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Economics and Finance

D-Index
33
Citations
4049
World Ranking
3309
National Ranking
120

Overview

Helmut Herwartz is affiliated with the University of Göttingen in Germany and has made contributions primarily within the field of Economics, Econometrics and Finance. Their scholarly work spans multiple subfields, including Economics and Econometrics, Finance, General Economics, Econometrics and Finance, Renewable Energy, Sustainability and the Environment, and Accounting.

Their research covers various topics, notably Market Dynamics and Volatility, Monetary Policy and Economic Impact, Financial Risk and Volatility Modeling, Complex Systems and Time Series Analysis, Energy, Environment, Economic Growth, Global Financial Crisis and Policies, and Fiscal Policies and Political Economy.

Helmut Herwartz has published extensively in notable venues, with frequent appearances in:

  • SSRN Electronic Journal
  • Energy Economics
  • Journal of Statistical Software
  • Journal of Economic Dynamics and Control
  • Journal of Business and Economic Statistics

Some recent publications include:

  • Forecasting day-ahead electricity prices: A comparison of time series and neural network models taking external regressors into account (2021), Energy Economics
  • Innovation efficiency in European high-tech industries: Evidence from a Bayesian stochastic frontier approach (2020), Research Policy
  • The threat of oil market turmoils to food price stability in Sub-Saharan Africa (2020), Energy Economics
  • The joint effects of financial development and the business environment on firm growth: Evidence from Vietnam (2021), Journal of Comparative Economics
  • The impact of local financial development on firm growth in Vietnam: Does the level of corruption matter? (2020), European Journal of Political Economy

Helmut Herwartz has collaborated frequently with several coauthors, including:

  • Bernd Theilen
  • Lasse Trienens
  • Alexander Lange
  • Christian Hafner
  • Shu Wang

Best Publications

  • A Lagrange multiplier test for causality in variance

    Christian M. Hafner;Helmut Herwartz

  • Volatility impulse response functions for multivariate GARCH models: an exchange rate illustration

    Christian M. Hafner;Helmut Herwartz

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

    Helmut Herwartz;Yabibal M. Walle

  • The determinants of health care expenditure: testing pooling restrictions in small samples.

    Helmut Herwartz;Bernd Theilen

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

    H. Herwartz;F. Siedenburg

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

    Helmut Herwartz;Helmut Lütkepohl

  • Time Inhomogeneous Multiple Volatility Modeling

    Wolfgang Karl Härdle;Helmut Herwartz;Vladimir Spokoiny

  • Regional Estimates of the Shadow Economy in Europe

    Egle Tafenau;Helmut Herwartz;Friedrich Schneider

  • Analytical quasi maximum likelihood inference in multivariate volatility models

    Christian M. Hafner;Helmut Herwartz

  • On the effect of prospective payment on local hospital competition in Germany

    Helmut Herwartz;Christoph Strumann

  • On economic evaluation of directional forecasts

    Oliver J. Blaskowitz;Helmut Herwartz

  • Stock return prediction under GARCH — An empirical assessment

    Helmut Herwartz

  • Testing for linear vector autoregressive dynamics under multivariate generalized autoregressive heteroskedasticity

    Christian M. Hafner;Helmut Herwartz

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

    Christian M. Hafner;Helmut Herwartz

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

    Helmut Herwartz;Martin Plödt

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

    Rouven E. Haschka;Helmut Herwartz

  • Openness and the finance-growth nexus

    Helmut Herwartz;Yabibal M. Walle

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

    Helmut Herwartz;Hans-Eggert Reimers

  • Exchange rates, foreign currency exposure and sovereign risk

    Kerstin Bernoth;Helmut Herwartz

  • HEALTH CARE AND IDEOLOGY: A RECONSIDERATION OF POLITICAL DETERMINANTS OF PUBLIC HEALTHCARE FUNDING IN THE OECD

    Helmut Herwartz;Bernd Theilen

  • Ideology and redistribution through public spending.

    Helmut Herwartz;Bernd Theilen

  • Partisan influence on social spending under market integration, fiscal pressure and institutional change

    Helmut Herwartz;Bernd Theilen

  • Growth, unemployment and labour market institutions: evidence from a cross-section of EU regions

    Helmut Herwartz;Annekatrin Niebuhr

  • Testing causality in variance using multivariate GARCH models

    Christian Hafner;Helmut Herwartz

Frequent Co-Authors

Helmut Lütkepohl
Helmut Lütkepohl Freie Universität Berlin
Friedrich Schneider
Friedrich Schneider Johannes Kepler University of Linz
Wolfgang Karl Härdle
Wolfgang Karl Härdle Humboldt-Universität zu Berlin
Jörg Breitung
Jörg Breitung University of Cologne
Katrin Rehdanz
Katrin Rehdanz Kiel University
Rainer Winkelmann
Rainer Winkelmann University of Zurich
Marco Caliendo
Marco Caliendo University of Potsdam
Regina T. Riphahn
Regina T. Riphahn University of Erlangen-Nuremberg
Bernd Fitzenberger
Bernd Fitzenberger University of Erlangen-Nuremberg

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