Alexander Eickelpasch
Berlin,
27.02.2013
| Visit of a Delegation of the Department Business-to-Consumer Services, Directorate General Internal Market and Services of the European Commission
Identification of shocks of interest is a central problem in structural vector autoregressive (SVAR) modelling. Identification is often achieved by imposing restrictions on the impact or long-run effects of shocks or by considering sign restrictions for the impulse responses. In a number of articles changes in the volatility of the shocks have also been used for identification. The present study...
Helmut Lütkepohl
Sydney, Australien,
27.02.2013
| Business Analytics Seminars: University of Sydney
C. Katharina Spieß
Berlin,
21.02.2013
- 22.02.2013| Kinder- und Jugendhilfe in neuer Verantwortung: AGJ-Fachveranstaltung zum 14. Kinder- und Jugendbericht
Pia S. Schober, C. Katharina Spieß
Berlin,
20.02.2013
| Cluster-Seminar Öffentliche Finanzen und Lebenslagen: Day-Care Quality and Work-Care Choices of Mothers in Germany
Claudia Kemfert
Berlin,
19.02.2013
- 20.02.2013| 3. Kongress der Deutschen Umwelthilfe e.V. zum ökologischen und regional akzeptierten Umbau der Stromnetze
In vector autoregressive analysis confidence intervals for individual impulse responses are typically reported to indicate the sampling uncertainty in the estimation results. A range of methods are reviewed and a new proposal is made for constructing joint confidence bands, given a prespecified coverage level, for the impulse responses at all horizons considered simultaneously. The methods are...
Helmut Lütkepohl, Anna Staszewska-Bystrova, Peter Winker
Melbourne, Australien,
18.02.2013
- 19.02.2013| Multivariate Time Series Modelling and Forecasting Workshop: Monash University
Georg Erber
Berlin,
18.02.2013
- 19.02.2013| Aussichten für Wachstum und Beschäftigung im Euroraum: 9. Wissenschaftliche Tagung der Keynes-Gesellschaft
Marcel Fratzscher
Cambridge, USA,
15.02.2013
- 16.02.2013| The End of the West as We Know It? Germany, the US and the Future of the Transatlantic World: German Conference at Harvard 2013