Walter Krämer : Citation Profile


Are you Walter Krämer?

Universität Dortmund

13

H index

15

i10 index

839

Citations

RESEARCH PRODUCTION:

110

Articles

60

Papers

EDITOR:

2

Series edited

RESEARCH ACTIVITY:

   39 years (1980 - 2019). See details.
   Cites by year: 21
   Journals where Walter Krämer has often published
   Relations with other researchers
   Recent citing documents: 84.    Total self citations: 41 (4.66 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pkr88
   Updated: 2019-10-06    RAS profile: 2019-08-01    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Walter Krämer.

Is cited by:

Perron, Pierre (29)

Wied, Dominik (23)

Deng, Ai (21)

Sibbertsen, Philipp (20)

Zeileis, Achim (19)

Pesaran, M (17)

Miller, Stephen (16)

Kleiber, Christian (14)

Pouliot, William (11)

Balcilar, Mehmet (11)

Richter, Christian (11)

Cites to:

Granger, Clive (13)

Ploberger, Werner (13)

Saikkonen, Pentti (8)

Lütkepohl, Helmut (7)

Engle, Robert (7)

Panagiotidis, Theodore (6)

Bollerslev, Tim (6)

Diebold, Francis (6)

Sibbertsen, Philipp (6)

Milas, Costas (6)

Phillips, Peter (5)

Main data


Where Walter Krämer has published?


Journals with more than one article published# docs
Economics Letters26
AStA Wirtschafts- und Sozialstatistisches Archiv21
Statistical Papers14
Empirical Economics8
Computational Statistics & Data Analysis8
Journal of Econometrics5
German Economic Review4
Econometric Theory4
Wirtschaftsdienst – Zeitschrift für Wirtschaftspolitik (1949 - 2007)4
Econometrica3
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik)2
The Review of Economics and Statistics2

Working Papers Series with more than one paper published# docs
Technical Reports / Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen31
CESifo Working Paper Series / CESifo Group Munich10
Working Papers / Business and Social Statistics Department, Technische Universität Dortmund8
Hannover Economic Papers (HEP) / Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät6
DES - Working Papers. Statistics and Econometrics. WS / Universidad Carlos III de Madrid. Departamento de Estadística2
Working Paper Series of the German Council for Social and Economic Data / German Council for Social and Economic Data (RatSWD)2

Recent works citing Walter Krämer (2019 and 2018)


YearTitle of citing document
2017The impact of index funds on grain futures markets revisited. (2017). Steinhubel, Linda ; Will, Matthias Georg ; Pies, Ingo ; Brummer, Bernhard ; Prehn, Soren. In: 2017 International Congress, August 28-September 1, 2017, Parma, Italy. RePEc:ags:eaae17:261428.

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2018Generalized Random Forests. (2018). Athey, Susan ; Wager, Stefan ; Tibshirani, Julie. In: Papers. RePEc:arx:papers:1610.01271.

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2017Structural Change in (Economic) Time Series. (2017). Kleiber, Christian. In: Papers. RePEc:arx:papers:1702.06913.

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2019A factor-model approach for correlation scenarios and correlation stress-testing. (2018). Packham, Natalie ; Woebbeking, Fabian. In: Papers. RePEc:arx:papers:1807.11381.

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2018How to avoid the zero-power trap in testing for correlation. (2018). Preinerstorfer, David. In: Papers. RePEc:arx:papers:1812.10752.

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2019Deep Generative Models for Reject Inference in Credit Scoring. (2019). Jenssen, Robert ; Aas, Kjersti ; Kampffmeyer, Michael ; Mancisidor, Rogelio A. In: Papers. RePEc:arx:papers:1904.11376.

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2017Does the T + 1 rule really reduce speculation? Evidence from Chinese Stock Index ETF. (2017). Chen, Xinyun ; Zeng, Tao ; Liu, Yan. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:5:p:1287-1313.

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2018Fundamentals and Oil Price Behaviour: New Evidence from Co†integration Tests with Structural Breaks and Granger Causality Tests. (2018). Yousef, Nourah Ala. In: Australian Economic Papers. RePEc:bla:ausecp:v:57:y:2018:i:1:p:1-18.

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2018Did Recent Tobacco Reforms Change the Cigarette Market?. (2018). Davidson, Sinclair ; de Silva, Ashton . In: Economic Papers. RePEc:bla:econpa:v:37:y:2018:i:1:p:55-74.

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2017Heterogeneous change point inference. (2017). Pein, Florian ; Munk, Axel ; Sieling, Hannes . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:79:y:2017:i:4:p:1207-1227.

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2017Global and Domestic Modeling of Macroeconomic Shocks: A GVAR Analysis of Ireland. (2017). Rice, Jonathan ; Walsh, Graeme ; O'Grady, Michael. In: Research Technical Papers. RePEc:cbi:wpaper:09/rt/17.

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2018A New Approach for Detecting Shifts in Forecast Accuracy. (2018). Theodoridis, Konstantinos ; Kapetanios, George ; Hayes, Simon ; Chiu, Ching-Wai. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2018/24.

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2018The effect of Brazilian corn and soybean crop expansion on price and volatility transmission. (2018). Cruz, Jos Csar ; Daniel, . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00408.

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2018Inequality and relative saving rates at the top. (2018). Vermeulen, Philip ; Lieberknecht, Philipp. In: Working Paper Series. RePEc:ecb:ecbwps:20182204.

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2018Volatility Spillover Effect between Stock and Exchange Rate in Oil Exporting Countries. (2018). Mikhaylov, Alexey Yurievich. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-03-39.

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2018Correlation of Oil Prices and Gross Domestic Product in Oil Producing Countries. (2018). Tang, Bao-Jun ; Mikhaylov, Alexey Yurievich ; Nyangarika, Anthony Msafiri. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-05-6.

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2017Oil and stock markets before and after financial crises : a local Gaussian correlation approach. (2017). Panagiotidis, Theodore ; Bampinas, Georgios. In: Bank of Estonia Working Papers. RePEc:eea:boewps:wp2016-11.

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2019Moving block bootstrapping for a CUSUM test for correlation change. (2019). Shin, Dong Wan ; Choi, Ji-Eun. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:135:y:2019:i:c:p:95-106.

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2017Understanding Chinese provincial real estate investment: A Global VAR perspective. (2017). Rudkin, Simon ; Chen, Yang. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:248-260.

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2019The spillover effects of US economic policy uncertainty on the global economy: A global VAR approach. (2019). Ba, Nguyen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:90-110.

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2017Is MORE LESS? The role of data augmentation in testing for structural breaks. (2017). Rao, Yao ; McCabe, Brendan. In: Economics Letters. RePEc:eee:ecolet:v:155:y:2017:i:c:p:131-134.

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2018A simple test on structural change in long-memory time series. (2018). Wenger, Kai ; Sibbertsen, Philipp ; Leschinski, Christian. In: Economics Letters. RePEc:eee:ecolet:v:163:y:2018:i:c:p:90-94.

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2018Change point detection in heteroscedastic time series. (2018). Gorecki, Tomasz ; Kokoszka, Piotr ; Horvath, Lajos. In: Econometrics and Statistics. RePEc:eee:ecosta:v:7:y:2018:i:c:p:63-88.

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2018Playing yo-yo with bank competition: New evidence from 1890 to 2014. (2018). Vercelli, Francesco ; Marinelli, Giuseppe ; De Bonis, Riccardo. In: Explorations in Economic History. RePEc:eee:exehis:v:67:y:2018:i:c:p:134-151.

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2017Fair weather or foul? The macroeconomic effects of El Niño. (2017). Raissi, Mehdi ; Mohaddes, Kamiar ; Cashin, Paul. In: Journal of International Economics. RePEc:eee:inecon:v:106:y:2017:i:c:p:37-54.

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2018Modeling trend processes in parametric mortality models. (2018). Borger, Matthias ; Schupp, Johannes. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:78:y:2018:i:c:p:369-380.

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2017On the drivers of inflation in Sub-Saharan Africa. (2017). Williams, Oral ; Nguyen, Anh ; Unsal, Filiz D ; Dridi, Jemma. In: International Economics. RePEc:eee:inteco:v:151:y:2017:i:c:p:71-84.

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2017Forecasting European interest rates in times of financial crisis – What insights do we get from international survey forecasts?. (2017). Wegener, Christoph ; Kunze, Frederik ; Spiwoks, Markus ; Bizer, Kilian. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:192-205.

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2019A factor-model approach for correlation scenarios and correlation stress testing. (2019). Woebbeking, C F ; Packham, N. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:101:y:2019:i:c:p:92-103.

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2017Competition in the credit rating Industry: Benefits for investors and issuers. (2017). Morkoetter, Stefan ; Westerfeld, Simone ; Stebler, Roman . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:75:y:2017:i:c:p:235-257.

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2017The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises. (2017). SEVESTRE, Patrick ; Horny, Guillaume ; Avouyi-Dovi, Sanvi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:79:y:2017:i:c:p:74-94.

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2017Reading between the ratings: Modeling residual credit risk and yield overlap. (2017). Chang, Charles ; Kao, Chu-Lan Michael ; Fuh, Cheng-Der. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:81:y:2017:i:c:p:114-135.

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2017Are correlations constant? Empirical and theoretical results on popular correlation models in finance. (2017). Füss, Roland ; Gluck, Thorsten ; Adams, Zeno ; Fuss, Roland ; ROLAND FÜSS, . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:84:y:2017:i:c:p:9-24.

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2018Price and network dynamics in the European carbon market. (2018). Mandel, Antoine ; Battiston, Stefano ; Karpf, Andreas. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:153:y:2018:i:c:p:103-122.

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2017What explains the speed of recovery from banking crises?. (2017). Ambrosius, Christian . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:70:y:2017:i:c:p:257-287.

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2017The interest rate effects of government bond purchases away from the lower bound. (2017). De Rezende, Rafael. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:74:y:2017:i:c:p:165-186.

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2017Monitoring multivariate time series. (2017). Hoga, Yannick. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:155:y:2017:i:c:p:105-121.

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2019Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models. (2019). Horvath, Lajos ; Rice, Gregory. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:169:y:2019:i:c:p:138-165.

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2018Guilty speculators? Range-based conditional volatility in a cross-section of wheat futures. (2018). Huss, Matthias ; Haase, Marco . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:10:y:2018:i:c:p:29-46.

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2017Co-movement of Africa’s equity markets: Regional and global analysis in the frequency–time domains. (2017). ALAGIDEDE, PAUL ; Boako, Gideon. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:468:y:2017:i:c:p:359-380.

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2017Long-range dependence in returns and volatility of global gold market amid financial crises. (2017). Omane-Adjepong, Maurice ; Boako, Gideon. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:472:y:2017:i:c:p:188-202.

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2019Wavelet time-scale persistence analysis of cryptocurrency market returns and volatility. (2019). Akosah, Nana ; Alagidede, Paul ; Omane-Adjepong, Maurice. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:514:y:2019:i:c:p:105-120.

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2019Does weather influence investor behavior, stock returns, and volatility? Evidence from the Greater China region. (2019). Shahzad, Farrukh . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:523:y:2019:i:c:p:525-543.

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2017Mutual information and persistence in the stochastic volatility of market returns: An emergent market example. (2017). Dima, Bogdan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:36-59.

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2018Risk contribution of crude oil to industry stock returns. (2018). Yu, Honghai ; Yan, Panpan ; Fang, Libing ; Du, Donglei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:58:y:2018:i:c:p:179-199.

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2019The cost of trading during Federal Funds Rate announcements: Evidence from cross-listed stocks. (2019). Frijns, Bart ; Tourani-Rad, Alireza ; Otsubo, Yoichi ; Indriawan, Ivan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:60:y:2019:i:c:p:176-187.

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2018African stock markets in the midst of the global financial crisis: Recoupling or decoupling?. (2018). Boako, Gideon ; Alagidede, Paul. In: Research in International Business and Finance. RePEc:eee:riibaf:v:46:y:2018:i:c:p:166-180.

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2017Trend growth durations & shifts. (2017). Grinis, Inna. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:85126.

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2018Structural Break Tests Robust to Regression Misspecification. (2018). Boldea, Otilia ; Andreou, Elena ; Morshed, Alaa Abi. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:2:p:27-:d:148392.

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2018IMPACT OF CLIMATE DYNAMICS ON CYCLICAL PROPERTIES OF WINE PRODUCTION IN DOURO REGION USING A TIME-FREQUENCY APPROACH. (2018). Richter, Christian ; Cunha, Mario. In: Working Papers. RePEc:guc:wpaper:47.

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2017The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises. (2017). SEVESTRE, Patrick ; Horny, Guillaume ; Avouyi-Dovi, Sanvi. In: Working Papers. RePEc:hal:wpaper:hal-01511667.

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2018Predictability of Euro Area Revisions. (2018). Glass, Katharina. In: Macroeconomics and Finance Series. RePEc:hep:macppr:201801.

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2017Power Properties of the Modified CUSUM Tests. (2017). Jiang, Peiyun ; Kurozumi, Eiji. In: Discussion Papers. RePEc:hit:econdp:2017-05.

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2017Dynamic Semiparametric Factor Model with a Common Break. (2017). Chen, Likai ; Wu, Wei Biao ; Wang, Weining. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2017-026.

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2019Testing for Constant Parameters in Nonlinear Models: A Quick Procedure with an Empirical Illustration. (2019). Rivero, C ; Llorente, G ; Hoyo, J. In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:1:d:10.1007_s10614-017-9693-5.

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2019A Structural Break Cartel Screen for Dating and Detecting Collusion. (2019). Crede, Carsten J. In: Review of Industrial Organization. RePEc:kap:revind:v:54:y:2019:i:3:d:10.1007_s11151-018-9649-5.

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2018Technological Change, Household Debt, and Distribution. (2018). Kim, Yun ; Kemp-Benedict, Eric. In: Working Papers. RePEc:mab:wpaper:2018-02.

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2018Explaining the impact of the global financial crisis on European transition countries: a GVAR approach. (2018). Hoxha, Artha. In: Focus on European Economic Integration. RePEc:onb:oenbfi:y:2018:i:q2-18:b:2.

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2018A structural break test for extremal dependence in β-mixing random vectors. (2018). Hoga, Y. In: Biometrika. RePEc:oup:biomet:v:105:y:2018:i:3:p:627-643..

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2018An innovative risk management methodology for trading equity indices based on change points. (2018). Gosmann, Josua ; Ziggel, Daniel. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:2:d:10.1057_s41260-017-0062-7.

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2018Modelling heterogeneous speculation in Ghana’s foreign exchange market: Evidence from ARFIMA-FIGARCH and Semi-Parametric methods. (2018). ALAGIDEDE, PAUL ; Boako, Gidoen ; Omane-Adjepong, Maurice. In: MPRA Paper. RePEc:pra:mprapa:86617.

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2018Change Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models. (2018). Barassi, Marco ; Zhao, Yuqian ; Horvath, Lajos. In: MPRA Paper. RePEc:pra:mprapa:87837.

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2018What Remains of Cross-Country Convergence?. (2018). Papageorgiou, Chris ; Johnson, Paul. In: MPRA Paper. RePEc:pra:mprapa:89355.

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2019Long Memory, Realized Volatility and HAR Models. (2019). Rho, Seunghwa ; Cho, Dooyeon ; Calonaci, Fabio ; Baillie, Richard T. In: Working Papers. RePEc:qmw:qmwecw:881.

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2018Interrelationship between DAX Index and Four Largest Eastern European Stock Markets. (2018). Ivkov, Dejan ; Milenkovi, Ivan ; Njegi, Jovan. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2018:i:3:p:88-103.

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2018Ретроспективный анализ структурных сдвигов в моделях CОУ с переменной структурой. Часть 2. (2018). Бродский Б. Е.**, ; Айвазян С. А.*, . In: Журнал Экономика и математические методы (ЭММ). RePEc:scn:cememm:v:54:y:2018:i:4:p:60-70.

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2018The North-South Divide, the Euro and the World. (2018). Panagiotidis, Theodore ; Chisiridis, Konstantinos ; Mouratidis, Kostas. In: Working Papers. RePEc:shf:wpaper:2018015.

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2017Fourier methods for analyzing piecewise constant volatilities. (2017). Wornowizki, Max ; Meintanis, Simos G ; Fried, Roland . In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:101:y:2017:i:3:d:10.1007_s10182-017-0288-1.

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2019Change-in-mean tests in long-memory time series: a review of recent developments. (2019). Sibbertsen, Philipp ; Leschinski, Christian ; Wenger, Kai. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:103:y:2019:i:2:d:10.1007_s10182-018-0328-5.

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2018A residual-based multivariate constant correlation test. (2018). Wied, Dominik ; Duan, Fang. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:81:y:2018:i:6:d:10.1007_s00184-018-0675-y.

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2017Dating multiple change points in the correlation matrix. (2017). Wied, Dominik ; Galeano, Pedro . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:26:y:2017:i:2:d:10.1007_s11749-016-0513-3.

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2017Choosing sides in the trilemma: international financial cycles and structural change in developing economies. (2017). Porcile, Gabriel ; Ocampo, Jose Antonio ; Cimoli, Mario. In: LEM Papers Series. RePEc:ssa:lemwps:2017/26.

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2017Modelling mortality: are we heading in the right direction?. (2017). Li, Youwei ; Oahare, Colin. In: Applied Economics. RePEc:taf:applec:v:49:y:2017:i:2:p:170-187.

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2017Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term. (2017). Baltagi, Badi ; Liu, Long ; Kao, Chihwa. In: Econometric Reviews. RePEc:taf:emetrv:v:36:y:2017:i:1-3:p:85-102.

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2017Testing for Structural Breaks via Ordinal Pattern Dependence. (2017). Schnurr, Alexander ; Dehling, Herold. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:112:y:2017:i:518:p:706-720.

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2018European trading volumes on cross‐market holidays. (2018). Batrinca, Bogdan ; Treleaven, Philip C ; Hesse, Christian W. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:23:y:2018:i:4:p:675-704.

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2017Skewness, Tax Progression, and Demand for Redistribution : Evidence from the UK. (2017). Pogorelskiy, Kirill ; Traub, Stefan. In: CRETA Online Discussion Paper Series. RePEc:wrk:wcreta:29.

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2018Statistical Properties of Rates of Return on Shares Listed on the German, French, and Polish Markets – a Comparative Study. (2018). Wojcik, Szymon ; Feder-Sempach, Ewa ; Dbski, Wiesaw . In: Contemporary Economics. RePEc:wyz:journl:id:522.

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2017How large are fiscal multipliers in Turkey?. (2017). En, Huseyin ; Kaya, Aye. In: EconStor Preprints. RePEc:zbw:esprep:162763.

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2017Divergence, convergence, and the history-augmented Solow model. (2017). Prettner, Klaus ; Kufenko, Vadim ; Geloso, Vincent. In: Hohenheim Discussion Papers in Business, Economics and Social Sciences. RePEc:zbw:hohdps:112017.

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2017partialCI: An R package for the analysis of partially cointegrated time series. (2017). Clegg, Matthew ; Rende, Jonas ; Krauss, Christopher. In: FAU Discussion Papers in Economics. RePEc:zbw:iwqwdp:052017.

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Walter Krämer is editor of


Journal
Advanced Studies in Theoretical and Applied Econometrics
Statistical Papers

Works by Walter Krämer:


YearTitleTypeCited
2011The Cult of Statistical Significance – What Economists Should and Should Not Do to Make their Data Talk In: Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift für Wirtschafts- und Sozialwissenschaften.
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2011The cult of statistical significance. What economists should and should not do to make their data talk.(2011) In: Working Paper Series of the German Council for Social and Economic Data.
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2010Editorial In: German Economic Review.
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2010Editorial In: German Economic Review.
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2013Editorial In: German Economic Review.
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2008Editorial In: German Economic Review.
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2014Thünen-Vorlesung 2014: Zur Ökonomie von Panik, Angst und Risiko In: Perspektiven der Wirtschaftspolitik.
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2008On Comparing the Accuracy of Default Predictions in the Rating Industry In: CESifo Working Paper Series.
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2006On comparing the accuracy of default predictions in the rating industry.(2006) In: Working Papers.
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2008On comparing the accuracy of default predictions in the rating industry.(2008) In: Empirical Economics.
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2008Long Memory with Markov-Switching GARCH In: CESifo Working Paper Series.
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2006Long memory with Markov-Switching GARCH.(2006) In: Working Papers.
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2008Long memory with Markov-Switching GARCH.(2008) In: Economics Letters.
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2006Long memory with Markov-Switching GARCH.(2006) In: Technical Reports.
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2008Large-Scale Disasters and the Insurance Industry In: CESifo Working Paper Series.
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2005Large - scaledisasters and the insurance industry.(2005) In: Working Papers.
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