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Helmut Herwartz · Study

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Helmut Herwartz

37 works· latest 2023· 3 institutionscluster: provisionalORCID 0000-0003-4801-6231

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Citations2,045

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Most cited in this library

A Lagrange multiplier test for causality in variance2006 · 184 citations
Volatility impulse responses for multivariate GARCH models: An exchange rate illustration2006 · 177 citations
Homogenous panel unit root tests under cross sectional dependence: Finite sample modifications and the wild bootstrap2008 · 139 citations
Determinants of the link between financial and economic development: Evidence from a functional coefficient model2013 · 127 citations
Structural vector autoregressions with Markov switching: Combining conventional with statistical identification of shocks2014 · 121 citations

Works

37 shown

Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles

Journal of Economic Dynamics and Control·2023·2 authors·Open access

16citations

Endogeneity in pharmaceutical knowledge generation: An instrument‐free copula approach for Poisson frontier models

Journal of Economics & Management Strategy·2022·2 authors·Open access

15citations

Proxy SVAR identification of monetary policy shocks - Monte Carlo evidence and insights for the US

Journal of Economic Dynamics and Control·2022·3 authors·Open access

16citations

The joint effects of financial development and the business environment on firm growth: Evidence from Vietnam

Journal of Comparative Economics·2021·5 authors·Open access

43citations

Data‐driven identification in SVARs—When and how can statistical characteristics be used to unravel causal relationships?

Economic Inquiry·2021·3 authors·Open access

14citations

Exchange rates, foreign currency exposure and sovereign risk

Journal of International Money and Finance·2021·2 authors·Open access

79citations

Identification of structural multivariate GARCH models

Journal of Econometrics·2020·3 authors·Open access

33citations

Innovation efficiency in European high-tech industries: Evidence from a Bayesian stochastic frontier approach

Research Policy·2020·2 authors·Open access

67citations

Heteroskedasticity‐Robust Unit Root Testing for Trending Panels

Journal of Time Series Analysis·2019·3 authors·Open access

25citations

Long‐run neutrality of demand shocks: Revisiting Blanchard and Quah (1989) with independent structural shocks

Journal of Applied Econometrics·2018·1 author·Open access

14citations

Hodges–Lehmann Detection of Structural Shocks – An Analysis of Macroeconomic Dynamics in the Euro Area

Oxford Bulletin of Economics and Statistics·2018·1 author·Open access

34citations

Improving health care service provision by adapting to regional diversity: An efficiency analysis for the case of Germany

Health Policy·2018·2 authors·Open access

47citations

Local Financial Development and Household Welfare in Vietnam: Evidence from a Panel Survey

The Journal of Development Studies·2017·3 authors·Open access

16citations

Stock return prediction under GARCH — An empirical assessment

International Journal of Forecasting·2017·1 author·Open access

78citations

The macroeconomic effects of oil price shocks: Evidence from a statistical identification approach

Journal of International Money and Finance·2015·2 authors·Open access

85citations

Money demand and the shadow economy: empirical evidence from OECD countries

Empirical Economics·2015·3 authors·Open access

14citations

Simulation Evidence on Theory‐based and Statistical Identification under Volatility Breaks

Oxford Bulletin of Economics and Statistics·2015·2 authors·Open access

19citations

Heteroskedasticity Robust Panel Unit Root Testing Under Variance Breaks in Pooled Regressions

Econometric Reviews·2014·3 authors·Open access

17citations

Openness and the finance-growth nexus

Journal of Banking & Finance·2014·2 authors·Open access

68citations

Structural vector autoregressions with Markov switching: Combining conventional with statistical identification of shocks

Journal of Econometrics·2014·2 authors·Open access

121citations

Determinants of the link between financial and economic development: Evidence from a functional coefficient model

Economic Modelling·2013·2 authors·Open access

127citations

Hospital efficiency under prospective reimbursement schemes: an empirical assessment for the case of Germany

The European Journal of Health Economics·2013·2 authors·Open access

49citations

Causal relations between inflation and inflation uncertainty—Cross sectional evidence in favour of the Friedman–Ball hypothesis

Economics Letters·2011·2 authors

35citations

On economic evaluation of directional forecasts

International Journal of Forecasting·2011·2 authors·Open access

64citations

Regional Estimates of the Shadow Economy in Europe

International Economic Journal·2010·3 authors

90citations

Testing for linear vector autoregressive dynamics under multivariate generalized autoregressive heteroskedasticity

Statistica Neerlandica·2009·2 authors

55citations

A functional coefficient model view of the Feldstein–Horioka puzzle

Journal of International Money and Finance·2008·1 author

31citations

Homogenous panel unit root tests under cross sectional dependence: Finite sample modifications and the wild bootstrap

Computational Statistics & Data Analysis·2008·2 authors

139citations

Panel data model comparison for empirical saving-investment relations

Applied Economics Letters·2008·2 authors

19citations

Analytical quasi maximum likelihood inference in multivariate volatility models

Metrika·2007·2 authors

86citations

A Lagrange multiplier test for causality in variance

Economics Letters·2006·2 authors

184citations

Volatility impulse responses for multivariate GARCH models: An exchange rate illustration

Journal of International Money and Finance·2006·2 authors

177citations

Long-Run Links among Money, Prices and Output: Worldwide Evidence

German Economic Review·2006·2 authors·Open access

45citations

Exchange rate uncertainty and trade growth?a comparison of linear and non-linear (forecasting) models

Applied Stochastic Models in Business and Industry·2005·2 authors

17citations

Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis

Journal of Empirical Finance·2001·2 authors·Open access

49citations

Testing for linear autoregressive dynamics under heteroskedasticity

Econometrics Journal·2000·2 authors·Open access

40citations

Forecasting market share using predicted values of competitive behavior: further empirical results

International Journal of Forecasting·2000·2 authors

17citations