocks in Proxy Vector Autoregressive Analysis," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 43, issue 4, pages 1119-1131, October, DOI: 10.1080/07350015.2025.2476699.
  6. Christian R. Proaño & Martin Hümmrich, 2025, "The U.S. Dollar Dominance: Origins, Status Quo, and Implications for Europe," Vierteljahreshefte zur Arbeits- und Wirtschaftsforschung, Duncker & Humblot, Berlin, volume 2, issue 2, pages 175-195, DOI: 10.3790/vaw.2.2.175.
  7. Röhrer, Fabio E.G. & Mateane, Lebogang & Proaño, Christian R., 2025, "The Perverse Valuation Effect on Mergers and Acquisitions in Europe," Economic Modelling, Elsevier, volume 142, issue C, DOI: 10.1016/j.econmod.2024.106928.
  8. Proaño, Christian R. & Quero Virla, Leonardo & Strohsal, Till, 2025, "How strong is the link between the global financial cycle and national macro-financial dynamics? A wavelet analysis," Journal of International Money and Finance, Elsevier, volume 159, issue C, DOI: 10.1016/j.jimonfin.2025.103419.
  9. Christian R. Proaño & Giorgos Galanis & Juan Carlos Peña, 2025, "On the macro-political dynamics of conflict inflation," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 20, issue 3, pages 725-745, July, DOI: 10.1007/s11403-024-00432-0.
  10. Lebogang Mateane & Christian R. Proaño & Fabio E.G. Röhrer, 2025, "The impact of aggregate demand shocks on Germany’s trade balance and industry," Applied Economics Letters, Taylor & Francis Journals, volume 32, issue 7, pages 980-986, April, DOI: 10.1080/13504851.2023.2298417.
  11. Calleja, Pedro & Llerena, Francesc & Sudhölter, Peter, 2025, "Self-consistency for multi-valued solutions and reasonable outcomes," Journal of Mathematical Economics, Elsevier, volume 120, issue C, DOI: 10.1016/j.jmateco.2025.103171.
  12. Phemelo Tamasiga & Hope Mfuni & Helen Onyeaka & El houssin Ouassou, 2025, "Green industrial policy as an enabler of the transition to sustainability: challenges, opportunities and policy implications for developing countries," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, volume 27, issue 1, pages 355-376, January, DOI: 10.1007/s10668-023-03952-0.

2024

  1. Bruns, Martin & Lütkepohl, Helmut, 2024, "Heteroskedastic proxy vector autoregressions: An identification-robust test for time-varying impulse responses in the presence of multiple proxies," Journal of Economic Dynamics and Control, Elsevier, volume 161, issue C, DOI: 10.1016/j.jedc.2024.104837.
  2. Proaño, Christian R. & Kukacka, Jiri & Makarewicz, Tomasz, 2024, "Belief-driven dynamics in a behavioral SEIRD macroeconomic model with sceptics," Journal of Economic Behavior & Organization, Elsevier, volume 217, issue C, pages 312-333, DOI: 10.1016/j.jebo.2023.11.011.
  3. Kotb Naira & Brenneisen Jan-Niklas & Lengnick Matthias & Proaño Christian R. & Wohltmann Hans-Werner, 2024, "Spillover Effects Between the Stock Market and the Real Economy in a Mixed-Frequency Agent-Based Macrofinancial Model," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 244, issue 4, pages 331-350, DOI: 10.1515/jbnst-2024-0017.
  4. Christian R. Proaño & Juan Carlos Peña & Thomas Saalfeld, 2024, "Inequality, macroeconomic performance and political polarization: a panel analysis of 20 advanced democracies," Review of Social Economy, Taylor & Francis Journals, volume 82, issue 3, pages 396-429, July, DOI: 10.1080/00346764.2022.2047768.
  5. Phemelo Tamasiga & Helen Onyeaka & Malebogo Bakwena & El houssin Ouassou, 2024, "Beyond compliance: evaluating the role of environmental, social and governance disclosures in enhancing firm value and performance," SN Business & Economics, Springer, volume 4, issue 10, pages 1-38, October, DOI: 10.1007/s43546-024-00714-6.

2023

  1. Buechel, Berno & Klößner, Stefan & Meng, Fanyuan & Nassar, Anis, 2023, "Misinformation due to asymmetric information sharing," Journal of Economic Dynamics and Control, Elsevier, volume 150, issue C, DOI: 10.1016/j.jedc.2023.104641.
  2. 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, volume 152, issue C, DOI: 10.1016/j.euroecorev.2023.104377.
  3. Manuel Foerster, 2023, "Strategic transmission of imperfect information: why revealing evidence (without proof) is difficult," International Journal of Game Theory, Springer;Game Theory Society, volume 52, issue 4, pages 1291-1316, December, DOI: 10.1007/s00182-023-00848-1.
  4. Kaas, Leo, 2023, "Block-recursive equilibria in heterogeneous-agent models," Journal of Economic Theory, Elsevier, volume 212, issue C, DOI: 10.1016/j.jet.2023.105689.
  5. 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, volume 21, issue 6, pages 2413-2459.
  6. 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, volume 51, pages 579-603, December, DOI: 10.1016/j.red.2023.06.003.
  7. Bruns, Martin & Lütkepohl, Helmut, 2023, "Have the effects of shocks to oil price expectations changed?," Economics Letters, Elsevier, volume 233, issue C, DOI: 10.1016/j.econlet.2023.111416.
  8. Martin Bruns & Helmut Lütkepohl, 2023, "An Alternative Bootstrap for Proxy Vector Autoregressions," Computational Economics, Springer;Society for Computational Economics, volume 62, issue 4, pages 1857-1882, December, DOI: 10.1007/s10614-022-10323-w.
  9. Lojak, Benjamin & Makarewicz, Tomasz & Proaño, Christian R., 2023, "Low interest rates, bank’s search-for-yield behavior and financial portfolio management," The North American Journal of Economics and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.najef.2022.101839.
  10. Di Guilmi, Corrado & Galanis, Giorgos & Proaño, Christian R., 2023, "A Baseline Model of Behavioral Political Cycles and Macroeconomic Fluctuations," Journal of Economic Behavior & Organization, Elsevier, volume 213, issue C, pages 50-67, DOI: 10.1016/j.jebo.2023.05.041.
  11. Christian R Proaño & Juan Carlos Peña & Sven Schnellbacher, 2023, "How Does Financial Development Affect the Growth–Inequality Nexus? Evidence from a PCHVAR Analysis," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, volume 32, issue 2, pages 474-501.
  12. Naira Kotb & Christian R. Proaño, 2023, "Capital‐constrained loan creation, household stock market participation and monetary policy in a behavioural new Keynesian model," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 28, issue 4, pages 3789-3807, October, DOI: 10.1002/ijfe.2619.
  13. Calleja, Pedro & Llerena, Francesc & Sudhölter, Peter, 2023, "Remarks on solidarity in bankruptcy problems when agents merge or split," Mathematical Social Sciences, Elsevier, volume 125, issue C, pages 61-64, DOI: 10.1016/j.mathsocsci.2023.07.004.
  14. Sylvain Béal & Stéphane Gonzalez & Philippe Solal & Peter Sudhölter, 2023, "Axiomatic characterizations of the core without consistency," International Journal of Game Theory, Springer;Game Theory Society, volume 52, issue 3, pages 687-701, September, DOI: 10.1007/s00182-022-00835-y.
  15. José-Manuel Giménez-Gómez & Peter Sudhölter & Cori Vilella, 2023, "Average monotonic cooperative games with nontransferable utility," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), volume 97, issue 3, pages 383-390, June, DOI: 10.1007/s00186-023-00819-y.
  16. Helen Onyeaka & Phemelo Tamasiga & Uju Mary Nwauzoma & Taghi Miri & Uche Chioma Juliet & Ogueri Nwaiwu & Adenike A. Akinsemolu, 2023, "Using Artificial Intelligence to Tackle Food Waste and Enhance the Circular Economy: Maximising Resource Efficiency and Minimising Environmental Impact: A Review," Sustainability, MDPI, volume 15, issue 13, pages 1-20, July.
  17. Phemelo Tamasiga & Malesela Molala & Malebogo Bakwena & Hugue Nkoutchou & Helen Onyeaka, 2023, "Is Africa Left behind in the Global Climate Finance Architecture: Redefining Climate Vulnerability and Revamping the Climate Finance Landscape—A Comprehensive Review," Sustainability, MDPI, volume 15, issue 17, pages 1-26, August.
  18. Phemelo Tamasiga & Helen Onyeaka & Adenike Akinsemolu & Malebogo Bakwena, 2023, "The Inter-Relationship between Climate Change, Inequality, Poverty and Food Security in Africa: A Bibliometric Review and Content Analysis Approach," Sustainability, MDPI, volume 15, issue 7, pages 1-35, March.

2022

  1. Buechel, Berno & Krähenmann, Philemon, 2022, "Fixed price equilibria on peer‐to‐peer platforms: Lessons from time‐based currencies," Journal of Economic Behavior & Organization, Elsevier, volume 195, issue C, pages 335-358, DOI: 10.1016/j.jebo.2022.01.013.
  2. Foerster, Manuel & Voss, Achim, 2022, "Believe me, I am ignorant, but not biased," European Economic Review, Elsevier, volume 149, issue C, DOI: 10.1016/j.euroecorev.2022.104262.
  3. Bruns, Martin & Lütkepohl, Helmut, 2022, "Comparison of local projection estimators for proxy vector autoregressions," Journal of Economic Dynamics and Control, Elsevier, volume 134, issue C, DOI: 10.1016/j.jedc.2021.104277.
  4. Helmut Lütkepohl & Thore Schlaak, 2022, "Heteroscedastic Proxy Vector Autoregressions," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 40, issue 3, pages 1268-1281, June, DOI: 10.1080/07350015.2021.1920962.
  5. Christian R. Proaño, 2022, "Für eine ökonomischere Fundierung der Trend-TFP in der Ermittlung des Produktionspotenzials
    [For a More Economics-Based Foundation of Trend-TFP in the Estimation of Potential Output]    ," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 102, issue 11, pages 838-841, November, DOI: 10.1007/s10273-022-3326-x.
  6. Bas Dietzenbacher & Peter Sudhölter, 2022, "Hart–Mas-Colell consistency and the core in convex games," International Journal of Game Theory, Springer;Game Theory Society, volume 51, issue 2, pages 413-429, June, DOI: 10.1007/s00182-021-00798-6.
  7. Phemelo Tamasiga & Helen Onyeaka & El houssin Ouassou, 2022, "Unlocking the Green Economy in African Countries: An Integrated Framework of FinTech as an Enabler of the Transition to Sustainability," Energies, MDPI, volume 15, issue 22, pages 1-28, November.
  8. Phemelo Tamasiga & Taghi Miri & Helen Onyeaka & Abarasi Hart, 2022, "Food Waste and Circular Economy: Challenges and Opportunities," Sustainability, MDPI, volume 14, issue 16, pages 1-30, August.
  9. Phemelo Tamasiga & Ashenafi Teshome Guta & Helen Onyeaka & Maureen Sindisiwe Kalane, 2022, "The impact of socio-economic indicators on COVID-19: an empirical multivariate analysis of sub-Saharan African countries," Journal of Social and Economic Development, Springer;Institute for Social and Economic Change, volume 24, issue 2, pages 493-510, December, DOI: 10.1007/s40847-022-00184-2.

2021

  1. Foerster, Manuel & Mauleon, Ana & Vannetelbosch, Vincent J., 2021, "Shadow links," Journal of Economic Theory, Elsevier, volume 197, issue C, DOI: 10.1016/j.jet.2021.105325.
    • FOERSTER Manuel, & MAULEON Ana, & VANNETELBOSCH Vincent,, 2018, "Shadow links," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2018030, Oct.
    • Foerster, Manuel & Mauleon, Ana & Vannetelbosch, Vincent, 2021, "Shadow links," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 3171, Aug, DOI: https://doi.org/10.1016/j.jet.2021..
  2. Manuel Foerster & Joël J van der Weele, 2021, "Casting Doubt: Image Concerns and the Communication of Social Impact," The Economic Journal, Royal Economic Society, volume 131, issue 639, pages 2887-2919.
  3. Cui, Wei & Kaas, Leo, 2021, "Default cycles," Journal of Monetary Economics, Elsevier, volume 117, issue C, pages 377-394, DOI: 10.1016/j.jmoneco.2020.02.001.
  4. 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, volume 19, issue 1, pages 128-164.
  5. 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, volume 62, issue 3, pages 1281-1317, August, DOI: 10.1111/iere.12510.
  6. Boer, Lukas & Lütkepohl, Helmut, 2021, "Qualitative versus quantitative external information for proxy vector autoregressive analysis," Journal of Economic Dynamics and Control, Elsevier, volume 127, issue C, DOI: 10.1016/j.jedc.2021.104118.
  7. Helmut Lütkepohl & Mika Meitz & Aleksei Netšunajev & Pentti Saikkonen, 2021, "Testing identification via heteroskedasticity in structural vector autoregressive models," The Econometrics Journal, Royal Economic Society, volume 24, issue 1, pages 1-22.
  8. Proaño, Christian R. & Lojak, Benjamin, 2021, "Monetary Policy with a State-Dependent Inflation Target in a Behavioral Two-Country Monetary Union Model," Journal of Economic Dynamics and Control, Elsevier, volume 133, issue C, DOI: 10.1016/j.jedc.2021.104236.
  9. Calleja, Pedro & Llerena, Francesc & Sudhölter, Peter, 2021, "Axiomatizations of Dutta-Ray’s egalitarian solution on the domain of convex games," Journal of Mathematical Economics, Elsevier, volume 95, issue C, DOI: 10.1016/j.jmateco.2021.102477.
  10. Calleja, Pedro & Llerena, Francesc & Sudhölter, Peter, 2021, "Constrained welfare egalitarianism in surplus-sharing problems," Mathematical Social Sciences, Elsevier, volume 109, issue C, pages 45-51, DOI: 10.1016/j.mathsocsci.2020.10.006.

2020

  1. Buechel, Berno & Feess, Eberhard & Muehlheusser, Gerd, 2020, "Optimal law enforcement with sophisticated and naïve offenders," Journal of Economic Behavior & Organization, Elsevier, volume 177, issue C, pages 836-857, DOI: 10.1016/j.jebo.2020.07.004.
  2. 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, volume 23, issue 2, pages 259-293, June, DOI: 10.1007/s10683-019-09614-1.
  3. Kaas, Leo & Mellert, Jan & Scholl, Almuth, 2020, "Sovereign and private default risks over the business cycle," Journal of International Economics, Elsevier, volume 123, issue C, DOI: 10.1016/j.jinteco.2020.103293.
  4. Lütkepohl, Helmut & Woźniak, Tomasz, 2020, "Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity," Journal of Economic Dynamics and Control, Elsevier, volume 113, issue C, DOI: 10.1016/j.jedc.2020.103862.
  5. Lütkepohl, Helmut, 2020, "Structural vector autoregressive models with more shocks than variables identified via heteroskedasticity," Economics Letters, Elsevier, volume 195, issue C, DOI: 10.1016/j.econlet.2020.109458.
  6. Lütkepohl, Helmut & Milunovich, George & Yang, Minxian, 2020, "Inference in partially identified heteroskedastic simultaneous equations models," Journal of Econometrics, Elsevier, volume 218, issue 2, pages 317-345, DOI: 10.1016/j.jeconom.2020.04.019.
  7. 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, volume 13, issue C, pages 69-83, DOI: 10.1016/j.ecosta.2018.10.002.
  8. Dräger, Lena & Proaño, Christian R., 2020, "Cross-Border Banking And Macroprudential Policies In Asymmetric Monetary Unions," Macroeconomic Dynamics, Cambridge University Press, volume 24, issue 2, pages 255-290, March.
  9. Proaño, Christian R. & Lojak, Benjamin, 2020, "Animal spirits, risk premia and monetary policy at the zero lower bound," Journal of Economic Behavior & Organization, Elsevier, volume 171, issue C, pages 221-233, DOI: 10.1016/j.jebo.2020.01.016.
  10. Lebogang Mateane & Christian R. Proaño, 2020, "Does monetary policy react asymmetrically to exchange rate misalignments? Evidence for South Africa," Empirical Economics, Springer, volume 58, issue 4, pages 1639-1658, April, DOI: 10.1007/s00181-018-1595-4.
  11. Christian R. Proaño, 2020, "On the Macroeconomic and Social Impact of the Coronavirus Pandemic in Latin America and the Developing World," Intereconomics: Review of European Economic Policy, Springer;ZBW - Leibniz Information Centre for Economics;Centre for European Policy Studies (CEPS), volume 55, issue 3, pages 159-162, May, DOI: 10.1007/s10272-020-0889-x.
  12. Cristian Litan & Francisco Marhuenda & Peter Sudhölter, 2020, "Generic finiteness of equilibrium distributions for bimatrix outcome game forms," Annals of Operations Research, Springer, volume 287, issue 2, pages 801-810, April, DOI: 10.1007/s10479-018-2854-7.
  13. Toru Hokari & Yukihiko Funaki & Peter Sudhölter, 2020, "Consistency, anonymity, and the core on the domain of convex games," Review of Economic Design, Springer;Society for Economic Design, volume 24, issue 3, pages 187-197, December, DOI: 10.1007/s10058-020-00231-6.

2019

  1. Buechel, Berno & Mechtenberg, Lydia, 2019, "The swing voter's curse in social networks," Games and Economic Behavior, Elsevier, volume 118, issue C, pages 241-268, DOI: 10.1016/j.geb.2019.08.009.
  2. Foerster, Manuel, 2019, "Dynamics of strategic information transmission in social networks," Theoretical Economics, Econometric Society, volume 14, issue 1, January.
  3. Leo Kaas & Georgi Kocharkov & Edgar Preugschat, 2019, "Wealth Inequality and Homeownership in Europe," Annals of Economics and Statistics, GENES, issue 136, pages 27-54, DOI: 10.15609/annaeconstat2009.136.0027.
  4. Leo Kaas & Georgi Kocharkov & Edgar Preugschat, 2019, "Does homeownership promote wealth accumulation?," Applied Economics Letters, Taylor & Francis Journals, volume 26, issue 14, pages 1186-1191, August, DOI: 10.1080/13504851.2018.1542117.
  5. Lütkepohl, Helmut & Schlaak, Thore, 2019, "Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH," Journal of Economic Dynamics and Control, Elsevier, volume 101, issue C, pages 41-61, DOI: 10.1016/j.jedc.2019.01.008.
  6. Strohsal, Till & Proaño, Christian R. & Wolters, Jürgen, 2019, "Characterizing the financial cycle: Evidence from a frequency domain analysis," Journal of Banking & Finance, Elsevier, volume 106, issue C, pages 568-591, DOI: 10.1016/j.jbankfin.2019.06.010.
  7. Till Strohsal & Christian R. Proaño & Jürgen Wolters, 2019, "Assessing the cross-country interaction of financial cycles: evidence from a multivariate spectral analysis of the USA and the UK," Empirical Economics, Springer, volume 57, issue 2, pages 385-398, August, DOI: 10.1007/s00181-018-1471-2.
  8. Hans Peters & Peter Sudhölter, 2019, "Professor Bezalel Peleg (1936–2019)," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, volume 53, issue 2, pages 175-177, August, DOI: 10.1007/s00355-019-01203-8.

2018

  1. 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, volume 155, issue C, pages 301-314, DOI: 10.1016/j.jebo.2018.09.004.
  2. Foerster, Manuel, 2018, "Finite languages, persuasion bias, and opinion fluctuations," Journal of Economic Behavior & Organization, Elsevier, volume 149, issue C, pages 46-57, DOI: 10.1016/j.jebo.2018.03.001.
  3. 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, volume 80, issue 4, pages 715-735, August, DOI: 10.1111/obes.12238.
  4. Helmut Lütkepohl & Aleksei Netšunajev, 2018, "The Relation between Monetary Policy and the Stock Market in Europe," Econometrics, MDPI, volume 6, issue 3, pages 1-14, August.
  5. 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, volume 102, issue 2, pages 229-244, April, DOI: 10.1007/s10182-017-0300-9.
  6. Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker, 2018, "Calculating joint confidence bands for impulse response functions using highest density regions," Empirical Economics, Springer, volume 55, issue 4, pages 1389-1411, December, DOI: 10.1007/s00181-017-1325-3.
  7. Flaschel, Peter & Charpe, Matthieu & Galanis, Giorgos & Proaño, Christian R. & Veneziani, Roberto, 2018, "Macroeconomic and stock market interactions with endogenous aggregate sentiment dynamics," Journal of Economic Dynamics and Control, Elsevier, volume 91, issue C, pages 237-256, DOI: 10.1016/j.jedc.2017.10.002.
  8. Proaño, Christian R. & Tarassow, Artur, 2018, "Evaluating the predicting power of ordered probit models for multiple business cycle phases in the U.S. and Japan," Journal of the Japanese and International Economies, Elsevier, volume 50, issue C, pages 60-71, DOI: 10.1016/j.jjie.2018.08.002.
  9. Kato, Mika & Proaño, Christian R. & Semmler, Willi, 2018, "Does international-reserves targeting decrease the vulnerability to capital flights?," Research in International Business and Finance, Elsevier, volume 44, issue C, pages 64-75, DOI: 10.1016/j.ribaf.2017.06.001.
  10. Grabisch, Michel & Sudhölter, Peter, 2018, "On a class of vertices of the core," Games and Economic Behavior, Elsevier, volume 108, issue C, pages 541-557, DOI: 10.1016/j.geb.2017.09.001.
  11. Marling, Tina Gottschalk & Range, Troels Martin & Sudhölter, Peter & Østerdal, Lars Peter, 2018, "Decomposing bivariate dominance for social welfare comparisons," Mathematical Social Sciences, Elsevier, volume 95, issue C, pages 1-8, DOI: 10.1016/j.mathsocsci.2018.06.005.
  12. Trine Tornøe Platz & Peter Sudhölter & José M. Zarzuelo & Lars Peter Østerdal, 2018, "Preface," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., volume 20, issue 03, pages 1-2, September, DOI: 10.1142/S0219198918020012.

2017

  1. Lütkepohl, Helmut & Netšunajev, Aleksei, 2017, "Structural vector autoregressions with smooth transition in variances," Journal of Economic Dynamics and Control, Elsevier, volume 84, issue C, pages 43-57, DOI: 10.1016/j.jedc.2017.09.001.
  2. Lütkepohl, Helmut & Netšunajev, Aleksei, 2017, "Structural vector autoregressions with heteroskedasticity: A review of different volatility models," Econometrics and Statistics, Elsevier, volume 1, issue C, pages 2-18, DOI: 10.1016/j.ecosta.2016.05.001.
  3. Christian Menden & Christian R. Proaño, 2017, "Dissecting the financial cycle with dynamic factor models," Quantitative Finance, Taylor & Francis Journals, volume 17, issue 12, pages 1965-1994, December, DOI: 10.1080/14697688.2017.1357971.
  4. Christian R. Proaño, 2017, "Detecting and Predicting Economic Accelerations, Recessions, and Normal Growth Periods in Real‐Time," Journal of Forecasting, John Wiley & Sons, Ltd., volume 36, issue 1, pages 26-42, January.
  5. Sudhölter, Peter & Zarzuelo, José M., 2017, "Characterizations of highway toll pricing methods," European Journal of Operational Research, Elsevier, volume 260, issue 1, pages 161-170, DOI: 10.1016/j.ejor.2016.11.051.

2016

  1. Berno Buechel & Eike Emrich & Stefanie Pohlkamp, 2016, "Nobody’s Innocent," Journal of Sports Economics, , volume 17, issue 8, pages 767-789, December, DOI: 10.1177/1527002514551475.
  2. 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, volume 45, issue 2, pages 331-366, DOI: 10.1086/688693.
  3. Förster, Manuel & Mauleon, Ana & Vannetelbosch, Vincent J., 2016, "Trust and manipulation in social networks," Network Science, Cambridge University Press, volume 4, issue 2, pages 216-243, June.
  4. 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, volume 22, issue 4, pages 377-384, December, DOI: 10.1515/peps-2016-0042.
  5. Azariadis, Costas & Kaas, Leo, 2016, "Capital Misallocation And Aggregate Factor Productivity," Macroeconomic Dynamics, Cambridge University Press, volume 20, issue 2, pages 525-543, March.
  6. Kaas, Leo & Pintus, Patrick A. & Ray, Simon, 2016, "Land collateral and labor market dynamics in France," European Economic Review, Elsevier, volume 84, issue C, pages 202-218, DOI: 10.1016/j.euroecorev.2014.11.002.
  7. Costas Azariadis & Leo Kaas & Yi Wen, 2016, "Self-Fulfilling Credit Cycles," The Review of Economic Studies, Review of Economic Studies Ltd, volume 83, issue 4, pages 1364-1405.
  8. Leo Kaas, 2016, "Public debt and total factor productivity," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 61, issue 2, pages 309-333, February, DOI: 10.1007/s00199-015-0900-0.
  9. Helmut Lütkepohl & Anton Velinov, 2016, "Structural Vector Autoregressions: Checking Identifying Long-Run Restrictions Via Heteroskedasticity," Journal of Economic Surveys, Wiley Blackwell, volume 30, issue 2, pages 377-392, April.
  10. Lütkepohl, Helmut & Milunovich, George, 2016, "Testing for identification in SVAR-GARCH models," Journal of Economic Dynamics and Control, Elsevier, volume 73, issue C, pages 241-258, DOI: 10.1016/j.jedc.2016.09.007.
  11. Bask, Mikael & Proaño, Christian R., 2016, "Optimal monetary policy under learning and structural uncertainty in a New Keynesian model with a cost channel and inflation inertia," Journal of Economic Dynamics and Control, Elsevier, volume 69, issue C, pages 112-126, DOI: 10.1016/j.jedc.2016.05.009.
  12. John Kleppe & Hans Reijnierse & Peter Sudhölter, 2016, "Axiomatizations of symmetrically weighted solutions," Annals of Operations Research, Springer, volume 243, issue 1, pages 37-53, August, DOI: 10.1007/s10479-013-1494-1.
  13. M. Albizuri & Peter Sudhölter, 2016, "Characterizations of the core of TU and NTU games with communication structures," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, volume 46, issue 2, pages 451-475, February, DOI: 10.1007/s00355-015-0924-1.
  14. Peter Sudhölter, 2016, "Comments on: Remarkable polyhedra related to set functions, games and capacities," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, volume 24, issue 2, pages 333-334, July, DOI: 10.1007/s11750-016-0420-5.

2015

  1. Buechel, Berno & Hellmann, Tim & Klößner, Stefan, 2015, "Opinion dynamics and wisdom under conformity," Journal of Economic Dynamics and Control, Elsevier, volume 52, issue C, pages 240-257, DOI: 10.1016/j.jedc.2014.12.006.
  2. Buechel, Berno & Roehl, Nils, 2015, "Robust equilibria in location games," European Journal of Operational Research, Elsevier, volume 240, issue 2, pages 505-517, DOI: 10.1016/j.ejor.2014.07.019.
  3. Leo Kaas & Philipp Kircher, 2015, "Efficient Firm Dynamics in a Frictional Labor Market," American Economic Review, American Economic Association, volume 105, issue 10, pages 3030-3060, October.
  4. 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..
  5. Carrillo-Tudela, Carlos & Kaas, Leo, 2015, "Worker mobility in a search model with adverse selection," Journal of Economic Theory, Elsevier, volume 160, issue C, pages 340-386, DOI: 10.1016/j.jet.2015.10.003.
  6. 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, volume 77, issue 6, pages 800-821, December.
  7. 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, volume 31, issue 3, pages 782-798, DOI: 10.1016/j.ijforecast.2013.08.003.
  8. Peter Flaschel & Florian Hartmann & Christopher Malikane & Christian Proaño, 2015, "A Behavioral Macroeconomic Model of Exchange Rate Fluctuations with Complex Market Expectations Formation," Computational Economics, Springer;Society for Computational Economics, volume 45, issue 4, pages 669-691, April, DOI: 10.1007/s10614-014-9437-8.
  9. Matthieu Charpe & Peter Flaschel & Hans-Martin Krolzig & Christian Proaño & Willi Semmler & Daniele Tavani, 2015, "Credit-driven investment, heterogeneous labor markets and macroeconomic dynamics," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 10, issue 1, pages 163-181, April, DOI: 10.1007/s11403-014-0126-4.
  10. Litan, Cristian & Marhuenda, Francisco & Sudhölter, Peter, 2015, "Determinacy of equilibrium in outcome game forms," Journal of Mathematical Economics, Elsevier, volume 60, issue C, pages 28-32, DOI: 10.1016/j.jmateco.2015.06.003.
  11. Bezalel Peleg & Peter Sudhölter, 2015, "On Bargaining Sets of Convex NTU Games," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 04, pages 1-7, DOI: 10.1142/S0219198915500085.

2014

  1. Buechel, Berno & Hellmann, Tim & Pichler, Michael M., 2014, "The dynamics of continuous cultural traits in social networks," Journal of Economic Theory, Elsevier, volume 154, issue C, pages 274-309, DOI: 10.1016/j.jet.2014.09.008.
  2. Berno Buechel, 2014, "Condorcet winners on median spaces," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, volume 42, issue 3, pages 735-750, March, DOI: 10.1007/s00355-013-0744-0.
  3. Herwartz, Helmut & Lütkepohl, Helmut, 2014, "Structural vector autoregressions with Markov switching: Combining conventional with statistical identification of shocks," Journal of Econometrics, Elsevier, volume 183, issue 1, pages 104-116, DOI: 10.1016/j.jeconom.2014.06.012.
  4. Helmut Lütkepohl, 2014, "Mulaik, S. A.: Foundations of factor analysis," Statistical Papers, Springer, volume 55, issue 4, pages 1229-1230, November, DOI: 10.1007/s00362-013-0562-6.
  5. 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., volume 29, issue 3, pages 479-496, April.
  6. Proaño, Christian R. & Theobald, Thomas, 2014, "Predicting recessions with a composite real-time dynamic probit model," International Journal of Forecasting, Elsevier, volume 30, issue 4, pages 898-917, DOI: 10.1016/j.ijforecast.2014.02.007.
  7. Proaño, Christian R. & Schoder, Christian & Semmler, Willi, 2014, "Financial stress, sovereign debt and economic activity in industrialized countries: Evidence from dynamic threshold regressions," Journal of International Money and Finance, Elsevier, volume 45, issue C, pages 17-37, DOI: 10.1016/j.jimonfin.2014.02.005.
  8. Grabisch, Michel & Sudhölter, Peter, 2014, "On the restricted cores and the bounded core of games on distributive lattices," European Journal of Operational Research, Elsevier, volume 235, issue 3, pages 709-717, DOI: 10.1016/j.ejor.2013.10.027.
  9. Jean Derks & Hans Peters & Peter Sudhölter, 2014, "On extensions of the core and the anticore of transferable utility games," International Journal of Game Theory, Springer;Game Theory Society, volume 43, issue 1, pages 37-63, February, DOI: 10.1007/s00182-013-0371-0.

2013

  1. Förster, Manuel & Grabisch, Michel & Rusinowska, Agnieszka, 2013, "Anonymous social influence," Games and Economic Behavior, Elsevier, volume 82, issue C, pages 621-635, DOI: 10.1016/j.geb.2013.09.006.
  2. 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, volume 10, issue 4, pages 583-612, December, DOI: 10.1007/s10368-012-0226-3.
  3. Claus-Jochen Haake & Jan Thomas Martini, 2013, "Negotiating Transfer Prices," Group Decision and Negotiation, Springer, volume 22, issue 4, pages 657-680, July, DOI: 10.1007/s10726-012-9286-6.
  4. Azariadis, Costas & Kaas, Leo, 2013, "Endogenous credit limits with small default costs," Journal of Economic Theory, Elsevier, volume 148, issue 2, pages 806-824, DOI: 10.1016/j.jet.2012.08.004.
  5. Brüggemann, Ralf & Lütkepohl, Helmut, 2013, "Forecasting contemporaneous aggregates with stochastic aggregation weights," International Journal of Forecasting, Elsevier, volume 29, issue 1, pages 60-68, DOI: 10.1016/j.ijforecast.2012.05.007.
  6. Proietti, Tommaso & Lütkepohl, Helmut, 2013, "Does the Box–Cox transformation help in forecasting macroeconomic time series?," International Journal of Forecasting, Elsevier, volume 29, issue 1, pages 88-99, DOI: 10.1016/j.ijforecast.2012.06.001.
  7. Helmut Lütkepohl, 2013, "Reducing confidence bands for simulated impulse responses," Statistical Papers, Springer, volume 54, issue 4, pages 1131-1145, November, DOI: 10.1007/s00362-013-0510-5.
  8. Christian R. Proaño, 2013, "Monetary Policy Rules And Macroeconomic Stabilization In Small Open Economies Under Behavioral Fx Trading: Insights From Numerical Simulations," Manchester School, University of Manchester, volume 81, issue 6, pages 992-1011, December.
  9. Christian Schoder & Christian R. Proaño & Willi Semmler, 2013, "Are The Current Account Imbalances Between Emu Countries Sustainable? Evidence From Parametric And Non‐Parametric Tests," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 28, issue 7, pages 1179-1204, November.
  10. Sudhölter, Peter & Zarzuelo, José M., 2013, "Extending the Nash solution to choice problems with reference points," Games and Economic Behavior, Elsevier, volume 80, issue C, pages 219-228, DOI: 10.1016/j.geb.2013.04.001.
  11. Anna Khmelnitskaya & Peter Sudhölter, 2013, "The prenucleolus and the prekernel for games with communication structures," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), volume 78, issue 2, pages 285-299, October, DOI: 10.1007/s00186-013-0444-7.

2012

  1. 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, volume 16, issue 1, pages 71-87, March, DOI: 10.1007/s10058-012-0114-x.
  2. Leo Kaas & Christian Manger, 2012, "Ethnic Discrimination in Germany's Labour Market: A Field Experiment," German Economic Review, Verein für Socialpolitik, volume 13, issue 1, pages 1-20, February.
  3. Helmut Lütkepohl & Fang Xu, 2012, "The role of the log transformation in forecasting economic variables," Empirical Economics, Springer, volume 42, issue 3, pages 619-638, June, DOI: 10.1007/s00181-010-0440-1.
  4. Matthieu Charpe & Peter Flaschel & Christian R. Proaño, 2012, "Income Distribution, Credit Rationing And Households' Debt," Metroeconomica, Wiley Blackwell, volume 63, issue 3, pages 458-492, July, DOI: j.1467-999X.2011.04151.x.
  5. Chiarella Carl & Flaschel Peter & Köper Carsten & Proaño Christian & Semmler Willi, 2012, "Macroeconomic Stabilization Policies in Intrinsically Unstable Macroeconomies," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 16, issue 2, pages 1-38, April, DOI: 10.1515/1558-3708.1933.
  6. Christian R. Proaño, 2012, "Should monetary policy take account of national labor market asymmetries in a currency union?," Economics Bulletin, AccessEcon, volume 32, issue 3, pages 1878-1889.
  7. Proaño, Christian R., 2012, "Gradual wage-price adjustments, labor market frictions and monetary policy rules," Journal of Economic Behavior & Organization, Elsevier, volume 82, issue 1, pages 220-235, DOI: 10.1016/j.jebo.2011.11.005.
  8. Chiarella, Carl & Flaschel, Peter & Hartmann, Florian & Proaño, Christian R., 2012, "Stock market booms, endogenous credit creation and the implications of broad and narrow banking for macroeconomic stability," Journal of Economic Behavior & Organization, Elsevier, volume 83, issue 3, pages 410-423, DOI: 10.1016/j.jebo.2012.03.004.
  9. Lance Taylor & Christian R. Proaño & Laura de Carvalho & Nelson Barbosa, 2012, "Fiscal deficits, economic growth and government debt in the USA," Cambridge Journal of Economics, Cambridge Political Economy Society, volume 36, issue 1, pages 189-204.
  10. Peter Flaschel & Alfred Greiner & Camille Logeay & Christian Proano, 2012, "Employment cycles, low income work and the dynamic impact of wage regulations. A macro perspective," Journal of Evolutionary Economics, Springer, volume 22, issue 2, pages 235-250, April, DOI: 10.1007/s00191-011-0236-2.
  11. Michel Grabisch & Peter Sudhölter, 2012, "The bounded core for games with precedence constraints," Annals of Operations Research, Springer, volume 201, issue 1, pages 251-264, December, DOI: 10.1007/s10479-012-1228-9.
  12. Guni Orshan & Peter Sudhölter, 2012, "Nonsymmetric variants of the prekernel and the prenucleolus," International Journal of Game Theory, Springer;Game Theory Society, volume 41, issue 4, pages 809-828, November, DOI: 10.1007/s00182-011-0294-6.
  13. Hans Peters & Peter Sudhölter, 2012, "Bezalel Peleg: a bibliography," International Journal of Game Theory, Springer;Game Theory Society, volume 41, issue 4, pages 915-930, November, DOI: 10.1007/s00182-012-0358-2.
  14. Bezalel Peleg & Peter Sudhölter & José Zarzuelo, 2012, "On the impact of independence of irrelevant alternatives: the case of two-person NTU games," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 3, issue 1, pages 143-156, March, DOI: 10.1007/s13209-011-0043-x.
  15. Michel Le Breton & Peter Sudhölter & Vera Zaporozhets, 2012, "Sequential legislative lobbying," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, volume 39, issue 2, pages 491-520, July, DOI: 10.1007/s00355-012-0660-8.

2011

  1. Dinko Dimitrov & Claus‐Jochen Haake, 2011, "Proportionality and the power of unequal parties," International Journal of Economic Theory, The International Society for Economic Theory, volume 7, issue 2, pages 189-200, June, DOI: j.1742-7363.2011.00158.x.
  2. Kaas, Leo & Zink, Stefan, 2011, "Human capital investment with competitive labor search," European Economic Review, Elsevier, volume 55, issue 4, pages 520-534, May.
  3. Leo Kaas, 2011, "Caballero, R. J.: Specificity and the Macroeconomics of Restructuring," Journal of Economics, Springer, volume 103, issue 2, pages 195-197, June, DOI: 10.1007/s00712-011-0213-0.
  4. Helmut Herwartz & Helmut Lütkepohl, 2011, "Generalized least squares estimation for cointegration parameters under conditional heteroskedasticity," Journal of Time Series Analysis, Wiley Blackwell, volume 32, issue 3, pages 281-291, May.
  5. 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, volume 3, issue 1, pages 1-23, February, DOI: 10.2202/1941-1928.1094.
  6. Bårdsen, Gunnar & Lütkepohl, Helmut, 2011, "Forecasting levels of log variables in vector autoregressions," International Journal of Forecasting, Elsevier, volume 27, issue 4, pages 1108-1115, October.
  7. Lütkepohl Helmut, 2011, "Forecasting Nonlinear Aggregates and Aggregates with Time-varying Weights," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 231, issue 1, pages 107-133, February, DOI: 10.1515/jbnst-2011-0108.
  8. Helmut Lütkepohl, 2011, "Bernhard Pfaff (2006): Analysis of Integrated and Cointegrated Time Series with R," Statistical Papers, Springer, volume 52, issue 2, pages 495-496, May, DOI: 10.1007/s00362-009-0278-9.
  9. Helmut Lütkepohl, 2011, "I Gusti Ngurah Agung (2009): Time Series Data Analysis Using EViews," Statistical Papers, Springer, volume 52, issue 2, pages 497-499, May, DOI: 10.1007/s00362-009-0281-1.
  10. Toichiro Asada & Carl Chiarella & Peter Flaschel & Tarik Mouakil & Christian Proaño & Willi Semmler, 2011, "Stock‐Flow Interactions, Disequilibrium Macroeconomics And The Role Of Economic Policy," Journal of Economic Surveys, Wiley Blackwell, volume 25, issue 3, pages 569-599, July.
  11. Charpe, Matthieu & Flaschel, Peter & Hartmann, Florian & Proaño, Christian, 2011, "Stabilizing an unstable economy: Fiscal and monetary policy, stocks, and the term structure of interest rates," Economic Modelling, Elsevier, volume 28, issue 5, pages 2129-2136, September.
  12. Proaño, Christian R., 2011, "Exchange rate determination, macroeconomic dynamics and stability under heterogeneous behavioral FX expectations," Journal of Economic Behavior & Organization, Elsevier, volume 77, issue 2, pages 177-188, February.
  13. Asada, Toichiro & Flaschel, Peter & Greiner, Alfred & Proaño, Christian R., 2011, "Sustainable capitalism: Full-employment flexicurity growth with real wage rigidities," Journal of Economic Behavior & Organization, Elsevier, volume 77, issue 3, pages 248-264, March.
  14. Mamadou Bobo Diallo & Peter Flaschel & Hans-Martin Krolzig & Christian R. Proano, 2011, "Reconsidering the Dynamic Interaction between Real Wages and Macroeconomic Activity," Research in World Economy, Research in World Economy, Sciedu Press, volume 2, issue 1, pages 77-93, April.
  15. Christian R. Proaño & Peter Flaschel & Hans-Martin Krolzig & Mamadou Bobo Diallo, 2011, "Monetary policy and macroeconomic stability under alternative demand regimes," Cambridge Journal of Economics, Cambridge Political Economy Society, volume 35, issue 3, pages 569-585.

2010

  1. Claus-Jochen Haake & Walter Trockel, 2010, "On Maskin monotonicity of solution based social choice rules," Review of Economic Design, Springer;Society for Economic Design, volume 14, issue 1, pages 17-25, March, DOI: 10.1007/s10058-008-0062-7.
  2. Claus-Jochen Haake & Bettina Klaus, 2010, "Stability and Nash implementation in matching markets with couples," Theory and Decision, Springer, volume 69, issue 4, pages 537-554, October, DOI: 10.1007/s11238-008-9122-2.
  3. Kaas Leo, 2010, "Variable Search Intensity with Coordination Unemployment," The B.E. Journal of Macroeconomics, De Gruyter, volume 10, issue 1, pages 1-33, October, DOI: 10.2202/1935-1690.2162.
  4. Kaas, Leo, 2010, "Human capital externalities with monopsonistic competition," Economics Letters, Elsevier, volume 106, issue 2, pages 95-97, February.
  5. Kaas, Leo & Lu, Jun, 2010, "Equal-treatment policy in a random search model with taste discrimination," Labour Economics, Elsevier, volume 17, issue 4, pages 699-709, August.
  6. Leo Kaas & Paul Madden, 2010, "Minimum wages and welfare in a Hotelling duopsony," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 43, issue 2, pages 167-188, May, DOI: 10.1007/s00199-008-0412-2.
  7. Lanne, Markku & Lütkepohl, Helmut, 2010, "Structural Vector Autoregressions With Nonnormal Residuals," Journal of Business & Economic Statistics, American Statistical Association, volume 28, issue 1, pages 159-168.
  8. 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, volume 11, issue 3, pages 381-396, August, DOI: 10.1111/j.1468-0475.2009.00495.x.
  9. Lanne, Markku & Lütkepohl, Helmut & Maciejowska, Katarzyna, 2010, "Structural vector autoregressions with Markov switching," Journal of Economic Dynamics and Control, Elsevier, volume 34, issue 2, pages 121-131, February.
  10. 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, volume 2010, issue 2, pages 1-26, DOI: 10.1787/jbcma-2010-5km399r2jz9n.
  11. Asada, Toichiro & Chiarella, Carl & Flaschel, Peter & Mouakil, Tarik & Proaño, Christian R., 2010, "Stabilizing an unstable economy: On the choice of proper policy measures," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 4, pages 1-43, DOI: 10.5018/economics-ejournal.ja.2010-.
  12. Guni Orshan & Peter Sudhölter, 2010, "The positive core of a cooperative game," International Journal of Game Theory, Springer;Game Theory Society, volume 39, issue 1, pages 113-136, March, DOI: 10.1007/s00182-009-0208-z.

2009

  1. Haake, Claus-Jochen, 2009, "Two support results for the Kalai-Smorodinsky solution in small object division markets," Mathematical Social Sciences, Elsevier, volume 57, issue 2, pages 177-187, March.
  2. 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), volume 41, issue 3, pages 393-410, December, DOI: 10.1007/s00199-008-0399-8.
  3. Claus-Jochen Haake, 2009, "Dividing By Demanding: Object Division Through Market Procedures," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., volume 11, issue 01, pages 15-32, DOI: 10.1142/S0219198909002121.
  4. Leo Kaas, 2009, "Does Equal Pay Legislation Reduce Labour Market Inequality?," Scandinavian Journal of Economics, Wiley Blackwell, volume 111, issue 1, pages 51-71, March, DOI: 10.1111/j.1467-9442.2008.01554.x.
  5. Leo Kaas, 2009, "Firm volatility and credit: a macroeconomic analysis," Review, Federal Reserve Bank of St. Louis, volume 91, issue Mar, pages 95-106, DOI: 10.20955/r.91.95-106.
  6. 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, volume 12, issue 3, pages 414-435, November.
  7. Flaschel Peter & Proaño Christian R., 2009, "The J2 Status of "Chaos" in Period Macroeconomic Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 13, issue 2, pages 1-12, May, DOI: 10.2202/1558-3708.1674.
  8. Matthieu Charpe & Peter Flaschel & Christian Proano & Willi Semmler, 2009, "Overconsumption, credit rationing and bailout monetary policy: A Minskyan perspective," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, volume 6, issue 2, pages 247-270.
  9. Christian Proaño, 2009, "(De-)Stabilizing two-country macroeconomic interactions in an estimated model of the U.S. and the Euro Area," International Economics and Economic Policy, Springer, volume 6, issue 4, pages 421-443, December, DOI: 10.1007/s10368-009-0145-0.
  10. Shellshear, Evan & Sudhölter, Peter, 2009, "On core stability, vital coalitions, and extendability," Games and Economic Behavior, Elsevier, volume 67, issue 2, pages 633-644, November.

2008

  1. Dimitrov, Dinko & Haake, Claus-Jochen, 2008, "Stable governments and the semistrict core," Games and Economic Behavior, Elsevier, volume 62, issue 2, pages 460-475, March.
  2. 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, volume 30, issue 4, pages 571-579, May, DOI: 10.1007/s00355-007-0266-8.
  3. 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, volume 16, issue 1, pages 48-50, July, DOI: 10.1007/s11750-008-0047-2.
  4. Azariadis, Costas & Kaas, Leo, 2008, "Credit And Growth Under Limited Commitment," Macroeconomic Dynamics, Cambridge University Press, volume 12, issue S1, pages 20-30, April.
  5. Kaas, Leo, 2008, "Comment on "Shifts and twists in the relative productivity of skilled labor"," Journal of Macroeconomics, Elsevier, volume 30, issue 2, pages 736-738, June.
  6. Kaas, Leo & Madden, Paul, 2008, "Holdup in oligopsonistic labour markets - a new role for the minimum wage," Labour Economics, Elsevier, volume 15, issue 3, pages 334-349, June.
  7. 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, volume 29, issue 2, pages 331-358, March, DOI: 10.1111/j.1467-9892.2007.00558.x.
  8. Lütkepohl, Helmut, 2008, "Problems related to over-identifying restrictions for structural vector error correction models," Economics Letters, Elsevier, volume 99, issue 3, pages 512-515, June.
  9. Ralf Brüggemann & Helmut Lütkepohl & Massimiliano Marcellino, 2008, "Forecasting euro area variables with German pre-EMU data," Journal of Forecasting, John Wiley & Sons, Ltd., volume 27, issue 6, pages 465-481, DOI: 10.1002/for.1064.
  10. Markku Lanne & Helmut L‹Tkepohl, 2008, "Identifying Monetary Policy Shocks via Changes in Volatility," Journal of Money, Credit and Banking, Blackwell Publishing, volume 40, issue 6, pages 1131-1149, September.
  11. Flaschel Peter & Franke Reiner & Proaño Christian R., 2008, "On Equilibrium Determinacy in New Keynesian Models with Staggered Wage and Price Setting," The B.E. Journal of Macroeconomics, De Gruyter, volume 8, issue 1, pages 1-12, December, DOI: 10.2202/1935-1690.1802.

2007

  1. Azariadis, Costas & Kaas, Leo, 2007, "Asset price fluctuations without aggregate shocks," Journal of Economic Theory, Elsevier, volume 136, issue 1, pages 126-143, September.
  2. Leo Kaas & Stefan Zink, 2007, "Human Capital and Growth Cycles," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 31, issue 1, pages 19-33, April, DOI: 10.1007/s00199-006-0081-y.
  3. Costas Azariadis & Leo Kaas, 2007, "Is dynamic general equilibrium a theory of everything?," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 32, issue 1, pages 13-41, July, DOI: 10.1007/s00199-006-0167-6.
  4. Lutkepohl, Helmut, 2007, "General-to-specific or specific-to-general modelling? An opinion on current econometric terminology," Journal of Econometrics, Elsevier, volume 136, issue 1, pages 319-324, January.
  5. Maike Hoffmann & Peter Sudhölter, 2007, "The Shapley value of exact assignment games," International Journal of Game Theory, Springer;Game Theory Society, volume 35, issue 4, pages 557-568, April, DOI: 10.1007/s00182-006-0068-8.

2006

  1. Dinko Dimitrov & Claus-Jochen Haake, 2006, "Government versus Opposition: Who Should be Who in the 16th German Bundestag?," Journal of Economics, Springer, volume 89, issue 2, pages 115-128, November, DOI: 10.1007/s00712-006-0207-5.
  2. Klaus, Bettina & Dimitrov, Dinko & Haake, Claus-Jochen, 2006, "Bundling in exchange markets with indivisible goods," Economics Letters, Elsevier, volume 93, issue 1, pages 106-110, October.
  3. Clark, Ken & Kaas, Leo & Madden, Paul, 2006, "Minimum wage increases can lead to wage reductions by imperfectly competitive firms," Economics Letters, Elsevier, volume 91, issue 2, pages 287-292, May.
  4. 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, volume 22, issue 1, pages 15-68, February.
  5. Bruggemann, Ralf & Lutkepohl, Helmut & Saikkonen, Pentti, 2006, "Residual autocorrelation testing for vector error correction models," Journal of Econometrics, Elsevier, volume 134, issue 2, pages 579-604, October.
  6. 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., volume 21, issue 6, pages 683-702, DOI: 10.1002/jae.864.
  7. Helmut Lütkepohl, 2006, "Structural vector autoregressive analysis for cointegrated variables," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 90, issue 1, pages 75-88, March, DOI: 10.1007/s10182-006-0222-4.
  8. Franke, Reiner & Flaschel, Peter & Proano, Christian R., 2006, "Wage-price dynamics and income distribution in a semi-structural Keynes-Goodwin model," Structural Change and Economic Dynamics, Elsevier, volume 17, issue 4, pages 452-465, December.

2005

  1. Ervig, U. & Haake, C.-J., 2005, "Trading bargaining weights," Journal of Mathematical Economics, Elsevier, volume 41, issue 8, pages 983-993, December.
  2. Kaas, Leo & Madden, Paul, 2005, "Imperfectly competitive cycles with Keynesian and Walrasian features," European Economic Review, Elsevier, volume 49, issue 4, pages 861-886, May.
  3. 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, volume 67, issue 5, pages 673-690, October, DOI: 10.1111/j.1468-0084.2005.00136.x.
  4. 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, volume 21, issue 3, pages 653-658, June.
  5. Peleg, Bezalel & Sudholter, Peter, 2005, "On the non-emptiness of the Mas-Colell bargaining set," Journal of Mathematical Economics, Elsevier, volume 41, issue 8, pages 1060-1068, December.
  6. T. Raghavan & Peter Sudhölter, 2005, "The modiclus and core stability," International Journal of Game Theory, Springer;Game Theory Society, volume 33, issue 4, pages 467-478, November, DOI: 10.1007/s00182-005-0207-7.

2004

  1. Leo Kaas & Leopold Thadden, 2004, "Budgetary policy and unemployment dynamics in an olg model with collective bargaining," Economic Journal, Royal Economic Society, volume 114, issue 498, pages 867-889, October.
  2. Kaas, Leo & Madden, Paul, 2004, "Non-existence of market-clearing wages when the output market is imperfectly competitive," Economics Letters, Elsevier, volume 84, issue 2, pages 175-182, August.
  3. Ansgar Belke & Leo Kaas, 2004, "Exchange Rate Movements and Employment Growth: An OCA Assessment of the CEE Economies," Economic Change and Restructuring, Springer, volume 31, issue 2, pages 247-280, June, DOI: 10.1007/s10663-004-0886-5.
  4. Leo Kaas & Paul Madden, 2004, "A new model of equilibrium involuntary unemployment," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 23, issue 3, pages 507-527, March, DOI: 10.1007/s00199-003-0391-2.
  5. 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, volume 72, issue 2, pages 647-662, March.
  6. Lucke, Bernd & Lutkepohl, Helmut, 2004, "On unit root tests in the presence of transitional growth," Economics Letters, Elsevier, volume 84, issue 3, pages 323-327, September.

2003

  1. Leo Kaas & Leopold Von Thadden, 2003, "Unemployment, Factor Substitution and Capital Formation," German Economic Review, Verein für Socialpolitik, volume 4, issue 4, pages 475-495, November, DOI: 10.1111/j.1465-6485.2003.00090.x.
  2. Kaas, Leo & Weinrich, Gerd, 2003, "Money And Growth In A Production Economy With Multiple Assets," Macroeconomic Dynamics, Cambridge University Press, volume 7, issue 5, pages 670-690, November.
  3. Kaas, Leo, 2003, "Productive government spending, growth, and sequential voting," European Journal of Political Economy, Elsevier, volume 19, issue 2, pages 227-246, June.
  4. 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, volume 65, issue 1, pages 91-115, February, DOI: 10.1111/1468-0084.00036.
  5. Lütkepohl, Helmut & Wolters, Jürgen, 2003, "Transmission Of German Monetary Policy In The Pre-Euro Period," Macroeconomic Dynamics, Cambridge University Press, volume 7, issue 5, pages 711-733, November.
  6. 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, volume 113, issue 2, pages 201-229, April.

2002

  1. 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, volume 19, issue 4, pages 723-749.
  2. 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, volume 23, issue 6, pages 667-685, November, DOI: 10.1111/1467-9892.00285.
  3. 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, volume 18, issue 2, pages 313-348, April.
  4. Lanne, Markku & Lutkepohl, Helmut, 2002, "Unit root tests for time series with level shifts: a comparison of different proposals," Economics Letters, Elsevier, volume 75, issue 1, pages 109-114, March.
  5. 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, volume 19, issue 1, pages 155-173.
  6. Peter Sudh÷lter, 2002, "Equal Treatment for Both Sides of Assignment Games in the Modified Least Core," Homo Oeconomicus, Institute of SocioEconomics, volume 19, pages 413-437.
  7. J. Rosenmüller & P. Sudhölter, 2002, "Formation of Cartels in Glove Markets and the Modiclus," Journal of Economics, Springer, volume 76, issue 3, pages 217-246, September, DOI: 10.1007/s007120200041.

2001

  1. Leo Kaas, 2001, "Cournot-Walras equilibrium without profit feedback," Economics Bulletin, AccessEcon, volume 4, issue 9, pages 1-8.
  2. Leo Kaas, 2001, "Indeterminacy of intertemporal equilibria under imperfect competition," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 17, issue 2, pages 307-323.
  3. 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, volume 2, issue 1, pages 105-108, February, DOI: 10.1111/1468-2516.00036.
  4. 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, volume 2, issue 3, pages 343-345, August, DOI: 10.1111/1468-2516.00058.
  5. Benkwitz, Alexander & Lütkepohl, Helmut & Wolters, Jürgen, 2001, "Comparison Of Bootstrap Confidence Intervals For Impulse Responses Of German Monetary Systems," Macroeconomic Dynamics, Cambridge University Press, volume 5, issue 1, pages 81-100, February.
  6. 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, volume 4, issue 2, pages 1-8.
  7. Candelon, Bertrand & Lutkepohl, Helmut, 2001, "On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models," Economics Letters, Elsevier, volume 73, issue 2, pages 155-160, November.
  8. Lutkepohl, Helmut, 2001, "Comment on essays on current state and future challenges of econometrics," Journal of Econometrics, Elsevier, volume 100, issue 1, pages 81-82, January.
  9. Kirstin Hubrich & Helmut Lutkepohl & Pentti Saikkonen, 2001, "A Review Of Systems Cointegration Tests," Econometric Reviews, Taylor & Francis Journals, volume 20, issue 3, pages 247-318, DOI: 10.1081/ETC-100104936.
  10. Peter Sudhölter & Yan-An Hwang, 2001, "Axiomatizations of the core on the universal domain and other natural domains," International Journal of Game Theory, Springer;Game Theory Society, volume 29, issue 4, pages 597-623.
  11. Peter Sudhölter & Jos A. M. Potters, 2001, "The semireactive bargaining set of a cooperative game," International Journal of Game Theory, Springer;Game Theory Society, volume 30, issue 1, pages 117-139.

2000

  1. Bohm, Volker & Kaas, Leo, 2000, "Differential savings, factor shares, and endogenous growth cycles," Journal of Economic Dynamics and Control, Elsevier, volume 24, issue 5-7, pages 965-980, June.
  2. 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, volume 18, issue 4, pages 451-464, October.
  3. 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, volume 21, issue 4, pages 435-456, July, DOI: 10.1111/1467-9892.00192.
  4. Saikkonen, Pentti & Lütkepohl, Helmut, 2000, "Testing For The Cointegrating Rank Of A Var Process With An Intercept," Econometric Theory, Cambridge University Press, volume 16, issue 3, pages 373-406, June.
  5. Lutkepohl, Helmut & Saikkonen, Pentti, 2000, "Testing for the cointegrating rank of a VAR process with a time trend," Journal of Econometrics, Elsevier, volume 95, issue 1, pages 177-198, March.
  6. Helmut Herwartz & Helmut Lütkepohl, 2000, "Multivariate volatility analysis of VW stock prices," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., volume 9, issue 1, pages 35-54, March, DOI: 10.1002/(SICI)1099-1174(200003)9:13.
  7. Chattopadhyay, Subir & Corchon, Luis & Naeve, Jorg, 2000, "Contingent commodities and implementation," Economics Letters, Elsevier, volume 68, issue 3, pages 293-298, September.
  8. Naeve, Jorg, 2000, "Maximax, leximax, and the demanding criterion," Mathematical Social Sciences, Elsevier, volume 40, issue 3, pages 313-325, November.
  9. Sudholter, Peter & Rosenmuller, Joachim & Peleg, Bezalel, 2000, "The canonical extensive form of a game form: Part II. Representation," Journal of Mathematical Economics, Elsevier, volume 33, issue 3, pages 299-338, April.
  10. Peter Sudhölter & Bezalel Peleg, 2000, "The Positive Prekernel Of A Cooperative Game," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 04, pages 287-305, DOI: 10.1142/S0219198900000196.

1999

  1. Saikkonen, Pentti & Lütkepohl, Helmut, 1999, "Local Power Of Likelihood Ratio Tests For The Cointegrating Rank Of A Var Process," Econometric Theory, Cambridge University Press, volume 15, issue 1, pages 50-78, February.
  2. Lutkepohl, Helmut & Saikkonen, Pentti, 1999, "A lag augmentation test for the cointegrating rank of a VAR process," Economics Letters, Elsevier, volume 63, issue 1, pages 23-27, April.
  3. 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., volume 14, issue 5, pages 511-525, Sept.-Oct.
  4. Naeve, Jorg, 1999, "Nash implementation of the Nash bargaining solution using intuitive message spaces," Economics Letters, Elsevier, volume 62, issue 1, pages 23-28, January.
  5. Potters, Jos & Sudholter, Peter, 1999, "Airport problems and consistent allocation rules," Mathematical Social Sciences, Elsevier, volume 38, issue 1, pages 83-102, July.
  6. Peter Sudhölter & Bezalel Peleg, 1999, "Single-peakedness and coalition-proofness," Review of Economic Design, Springer;Society for Economic Design, volume 4, issue 4, pages 381-387.

1998

  1. Kaas, Leo, 1998, "Stabilizing chaos in a dynamic macroeconomic model," Journal of Economic Behavior & Organization, Elsevier, volume 33, issue 3-4, pages 313-332, January.
  2. Kaas, Leo, 1998, "Multiplicity of Cournot Equilibria and Involuntary Unemployment," Journal of Economic Theory, Elsevier, volume 80, issue 2, pages 332-349, June.
  3. Holger Bartel & Helmut Lutkepohl, 1998, "Estimating the Kronecker indices of cointegrated echelon-form VARMA models," Econometrics Journal, Royal Economic Society, volume 1, issue Conferenc, pages 76-99.
  4. JØrgen Wolters & Helmut LØtkepohl, 1998, "Money demand in Europe: Editors' preface," Empirical Economics, Springer, volume 23, issue 3, pages 263-266.
  5. JØrgen Wolters & Helmut LØtkepohl, 1998, "A money demand system for German M3," Empirical Economics, Springer, volume 23, issue 3, pages 371-386.
  6. Jürgen Wolters & Timo Teräsvirta & Helmut Lütkepohl, 1998, "Modeling The Demand For M3 In The Unified Germany," The Review of Economics and Statistics, MIT Press, volume 80, issue 3, pages 399-409, August.
  7. Sudholter, Peter, 1998, "Axiomatizations of Game Theoretical Solutions for One-Output Cost Sharing Problems," Games and Economic Behavior, Elsevier, volume 24, issue 1-2, pages 142-171, July.
  8. Bezalel Peleg & Peter SudhÃlter, 1998, "Nucleoli as maximizers of collective satisfaction functions," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, volume 15, issue 3, pages 383-411.

1997

  1. Wolfgang Härdle & Helmut Lütkepohl & Rong Chen, 1997, "A Review of Nonparametric Time Series Analysis," International Statistical Review, International Statistical Institute, volume 65, issue 1, pages 49-72, April, DOI: 10.1111/j.1751-5823.1997.tb00367.x.
  2. Lutkepohl, Helmut & Burda, Maike M., 1997, "Modified Wald tests under nonregular conditions," Journal of Econometrics, Elsevier, volume 78, issue 2, pages 315-332, June.
  3. Lutkepohl, Helmut & Claessen, Holger, 1997, "Analysis of cointegrated VARMA processes," Journal of Econometrics, Elsevier, volume 80, issue 2, pages 223-239, October.
  4. Lutkepohl, Helmut, 1997, "Nonparametric dynamic modelling," Journal of Econometrics, Elsevier, volume 81, issue 1, pages 1-5, November.
  5. Lutkepohl, Helmut & Saikkonen, Pentti, 1997, "Impulse response analysis in infinite order cointegrated vector autoregressive processes," Journal of Econometrics, Elsevier, volume 81, issue 1, pages 127-157, November.
  6. Peleg, Bezalel & Sudholter, Peter, 1997, "An Axiomatization of Nash Equilibria in Economic Situations," Games and Economic Behavior, Elsevier, volume 18, issue 2, pages 277-285, February.
  7. Peter SudhÃLter, 1997, "The Modified Nucleolus: Properties and Axiomatizations," International Journal of Game Theory, Springer;Game Theory Society, volume 26, issue 2, pages 147-182.

1996

  1. Lutkepohl, Helmut & Poskitt, D S, 1996, "Specification of Echelon-Form VARMA Models," Journal of Business & Economic Statistics, American Statistical Association, volume 14, issue 1, pages 69-79, January.
  2. Lütkepohl, Helmut & POSKITT, D.S., 1996, "Testing for Causation Using Infinite Order Vector Autoregressive Processes," Econometric Theory, Cambridge University Press, volume 12, issue 1, pages 61-87, March.
  3. Saikkonen, Pentti & Lütkepohl, HELMUT, 1996, "Infinite-Order Cointegrated Vector Autoregressive Processes," Econometric Theory, Cambridge University Press, volume 12, issue 5, pages 814-844, December.
  4. Lutkepohl, Helmut & Herwartz, Helmut, 1996, "Specification of varying coefficient time series models via generalized flexible least squares," Journal of Econometrics, Elsevier, volume 70, issue 1, pages 261-290, January.
  5. Sudholter, Peter, 1996, "Star-shapedness of the kernel for homogeneous games," Mathematical Social Sciences, Elsevier, volume 32, issue 3, pages 179-214, December.

1995

  1. 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, volume 42, issue 1, pages 139-148, December, DOI: 10.1007/BF01894294.

1993

  1. Lutkepohl, Helmut, 1993, "The," Empirical Economics, Springer, volume 18, issue 4, pages 729-743.

1992

  1. Lutkepohl, Helmut & Reimers, Hans-Eggert, 1992, "Impulse response analysis of cointegrated systems," Journal of Economic Dynamics and Control, Elsevier, volume 16, issue 1, pages 53-78, January.
  2. Lutkepohl, Helmut & Reimers, Hans-Eggert, 1992, "Granger-causality in cointegrated VAR processes The case of the term structure," Economics Letters, Elsevier, volume 40, issue 3, pages 263-268, November.

1991

  1. Lütkepohl, Helmut & Poskitt, D.S., 1991, "Estimating Orthogonal Impulse Responses via Vector Autoregressive Models," Econometric Theory, Cambridge University Press, volume 7, issue 4, pages 487-496, December.

1990

  1. 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, volume 72, issue 1, pages 116-125, February.

1989

  1. Lutkepohl, Helmut, 1989, "Prediction Tests for Structural Stability of Multiple Time Series," Journal of Business & Economic Statistics, American Statistical Association, volume 7, issue 1, pages 129-135, January.
  2. Lutkepohl, Helmut, 1989, "A note on the asymptotic distribution of impulse response functions of estimated var models with orthogonal residuals," Journal of Econometrics, Elsevier, volume 42, issue 3, pages 371-376, November.
  3. Lutkepohl, H, 1989, "The Stability Assumption in Tests of Causality between Money and Income," Empirical Economics, Springer, volume 14, issue 2, pages 139-150.

1988

  1. Lütkepohl, Helmut, 1988, "Asymptotic Distribution of the Moving Average Coefficients of an Estimated Vector Autoregressive Process," Econometric Theory, Cambridge University Press, volume 4, issue 1, pages 77-85, April.
  2. Lutkepohl, Helmut, 1988, "Prediction tests for structural stability," Journal of Econometrics, Elsevier, volume 39, issue 3, pages 267-296, November.

1986

  1. Lutkepohl, Helmut, 1986, "Forecasting Vector ARMA Processes with Systematically Missing Observations," Journal of Business & Economic Statistics, American Statistical Association, volume 4, issue 3, pages 375-390, July.

1985

  1. Helmut Lütkepohl, 1985, "Comparison Of Criteria For Estimating The Order Of A Vector Autoregressive Process," Journal of Time Series Analysis, Wiley Blackwell, volume 6, issue 1, pages 35-52, January, DOI: 10.1111/j.1467-9892.1985.tb00396.x.
  2. Lutkepohl, Helmut, 1985, "The joint asymptotic distribution of multistep prediction errors of estimated vector autoregressions," Economics Letters, Elsevier, volume 17, issue 1-2, pages 103-106.

1984

  1. Lutkepohl, Helmut, 1984, "Forecasting Contemporaneously Aggregated Vector ARMA Processes," Journal of Business & Economic Statistics, American Statistical Association, volume 2, issue 3, pages 201-214, July.
  2. Lutkepohl, Helmut, 1984, "Linear aggregation of vector autoregressive moving average processes," Economics Letters, Elsevier, volume 14, issue 4, pages 345-350.
  3. Lutkepohl, Helmut, 1984, "Linear transformations of vector ARMA processes," Journal of Econometrics, Elsevier, volume 26, issue 3, pages 283-293, December.
  4. 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, volume 25, issue 2, pages 503-506, June.

1983

  1. Lutkepohl, Helmut, 1983, "Non-linear least squares estimation under non-linear equality constraints," Economics Letters, Elsevier, volume 13, issue 2-3, pages 191-196.

1982

  1. Helmut Lütkepohl, 1982, "Differencing Multiple Time Series: Another Look At Canadian Money And Income Data," Journal of Time Series Analysis, Wiley Blackwell, volume 3, issue 4, pages 235-243, July, DOI: 10.1111/j.1467-9892.1982.tb00346.x.
  2. Lutkepohl, Helmut, 1982, "Non-causality due to omitted variables," Journal of Econometrics, Elsevier, volume 19, issue 2-3, pages 367-378, August.

1981

  1. Lütkepohl, H, 1981, "Michael Leserer - Grundlagen der Ökonometrie," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, volume 30, issue 09, DOI: 10.22004/ag.econ.300141.
  2. Lutkepohl, Helmut, 1981, "A model for non-negative and non-positive distributed lag functions," Journal of Econometrics, Elsevier, volume 16, issue 2, pages 211-219, June.

Books

2018

  1. Kilian,Lutz & Lütkepohl,Helmut, 2018, "Structural Vector Autoregressive Analysis," Cambridge Books, Cambridge University Press, number 9781107196575.

2011

  1. Toichiro Asada & Peter Flaschel & Tarik Mouakil & Christian Proaño, 2011, "Asset Markets, Portfolio Choice and Macroeconomic Activity," Palgrave Macmillan Books, Palgrave Macmillan, number 978-0-230-30777-3, ISBN: ARRAY(0xa471f3d8), April, DOI: 10.1057/9780230307773.

2008

  1. Peter Flaschel & Gangolf Groh & Christian Proaño & Willi Semmler, 2008, "Topics in Applied Macrodynamic Theory," Dynamic Modeling and Econometrics in Economics and Finance, Springer, number 978-3-540-72542-8, ISBN: ARRAY(0x82ba6038), December, DOI: 10.1007/978-3-540-72542-8.

2007

  1. Bezalel Peleg & Peter Sudhölter, 2007, "Introduction to the Theory of Cooperative Games," Theory and Decision Library C, Springer, number 978-3-540-72945-7, edition 0, ISBN: ARRAY(0x7caf7720), February, DOI: 10.1007/978-3-540-72945-7.

2005

  1. Helmut Lütkepohl, 2005, "New Introduction to Multiple Time Series Analysis," Springer Books, Springer, number 978-3-540-27752-1, ISBN: ARRAY(0x6d364e80), DOI: 10.1007/978-3-540-27752-1.
  2. Ulrich Fritsche & Camille Logeay & Kirsten Lommatzsch & Katja Rietzler & Sabine Stephan & Rudolf Zwiener unter Mitarb. von Cansel Kiziltepe & Christian Proano-Acosta, 2005, "Auswirkungen von länderspezifischen Differenzen in der Lohn-, Preisniveau- und Produktivitätsentwicklung auf Wachstum und Beschäftigung in den Ländern des Euroraums: Endbericht ; Forschungsprojekt im Auftrag des Bundesministers für Wirtschaft und Arb," DIW Berlin: Politikberatung kompakt, DIW Berlin, German Institute for Economic Research, number pbk8, ISBN: ARRAY(0x8b594148).

2004

  1. Lütkepohl,Helmut & Krätzig,Markus (ed.), 2004, "Applied Time Series Econometrics," Cambridge Books, Cambridge University Press, number 9780521547871.
  2. Lütkepohl,Helmut & Krätzig,Markus (ed.), 2004, "Applied Time Series Econometrics," Cambridge Books, Cambridge University Press, number 9780521839198.

Chapters

2026

  1. Helmut Lütkepohl, 2026, "A Software for Teaching Multivariate Time Series Analysis," Advanced Studies in Theoretical and Applied Econometrics, Springer, in: Eric Hillebrand & William Griffiths, "Teaching Econometrics", DOI: 10.1007/978-3-031-97942-2_9.

2017

  1. Christian R. Proaño & Benjamin Lojak, 2017, "Macroeconomic Risk, Fiscal Policy Rules and Aggregate Volatility in Asymmetric Currency Unions: A Behavioral Perspective," Dynamic Modeling and Econometrics in Economics and Finance, Springer, in: Bettina Bökemeier & Alfred Greiner, "Inequality and Finance in Macrodynamics", DOI: 10.1007/978-3-319-54690-2_10.

2015

  1. Willi Semmler & Christian R. Proaño, 2015, "Escape Routes from Sovereign Default Risk in the Euro Area," International Symposia in Economic Theory and Econometrics, Emerald Group Publishing Limited, "Monetary Policy in the Context of the Financial Crisis: New Challenges and Lessons", DOI: 10.1108/S1571-038620150000024018.

2013

  1. Helmut Lütkepohl, 2013, "Vector autoregressive models," Chapters, Edward Elgar Publishing, chapter 6, in: Nigar Hashimzade & Michael A. Thornton, "Handbook of Research Methods and Applications in Empirical Macroeconomics".
  2. 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 paper was published as DIW Discussion Paper 1259 –," Advances in Econometrics, Emerald Group Publishing Limited, "VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims", DOI: 10.1108/S0731-9053(2013)0000031005.

2011

  1. Toichiro Asada & Peter Flaschel & Tarik Mouakil & Christian Proaño, 2011, "General Introduction," Palgrave Macmillan Books, Palgrave Macmillan, chapter 1, "Asset Markets, Portfolio Choice and Macroeconomic Activity", DOI: 10.1057/9780230307773_1.
  2. Toichiro Asada & Peter Flaschel & Tarik Mouakil & Christian Proaño, 2011, "Advances in AS-AD Model Building: Real Disequilibria and Portfolio Choice," Palgrave Macmillan Books, Palgrave Macmillan, chapter 2, "Asset Markets, Portfolio Choice and Macroeconomic Activity", DOI: 10.1057/9780230307773_2.
  3. Toichiro Asada & Peter Flaschel & Tarik Mouakil & Christian Proaño, 2011, "Tobinian Stock-Flow Interactions in the KMG Framework," Palgrave Macmillan Books, Palgrave Macmillan, chapter 3, "Asset Markets, Portfolio Choice and Macroeconomic Activity", DOI: 10.1057/9780230307773_3.
  4. Toichiro Asada & Peter Flaschel & Tarik Mouakil & Christian Proaño, 2011, "Analysis and Policy Implications of the KMG-Tobin Model," Palgrave Macmillan Books, Palgrave Macmillan, chapter 4, "Asset Markets, Portfolio Choice and Macroeconomic Activity", DOI: 10.1057/9780230307773_4.
  5. Toichiro Asada & Peter Flaschel & Tarik Mouakil & Christian Proaño, 2011, "Tobinian Stock-Flow Interactions in the Mundell-Fleming Model," Palgrave Macmillan Books, Palgrave Macmillan, chapter 5, "Asset Markets, Portfolio Choice and Macroeconomic Activity", DOI: 10.1057/9780230307773_5.
  6. Toichiro Asada & Peter Flaschel & Tarik Mouakil & Christian Proaño, 2011, "International Capital Flows: Two Extensions of the MFTobin Model," Palgrave Macmillan Books, Palgrave Macmillan, chapter 6, "Asset Markets, Portfolio Choice and Macroeconomic Activity", DOI: 10.1057/9780230307773_6.
  7. Toichiro Asada & Peter Flaschel & Tarik Mouakil & Christian Proaño, 2011, "Fiscal and Monetary Policy, Stocks and the Term Structure of Interest Rates," Palgrave Macmillan Books, Palgrave Macmillan, chapter 7, "Asset Markets, Portfolio Choice and Macroeconomic Activity", DOI: 10.1057/9780230307773_7.

2009

  1. Buechel Berno, 2009, "Network Formation with Closeness Incentives," Lecture Notes in Economics and Mathematical Systems, Springer, in: Ahmad K. Naimzada & Silvana Stefani & Anna Torriero, "Networks, Topology and Dynamics", DOI: 10.1007/978-3-540-68409-1_4.

2007

  1. Peter Flaschel & Christian R. Proaño, 2007, "AS-AD Disequilibrium Dynamics and the Taylor Interest Rate Policy Rule: Euro Area-Based Estimation and Simulation," Palgrave Macmillan Books, Palgrave Macmillan, chapter 10, in: Philip Arestis & Eckhard Hein & Edwin Heron, "Aspects of Modern Monetary and Macroeconomic Policies", DOI: 10.1057/9780230627345_10.

2006

  1. Lutkepohl, Helmut, 2006, "Forecasting with VARMA Models," Handbook of Economic Forecasting, Elsevier, chapter 6, in: G. Elliott & C. Granger & A. Timmermann, "Handbook of Economic Forecasting".
  2. Helmut Lütkepohl, 2006, "Structural Vector Autoregressive Analysis for Cointegrated Variables," Springer Books, Springer, chapter 6, in: Olaf Hübler & Jachim Frohn, "Modern Econometric Analysis", DOI: 10.1007/3-540-32693-6_6.

2005

  1. Helmut Lütkepohl, 2005, "Introduction," Springer Books, Springer, chapter 1, "New Introduction to Multiple Time Series Analysis", DOI: 10.1007/978-3-540-27752-1_1.
  2. Helmut Lütkepohl, 2005, "Systems of Dynamic Simultaneous Equations," Springer Books, Springer, chapter 10, "New Introduction to Multiple Time Series Analysis", DOI: 10.1007/978-3-540-27752-1_10.
  3. Helmut Lütkepohl, 2005, "Vector Autoregressive Moving Average Processes," Springer Books, Springer, chapter 11, "New Introduction to Multiple Time Series Analysis", DOI: 10.1007/978-3-540-27752-1_11.
  4. Helmut Lütkepohl, 2005, "Estimation of VARMA Models," Springer Books, Springer, chapter 12, "New Introduction to Multiple Time Series Analysis", DOI: 10.1007/978-3-540-27752-1_12.
  5. Helmut Lütkepohl, 2005, "Specification and Checking the Adequacy of VARMA Models," Springer Books, Springer, chapter 13, "New Introduction to Multiple Time Series Analysis", DOI: 10.1007/978-3-540-27752-1_13.
  6. Helmut Lütkepohl, 2005, "Cointegrated VARMA Processes," Springer Books, Springer, chapter 14, "New Introduction to Multiple Time Series Analysis", DOI: 10.1007/978-3-540-27752-1_14.
  7. Helmut Lütkepohl, 2005, "Fitting Finite Order VAR Models to Infinite Order Processes," Springer Books, Springer, chapter 15, "New Introduction to Multiple Time Series Analysis", DOI: 10.1007/978-3-540-27752-1_15.
  8. Helmut Lütkepohl, 2005, "Multivariate ARCH and GARCH Models," Springer Books, Springer, chapter 16, "New Introduction to Multiple Time Series Analysis", DOI: 10.1007/978-3-540-27752-1_16.
  9. Helmut Lütkepohl, 2005, "Periodic VAR Processes and Intervention Models," Springer Books, Springer, chapter 17, "New Introduction to Multiple Time Series Analysis", DOI: 10.1007/978-3-540-27752-1_17.
  10. Helmut Lütkepohl, 2005, "State Space Models," Springer Books, Springer, chapter 18, "New Introduction to Multiple Time Series Analysis", DOI: 10.1007/978-3-540-27752-1_18.
  11. Helmut Lütkepohl, 2005, "Stable Vector Autoregressive Processes," Springer Books, Springer, chapter 2, "New Introduction to Multiple Time Series Analysis", DOI: 10.1007/978-3-540-27752-1_2.
  12. Helmut Lütkepohl, 2005, "Estimation of Vector Autoregressive Processes," Springer Books, Springer, chapter 3, "New Introduction to Multiple Time Series Analysis", DOI: 10.1007/978-3-540-27752-1_3.
  13. Helmut Lütkepohl, 2005, "VAR Order Selection and Checking the Model Adequacy," Springer Books, Springer, chapter 4, "New Introduction to Multiple Time Series Analysis", DOI: 10.1007/978-3-540-27752-1_4.
  14. Helmut Lütkepohl, 2005, "VAR Processes with Parameter Constraints," Springer Books, Springer, chapter 5, "New Introduction to Multiple Time Series Analysis", DOI: 10.1007/978-3-540-27752-1_5.
  15. Helmut Lütkepohl, 2005, "Vector Error Correction Models," Springer Books, Springer, chapter 6, "New Introduction to Multiple Time Series Analysis", DOI: 10.1007/978-3-540-27752-1_6.
  16. Helmut Lütkepohl, 2005, "Specification of VECMs," Springer Books, Springer, chapter 8, "New Introduction to Multiple Time Series Analysis", DOI: 10.1007/978-3-540-27752-1_8.
  17. Helmut Lütkepohl, 2005, "Structural VARs and VECMs," Springer Books, Springer, chapter 9, "New Introduction to Multiple Time Series Analysis", DOI: 10.1007/978-3-540-27752-1_9.

2004

  1. Helmut Lutkepohl, 2004, "Recent Advances in Cointegration Analysis," Contributions to Economic Analysis, Emerald Group Publishing Limited, "New Directions in Macromodelling", DOI: 10.1016/S0573-8555(04)69005-5.

1994

  1. B. Peleg & J. Rosenmüller & P. Sudhölter, 1994, "The Kernel of Homogeneous Games with Steps," Springer Books, Springer, chapter 0, in: Nimrod Megiddo, "Essays in Game Theory", DOI: 10.1007/978-1-4612-2648-2_13.

Software components

2023

  1. 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, Review of Economic Dynamics, number 22-55, revised .

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