Carsten Trenkler : Citation Profile

Are you Carsten Trenkler?

Universität Mannheim

10

H index

12

i10 index

511

Citations

RESEARCH PRODUCTION:

23

Articles

32

Papers

RESEARCH ACTIVITY:

   20 years (2000 - 2020). See details.
   Cites by year: 25
   Journals where Carsten Trenkler has often published
   Relations with other researchers
   Recent citing documents: 58.    Total self citations: 20 (3.77 %)

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   Permalink: http://citec.repec.org/ptr69
   Updated: 2023-03-25    RAS profile: 2021-05-24    
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Relations with other researchers

Works with:

Weber, Enzo (2)

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

Is cited by:

Koukouritakis, Minoas (29)

Weber, Enzo (20)

Lütkepohl, Helmut (17)

Karaman Örsal, Deniz (13)

Wysocki, Maciej (12)

Giannellis, Nikolaos (12)

Wolf, Nikolaus (11)

Cavaliere, Giuseppe (9)

Papadopoulos, Athanasios (9)

Smeekes, Stephan (8)

Nielsen, Morten (8)

Cites to:

Lütkepohl, Helmut (23)

Weber, Enzo (17)

Kilian, Lutz (16)

Saikkonen, Pentti (14)

Engle, Robert (14)

Johansen, Soren (9)

Hansen, Bruce (8)

Vahid, Farshid (8)

Kozicki, Sharon (8)

Burda, Michael (7)

Canova, Fabio (7)

Main data

Where Carsten Trenkler has published?

Journals with more than one article published# docs
Econometric Theory3
Journal of Econometrics2
Empirical Economics2
AStA Advances in Statistical Analysis2

Working Papers Series with more than one paper published# docs
Working Papers / University of Mannheim, Department of Economics6
University of Regensburg Working Papers in Business, Economics and Management Information Systems / University of Regensburg, Department of Economics5
SFB 373 Discussion Papers / Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes5
SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany4
Economics Working Papers / European University Institute4
Papers / Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE)2

Recent works citing Carsten Trenkler (2022 and 2021)

YearTitle of citing document
2022American bilateral trade with emerging economies and its influence on world economic recovery post Covid-19: Analysis through VECM. (2022). , Suchitra ; Rangappa, K B ; Chetan, G K. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(633):y:2022:i:4(633):p:41-56.

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2022An identification and testing strategy for proxy-SVARs with weak proxies. (2022). Fanelli, Luca ; Cavaliere, Giuseppe ; Angelini, Giovanni. In: Papers. RePEc:arx:papers:2210.04523.

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2022Mechanism of information transmission from a spot rate market to crypto-asset markets. (2022). Kaizoji, Taisei ; Yoshihara, Takeshi. In: Papers. RePEc:arx:papers:2211.16176.

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2021Estimating Large-Dimensional Connectedness Tables: The Great Moderation Through the Lens of Sectoral Spillovers. (2021). Hipp, Ruben ; Brunner, Felix. In: Staff Working Papers. RePEc:bca:bocawp:21-37.

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2022Market integration of domestic and imported seafood: Insights from the Sydney Fish Market. (2022). Pascoe, Sean ; Hoshino, Eriko ; Schrobback, Peggy ; Curtotti, Robert . In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:66:y:2022:i:1:p:216-236.

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2022Johansen?type cointegration tests with a Fourier function. (2022). Lee, Junsoo ; Pascalau, Razvan ; Lu, Yan ; Nazlioglu, Saban. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:5:p:828-852.

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2021Discovering Specific Common Trends in a Large Set of Disaggregates: Statistical Procedures, their Properties and an Empirical Application. (2021). Carlomagno, Guillermo ; Espasa, Antoni. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:3:p:641-662.

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2022The credit channel of monetary transmission in the US: Is it a bank lending channel, a balance sheet channel, or both, or neither?. (2022). Papafilis, Michalis-Panayiotis ; Brissimis, Sophocles N. In: Working Papers. RePEc:bog:wpaper:300.

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2022Small Sample Adjustment for Hypotheses Testing on Cointegrating Vectors. (2022). Canepa, Alessandra ; Alessandra, Canepa. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:14:y:2022:i:1:p:51-85:n:1.

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2022Populists and Fiscal Policy: The Case of Poland. (2022). Wysocki, Maciej ; Freytag, Andreas ; Wojcik, Cezary. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10146.

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2022Not all political relation shocks are alike: Assessing the impacts of US-China tensions on the oil market. (2022). Saadaoui, Jamel ; Mignon, Valerie ; Cai, Yifei. In: Working Papers. RePEc:cii:cepidt:2022-07.

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2021Why a Labour Market Boom Does Not Necessarily Bring Down Inequality: Putting Together Germany’s Inequality Puzzle. (2021). Biewen, Martin ; Sturm, Miriam. In: SOEPpapers on Multidisciplinary Panel Data Research. RePEc:diw:diwsop:diw_sp1139.

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2021The Multifaceted Impact of US Trade Policy on Financial Markets. (2021). Menkhoff, Lukas ; Boer, Lukas ; Rieth, Malte. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1956.

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2022Heteroskedastic Proxy Vector Autoregressions: Testing for Time-Varying Impulse Responses in the Presence of Multiple Proxies. (2022). Lutkepohl, Helmut ; Bruns, Martin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2005.

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2021Monetary autonomy of CESEE countries and nominal convergence in EMU: a cointegration analysis with structural breaks. (2021). Raguideau, Léonore ; Raguideau-Hannotin, Leonore. In: EconomiX Working Papers. RePEc:drm:wpaper:2021-20.

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2022Not all political relation shocks are alike: Assessing the impacts of US-China tensions on the oil market. (2022). Saadaoui, Jamel ; Cai, Yifei ; Mignon, Valerie. In: EconomiX Working Papers. RePEc:drm:wpaper:2022-19.

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2022Oil supply news shock and Chinese economy. (2022). Yan, Karen Xueqing ; Wang, Qiaoyu ; Liu, Dandan. In: China Economic Review. RePEc:eee:chieco:v:73:y:2022:i:c:s1043951x22000542.

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2021Labour market miracle, productivity debacle: Measuring the effects of skill-biased and skill-neutral technical change. (2021). Weber, Enzo ; Hutter, Christian. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001735.

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2021A panel cointegrating rank test with structural breaks and cross-sectional dependence. (2021). Karaman Örsal, Deniz ; Deniz Dilan Karaman , ; Arsova, Antonia. In: Econometrics and Statistics. RePEc:eee:ecosta:v:17:y:2021:i:c:p:107-129.

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2022Non-linearities in fiscal policy: The role of debt. (2022). Fotiou, Alexandra. In: European Economic Review. RePEc:eee:eecrev:v:150:y:2022:i:c:s0014292122001210.

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2022Macroeconomic outcomes of OPEC and non-OPEC oil supply shocks in the euro area. (2022). Chang, Tsangyao ; Lee, Chien-Chiang ; Zhang, Dongna ; Cai, Yifei. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001517.

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2021The relation between petroleum product prices and crude oil prices. (2021). Linn, Scott ; Zhang, Huiming ; Lee, Thomas K ; Fernando, Chitru S ; Ederington, Louis H. In: Energy Economics. RePEc:eee:eneeco:v:94:y:2021:i:c:s0140988320304199.

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2021Pass-through of oil supply shocks to domestic gasoline prices: evidence from daily data. (2021). Shioji, Etsuro. In: Energy Economics. RePEc:eee:eneeco:v:98:y:2021:i:c:s0140988321001195.

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2022Escape underway: Malthusian pressures in late imperial Moscow. (2022). Kufenko, Vadim ; Khaustova, Ekaterina ; Geloso, Vincent. In: Explorations in Economic History. RePEc:eee:exehis:v:85:y:2022:i:c:s0014498322000316.

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2021Do the uncertainty-induced capital outflows matter in currency crisis? Evidence from the Hong Kong speculative attacks. (2021). Wong, Anson ; Tim, Douglas Kai. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s154461231931390x.

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2022Bootstrap-based probabilistic analysis of spillover scenarios in economic and financial networks. (2022). Tarassow, Artur ; Greenwood-Nimmo, Matthew. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pa:s1386418121000422.

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2022Firms’ expectations and monetary policy shocks in the euro area. (2022). Zachariadis, Marios ; Eminidou, Snezana. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621002072.

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2021The role of public and private transport infrastructure capital in economic growth. Evidence from Pakistan. (2021). Goldmann, Kathrin ; Batool, Irem. In: Research in Transportation Economics. RePEc:eee:retrec:v:88:y:2021:i:c:s0739885920300846.

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2021Monetary autonomy of CESEE countries and nominal convergence in EMU: a cointegration analysis with structural breaks. (2021). Raguideau, Léonore ; Raguideau-Hannotin, Leonore. In: Working Papers. RePEc:hal:wpaper:hal-03279499.

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2022On the Sustainability of Fiscal Policy in Sierra Leone. (2022). Bonzu, Samuel. In: International Business Research. RePEc:ibn:ibrjnl:v:15:y:2022:i:3:p:61.

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2021Why a Labour Market Boom Does Not Necessarily Bring Down Inequality: Putting Together Germanys Inequality Puzzle. (2021). Biewen, Martin ; Sturm, Miriam. In: IZA Discussion Papers. RePEc:iza:izadps:dp14357.

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2022Populists and Fiscal Policy: The Case of Poland. (2022). Wysocki, Maciej ; Freytag, Andreas ; Wojcik, Cezary. In: Jena Economic Research Papers. RePEc:jrp:jrpwrp:2022-013.

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2023Does political risk undermine environment and economic development in Pakistan? Empirical evidence from China–Pakistan economic corridor. (2023). Ashraf, Junaid. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:1:d:10.1007_s10644-022-09434-z.

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2022Regulatory policies in the global Islamic banking sector in the outbreak of COVID-19 pandemic. (2022). Saci, Karima ; Ajmi, Hechem ; Mansour, Walid. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:23:y:2022:i:3:d:10.1057_s41261-021-00147-3.

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2021Money Market Integration in Spain in the Ninetheen Century: The Role of the 1875-1885 Decade. (2021). Maixé-Altés, J. Carles ; Iglesias, Emma. In: MPRA Paper. RePEc:pra:mprapa:109219.

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2022American bilateral trade with emerging economies and its influence on world economic recovery post Covid-19: Analysis through VECM. (2022). , Suchitra ; Kumar, Chetan. In: MPRA Paper. RePEc:pra:mprapa:115729.

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2022An Investigation into the Spatial Rice Market Integration in Bangladesh: Application of Vector Error Correction Approach. (2022). Prince, Ehsanur ; Islam, Teresa ; Barmon, Basanta Kumar. In: MPRA Paper. RePEc:pra:mprapa:115927.

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2022US Tax and Spending Shocks 1950-2019: SVAR Overidentification with External Instruments. (2021). Smith, Gregor ; McNeil, James ; Gregory, Allan W. In: Working Paper. RePEc:qed:wpaper:1461.

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2021Structural breaks in cointegration models: Multivariate case. (2021). Skrobotov, Anton. In: Applied Econometrics. RePEc:ris:apltrx:0434.

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2022Cointegration Analysis of Financial Market Indices During Financial Shocks. Focus on Global Financial Crisis and COVID-19 ?andemic Crisis. (2022). Pedisic, Roko. In: Bulletin of Applied Economics. RePEc:rmk:rmkbae:v:9:y:2022:i:2:p:59-78.

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2021Vertical price transmission in Swiss dairy and cheese value chains. (2021). Hillen, Judith. In: Agricultural and Food Economics. RePEc:spr:agfoec:v:9:y:2021:i:1:d:10.1186_s40100-021-00187-3.

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2022Tests for segmented cointegration: an application to US governments budgets. (2022). , Paulo ; Martins, Luis F. In: Empirical Economics. RePEc:spr:empeco:v:63:y:2022:i:2:d:10.1007_s00181-021-02156-7.

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2021Trend-Cycle Interactions and the Subprime Crisis: Analysis of US and Canadian Output. (2021). Weber, Enzo ; Soloschenko, Max . In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:17:y:2021:i:2:d:10.1007_s41549-021-00058-2.

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2023Estimating energy demand elasticities for gas exporting countries: a dynamic panel data approach. (2023). Mansourkiaee, Eshagh. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:1:d:10.1007_s43546-022-00373-5.

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2022Modelling interaction patterns in a predator-prey system of two freshwater organisms in discrete time: an identified structural VAR approach. (2022). Herwartz, Helmut. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:31:y:2022:i:1:d:10.1007_s10260-021-00564-8.

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2022Do Political Instability and Military Expenditure Undermine Economic Growth in Egypt? Evidence from the ARDL Approach. (2022). Zhao, Yanzhi ; Maher, Mohamed. In: Defence and Peace Economics. RePEc:taf:defpea:v:33:y:2022:i:8:p:956-979.

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2022Heteroskedastic Proxy Vector Autoregressions: Testing for Time-Varying Impulse Responses in the Presence of Multiple Proxies. (2022). Luetkepohl, Helmut ; Bruns, Martin. In: University of East Anglia School of Economics Working Paper Series. RePEc:uea:ueaeco:2022-02.

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2022Not all political relation shocks are alike: Assessing the impacts of US-China tensions on the oil market.. (2022). Saadaoui, Jamel ; Mignon, Valerie ; Cai, Yifei. In: Working Papers of BETA. RePEc:ulp:sbbeta:2022-20.

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2021Identifying structural shocks to volatility through a proxy-MGARCH model. (2021). Polivka, Jeannine ; Fengler, Matthias. In: Economics Working Paper Series. RePEc:usg:econwp:2021:03.

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2021The Fed, housing and household debt over time. (2021). Rella, Giacomo. In: Department of Economics University of Siena. RePEc:usi:wpaper:850.

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2021Small Sample Adjustment for Hypotheses Testing on Cointegrating Vectors. (2021). Canepa, Alessandra. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. RePEc:uto:dipeco:202108.

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2022The Economic Complexity of the Visegrád Countries and the Role of Trade with Germany. (2022). Bartosz, Michalski ; Semanur, Soyyiit. In: Central European Economic Journal. RePEc:vrs:ceuecj:v:9:y:2022:i:56:p:219-236:n:6.

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2022Why a labour market boom does not necessarily bring down inequality: putting together Germanys inequality puzzle. (2022). Sturm, Miriam ; Biewen, Martin. In: Fiscal Studies. RePEc:wly:fistud:v:43:y:2022:i:2:p:121-149.

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2021Fiscal sustainability in the EU after the global crisis: Is there any progress? Evidence from Poland. (2021). Wojcik, Cezary ; Wysocki, Maciej. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:3:p:3997-4012.

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2022The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada. (2022). Kilian, Lutz ; Zhou, Xiaoqing. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:54:y:2022:i:4:p:953-987.

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2021.

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2022.

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2022.

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Works by Carsten Trenkler:

YearTitleTypeCited
2010On the Identification of Codependent VAR and VEC Models In: University of Regensburg Working Papers in Business, Economics and Management Information Systems.
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2010Testing for Codependence of Non-Stationary Variables In: University of Regensburg Working Papers in Business, Economics and Management Information Systems.
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2012Identifying the Shocks behind Business Cycle Asynchrony in Euroland In: University of Regensburg Working Papers in Business, Economics and Management Information Systems.
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2012Identifying the Shocks behind Business Cycle Asynchrony in Euroland.(2012) In: Working Papers.
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2012Codependent VAR Models and the Pseudo-Structural Form In: University of Regensburg Working Papers in Business, Economics and Management Information Systems.
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2012Codependent VAR Models and the Pseudo-Structural Form.(2012) In: Working Papers.
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2013Codependent VAR models and the pseudo-structural form.(2013) In: AStA Advances in Statistical Analysis.
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2009Codependence and Cointegration In: University of Regensburg Working Papers in Business, Economics and Management Information Systems.
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2008Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article24
2006Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break.(2006) In: Economics Working Papers.
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2006Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break.(2006) In: SFB 649 Discussion Papers.
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2015Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates In: Oxford Bulletin of Economics and Statistics.
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2013Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates.(2013) In: Working Papers.
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2009Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order In: Working Paper.
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2011Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order.(2011) In: Computational Statistics & Data Analysis.
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2005Economic integration across borders: The Polish interwar economy 1921–1937 In: European Review of Economic History.
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2002ON THE PROPERTIES OF SOME TESTS FOR COMMON STOCHASTIC TRENDS In: Econometric Theory.
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2006BREAK DATE ESTIMATION FOR VAR PROCESSES WITH LEVEL SHIFT WITH AN APPLICATION TO COINTEGRATION TESTING In: Econometric Theory.
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2009BOOTSTRAPPING SYSTEMS COINTEGRATION TESTS WITH A PRIOR ADJUSTMENT FOR DETERMINISTIC TERMS In: Econometric Theory.
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2006Bootstrapping Systems Cointegration Tests with a Prior Adjustment for Deterministic Terms.(2006) In: SFB 649 Discussion Papers.
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2003A new set of critical values for systems cointegration tests with a prior adjustment for deterministic terms In: Economics Bulletin.
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2003A New Set of Critical Values for Systems Cointegration Tests with a Prior Adjustment for Deterministic Terms.(2003) In: Economics Working Papers.
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2004Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time In: Econometrica.
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2001Testing for the cointegrating rank of a VAR process with level shift at unknown time.(2001) In: SFB 373 Discussion Papers.
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2000Comparison of Tests for the Cointegrating Rank of a VAR Process with a Structural Shift In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]		paper66
2003Comparison of tests for the cointegrating rank of a VAR process with a structural shift.(2003) In: Journal of Econometrics.
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2000Comparison of tests for the cointegrating rank of a VAR process with a structural shift.(2000) In: SFB 373 Discussion Papers.
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2001Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process In: Econometrics Journal.
[Citation analysis]		article97
2000Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process.(2000) In: SFB 373 Discussion Papers.
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2016On the identification of multivariate correlated unobserved components models In: Economics Letters.
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2015On the identification of multivariate correlated unobserved components models.(2015) In: Working Papers.
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2016Inference in VARs with conditional heteroskedasticity of unknown form In: Journal of Econometrics.
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2014Inference in VARs with Conditional Heteroskedasticity of Unknown Form.(2014) In: Working Paper Series of the Department of Economics, University of Konstanz.
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2014Inference in VARs with Conditional Heteroskedasticity of Unknown Form.(2014) In: Working Papers.
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2003Economic Integration in Interwar Poland - A Threshold Cointegration Analysis of the Law of One Price for Poland (1924-1937) In: Economics Working Papers.
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2004Break Date Estimation and Cointegration Testing in VAR Processes with Level Shift In: Economics Working Papers.
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2005Are Eastern European Countries Catching Up? Time Series Evidence for Czech Republic, Hungary, and Poland In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper9
2007Are Eastern European Countries Catching Up? Time Series Evidence for Czech Republic, Hungary and Poland.(2007) In: Applied Economics Letters.
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2006VAR Modeling for Dynamic Semiparametric Factors of Volatility Strings In: SFB 649 Discussion Papers.
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2019Which factors are behind Germanys labour market upswing? In: IAB-Discussion Paper.
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2015Forecasting VARs, model selection, and shrinkage In: Working Papers.
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2010Bootstrap co-integration rank testing: the role of deterministic variables and initial values in the bootstrap recursion In: Discussion Papers.
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2013Bootstrap Cointegration Rank Testing: The Role of Deterministic Variables and Initial Values in the Bootstrap Recursion.(2013) In: Econometric Reviews.
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2008VAR Modeling for Dynamic Loadings Driving Volatility Strings In: The Journal of Financial Econometrics.
[Full Text][Citation analysis]		article4
2005The Effects of Ignoring Level Shifts on Systems Cointegration Tests In: AStA Advances in Statistical Analysis.
[Full Text][Citation analysis]		article3
2002The effects of ignoring level shifts on systems cointegration tests.(2002) In: SFB 373 Discussion Papers.
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2008Determining p-values for systems cointegration tests with a prior adjustment for deterministic terms In: Computational Statistics.
[Full Text][Citation analysis]		article37
2004Determining p-values for Systems Cointegration Tests With a Prior Adjustment for Deterministic Terms.(2004) In: Papers.
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2003The Polish exchange rate system: A unit root and cointegration analysis In: Empirical Economics.
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2020Identifying shocks to business cycles with asynchronous propagation In: Empirical Economics.
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2013Testing for codependence of cointegrated variables In: Applied Economics.
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2015Simple Identification and Specification of Cointegrated Varma Models In: Journal of Applied Econometrics.
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2004Economic integration across borders : the Polish interwar economy 1921-1937 In: Papers.
[Full Text][Citation analysis]		paper1
2000The Polish crawling peg system: A cointegration analysis In: SFB 373 Discussion Papers.
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2011Cointegrated VARMA models and forecasting US interest rates In: ECON - Working Papers.
[Full Text][Citation analysis]		paper1

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