Access Statistics for Helmut Lütkepohl

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Money Demand System for M3 in the Unified Germany 0 0 0 20 3 3 13 443
A Review of Nonparametric Time Series Analysis 0 0 0 154 6 9 40 512
A Review of Systems Cointegration Tests 0 0 0 94 9 20 84 629
A Small Monetary System for the Euro Area Based on German Data 0 1 17 76 1 6 51 216
A Statistical Comparison of Alternative Identification Schemes for Monetary Policy Shocks 0 5 20 66 2 10 63 111
Acquisition of Information and Share Prices: An Empirical Investigation of Cognitive Dissonance 0 0 3 20 3 9 29 95
Acquisition of information and share prices: An empirical investigation of cognitive dissonance 0 2 7 29 1 4 30 133
Asymptotic Inference on Nonlinear Functions of the Coefficients of Infinite Order Cointegated VAR Processes 0 0 0 35 1 5 12 225
Bootstrapping Impulse Responses in VAR Analyses 0 0 0 187 4 11 39 1,292
Break Date Estimation and Cointegration Testing in VAR Processes with Level Shift 2 10 35 272 8 25 99 581
Comparison of Bootstrap Confidence Intervals for Impulse Responses of German Monetary Systems 0 0 0 12 0 1 21 312
Comparison of Bootstrap Confidence Intervals for Impulse Responses of German Monetary Systems 2 8 48 242 5 14 88 612
Comparison of Model Reduction Methods for VAR Processes 2 6 38 227 11 22 105 584
Comparison of Model Reduction Methods for VAR Processes 2 4 10 165 4 7 17 299
Comparison of Tests for the Cointegrating Rank of a VAR Process with a Structural Shift 0 0 0 40 0 1 4 752
Comparison of Tests for the Cointegrating Rank of a VAR Process with a Structural Shift 0 4 15 168 0 5 25 424
Comparison of Unit Root Tests for Time Series with Level Shifts 0 0 0 98 6 14 51 495
Consistent Estimation of the Number of Cointegration Relations in a Vector Autoregressive Model 0 0 0 72 0 3 13 223
Econometric Analysis with Vector Autoregressive Models 31 117 317 753 55 190 500 954
Estimating the Kronecker Indices of Cointegrated Echelon Form VARMA Models 0 0 0 6 0 1 11 259
Forecasting Aggregated Time Series Variables: A Survey 10 22 84 84 24 52 69 69
Forecasting Cointegrated VARMA Processes 0 0 0 106 2 5 13 309
Forecasting Euro-Area Variables with German Pre-EMU Data 1 2 9 33 3 7 29 104
Forecasting Euro-Area Variables with German Pre-EMU Data 1 2 7 36 5 14 58 206
Forecasting Levels of log Variables in Vector Autoregressions 0 2 31 31 0 4 7 7
Forecasting Levels of log Variables in Vector Autoregressions 4 21 43 43 9 35 41 41
Forecasting with VARMA Models 4 16 101 456 18 55 230 764
Identifying Monetary Policy Shocks via Changes in Volatility 1 4 16 72 1 5 37 160
Identifying Monetary Policy Shocks via Changes in Volatility 2 5 15 67 2 11 29 135
Impulse Response Analysis in Infinite Order Cointegrated Vector Autoregressive Processes 0 0 0 153 2 10 33 642
Impulse Response Analysis of Vector Autoregressive Processes 0 0 0 592 33 95 403 2,786
Infinite Order Cointegrated Vector Autoregressive Processes:Estimation and Inference 0 0 0 66 2 3 13 378
Investigating Stability and Linearity of a German M1 Money Demand Function 0 0 0 99 2 6 21 411
Investigating Stability and Linearity of a German M1 Money Demand Function 0 0 0 62 4 22 89 1,325
Kointegration und gemeinsame Trends 0 0 0 162 0 2 13 516
Konjunkturanalyse mit Markov-Regimewechselmodellen 0 0 0 0 1 1 12 77
Lag Selection in Subset VAR Models with an Application to a U.S. Monetary System 1 6 31 309 1 8 51 551
Lag Selection in Subset VAR Models with an Application to a U.S. Monetary System 0 0 0 54 1 3 12 567
Local Power of Likelihood Ratio Tests for the Cointegrating Rank of a VAR Process 0 0 0 11 0 1 5 157
Lutkepohl 7 19 71 396 14 39 173 1,507
Making Wald Tests Work for Cointegrated Var Systems 0 0 0 127 9 23 72 539
Making Wald Tests Work for Cointegrated Var Systems 0 0 0 1 13 27 82 640
Maximum Eigenvalue Versus Trace Tests for the Cointegrating Rank of a VAR Process 0 0 0 106 7 24 125 1,223
Modelling the Demand for M3 in the Unified Germany 0 0 0 66 0 2 13 309
Modelling the Demand for M3 in the unified Germany 0 0 0 0 2 8 30 905
Multivariate Volatility Analysis of VW Stock Prices 0 0 0 62 2 5 23 447
Nichtparametrische Verfahren zur Analyse und Prognose von Finanzmarktdate 0 0 0 37 1 2 8 172
On the Reliability of Chow Type Test for Parameter Constancy in Multivariate Dynamic Models 0 0 0 93 3 10 29 1,190
Order Selection in Testing for the Cointegration Rank of a VAR Process 0 0 0 44 0 1 12 267
Practical Problems with Reduced Rank ML Estimators for Cointegration Parameters and a Simple Alternative 0 1 14 122 0 2 41 311
Problems Related to Bootstrapping Impulse Responses of Autoregressive Processes 0 0 0 17 1 3 14 192
Problems Related to Over-identifying Restrictions for Structural Vector Error Correction Models 2 6 39 119 15 36 189 435
Problems Related to Testing for Granger-Causality in VARMA Processes 0 0 0 0 0 2 15 196
Recent Advances in Cointegration Analysis 3 9 57 447 6 18 84 508
Residual Autocorrelation Testing for Vector Error Correction Models 5 11 43 460 9 24 146 1,422
Stabilitaetsanalyse der bundesdeutschen Geldnachfrage anhand alternativer Ansaetze zur Modellierung vari- ierender Regressionskoeffizienten 0 0 0 32 2 4 10 421
Statistische Modellierung von Volatilit"aten 0 0 0 19 0 2 15 202
Stock Prices and Economic Fluctuations: A Markov Switching Structural Vector Autoregressive Analysis 6 16 89 89 11 30 134 148
Stock Prices and Economic Fluctuations: A Markov Switching Structural Vector Autoregressive Analysis 1 3 40 43 6 16 99 110
Structural Vector Autoregressions with Markov Switching 10 23 93 93 14 35 120 120
Structural Vector Autoregressions with Nonnormal Residuals 1 4 27 123 3 9 55 274
Structural Vector Autoregressions with Nonnormal Residuals 3 6 22 89 4 11 41 186
Structural Vector Autoregressive Analysis for Cointegrated Variables 6 27 118 555 19 62 277 1,018
Test Procedures for Unit Roots in Time Series with Level Shifts at Unknown Time 0 0 0 69 3 9 40 509
Testing for Multi-Step Causality in Time Series 0 0 0 99 12 17 56 492
Testing for Unit Roots in Time Series with Level Shifts 0 0 0 0 3 5 13 278
Testing for a Unit Root in a Time Series with a Level Shift at Unknown Time 0 0 0 69 1 5 23 238
Testing for a Unit Root in a Time Series with a Level Shift at Unknown Time 2 4 28 311 3 9 45 560
Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break 2 2 25 90 4 6 44 234
Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break 0 3 13 79 3 8 30 155
Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time 0 0 0 89 2 7 20 542
Testing for the Cointegrating Rank of a VAR Process with Structural Shifts 0 0 0 31 1 4 26 241
Testing for the Cointegrating Rank of a VAR Process with a Time Trend 0 0 0 28 0 3 9 216
Testing for the Cointegrating Rank of a VAR Process with an Intercept 0 0 0 20 0 0 4 169
Testing for the Cointegrating Rank of a Vector Autoregressive Process with Uncertain Deterministic Trend Term 1 9 41 79 4 18 98 141
The Role of the Log Transformation in Forecasting Economic Variables 14 34 68 68 43 109 212 212
The Transmission of German Monetary Policy in the Pre-Euro Period 3 9 31 172 5 15 88 896
The Transmission of German Monetary Policy in the Pre-Euro Period 0 0 0 63 1 1 22 798
Trend Adjustment Prior to Testing for the Cointegrating Rank of a VAR Process 0 0 0 11 2 5 22 164
Uncovered Interest Rate Parity and the Expectations Hypothesis of the Term Structure: Empirical Results for the U.S. and Europe 6 8 33 239 12 21 128 785
Uncovered Interest Rate Parity and the Expectations Hypothesis of the Term Structure: Empirical Results for the U.S. and Europe 3 10 25 190 8 15 56 462
Unit Root Tests for Time Series with Level Shifts: A Comparison of Different Proposals 0 0 0 94 2 11 45 548
Unit Root Tests for Time Series with a Structural Break When the Break Point is Known 0 0 0 256 1 7 26 883
Unit Root Tests in the Presence of Innovational Outliers 0 0 0 43 3 7 33 369
Vector Autoregressions 0 0 0 0 2 6 20 386
Vector Autoregressive Analysis 0 0 0 85 0 3 17 497
Total Working Papers 138 441 1,724 10,497 485 1,385 5,344 40,873

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A REVIEW OF SYSTEMS COINTEGRATION TESTS 15 23 65 213 20 36 145 532
A lag augmentation test for the cointegrating rank of a VAR process 1 1 2 17 1 2 17 73
A model for non-negative and non-positive distributed lag functions 0 0 1 5 0 1 6 31
A money demand system for German M3 0 2 14 225 4 11 73 1,176
A note on the asymptotic distribution of impulse response functions of estimated var models with orthogonal residuals 0 1 10 29 1 3 16 51
A small monetary system for the euro area based on German data 1 2 20 56 3 11 57 205
Analysis of cointegrated VARMA processes 0 2 10 46 1 3 17 102
Asymptotic Distributions of Impulse Response Functions and Forecast Error Variance Decompositions of Vector Autoregressive Models 8 18 69 404 13 27 137 936
Bericht über die Sitzung des Ausschusses für Ökonometrie vom 14. bis 16. März 2001 im Schloss Rauischholzhausen 0 0 0 1 0 0 6 46
Bericht über die Sitzung des Ausschusses für Ökonometrie vom 5.-7. April 2000 im Schloss Rauischholzhausen 0 0 1 2 0 0 7 36
Book reviews 0 0 0 0 0 0 2 5
Comment on essays on current state and future challenges of econometrics 0 1 3 11 2 4 26 88
Comparison of tests for the cointegrating rank of a VAR process with a structural shift 0 0 3 37 1 2 10 116
Estimating the Kronecker indices of cointegrated echelon-form VARMA models 0 0 0 1 1 4 29 362
Forecasting Contemporaneously Aggregated Vector ARMA Processes 0 0 0 0 0 2 26 441
Forecasting Vector ARMA Processes with Systematically Missing Observations 0 0 0 0 2 2 16 171
Forecasting euro area variables with German pre-EMU data 1 1 9 13 3 9 34 43
General-to-specific or specific-to-general modelling? An opinion on current econometric terminology 1 2 16 69 5 13 67 179
Granger-causality in cointegrated VAR processes The case of the term structure 2 9 55 218 3 16 101 400
Identifying Monetary Policy Shocks via Changes in Volatility 1 1 15 18 3 5 33 49
Impulse response analysis in infinite order cointegrated vector autoregressive processes 1 6 21 209 1 9 36 405
Impulse response analysis of cointegrated systems 4 19 77 404 8 35 121 664
Investigating Stability and Linearity of a German M1 Money Demand Function 1 8 30 213 3 13 57 653
Linear aggregation of vector autoregressive moving average processes 0 0 6 28 0 1 12 71
Linear transformations of vector ARMA processes 1 1 6 34 1 3 22 82
Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process 0 0 0 20 18 64 267 1,283
Modeling The Demand For M3 In The Unified Germany 0 1 8 76 2 4 20 260
Modified Wald tests under nonregular conditions 0 1 3 21 1 3 12 89
Money demand in Europe: Editors' preface 0 0 1 55 0 1 4 284
Non-causality due to omitted variables 2 6 29 58 14 31 122 221
Non-linear least squares estimation under non-linear equality constraints 1 2 13 53 2 6 30 115
Nonparametric dynamic modelling 0 0 2 14 1 1 5 41
On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models 2 13 20 94 3 15 37 193
On unit root tests in the presence of transitional growth 0 0 3 11 0 0 9 59
Practical Problems with Reduced-rank ML Estimators for Cointegration Parameters and a Simple Alternative 0 1 3 17 1 4 13 87
Prediction Tests for Structural Stability of Multiple Time Series 0 0 0 0 0 2 13 143
Prediction tests for structural stability 0 0 0 5 0 0 2 21
Problems related to over-identifying restrictions for structural vector error correction models 0 0 4 8 0 1 24 44
Residual autocorrelation testing for vector error correction models 0 0 6 35 0 5 26 130
Specification of Echelon-Form VARMA Models 0 0 0 0 5 9 57 371
Specification of varying coefficient time series models via generalized flexible least squares 1 7 19 64 3 10 34 135
Structural vector autoregressive analysis for cointegrated variables 3 10 18 41 3 15 41 139
Test Procedures for Unit Roots in Time Series with Level Shifts at Unknown Time 2 5 19 143 4 11 41 389
Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break 0 1 10 16 3 7 35 49
Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time 5 6 23 238 8 22 76 786
Testing for the Cointegrating Rank of a VAR Process with Structural Shifts 0 0 0 0 2 8 34 304
Testing for the cointegrating rank of a VAR process with a time trend 0 2 10 47 0 7 32 142
The Optimality of Rational Distributed Lags: A Comment 0 0 1 23 0 0 4 179
The Stability Assumption in Tests of Causality between Money and Income 0 0 0 0 0 0 10 161
The joint asymptotic distribution of multistep prediction errors of estimated vector autoregressions 0 1 2 7 0 1 8 27
Unit root tests for time series with level shifts: a comparison of different proposals 1 7 19 89 3 12 32 162
Total Journal Articles 54 160 646 3,388 149 451 2,061 12,731

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting with VARMA Models 1 9 48 91 10 31 144 268
Total Chapters 1 9 48 91 10 31 144 268

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Statistics updated 2009-11-04