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Lütkepohl, Helmut [Author] ; Schlaak, Thore [Other]

Heteroskedastic Proxy Vector Autoregressions

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[S.l.]: SSRN, [2020]

Published in: DIW Berlin Discussion Paper ; No. 1876
Lütkepohl, Helmut [Author] ; Schlaak, Thore [Other]

Bootstrapping Impulse Responses of Structural Vector Autoregressive Models Identified Through GARCH

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[S.l.]: SSRN, [2018]

Published in: DIW Berlin Discussion Paper ; No. 1750
Lütkepohl, Helmut [Author] ; Schlaak, Thore [Other]

Choosing between Different Time-Varying Volatility Models for Structural Vector Autoregressive Analysis

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[S.l.]: SSRN, [2017]

Published in: DIW Berlin Discussion Paper ; No. 1672
Schlaak, Thore [Author]

Essays on Structural Vector Autoregressions Identified Through Time-Varying Volatility

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https://d-nb.info/1202996515/34

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Berlin: Freie Universität Berlin, 2019
Podstawski, Maximilian [Author] ; Schlaak, Thore [Other]; Rieth, Malte [Other]

Monetary Policy, External Instruments and Heteroskedasticity

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[S.l.]: SSRN, [2018]

Published in: DIW Berlin Discussion Paper ; No. 1749
Schlaak, Thore [Author]

Die Angst der Beschäftigten in Zeiten von Corona

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https://www.diw.de/documents/publikationen/73/diw_01.c.743794.de/20-13-3.pdf

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2020

Published in: Deutsches Institut für Wirtschaftsforschung: DIW-Wochenbericht ; 87(2020), 13, Seite 264
Schlaak, Thore [Author]

Die Angst der Beschäftigten in Zeiten von Corona

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Berlin: Deutsches Institut für Wirtschaftsforschung (DIW), 2020
Lütkepohl, Helmut [Author]; Schlaak, Thore [Author]

Heteroskedastic Proxy Vector Autoregressions

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http://hdl.handle.net/10419/242399

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Kiel, Hamburg: ZBW - Leibniz Information Centre for Economics, 2021
Lütkepohl, Helmut [Author]; Schlaak, Thore [Author]

Heteroskedastic proxy vector autoregressions - [This version: June 10, 2020]

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https://www.diw.de/documents/publikationen/73/diw_01.c.791829.de/dp1876.pdf

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Berlin: DIW Berlin, German Institute for Economic Research, 2020

Published in: Deutsches Institut für Wirtschaftsforschung: Discussion papers ; 1876
Lütkepohl, Helmut [Author]; Schlaak, Thore [Author]

Heteroskedastic proxy vector autoregressions - [This version: December 15, 2020]

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[Köln]: Verein für Socialpolitik, [2020]

Published in: Verein für Socialpolitik: Jahrestagung 2021 ; 51
Lütkepohl, Helmut [Author]; Schlaak, Thore [Author]

Heteroskedastic proxy vector autoregressions

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http://hdl.handle.net/10419/222858

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Berlin: Deutsches Institut für Wirtschaftsforschung (DIW), 2020
Lütkepohl, Helmut [Author]; Schlaak, Thore [Author]

Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH

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Berlin: DIW Berlin, German Institute for Economic Research, 2018

Published in: Deutsches Institut für Wirtschaftsforschung: Discussion papers ; 175000
Lütkepohl, Helmut [Author]; Schlaak, Thore [Author]

Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH - [Revised version: January 29, 2019]

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http://www.diw.de/documents/publikationen/73/diw_01.c.595124.de/dp1750.pdf

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Berlin: DIW Berlin, German Institute for Economic Research, 2018

Published in: Deutsches Institut für Wirtschaftsforschung: Discussion papers ; 1750
Lütkepohl, Helmut [Author]; Schlaak, Thore [Author]

Bootstrapping Impulse Responses of Structural Vector Autoregressive Models Identified through GARCH

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http://hdl.handle.net/10419/201419

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Berlin: Deutsches Institut für Wirtschaftsforschung (DIW), 2019
Lütkepohl, Helmut [Author]; Schlaak, Thore [Author]

Choosing Between Different Time-Varying Volatility Models for Structural Vector Autoregressive Analysis

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Hoboken: Wiley; Kiel, Hamburg: ZBW – Leibniz Information Centre for Economics, 2018
Lütkepohl, Helmut [Author]; Schlaak, Thore [Author]

Choosing between different time-varying volatility models for structural vector autoregressive analysis

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http://hdl.handle.net/10419/162815

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Berlin: Deutsches Institut für Wirtschaftsforschung (DIW), 2017
Schlaak, Thore [Author]; Rieth, Malte [Author]; Podstawski, Maximilian [Author]

Monetary policy, external instruments, and heteroskedasticity

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2023

Published in: Quantitative economics ; 14(2023), 1 vom: Jan., Seite 161-200
Schlaak, Thore [Author]; Rieth, Malte [Author]; Podstawski, Maximilian [Author]

Monetary policy, external instruments and heteroskedasticity - [This version: June 18, 2021]

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https://www.diw.de/documents/publikationen/73/diw_01.c.594874.de/dp1749.pdf

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Berlin: DIW Berlin, German Institute for Economic Research, 2021

Published in: Deutsches Institut für Wirtschaftsforschung: Discussion papers ; 1749
Podstawski, Maximilian [Author]; Schlaak, Thore [Author]; Rieth, Malte [Author]

Monetary Policy, External Instruments and Heteroskedasticity

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http://hdl.handle.net/10419/234976

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Berlin: Deutsches Institut für Wirtschaftsforschung (DIW), 2021
Dany-Knedlik, Geraldine [Author]; Gebauer, Stefan [Author]; Schlaak, Thore [Author]

Nach dem Brexit kommt die Übergangsphase : deutsche Wirtschaft leidet weiter unter Unsicherheit

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https://www.diw.de/documents/publikationen/73/diw_01.c.704215.de/diw_aktuell_26.pdf

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Berlin: DIW Berlin - Deutsches Institut für Wirtschaftsforschung, 2020

Published in: DIW aktuell ; 2020,26

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