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Title:Impulse Response Function Author(s):LUETKEPOHL, Helmut
Date:2008-01-01Citation:
- Steven N. DURLAUF and Lawrence E. BLUME (eds), The New Palgrave Dictionary of Economics, Second Edition, Palgrave Macmillan, 2008, online chapter
Type:Contribution to bookAbstract: are relevant for studying specific economic problems. Therefore structural information has to be used to specify meaningful shocks. Structural vector autoregressive models and the estimation of impulse responses are ...
Date:2008-01-01Citation:
Title:Econometric Analysis with Vector Autoregressive Models Author(s):LUETKEPOHL, HelmutDate:2007Type:Working PaperSeries/Number:EUI ECO; 2007/11Abstract:Vector autoregressive (VAR) models for stationary and integrated variables are
reviewed. Model specification and parameter estimation are discussed and various uses of
these models for forecasting and economic analysis ...
Date:2007Type:Working PaperSeries/Number:EUI ECO; 2007/11Abstract:Vector autoregressive (VAR) models for stationary and integrated variables are
reviewed. Model specification and parameter estimation are discussed and various uses of
these models for forecasting and economic analysis ...
Title:Structural Vector Autoregressive Analysis for Cointegrated Variables Author(s):LUETKEPOHL, HelmutDate:2005Type:Working PaperSeries/Number:EUI ECO; 2005/02
Date:2005Type:Working PaperSeries/Number:EUI ECO; 2005/02
Title:Uncovered Interest Rate Parity and the Expectations Hypothesis of the Term Structure: Empirical Results for the U.S. and Europe Author(s):BRUEGGEMANN, Ralf; LUETKEPOHL, HelmutDate:2005Type:Working PaperSeries/Number:EUI ECO 2005/08
Date:2005Type:Working PaperSeries/Number:EUI ECO 2005/08
Title:Recent Advances in Cointegration Analysis Author(s):LUETKEPOHL, HelmutDate:2004Type:Working PaperSeries/Number:EUI ECO; 2004/12
Date:2004Type:Working PaperSeries/Number:EUI ECO; 2004/12