| svars: An R package for data-driven identification in multivariate time series analysis A Lange, B Dalheimer, H Herwartz, S Maxand Journal of Statistical Software 97 (1), 1-34, 2021 | 38 | 2021 |
| Identification of independent structural shocks in the presence of multiple Gaussian components S Maxand Econometrics and Statistics 16, 55-68, 2020 | 34 | 2020 |
| Heteroskedasticity‐Robust Unit Root Testing for Trending Panels H Herwartz, S Maxand, YM Walle Journal of Time Series Analysis 40 (5), 649-664, 2019 | 24 | 2019 |
| Identification of structural multivariate GARCH models CM Hafner, H Herwartz, S Maxand Journal of Econometrics 227 (1), 212-227, 2022 | 20 | 2022 |
| Panel unit-root tests for heteroskedastic panels H Herwartz, S Maxand, FHC Raters, YM Walle The Stata Journal 18 (1), 184-196, 2018 | 20 | 2018 |
| Nonparametric tests for independence: a review and comparative simulation study with an application to malnutrition data in India H Herwartz, S Maxand Statistical Papers 61 (5), 2175-2201, 2020 | 13 | 2020 |
| Statistical identification in SVARs-Monte Carlo experiments and a comparative assessment of the role of economic uncertainties for the US business cycle H Herwartz, A Lange, S Maxand CEGE Discussion Paper 375-July 2019, 2019 | 13 | 2019 |
| Data‐driven identification in SVARs—When and how can statistical characteristics be used to unravel causal relationships? H Herwartz, A Lange, S Maxand Economic Inquiry 60 (2), 668-693, 2022 | 11 | 2022 |
| The Link between Monetary Policy, Stock Prices, and House Prices—Evidence from a Statistical Identification Approach H Herwartz, S Maxand, H Rohloff International Journal of Central Banking 18 (5), 1-53, 2022 | 5 | 2022 |
| The dependence between income inequality and carbon emissions: A distributional copula analysis. F Dorn, S Maxand, T Kneib Available at SSRN 3800302, 2021 | 4 | 2021 |
| The nonlinear dependence of income inequality and carbon emissions: potentials for a sustainable future F Dorn, S Maxand, T Kneib Ecological Economics 216, 108016, 2024 | 2 | 2024 |
| Do Monetary Policy Shocks Affect Financial Uncertainty? A Non-gaussian Proxy SVAR Approach R Crucil, J Hambuckers, S Maxand Available at SSRN (June 5, 2023), 2023 | 2 | 2023 |
| Forward detrending for heteroskedasticity-robust panel unit root testing H Herwartz, S Maxand, YM Walle Econometric Reviews 42 (1), 28-53, 2023 | 2 | 2023 |
| European Carbon Pricing in Boom and Bust Times S Maxand Available at SSRN 4724014, 2024 | | 2024 |
| Statistical identification in SVARs-Monte Carlo experiments and a comparative assessment of the role of economic uncertainties for the US business cycle A Lange, H Herwartz, S Maxand CeGe discussion papers, 2019 | | 2019 |
| Lean against the wind or float with the storm?: Revisiting the monetary policy asset price nexus by means of a novel statistical identification approach H Herwartz, S Maxand, H Rohloff CEGE Discussion Papers, 2018 | | 2018 |
| SVARs: Data-driven identification of SVAR models A Lange, B Dalheimer, H Herwartz, S Maxand R package version 1 (0), 2017 | | 2017 |
