| 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 |
0 |
3 |
19 |
428 |
| A Review of Nonparametric Time Series Analysis |
0 |
0 |
0 |
154 |
3 |
7 |
28 |
468 |
| A Review of Systems Cointegration Tests |
0 |
0 |
0 |
94 |
3 |
15 |
66 |
538 |
| A Small Monetary System for the Euro Area Based on German Data |
3 |
4 |
11 |
58 |
6 |
13 |
48 |
163 |
| A Statistical Comparison of Alternative Identification Schemes for Monetary Policy Shocks |
5 |
37 |
37 |
37 |
12 |
30 |
30 |
30 |
| Acquisition of Information and Share Prices: An Empirical Investigation of Cognitive Dissonance |
2 |
3 |
6 |
16 |
4 |
9 |
25 |
61 |
| Acquisition of information and share prices: An empirical investigation of cognitive dissonance |
2 |
2 |
10 |
20 |
6 |
15 |
52 |
92 |
| Asymptotic Inference on Nonlinear Functions of the Coefficients of Infinite Order Cointegated VAR Processes |
0 |
0 |
0 |
35 |
3 |
8 |
14 |
212 |
| Bootstrapping Impulse Responses in VAR Analyses |
0 |
0 |
0 |
187 |
2 |
8 |
33 |
1,243 |
| Break Date Estimation and Cointegration Testing in VAR Processes with Level Shift |
4 |
11 |
36 |
231 |
8 |
27 |
94 |
468 |
| Comparison of Bootstrap Confidence Intervals for Impulse Responses of German Monetary Systems |
0 |
0 |
0 |
12 |
1 |
3 |
26 |
285 |
| Comparison of Bootstrap Confidence Intervals for Impulse Responses of German Monetary Systems |
4 |
9 |
46 |
188 |
6 |
18 |
92 |
513 |
| Comparison of Model Reduction Methods for VAR Processes |
2 |
10 |
21 |
182 |
5 |
23 |
74 |
466 |
| Comparison of Model Reduction Methods for VAR Processes |
2 |
7 |
10 |
153 |
4 |
11 |
29 |
276 |
| Comparison of Tests for the Cointegrating Rank of a VAR Process with a Structural Shift |
0 |
0 |
0 |
40 |
0 |
3 |
13 |
748 |
| Comparison of Tests for the Cointegrating Rank of a VAR Process with a Structural Shift |
0 |
2 |
7 |
149 |
3 |
6 |
19 |
394 |
| Comparison of Unit Root Tests for Time Series with Level Shifts |
0 |
0 |
0 |
98 |
7 |
16 |
54 |
438 |
| Consistent Estimation of the Number of Cointegration Relations in a Vector Autoregressive Model |
0 |
0 |
0 |
72 |
0 |
1 |
12 |
210 |
| Econometric Analysis with Vector Autoregressive Models |
13 |
58 |
219 |
404 |
22 |
82 |
322 |
411 |
| Estimating the Kronecker Indices of Cointegrated Echelon Form VARMA Models |
0 |
0 |
0 |
6 |
0 |
1 |
10 |
246 |
| Forecasting Cointegrated VARMA Processes |
0 |
0 |
0 |
106 |
2 |
10 |
23 |
295 |
| Forecasting Euro-Area Variables with German Pre-EMU Data |
0 |
4 |
10 |
23 |
3 |
11 |
30 |
69 |
| Forecasting Euro-Area Variables with German Pre-EMU Data |
2 |
3 |
10 |
28 |
10 |
21 |
61 |
138 |
| Forecasting with VARMA Models |
9 |
36 |
99 |
340 |
20 |
69 |
196 |
506 |
| Identifying Monetary Policy Shocks via Changes in Volatility |
3 |
5 |
14 |
54 |
10 |
21 |
44 |
114 |
| Identifying Monetary Policy Shocks via Changes in Volatility |
1 |
4 |
13 |
51 |
3 |
8 |
33 |
103 |
| Impulse Response Analysis in Infinite Order Cointegrated Vector Autoregressive Processes |
0 |
0 |
0 |
153 |
3 |
11 |
56 |
605 |
| Impulse Response Analysis of Vector Autoregressive Processes |
0 |
0 |
0 |
592 |
46 |
169 |
441 |
2,301 |
| Infinite Order Cointegrated Vector Autoregressive Processes:Estimation and Inference |
0 |
0 |
0 |
66 |
0 |
3 |
13 |
364 |
| Investigating Stability and Linearity of a German M1 Money Demand Function |
0 |
0 |
0 |
99 |
2 |
9 |
17 |
386 |
| Investigating Stability and Linearity of a German M1 Money Demand Function |
0 |
0 |
0 |
62 |
3 |
13 |
65 |
1,230 |
| Kointegration und gemeinsame Trends |
0 |
0 |
0 |
162 |
2 |
6 |
25 |
501 |
| Konjunkturanalyse mit Markov-Regimewechselmodellen |
0 |
0 |
0 |
0 |
2 |
6 |
14 |
64 |
| Lag Selection in Subset VAR Models with an Application to a U.S. Monetary System |
5 |
12 |
31 |
273 |
7 |
19 |
57 |
494 |
| Lag Selection in Subset VAR Models with an Application to a U.S. Monetary System |
0 |
0 |
0 |
54 |
0 |
2 |
7 |
553 |
| Local Power of Likelihood Ratio Tests for the Cointegrating Rank of a VAR Process |
0 |
0 |
0 |
11 |
1 |
2 |
8 |
151 |
| Lutkepohl |
2 |
6 |
34 |
321 |
8 |
31 |
132 |
1,318 |
| Making Wald Tests Work for Cointegrated Var Systems |
0 |
0 |
0 |
127 |
4 |
10 |
43 |
461 |
| Making Wald Tests Work for Cointegrated Var Systems |
0 |
0 |
0 |
1 |
6 |
14 |
59 |
551 |
| Maximum Eigenvalue Versus Trace Tests for the Cointegrating Rank of a VAR Process |
0 |
0 |
0 |
106 |
4 |
19 |
72 |
1,082 |
| Modelling the Demand for M3 in the Unified Germany |
0 |
0 |
0 |
66 |
0 |
2 |
20 |
292 |
| Modelling the Demand for M3 in the unified Germany |
0 |
0 |
0 |
0 |
3 |
9 |
50 |
869 |
| Multivariate Volatility Analysis of VW Stock Prices |
0 |
0 |
0 |
62 |
1 |
3 |
28 |
410 |
| Nichtparametrische Verfahren zur Analyse und Prognose von Finanzmarktdate |
0 |
0 |
0 |
37 |
1 |
4 |
12 |
164 |
| On the Reliability of Chow Type Test for Parameter Constancy in Multivariate Dynamic Models |
0 |
0 |
0 |
93 |
3 |
13 |
52 |
1,157 |
| Order Selection in Testing for the Cointegration Rank of a VAR Process |
0 |
0 |
0 |
44 |
3 |
5 |
24 |
252 |
| Practical Problems with Reduced Rank ML Estimators for Cointegration Parameters and a Simple Alternative |
1 |
2 |
10 |
105 |
6 |
20 |
51 |
261 |
| Problems Related to Bootstrapping Impulse Responses of Autoregressive Processes |
0 |
0 |
0 |
17 |
1 |
1 |
14 |
178 |
| Problems Related to Over-identifying Restrictions for Structural Vector Error Correction Models |
2 |
4 |
28 |
74 |
11 |
29 |
88 |
223 |
| Problems Related to Testing for Granger-Causality in VARMA Processes |
0 |
0 |
0 |
0 |
1 |
2 |
14 |
178 |
| Recent Advances in Cointegration Analysis |
1 |
11 |
38 |
380 |
4 |
20 |
63 |
409 |
| Residual Autocorrelation Testing for Vector Error Correction Models |
6 |
17 |
65 |
410 |
29 |
62 |
253 |
1,246 |
| Stabilitaetsanalyse der bundesdeutschen Geldnachfrage anhand alternativer Ansaetze zur Modellierung vari- ierender Regressionskoeffizienten |
0 |
0 |
0 |
32 |
1 |
7 |
24 |
407 |
| Statistische Modellierung von Volatilit"aten |
0 |
0 |
0 |
19 |
2 |
5 |
18 |
185 |
| Structural Vector Autoregressions with Nonnormal Residuals |
0 |
3 |
15 |
94 |
2 |
19 |
59 |
213 |
| Structural Vector Autoregressions with Nonnormal Residuals |
1 |
3 |
8 |
65 |
3 |
9 |
25 |
142 |
| Structural Vector Autoregressive Analysis for Cointegrated Variables |
9 |
40 |
112 |
413 |
23 |
92 |
295 |
684 |
| Test Procedures for Unit Roots in Time Series with Level Shifts at Unknown Time |
0 |
0 |
0 |
69 |
4 |
6 |
33 |
466 |
| Testing for Multi-Step Causality in Time Series |
0 |
0 |
0 |
99 |
1 |
9 |
33 |
431 |
| Testing for Unit Roots in Time Series with Level Shifts |
0 |
0 |
0 |
0 |
3 |
4 |
20 |
261 |
| Testing for a Unit Root in a Time Series with a Level Shift at Unknown Time |
0 |
0 |
0 |
69 |
0 |
1 |
28 |
211 |
| Testing for a Unit Root in a Time Series with a Level Shift at Unknown Time |
5 |
7 |
45 |
279 |
7 |
13 |
76 |
509 |
| Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break |
2 |
5 |
23 |
55 |
8 |
21 |
90 |
178 |
| Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break |
2 |
2 |
12 |
63 |
7 |
11 |
38 |
118 |
| Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time |
0 |
0 |
0 |
89 |
3 |
16 |
40 |
519 |
| Testing for the Cointegrating Rank of a VAR Process with Structural Shifts |
0 |
0 |
0 |
31 |
2 |
9 |
31 |
212 |
| Testing for the Cointegrating Rank of a VAR Process with a Time Trend |
0 |
0 |
0 |
28 |
0 |
1 |
9 |
206 |
| Testing for the Cointegrating Rank of a VAR Process with an Intercept |
0 |
0 |
0 |
20 |
1 |
1 |
8 |
165 |
| Testing for the Cointegrating Rank of a Vector Autoregressive Process with Uncertain Deterministic Trend Term |
6 |
26 |
26 |
26 |
11 |
25 |
25 |
25 |
| The Transmission of German Monetary Policy in the Pre-Euro Period |
4 |
8 |
34 |
138 |
8 |
23 |
114 |
797 |
| The Transmission of German Monetary Policy in the Pre-Euro Period |
0 |
0 |
0 |
63 |
3 |
7 |
35 |
774 |
| Trend Adjustment Prior to Testing for the Cointegrating Rank of a VAR Process |
0 |
0 |
0 |
11 |
2 |
5 |
14 |
142 |
| Uncovered Interest Rate Parity and the Expectations Hypothesis of the Term Structure: Empirical Results for the U.S. and Europe |
5 |
14 |
62 |
192 |
21 |
57 |
243 |
612 |
| Uncovered Interest Rate Parity and the Expectations Hypothesis of the Term Structure: Empirical Results for the U.S. and Europe |
1 |
10 |
28 |
159 |
6 |
22 |
102 |
395 |
| Unit Root Tests for Time Series with Level Shifts: A Comparison of Different Proposals |
0 |
0 |
0 |
94 |
3 |
4 |
30 |
501 |
| Unit Root Tests for Time Series with a Structural Break When the Break Point is Known |
0 |
0 |
0 |
256 |
3 |
13 |
54 |
853 |
| Unit Root Tests in the Presence of Innovational Outliers |
0 |
0 |
0 |
43 |
1 |
6 |
28 |
324 |
| Vector Autoregressions |
0 |
0 |
0 |
0 |
2 |
5 |
10 |
364 |
| Vector Autoregressive Analysis |
0 |
0 |
0 |
85 |
1 |
9 |
15 |
480 |
| Total Working Papers |
104 |
365 |
1,120 |
8,565 |
422 |
1,323 |
4,622 |
34,789 |