Publications
An important goal of the ifo Institute is to make its scientific findings, analyses, survey results, and statements accessible to as many people as possible. We therefore offer a wide range of publications for different target groups with the aim of stimulating economic policy debate. Here, our own authors as well as members of the ifo’s wider networks and other experts have the opportunity to publish relevant findings and debate them publicly.
9 hits:
Working Paper
Structural Vector Autoregressions with Heteroskedasticity - A Comparison of Different Volatility Models
Helmut Luetkepohl, Aleksei Netšunajev
CESifo, Munich, 2015
CESifo Working Paper No. 5308
CESifo, Munich, 2015
CESifo Working Paper No. 5308
Working Paper
Structural Vector Autoregressions: Checking Identifying Long-run Restrictions via Heteroskedasticity
Helmut Luetkepohl, Anton Velinov
CESifo, Munich, 2014
CESifo Working Paper No. 4651
CESifo, Munich, 2014
CESifo Working Paper No. 4651
Working Paper
Confidence Bands for Impulse Responses: Bonferroni versus Wald
Helmut Luetkepohl, Anna Staszewska-Bystrova, Peter Winker
CESifo, Munich, 2014
CESifo Working Paper No. 4634
CESifo, Munich, 2014
CESifo Working Paper No. 4634
Working Paper
Forecasting Nonlinear Aggregates and Aggregates with Time-varying Weights
Helmut Luetkepohl
Munich, CESifo, 2010
CESifo Working Paper No. 3031
Munich, CESifo, 2010
CESifo Working Paper No. 3031
Working Paper
The Role of the Log Transformation in Forecasting Economic Variables
Helmut Luetkepohl, Fang Xu
CESifo, Munich, 2009
CESifo Working Paper No. 2591
CESifo, Munich, 2009
CESifo Working Paper No. 2591
Working Paper
Stock Prices and Economic Fluctuations: A Markov Switching Structural Vector Autoregressive Analysis
Markku Lanne, Helmut Luetkepohl
CESifo, Munich, 2008
CESifo Working Paper No. 2407
CESifo, Munich, 2008
CESifo Working Paper No. 2407
Working Paper
Identifying Monetary Policy Shocks via Changes in Volatility
Markku Lanne, Helmut Luetkepohl
CESifo, Munich, 2006
CESifo Working Paper No. 1744
CESifo, Munich, 2006
CESifo Working Paper No. 1744
Working Paper
Structural Vector Autoregressions with Nonnormal Residuals
Markku Lanne, Helmut Luetkepohl
CESifo, Munich, 2006
CESifo Working Paper No. 1651
CESifo, Munich, 2006
CESifo Working Paper No. 1651
Working Paper
The Transmission of German Monetary Policy in the Pre-Euro Period
Helmut Luetkepohl, Jürgen Wolters
CESifo, Munich, 2001
CESifo Working Paper No. 604
CESifo, Munich, 2001
CESifo Working Paper No. 604