Robert M. Kunst : Citation Profile


Are you Robert M. Kunst?

Universität Wien (50% share)
Institut für Höhere Studien (IHS) (50% share)

9

H index

9

i10 index

243

Citations

RESEARCH PRODUCTION:

34

Articles

42

Papers

EDITOR:

2

Series edited

RESEARCH ACTIVITY:

   34 years (1986 - 2020). See details.
   Cites by year: 7
   Journals where Robert M. Kunst has often published
   Relations with other researchers
   Recent citing documents: 9.    Total self citations: 21 (7.95 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pku13
   Updated: 2021-03-27    RAS profile: 2021-03-07    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Costantini, Mauro (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Robert M. Kunst.

Is cited by:

Gil-Alana, Luis (10)

Brunhart, Andreas (10)

Crespo Cuaresma, Jesus (6)

Costantini, Mauro (5)

Caporale, Guglielmo Maria (5)

Hlouskova, Jaroslava (5)

Herzer, Dierk (5)

Prettner, Klaus (5)

Cubadda, Gianluca (4)

Harrison, Ann (4)

Reimers, Hans-Eggert (4)

Cites to:

Granger, Clive (19)

Engle, Robert (15)

Smets, Frank (13)

Wouters, Raf (13)

Bollerslev, Tim (12)

Hylleberg, Svend (11)

Yoo, Byung Sam (10)

Hansen, Bruce (9)

Franses, Philip Hans (9)

Diebold, Francis (9)

Campbell, John (6)

Main data


Where Robert M. Kunst has published?


Journals with more than one article published# docs
Empirical Economics11
Journal of Forecasting3
Journal of Applied Econometrics2
The Review of Economics and Statistics2
Oxford Bulletin of Economics and Statistics2

Working Papers Series with more than one paper published# docs
Economics Series / Institute for Advanced Studies30
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute4
CESifo Working Paper Series / CESifo2

Recent works citing Robert M. Kunst (2021 and 2020)


YearTitle of citing document
2020Encompassing Tests for Value at Risk and Expected Shortfall Multi-Step Forecasts based on Inference on the Boundary. (2020). Schnaitmann, Julie ; Liu, Xiaochun ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2009.07341.

Full description at Econpapers || Download paper

2020Bayesian analysis of seasonally cointegrated VAR model. (2020). Wr, Justyna. In: Papers. RePEc:arx:papers:2012.14820.

Full description at Econpapers || Download paper

2020Seasonal patterns of global oil consumption: Implications for long term energy policy. (2020). Inchauspe, Julian ; Park, Jason. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:42:y:2020:i:3:p:536-556.

Full description at Econpapers || Download paper

2020.

Full description at Econpapers || Download paper

2020The Effect of Exchange Rate Volatility on Economic Growth: Case of the CEE Countries. (2020). Voica, Marian Catalin ; Panait, Mirela ; Ergun, Uur ; Hysa, Eglantina ; Morina, Fatbardha. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:8:p:177-:d:396762.

Full description at Econpapers || Download paper

2020تقدير الدورات الموسمية وأهم العوامل المؤثرة على الإنتاج السمكي بمصايد البحر الأحمر في مصر. (2020). برجل, د/إلهام شعبان, ; معيزة, د/ شيماء إبراهيم, ; الرسول, أد/ أحمد أبواليزيد, . In: MPRA Paper. RePEc:pra:mprapa:98214.

Full description at Econpapers || Download paper

2020Revisions in the Norwegian National Accounts. Accuracy, unbiasedness and efficiency in preliminary figures. (2020). Skjerpen, Terje ; Hungnes, HÃ¥vard ; Helliesen, Magnus Kvle. In: Discussion Papers. RePEc:ssb:dispap:924.

Full description at Econpapers || Download paper

2020Corn Cash Price Forecasting. (2020). Xu, Xiaojie. In: American Journal of Agricultural Economics. RePEc:wly:ajagec:v:102:y:2020:i:4:p:1297-1320.

Full description at Econpapers || Download paper

2020Encompassing tests for value at risk and expected shortfall multi-step forecasts based on inference on the boundary. (2020). Liu, Xiaochun ; Dimitriadis, Timo ; Schnaitmann, Julie. In: Hohenheim Discussion Papers in Business, Economics and Social Sciences. RePEc:zbw:hohdps:112020.

Full description at Econpapers || Download paper

Robert M. Kunst is editor of


Journal
Empirical Economics
Studies in Empirical Economics

Works by Robert M. Kunst:


YearTitleTypeCited
2016THE EFFECTS OF OWNERSHIP CONCENTRATION ON PERFORMANCE OF PAKISTANI LISTED COMPANIES In: CBU International Conference Proceedings.
[Full Text][Citation analysis]
article0
1997TESTING FOR CYCLICAL NON‐STATIONARITY IN AUTOREGRESSIVE PROCESSES In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article8
1999On the Role of Seasonal Intercepts in Seasonal Cointegration In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article11
1998On the role of seasonal intercepts in seasonal cointegration.(1998) In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper
1995On the role of seasonal intercepts in seasonal cointegration.(1995) In: Economics Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper
2011Testing for Seasonal Unit Roots in Monthly Panels of Time Series In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article3
2009Testing for seasonal unit roots in monthly panels of time series.(2009) In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
1998Unit Roots, Change, and Decision Bounds In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper0
1998Unit Roots, Change, and Decision Bounds.(1998) In: Economics Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2000Decisions on Seasonal Unit Roots In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper0
2008MODELING MACROECONOMIC SUBAGGREGATES: AN APPLICATION OF NONLINEAR COINTEGRATION In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
article0
2012Exchange Rate Volatility and its Impact on Industrial Production, Before and After the Introduction of Common Currency in Europe In: International Journal of Economics and Financial Issues.
[Full Text][Citation analysis]
article4
2007Analyzing a panel of seasonal time series: Does seasonality in industrial production converge across Europe? In: Economic Modelling.
[Full Text][Citation analysis]
article2
1986A forecasting comparison of some var techniques In: International Journal of Forecasting.
[Full Text][Citation analysis]
article10
2008Immigrant remittance flows and aggregate demand forecasts in West African economies In: Journal of Policy Modeling.
[Full Text][Citation analysis]
article0
1999Testing common deterministic seasonality In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
paper0
1999Testing for converging deterministic seasonal variation in European industrial production In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
paper0
2002On Mean Reversion in Real Interest Rates: An Application of Threshold Cointegtation In: Economics Series.
[Full Text][Citation analysis]
paper2
1995Forecasting Seasonally Cointegrated Systems: Supply Response in Austrian Agriculture In: Economics Series.
[Full Text][Citation analysis]
paper1
2002Testing for Stationarity in a Cointegrated System In: Economics Series.
[Full Text][Citation analysis]
paper0
2002Decision Maps for Bivariate Time Series with Potential Thrshold Cointegration In: Economics Series.
[Full Text][Citation analysis]
paper1
2003Testing for Relative Predictive Accuracy: A Critical Viewpoint In: Economics Series.
[Full Text][Citation analysis]
paper13
2004Modeling National Accounts Sub-Aggregates. An Application of Non-Linear Error Correction In: Economics Series.
[Full Text][Citation analysis]
paper0
1995Estimating the Number of Unit Roots. A Multiple Decision Approach In: Economics Series.
[Full Text][Citation analysis]
paper0
2004Toward a Theory of Evaluating Predictive Accuracy In: Economics Series.
[Full Text][Citation analysis]
paper0
2005A Diffusion Approximation for the Riskless Profit Under Selling of Discrete Time Call Options. Non-identically Distributed Jumps In: Economics Series.
[Full Text][Citation analysis]
paper0
2005A Diffusion Approximation to the Markov Chains Model of the Financial Market and the Expected Riskless Profit Under Selling of Call and Put Options In: Economics Series.
[Full Text][Citation analysis]
paper1
2005Forecasting Aggregate Demand in West African Economies. The Influence of Immigrant Remittance Flows and of Asymmetric Error Correction In: Economics Series.
[Full Text][Citation analysis]
paper0
2005Approaches for the Joint Evaluation of Hypothesis Tests: Classical Testing, Bayes Testing, and Joint Confirmation In: Economics Series.
[Full Text][Citation analysis]
paper0
2006Seasonal Cycles in European Agricultural Commodity Prices In: Economics Series.
[Full Text][Citation analysis]
paper1
2007Some Evidence on the Relevance of the Chain-reaction Theory in Selected Countries In: Economics Series.
[Full Text][Citation analysis]
paper0
2007Inflation in the West African Countries. The Impact of Cocoa Prices, Budget Deficits, and Migrant Remittances In: Economics Series.
[Full Text][Citation analysis]
paper2
2008Optimizing Time-series Forecasts for Inflation and Interest Rates Using Simulation and Model Averaging In: Economics Series.
[Full Text][Citation analysis]
paper1
2016Optimizing time-series forecasts for inflation and interest rates using simulation and model averaging.(2016) In: Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2009A Nonparametric Test for Seasonal Unit Roots In: Economics Series.
[Full Text][Citation analysis]
paper2
2009Combining Forecasts Based on Multiple Encompassing Tests in a Macroeconomic Core System In: Economics Series.
[Full Text][Citation analysis]
paper13
2011Combining forecasts based on multiple encompassing tests in a macroeconomic core system.(2011) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
article
2010Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE System In: Economics Series.
[Full Text][Citation analysis]
paper0
2010Asymmetric Time Aggregation and its Potential Benefits for Forecasting Annual Data In: Economics Series.
[Full Text][Citation analysis]
paper0
2015Asymmetric time aggregation and its potential benefits for forecasting annual data.(2015) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2011On the Usefulness of the Diebold-Mariano Test in the Selection of Prediction Models In: Economics Series.
[Full Text][Citation analysis]
paper7
2012Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE-VAR System In: Economics Series.
[Full Text][Citation analysis]
paper0
2014A Combined Nonparametric Test for Seasonal Unit Roots In: Economics Series.
[Full Text][Citation analysis]
paper0
2014Forecast combinations in a DSGE-VAR lab In: Economics Series.
[Full Text][Citation analysis]
paper3
2017Forecast Combinations in a DSGE‐VAR Lab.(2017) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
2018On Using Predictive-ability Tests in the Selection of Time-series Prediction Models: A Monte Carlo Evaluation In: Economics Series.
[Full Text][Citation analysis]
paper0
1997Decision Bounds for Data-Admissible Seasonal Models In: Economics Series.
[Full Text][Citation analysis]
paper3
1999The Effects of Dollar/Sterling Exchange Rate Volatility on Futures Markets for Coffee and Cocoa In: Economics Series.
[Full Text][Citation analysis]
paper4
2001The Effects of Exchange-Rate Exposures on Equity Asset Markets In: Economics Series.
[Full Text][Citation analysis]
paper0
1998Inflation, its Dynamics, and its Possible Causes in Albania In: East European Series.
[Full Text][Citation analysis]
paper0
1990Seasonal Adjustment and Measuring Persistence in Output. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article11
1990Cointegration in a Macroeconomic System. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article23
2001Forecasting High-Frequency Financial Data with the ARFIMA-ARCH Model. In: Journal of Forecasting.
[Citation analysis]
article2
2008Seasonal prediction of European cereal prices: good forecasts using bad models? In: Journal of Forecasting.
[Full Text][Citation analysis]
article4
2020Castle, Jennifer, Clements, Mike and Hendry, David: Forecasting: an essential introduction In: Journal of Economics.
[Full Text][Citation analysis]
article0
1998Fractionally Integrated Models with ARCH Errors: With an Application to the Swiss One-Month Euromarket Interest Rate. In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]
article7
1989On Exports and Productivity: A Causal Analysis In: Munich Reprints in Economics.
[Full Text][Citation analysis]
paper64
1989On Exports and Productivity: A Causal Analysis..(1989) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 64
article
1996Forecasting Seasonally Cointegrated Systems: Supply Response of the Austrian Breeding Sow Herd. In: European Review of Agricultural Economics.
[Citation analysis]
article1
2012The effects of exchange rate volatility on international trade flows: evidence from panel data analysis and fuzzy approach In: MPRA Paper.
[Full Text][Citation analysis]
paper1
1991Analysis of Austrian Stocks: Testing for Stability and Randomness. In: Empirical Economics.
[Citation analysis]
article1
1993Seasonal Cointegration, Common Seasonals, and Forecasting Seasonal Series. In: Empirical Economics.
[Citation analysis]
article12
2007Report of the editors In: Empirical Economics.
[Full Text][Citation analysis]
article0
2008Report of the Editors.(2008) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2012Report of the editors.(2012) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2014Report of the Editors.(2014) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2019Report of the Editors.(2019) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2012The dynamic interrelations between unequal neighbors: an Austro-German case study In: Empirical Economics.
[Full Text][Citation analysis]
article11
2009The Dynamic Interrelations between Unequal Neighbors: An Austro-German Case Study.(2009) In: Vienna Economics Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper
2014Competing specifications of the gravity equation: a three-way model, bilateral interaction effects, or a dynamic gravity model with time-varying country effects? In: Empirical Economics.
[Full Text][Citation analysis]
article0
2020Economic forecasting: editors’ introduction In: Empirical Economics.
[Full Text][Citation analysis]
article1
2011Unit root in unemployment - new evidence from nonparametric tests In: Applied Economics Letters.
[Full Text][Citation analysis]
article1
2009Unit Root in Unemployment - New Evidence from Nonparametric Tests.(2009) In: Vienna Economics Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
1997Augmented ARCH models for financial time series: stability conditions and empirical evidence In: Applied Financial Economics.
[Full Text][Citation analysis]
article4
1993Seasonal Cointegration in Macroeconomic Systems: Case Studies for Small and Large European Countries. In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
article7
1995ARCH patterns in cointegrated systems In: Economics Working Papers.
[Full Text][Citation analysis]
paper1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2021. Contact: CitEc Team