1. Global Economic Policy Uncertainty and Energy Prices: A Markov-Switching VAR Approach. (2023). Ayta, Deniz.
   In: Journal for Economic Forecasting.
   RePEc:rjr:romjef:v::y:2023:i:3:p:40-61.

   Full description at Econpapers || Download paper

2. Nexus between Financial Inclusion and Economic Activity: A Study about Traditional and Non-Traditional Financial Service Indicators Determining Financial Outreach. (2023). Gerth, Florian.
   In: MPRA Paper.
   RePEc:pra:mprapa:119265.

   Full description at Econpapers || Download paper

3. The Granger Causality of Bahrain Stocks, Bitcoin, and Other Commodity Asset Returns: Evidence of Short-Term Return Spillover Before and During the COVID-19 Pandemic. (2023). Doblas, Mark Pabatang ; Lagaras, Maria Cecilia.
   In: International Journal of Business Analytics (IJBAN).
   RePEc:igg:jban00:v:10:y:2023:i:1:p:1-20.

   Full description at Econpapers || Download paper

4. Disentangling shock diffusion on complex networks: Identification through graph planarity. (2020). di Matteo, Tiziana ; Kumar, Sudarshan ; Chakrabarti, Anindya S.
   In: Papers.
   RePEc:arx:papers:2001.01518.

   Full description at Econpapers || Download paper

5. Model Selection in Time Series Analysis: Using Information Criteria as an Alternative to Hypothesis Testing. (2018). Hatemi-J, Abdulnasser ; Hacker, Scott R.
   In: Papers.
   RePEc:arx:papers:1805.08991.

   Full description at Econpapers || Download paper

6. Impacts of Export Restrictions on Food Price Volatility: Evidence from VAR-X and EGARCH-X Models. (2017). Brümmer, Bernhard ; Jaghdani, Tinoush Jamali ; Dalheimer, Bernhard ; Brummer, Bernhard.
   In: 57th Annual Conference, Weihenstephan, Germany, September 13-15, 2017.
   RePEc:ags:gewi17:262151.

   Full description at Econpapers || Download paper

7. Fiscal Policy, Interest Rates, and Output: Equilibrium-Correction Dynamics in the US Economy. (2015). Sserwanja, Isaac ; Krolzig, Hans-Martin.
   In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
   RePEc:zbw:vfsc15:112813.

   Full description at Econpapers || Download paper

8. Analysing shock transmission in a data-rich environment: a large BVAR for New Zealand. (2010). Matheson, Troy ; Bloor, Chris.
   In: Empirical Economics.
   RePEc:spr:empeco:v:39:y:2010:i:2:p:537-558.

   Full description at Econpapers || Download paper

9. General-to-specific modeling: an overview and selected bibliography. (2005). Hendry, David ; Ericsson, Neil ; Campos, Julia .
   In: International Finance Discussion Papers.
   RePEc:fip:fedgif:838.

   Full description at Econpapers || Download paper

10. Modelling the demand for emerging market assets. (2004). Fitzgerald, Valpy ; Krolzig, Derya .
    In: Money Macro and Finance (MMF) Research Group Conference 2003.
    RePEc:mmf:mmfc03:29.

    Full description at Econpapers || Download paper

11. Vector-Autoregression Approach to Forecast Italian Imports. (2004). Piras, Gianfranco ; Pappalardo, Carmine .
    In: ISAE Working Papers.
    RePEc:isa:wpaper:42.

    Full description at Econpapers || Download paper

12. Modeling the Demand for Emerging Market Assets. (2003). Fitzgerald, Valpy ; Krolzig, Derya .
    In: OFRC Working Papers Series.
    RePEc:sbs:wpsefe:2003fe10.

    Full description at Econpapers || Download paper

13. Sub-sample Model Selection Procedures in Gets Modelling. (2003). Krolzig, Hans-Martin ; Hendry, David.
    In: Economics Papers.
    RePEc:nuf:econwp:0317.

    Full description at Econpapers || Download paper

14. Wage and Price Phillips Curves An empirical analysis of destabilizing wage-price spirals. (2003). Krolzig, Hans-Martin ; Flaschel, Peter.
    In: Economics Papers.
    RePEc:nuf:econwp:0316.

    Full description at Econpapers || Download paper

15. General-to-Specific Model Selection Procedures for Structural Vector Autoregressions. (2003). Krolzig, Hans-Martin.
    In: Economics Papers.
    RePEc:nuf:econwp:0315.

    Full description at Econpapers || Download paper

16. The Properties of Automatic Gets Modelling. (2003). Krolzig, Hans-Martin ; Hendry, David.
    In: Economics Papers.
    RePEc:nuf:econwp:0314.

    Full description at Econpapers || Download paper

17. Comparison of Model Reduction Methods for VAR Processes. (2003). Lütkepohl, Helmut ; Krolzig, Hans-Martin ; Brüggemann, Ralf.
    In: Economics Papers.
    RePEc:nuf:econwp:0313.

    Full description at Econpapers || Download paper

18. Reformulating empirical macro-econometric modelling. (2001). Mizon, G. E..
    In: Discussion Paper Series In Economics And Econometrics.
    RePEc:stn:sotoec:0104.

    Full description at Econpapers || Download paper

1. Akaike, H. (1985). Prediction and entropy. In Atkinson, A. C., and Fienberg, S. E. (eds.), A Celebration of Statistics, C.H. 1. New York: Springer-Verlag.
   Paper not yet in RePEc: Add citation now
   
2. Bock, M. E., Yancey, T. A., and Judge, G. C. (1973). Statistical consequences of preliminary test estimators in regression. Journal of the American Statistical Association, 68, 109--116.
   Paper not yet in RePEc: Add citation now
   

3. Bruggemann, R., and Lutkepohl, H. (2000). Lag selection in subset VAR models with an application to a U.S. monetary system. SFB 373 Discussion Paper 37/2000, Humboldt Universitat zu Berlin.

4. Christiano, L. J., Eichenbaum, M., and Evans, C. L. (1996). The effects of monetary policy shocks: Evidence from the flow of funds. Review of Economics and Statistics, 78, 16--34.

5. Discussion Paper, Department of Economics, University of Oxford. Hoover, K. D., and Perez, S. J. (1999). Data mining reconsidered: Encompassing and the general-tospecific approach to specification search. Econometrics Journal, 2, 167--91.

6. Doornik, J. A., and Hendry, D. F. (1999). Modelling Dynamic Systems using PcFiml: Volume II. London: Timberlake Consultants Press.
   Paper not yet in RePEc: Add citation now
   
7. Hannan, E. J., and Quinn, B. G. (1979). The determination of the order of an autoregression. Journal of the Royal Statistical Society, 190--195.
   Paper not yet in RePEc: Add citation now
   

8. Hendry, D. F. (1984). Monte Carlo experimentation in econometrics. In Griliches, Z., and Intriligator, M. D. (eds.), Handbook of Econometrics, Vol. 2--3, C.H. 16. Amsterdam: North-Holland.

9. Hendry, D. F. (1993). Econometrics: Alchemy or Science'DONE' Oxford: Blackwell Publishers.

10. Hendry, D. F. (1995). Dynamic Econometrics. Oxford: Oxford University Press.

11. Hendry, D. F., and Krolzig, H.-M. (1999). Improving on `data mining reconsidered by K.D. Hoover and S.J. Perez. Econometrics Journal, 2, 167--191.

12. Hendry, D. F., and Krolzig, H.-M. (2000). Comuter-automated econometric modelling using PcGets.

13. Johansen, S. (1995). Likelihood based Inference on Cointegration in the Vector Autoregressive Model.

14. Krolzig, H.-M., and Hendry, D. F. (2000). Computer automation of general-to-specific model selection procedures. Forthcoming, Journal of Economic Dynamics and Control.

15. Lovell, M. C. (1983). Data mining. Review of Economics and Statistics, 65, 1--12.

16. Lutkepohl, H. (1991). Introduction to Multiple Time Series Analysis. Berlin: Springer.
    Paper not yet in RePEc: Add citation now
    
17. Oxford: Oxford University Press. Judge, G. G., and Bock, M. E. (1978). The Statistical Implications of Pre-Test and Stein-Rule Estimators in Econometrics. Amsterdam: North Holland Publishing Company.
    Paper not yet in RePEc: Add citation now
    
18. Schwartz, G. (1978). Estimating the dimension of a model. Annals of Statistics, 6, 462--464.
    Paper not yet in RePEc: Add citation now
    

19. Sims, C. A., Stock, J. H., and Watson, M. W. (1990). Inference in linear time series models with some unit roots. Econometrica, 58, 113--144.

20. White, H. (1990). A consistent model selection. In Granger, C. W. J. (ed.), Modelling Economic Series, pp. 369--383. Oxford: Clarendon Press.
    Paper not yet in RePEc: Add citation now
    
21. Wooldridge, J. M. (1999). Asymptotic properties of some specification tests in linear models with integrated processes. In Engle, R. F., and White, H. (eds.), Cointegration, Causality and Forecasting, pp. 366--384. Oxford: Oxford University Press.
    Paper not yet in RePEc: Add citation now
    

1. A factor-augemented model of markup on mortgage loans in Poland. (2013). Bystrov, Victor.
   In: MPRA Paper.
   RePEc:pra:mprapa:49683.

   Full description at Econpapers || Download paper

2. Inflation drivers in new EU members. (2012). Alexova, Martina.
   In: Working and Discussion Papers.
   RePEc:svk:wpaper:1021.

   Full description at Econpapers || Download paper

3. Nonlinearities in the World Vegetable Oil Price System: El Nino Effects. (2009). Ubilava, David ; Holt, Matthew.
   In: 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin.
   RePEc:ags:aaea09:49360.

   Full description at Econpapers || Download paper

4. Analyse der Prognoseeigenschaften von ifo-Konjunkturindikatoren unter Echtzeitbedingungen. (2007). .
   In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
   RePEc:jns:jbstat:v:227:y:2007:i:1:p:87-101.

   Full description at Econpapers || Download paper

5. Interaction of European Carbon Trading and Energy Prices. (2007). Bunn, Derek W. ; Fezzi, Carlo.
   In: Working Papers.
   RePEc:fem:femwpa:2007.63.

   Full description at Econpapers || Download paper

6. Multivariate STAR Unemployment Rate Forecasts. (2005). Rothman, Philip ; Milas, Costas.
   In: Econometrics.
   RePEc:wpa:wuwpem:0502010.

   Full description at Econpapers || Download paper

7. New empirical evidence on the effects of capital controls on composition of capital flows in Malaysia. (2005). goh, sookhoon.
   In: Applied Economics.
   RePEc:taf:applec:v:37:y:2005:i:13:p:1491-1503.

   Full description at Econpapers || Download paper

8. Euro Area inflation: long-run determinants and short-run dynamics. (2005). Girardi, Alessandro ; Boschi, Melisso.
   In: ISAE Working Papers.
   RePEc:isa:wpaper:60.

   Full description at Econpapers || Download paper

9. A Software Framework for Data Based Analysis. (2005). Krätzig, Markus ; Kratzig, Markus.
   In: SFB 649 Discussion Papers.
   RePEc:hum:wpaper:sfb649dp2005-044.

   Full description at Econpapers || Download paper

10. Modelling Inflation Dynamics in Transition Economies: The Case of Ukraine. (2005). Siliverstovs, Boriss ; Bilan, Olena .
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp476.

    Full description at Econpapers || Download paper

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.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1380.

    Full description at Econpapers || Download paper

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 .
    In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
    RePEc:jns:jbstat:v:224:y:2004:i:6:p:639-652.

    Full description at Econpapers || Download paper

13. Applied Time Series Econometrics. (2004). Lütkepohl, Helmut ; Krätzig, Markus.
    In: Cambridge Books.
    RePEc:cup:cbooks:9780521547871.

    Full description at Econpapers || Download paper

14. Comparison of Model Reduction Methods for VAR Processes. (2003). Braggemann, Ralf ; Krolzig, Hans-Martin.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:2003-w13.

    Full description at Econpapers || Download paper

15. Comparison of Model Reduction Methods for VAR Processes. (2003). Lütkepohl, Helmut ; Krolzig, Hans-Martin ; Brüggemann, Ralf.
    In: Economics Papers.
    RePEc:nuf:econwp:0313.

    Full description at Econpapers || Download paper

16. Comparison of model reduction methods for VAR processes. (2002). Lütkepohl, Helmut ; Krolzig, Hans-Martin ; Brüggemann, Ralf ; Lutkepohl, Helmut ; Bruggemann, Ralf.
    In: SFB 373 Discussion Papers.
    RePEc:zbw:sfb373:200280.

    Full description at Econpapers || Download paper

17. Structural vector autoregressive models and monetary policy analysis. (2002). Holtemöller, Oliver ; Holtemoller, Oliver.
    In: SFB 373 Discussion Papers.
    RePEc:zbw:sfb373:20027.

    Full description at Econpapers || Download paper

18. On the small sample properties of weak exogeneity tests in cointegrated VAR models. (2002). Brüggemann, Ralf ; Bruggemann, Ralf.
    In: SFB 373 Discussion Papers.
    RePEc:zbw:sfb373:20022.

    Full description at Econpapers || Download paper

19. General--to--Specific Reductions of Vector Autoregressive Processes. (2001). Krolzig, Hans-Martin.
    In: Computing in Economics and Finance 2001.
    RePEc:sce:scecf1:164.

    Full description at Econpapers || Download paper

20. A Multivariate STAR Analysis of the Relationship Between Money and Output. (2000). van Dijk, Dick ; Rothman, Philip ; Franses, Philip Hans.
    In: Working Papers.
    RePEc:wop:eacaec:0012.

    Full description at Econpapers || Download paper

21. Economic Welfare Measurements and Human Well-Being, [revised version, March 2000]. (2000). Krolzig, Hans-Martin ; Offer, Avner.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:2000-w34.

    Full description at Econpapers || Download paper

Report date: 2025-10-04 15:30:45 || Missing content? Let us know