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8. Euro Area inflation: long-run determinants and short-run dynamics. (2005). Girardi, Alessandro ; Boschi, Melisso.
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9. A Software Framework for Data Based Analysis. (2005). Krätzig, Markus ; Kratzig, Markus.
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10. Modelling Inflation Dynamics in Transition Economies: The Case of Ukraine. (2005). Siliverstovs, Boriss ; Bilan, Olena .
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11. Bank Loan Supply and Monetary Policy Transmission in Germany: An Assessment Based on Matching Impulse Responses. (2005). Wollmershäuser, Timo ; Mayer, Eric ; Hülsewig, Oliver ; Wollmershauser, Timo ; Hulsewig, Oliver.
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12. Prognosegüte alternativer Früh Indikatoren für die Konjunktur in Deutschland / Forecasting Performance of Alternative Indicators for the German Economy. (2004). Benner, Joachim ; Meier, Carsten-Patrick .
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13. Applied Time Series Econometrics. (2004). Lütkepohl, Helmut ; Krätzig, Markus.
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14. Comparison of Model Reduction Methods for VAR Processes. (2003). Braggemann, Ralf ; Krolzig, Hans-Martin.
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15. Comparison of Model Reduction Methods for VAR Processes. (2003). Lütkepohl, Helmut ; Krolzig, Hans-Martin ; Brüggemann, Ralf.
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16. Comparison of model reduction methods for VAR processes. (2002). Lütkepohl, Helmut ; Krolzig, Hans-Martin ; Brüggemann, Ralf ; Lutkepohl, Helmut ; Bruggemann, Ralf.
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17. Structural vector autoregressive models and monetary policy analysis. (2002). Holtemöller, Oliver ; Holtemoller, Oliver.
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18. On the small sample properties of weak exogeneity tests in cointegrated VAR models. (2002). Brüggemann, Ralf ; Bruggemann, Ralf.
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19. General--to--Specific Reductions of Vector Autoregressive Processes. (2001). Krolzig, Hans-Martin.
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1. Consistency of averaged impulse response estimators in vector autoregressive models. (2024). Urbain, Jeanpierre ; Palm, Franz ; Lohmeyer, Jan.
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2. Local Projection Inference Is Simpler and More Robust Than You Think. (2021). Plagborg-Moller, Mikkel ; Plagborgmoller, Mikkel ; Montiel, Jose Luis.
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3. Structural vector error correction modelling of Bitcoin price. (2021). le Fur, Eric ; Haffar, Adlane.
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4. Identifying shocks to business cycles with asynchronous propagation. (2020). Weber, Enzo ; Trenkler, Carsten.
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5. Skewness-adjusted bootstrap confidence intervals and confidence bands for impulse response functions. (2020). Winker, Peter ; Staszewska-Bystrova, Anna ; Grabowski, Daniel.
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6. The uniform validity of impulse response inference in autoregressions. (2020). Kilian, Lutz ; Inoue, Atsushi.
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7. The uniform validity of impulse response inference in autoregressions. (2019). Kilian, Lutz ; Inoue, Atsushi.
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8. Delta-method inference for a class of set-identified SVARs. (2018). Meier, Matthias ; Gafarov, Bulat ; Montiel, Jose Luis.
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9. Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models - A Review. (2018). Winker, Peter ; Staszewska-Bystrova, Anna ; Lütkepohl, Helmut ; Lutkepohl, Helmut.
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10. Balanced bootstrap joint confidence bands for structural impulse response functions. (2017). Wolf, Michael ; Bruder, Stefan.
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11. Effects of idiosyncratic shocks on macroeconomic time series. (2017). Yang, Minxian.
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12. Inference in VARs with conditional heteroskedasticity of unknown form. (2016). Trenkler, Carsten ; Brüggemann, Ralf ; Bruggemann, Ralf ; Jentsch, Carsten.
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13. Comment on Lof, Mekasha, and Tarp (2014). (2015). Nowak-Lehmann D., Felicitas ; Martínez-Zarzoso, Inmaculada ; Herzer, Dierk ; Dreher, Axel ; Klasen, Stephan ; Martinez-Zarzoso, Inmaculada.
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14. Market Level Effects of World Food Program Local and Regional Procurement of Food Aid in Africa. (2015). Tschirley, David ; Myers, Robert ; Zavale, Helder.
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15. Inference in VARs with Conditional Heteroskedasticity of Unknown Form. (2014). Trenkler, Carsten ; Brüggemann, Ralf ; Bruggemann, Ralf ; Jentsch, Carsten.
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16. MSU/FSG Study of the Impact of WFP Local and Regional Food Aid Procurement on Markets, Households, and Food Value Chains. (2014). Tschirley, David ; Myers, Robert ; Zavale, Helder.
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17. A new interpretation of known facts: The case of two-way causality between trading and volatility. (2012). www.s-e-i.ch, deactivated account ; Mller, Christian.
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18. What Causes the Volatility of the Balancing Item?. (2009). Lin, Mei-Yin ; Wang, Hui-hua .
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19. Do Local Projections Solve the Bias Problem in Impulse Response Inference?. (2009). Kim, Yun Jung ; Kilian, Lutz.
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20. Understanding the dynamic effects of government spending on foreign trade. (2008). Müller, Gernot ; Mller, Gernot J..
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21. Finite sample properties of impulse response intervals in SVECMs with long-run identifying restrictions. (2006). Brüggemann, Ralf ; Bruggemann, Ralf.
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22. Japans balancing item: do timing errors matter?. (2006). Tang, Tuck Cheong.
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23. The influences of economic openness on Japans balancing item: an empirical note. (2006). Tang, Tuck Cheong.
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24. Finite-sample simulation-based inference in VAR models with application to Granger causality testing. (2006). Dufour, Jean-Marie ; Jouini, Tarek .
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25. Monte Carlo tests with nuisance parameters: A general approach to finite-sample inference and nonstandard asymptotics. (2006). Dufour, Jean-Marie.
    In: Journal of Econometrics.
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26. Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing. (2005). Dufour, Jean-Marie ; Jouini, Tarek .
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27. Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics. (2005). Dufour, Jean-Marie.
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28. Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and non-standard asymptotics. (2005). Dufour, Jean-Marie.
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29. Dynamic and asymmetric impacts of macroeconomic fundamentals on an integrated stock market. (2004). Hess, Martin K..
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30. Thick modeling. (2004). JEON, YONGIL .
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31. Lag Selection in Subset VAR Models with an Application to a U.S. Monetary System. (2000). Lütkepohl, Helmut ; Brüggemann, Ralf.
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