Helmut Herwartz

University of Goettingen (Gottingen)

Platz der Gottinger Sieben 3

Gottingen, D-37073

Germany

SCHOLARLY PAPERS

12

DOWNLOADS

273

SSRN CITATIONS

2

CROSSREF CITATIONS

4

Scholarly Papers (12)

1.

Forecasting the Risk of Speculative Assets by Means of Copula Distributions

DIW Berlin Discussion Paper No. 1282
Number of pages: 39 Posted: 28 Mar 2013
Benjamin Beckers, Helmut Herwartz and Moritz Seidel
German Institute for Economic Research (DIW Berlin), University of Goettingen (Gottingen) and Deutsche Bundesbank
Downloads 57 (374,400)

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copula distributions, expected shortfall, GARCH, model selection, non-Gaussian innovations, risk forecasting, value-at-risk

2.

Uncertainty of Macroeconomic Forecasters and the Prediction of Stock Market Bubbles

DIW Berlin Discussion Paper No. 1405
Number of pages: 14 Posted: 27 Aug 2014
Helmut Herwartz and Konstantin A. Kholodilin
University of Goettingen (Gottingen) and German Institute for Economic Research (DIW Berlin)
Downloads 53 (387,303)

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stock market bubbles, out-of-sample forecasting, consensus forecasts, macroeconomic uncertainty, OECD countries

3.

Monetary Policy Shocks, Set-identifying Restrictions, and Asset Prices: A Benchmarking Approach for Analyzing Set-identified Models

CEGE Discussion Papers, Number 295 - November 2016
Number of pages: 48 Posted: 23 Nov 2016
Gábor Uhrin and Helmut Herwartz
University of Goettingen (Gottingen) and University of Goettingen (Gottingen)
Downloads 44 (418,904)

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monetary policy shocks, asset prices, sign restrictions, zero restrictions, set identi cation, structural VAR models

4.

Structural Analysis with Independent Innovations

Center for European Governance and Development Research (cege) Discussion Paper Number 208
Number of pages: 32 Posted: 22 May 2014
Helmut Herwartz
University of Goettingen (Gottingen)
Downloads 37 (446,818)
Citation 1

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structural innovations, identifying assumptions, SVAR, Cholesky decomposition, news shocks, monetary independence

5.

Heteroskedasticity-Robust Unit Root Testing for Trending Panels

Number of pages: 38 Posted: 27 Jun 2017
Helmut Herwartz, Simone Maxand and Yabibal Mulualem Walle
University of Goettingen (Gottingen), University of Goettingen (Gottingen) and University of Goettingen (Gottingen)
Downloads 34 (459,711)
Citation 1

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Panel unit root tests, nonstationary volatility, cross-sectional dependence, near epoch dependence, energy use per capita

6.

State Dependence in the Finance-growth Nexus: A Functional Coefficient Approach

Number of pages: 32 Posted: 03 Jul 2013
Helmut Herwartz and Yabibal Mulualem Walle
University of Goettingen (Gottingen) and University of Goettingen (Gottingen)
Downloads 20 (534,005)

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Finance-growth nexus, financial development, economic growth, functional coeffient model

7.

Less Bang for the Buck? Assessing the Role of Inflation Uncertainty for U.S. Monetary Policy Transmission in a Data Rich Environment

CEGE - Discussion Papers, Number 358 - December 2018
Number of pages: 49 Posted: 20 Dec 2018
Helmut Herwartz and Hannes Rohloff
University of Goettingen (Gottingen) and University of Goettingen (Gottingen)
Downloads 11 (589,768)

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inflation uncertainty, SVAR, monetary policy, sign restrictions, asset prices, smoothtransition

8.

Statistical Identification in Svars - Monte Carlo Experiments and a Comparative Assessment of the Role of Economic Uncertainties for the US Business Cycle

CEGE Discussion Paper 375- July 2019
Number of pages: 42 Posted: 12 Jul 2019
Helmut Herwartz, Alexander Lange and Simone Maxand
University of Goettingen (Gottingen), University of Goettingen (Gottingen) and University of Helsinki - Department of Political and Economic Studies
Downloads 9 (602,643)

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independent components, heteroskedasticity, model selection, non-Gaussianity, structural shocks

9.

Lean Against the Wind or Float With the Storm?: Revisiting the Monetary Policy Asset Price Nexus by Means of a Novel Statistical Identification Approach

CEGE Discussion Papers, Number 354, August 2018
Number of pages: 28 Posted: 31 Aug 2018
Helmut Herwartz, Simone Maxand and Hannes Rohloff
University of Goettingen (Gottingen), University of Helsinki - Department of Political and Economic Studies and University of Goettingen (Gottingen)
Downloads 7 (615,871)

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10.

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

Oxford Bulletin of Economics and Statistics, Vol. 80, Issue 4, pp. 736-754, 2018
Number of pages: 19 Posted: 03 Jul 2018
Helmut Herwartz
University of Goettingen (Gottingen)
Downloads 1 (665,297)
Citation 1
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11.

Simulation Evidence on Theory‐Based and Statistical Identification Under Volatility Breaks

Oxford Bulletin of Economics and Statistics, Vol. 78, Issue 1, pp. 94-112, 2016
Number of pages: 19 Posted: 20 Jan 2016
Helmut Herwartz and Martin Plödt
University of Goettingen (Gottingen) and Kiel Institute for the World Economy
Downloads 0 (682,176)
Citation 1
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12.

Does the EU Financing System Contribute to Shadow Economic Activity?

Economics & Politics, Vol. 25, Issue 2, pp. 135-161, 2013
Number of pages: 27 Posted: 07 Jun 2013
Helmut Herwartz and Bernd Theilen
University of Goettingen (Gottingen) and Universitat Rovira i Virgili - Department of Economics
Downloads 0 (682,176)
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