| 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 |