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 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

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 4 10 32 143 10 32 105 366
A lag augmentation test for the cointegrating rank of a VAR process 0 0 3 14 1 5 12 54
A model for non-negative and non-positive distributed lag functions 0 0 1 4 1 5 12 24
A money demand system for German M3 0 2 21 209 7 25 111 1,096
A note on the asymptotic distribution of impulse response functions of estimated var models with orthogonal residuals 0 0 10 17 1 1 15 33
A small monetary system for the euro area based on German data 0 2 15 35 2 15 54 133
Analysis of cointegrated VARMA processes 2 5 8 36 4 9 13 85
Asymptotic Distributions of Impulse Response Functions and Forecast Error Variance Decompositions of Vector Autoregressive Models 2 8 46 317 10 26 97 762
Bericht über die Sitzung des Ausschusses für Ökonometrie vom 14. bis 16. März 2001 im Schloss Rauischholzhausen 0 0 0 1 0 1 7 40
Bericht über die Sitzung des Ausschusses für Ökonometrie vom 5.-7. April 2000 im Schloss Rauischholzhausen 0 0 0 1 0 0 4 28
Book reviews 0 0 0 0 0 0 3 3
Comment on essays on current state and future challenges of econometrics 0 0 4 7 0 1 17 58
Comparison of tests for the cointegrating rank of a VAR process with a structural shift 0 0 2 33 1 2 8 104
Estimating the Kronecker indices of cointegrated echelon-form VARMA models 0 0 1 1 0 8 23 328
Forecasting Contemporaneously Aggregated Vector ARMA Processes 0 0 0 0 7 37 70 411
Forecasting Vector ARMA Processes with Systematically Missing Observations 0 0 0 0 1 6 18 152
General-to-specific or specific-to-general modelling? An opinion on current econometric terminology 1 4 16 51 1 7 35 107
Granger-causality in cointegrated VAR processes The case of the term structure 15 21 57 154 19 29 99 280
Impulse response analysis in infinite order cointegrated vector autoregressive processes 1 6 31 187 4 14 59 365
Impulse response analysis of cointegrated systems 9 23 86 314 15 35 130 527
Investigating Stability and Linearity of a German M1 Money Demand Function 3 4 22 178 4 11 45 589
Linear aggregation of vector autoregressive moving average processes 1 1 8 21 2 5 25 58
Linear transformations of vector ARMA processes 2 6 14 24 2 10 32 55
Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process 0 0 3 20 25 65 190 961
Modeling The Demand For M3 In The Unified Germany 0 2 5 65 1 5 22 237
Modified Wald tests under nonregular conditions 0 1 5 17 2 8 22 74
Money demand in Europe: Editors' preface 0 0 1 54 0 0 8 280
Non-causality due to omitted variables 2 4 14 27 8 18 63 85
Non-linear least squares estimation under non-linear equality constraints 3 7 23 36 3 12 51 77
Nonparametric dynamic modelling 0 1 1 11 0 1 3 35
On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models 0 3 12 72 1 9 30 152
On unit root tests in the presence of transitional growth 0 0 3 8 0 0 8 50
Practical Problems with Reduced-rank ML Estimators for Cointegration Parameters and a Simple Alternative 1 1 4 14 3 6 19 70
Prediction Tests for Structural Stability of Multiple Time Series 0 0 0 0 1 2 7 129
Prediction tests for structural stability 1 1 4 5 1 1 10 19
Residual autocorrelation testing for vector error correction models 1 3 12 27 3 11 41 94
Specification of Echelon-Form VARMA Models 0 0 0 0 6 18 42 304
Specification of varying coefficient time series models via generalized flexible least squares 0 3 19 43 3 10 32 99
Structural vector autoregressive analysis for cointegrated variables 3 8 15 21 5 22 56 91
Test Procedures for Unit Roots in Time Series with Level Shifts at Unknown Time 0 3 22 122 2 11 55 345
Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break 0 1 1 1 2 4 4 4
Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time 4 11 28 212 7 26 84 703
Testing for the Cointegrating Rank of a VAR Process with Structural Shifts 0 0 0 0 2 13 49 262
Testing for the cointegrating rank of a VAR process with a time trend 1 2 10 36 4 7 22 108
The Optimality of Rational Distributed Lags: A Comment 0 0 2 22 0 0 9 174
The Stability Assumption in Tests of Causality between Money and Income 0 0 0 0 1 2 12 150
The joint asymptotic distribution of multistep prediction errors of estimated vector autoregressions 0 0 2 4 1 1 8 18
Unit root tests for time series with level shifts: a comparison of different proposals 1 2 12 69 1 4 23 128
Total Journal Articles 57 145 575 2,633 174 540 1,864 10,307
5 registered items for which data could not be found

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting with VARMA Models 3 13 38 38 9 35 111 111
Total Chapters 3 13 38 38 9 35 111 111

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Swedish Business School at Örebro University.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail .

Statistics updated 2008-09-04