Concepedia

Helmut Herwartz

HH

89

Publications

3.3K

Citations

33

H-Index

1996

Active since

Affiliations

University of Göttingen(Current)

Christian-Albrechts-Universität zu Kiel

Humboldt-Universität zu Berlin

Universitat Rovira i Virgili

UCLouvain

Helmut Herwartz is an author at University of Göttingen specializing in business, economics, and econometrics.

Top concepts

BusinessEconomicsFinanceEconometricsStatisticsEconomic AnalysisMacroeconomicsTime Series EconometricsVolatility ModelingEngineering

Publications per year

1996–2024

89

Publications

89

A Lagrange multiplier test for causality in variance

Christian Hafner, Helmut Herwartz · Economics Letters · 2006 · 177 citations

Economics, Business, Econometrics +9

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

Christian Hafner, Helmut Herwartz · Journal of International Money and Finance · 2006 · 175 citations

Volatility Modeling, Multivariate Stochastic Volatility, Economics +11

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

Helmut Herwartz, Florian Siedenburg · Computational Statistics & Data Analysis · 2008 · 127 citations

Economics, Bootstrap Resampling, Cross Sectional Dependence +8

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

Helmut Herwartz, Yabibal M. Walle · Economic Modelling · 2013 · 125 citations · Full text

Economics, Macroeconomics, Development Economics +8

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

Helmut Herwartz, Helmut Lütkepohl · Journal of Econometrics · 2014 · 116 citations · Full text

Economics, External Shock, Engineering +9

Rows per page

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