H. Luetkepohl

Economics and Econometrics · 1996–2012

A researcher in the Science corpus: 6 papers; trusts 16 researchers and is trusted by 18 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 47 citations into it; #3,543 of 23,481 by trust here, #4,999 by citations
• Finance — 14 citations into it; #3,192 of 10,518 by trust here, #5,728 by citations
• Statistics and Probability — 8 citations into it; #4,169 of 12,932 by trust here, #6,080 by citations
• Renewable Energy, Sustainability and the Environment — 7 citations into it

Whom H. Luetkepohl trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Markku Lanne
2. Lutz Kilian
3. Evi Pappa
4. G. Peersman
5. Harald Uhlig
6. Roland Straub
7. Helmut Ltkepohl
8. Fabio Canova
9. Alexander Benkwitz
10. Helmut Lütkepohl

Who trusts H. Luetkepohl overall

1. Markku Lanne
2. Muhammad Shahbaz
3. Battista Biggio
4. Helmut Lütkepohl
5. Christian M. Hafner
6. Annastiina Silvennoinen
7. Matei Demetrescu
8. Pentti Saikkonen
9. Wenwu Yu
10. Blaine Nelson

Papers from H. Luetkepohl's perspective

Ordered by how strongly the researchers H. Luetkepohl trusts endorse each paper. Same corpus, a different order for every researcher.

1. What are the Effects of Monetary Policy on Output? : Results from an Agnostic Identification Procedure
2. Not All Oil Price Shocks are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market
3. Macro shocks and real stock prices
4. Identifying Monetary Policy Shocks Via Changes in Volatility (Social Science Research Network)
5. What are the Effects of Fiscal Policy Shocks
6. Technology Shocks and Robust Sign Restrictions in a Euro Area SVAR (Social Science Research Network)
7. Monetary policy shocks:: Testing identification conditions under time-varying conditional volatility
8. A Multivariate Generalized Orthogonal Factor GARCH Model
9. THE EFFECTS OF FISCAL SHOCKS ON EMPLOYMENT AND THE REAL WAGE
10. Structural Vector Autoregressions with Markov Switching

Their papers

• TESTING FOR A UNIT ROOT IN A TIME SERIES WITH A LEVEL SHIFT AT UNKNOWN TIME (2002) — 339 citations
• Identifying Monetary Policy Shocks Via Changes in Volatility (2008) — 231 citations
• Structural Vector Autoregressions With Nonnormal Residuals (2010) — 176 citations
• DISENTANGLING DEMAND AND SUPPLY SHOCKS IN THE CRUDE OIL MARKET: HOW TO CHECK SIGN RESTRICTIONS IN STRUCTURAL VARS (2012) — 123 citations
• Univariate Time Series Analysis (2004) — 69 citations
• The Handbook of Matrices (1996)