11
H index
12
i10 index
542
Citations
Carsten Trenkler : Citation Profile
Universität Mannheim | RESEARCH PRODUCTION: 25 Articles 32 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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23 years (2000 - 2023). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Carsten Trenkler. | Is cited by:
| Cites to:
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Main data
Where Carsten Trenkler has published?
| Journals with more than one article published | # docs |
|---|---|
| Econometric Theory | 3 |
| Journal of Econometrics | 3 |
| Oxford Bulletin of Economics and Statistics | 2 |
| Empirical Economics | 2 |
| AStA Advances in Statistical Analysis | 2 |
Recent works citing Carsten Trenkler (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | An identification and testing strategy for proxy-SVARs with weak proxies. (2022). Fanelli, Luca ; Cavaliere, Giuseppe ; Angelini, Giovanni. In: Papers. RePEc:arx:papers:2210.04523. Full description at Econpapers || Download paper |
| 2023 | Semiparametrically Optimal Cointegration Test. (2023). Zhou, BO. In: Papers. RePEc:arx:papers:2305.08880. Full description at Econpapers || Download paper |
| 2023 | Limit Theory under Network Dependence and Nonstationarity. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.01418. Full description at Econpapers || Download paper |
| 2023 | Break-Point Date Estimation for Nonstationary Autoregressive and Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.13915. Full description at Econpapers || Download paper |
| 2023 | Optimal Estimation Methodologies for Panel Data Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2311.03471. Full description at Econpapers || Download paper |
| 2023 | Structural Analysis of Vector Autoregressive Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402. Full description at Econpapers || Download paper |
| 2023 | Directed graphs and variable selection in large vector autoregressive models. (2023). Kascha, Christian ; Bruggemann, Ralf ; Bertsche, Dominik. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:44:y:2023:i:2:p:223-246. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Have the Effects of Shocks to Oil Price Expectations Changed?: Evidence from Heteroskedastic Proxy Vector Autoregressions. (2023). Lutkepohl, Helmut ; Bruns, Martin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2036. Full description at Econpapers || Download paper |
| 2023 | Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles. (2023). Wang, Shu ; Herwartz, Helmut. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s0165188923000362. Full description at Econpapers || Download paper |
| 2023 | Inter-regional dependence of J-REIT stock prices: A heteroscedasticity-robust time series approach. (2023). Iitsuka, Yoshitaka ; Motegi, Kaiji. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001759. Full description at Econpapers || Download paper |
| 2023 | Domestic macroeconomic determinants of precious metals prices in developed and emerging economies: An international analysis of the long and short run. (2023). O'Connor, Fergal ; Usman, Hafiz Muhammad. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003290. Full description at Econpapers || Download paper |
| 2023 | An Alternative Bootstrap for Proxy Vector Autoregressions. (2023). Lutkepohl, Helmut ; Bruns, Martin. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:4:d:10.1007_s10614-022-10323-w. Full description at Econpapers || Download paper |
| 2023 | Does 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. Full description at Econpapers || Download paper |
| 2023 | Monetary Policy Announcements, Information Shocks, and Exchange Rate Dynamics. (2023). Scharler, Johann ; Mayer, Eric ; Grundler, Daniel. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:2:d:10.1007_s11079-022-09682-6. Full description at Econpapers || Download paper |
| 2023 | Estimating 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. Full description at Econpapers || Download paper |
| 2023 | Robust bootstrap inference for linear time-varying coefficient models: Some Monte Carlo evidence. (2023). Song, Mingxuan ; Lin, Yicong. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20230049. Full description at Econpapers || Download paper |
| 2023 | Johansen Test with Fourier-Type Smooth Nonlinear Trends in Cointegrating Relations. (2023). Shintani, Mototsugu ; Kurita, Takamitsu. In: CIRJE F-Series. RePEc:tky:fseres:2023cf1216. Full description at Econpapers || Download paper |
| 2023 | Have the Effects of Shocks to Oil Price Expectations Changed? Evidence from Heteroskedastic Proxy Vector Autoregressions. (2023). Luetkepohl, Helmut ; Bruns, Martin. In: University of East Anglia School of Economics Working Paper Series. RePEc:uea:ueaeco:2023-03. Full description at Econpapers || Download paper |
| 2023 | The multifaceted impact of US trade policy on financial markets. (2023). Menkhoff, Lukas ; Boer, Lukas ; Rieth, Malte. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:3:p:388-406. Full description at Econpapers || Download paper |
Works by Carsten Trenkler:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2010 | On the Identification of Codependent VAR and VEC Models In: University of Regensburg Working Papers in Business, Economics and Management Information Systems. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Testing for Codependence of Non-Stationary Variables In: University of Regensburg Working Papers in Business, Economics and Management Information Systems. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Identifying the Shocks behind Business Cycle Asynchrony in Euroland In: University of Regensburg Working Papers in Business, Economics and Management Information Systems. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Identifying the Shocks behind Business Cycle Asynchrony in Euroland.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2012 | Codependent VAR Models and the Pseudo-Structural Form In: University of Regensburg Working Papers in Business, Economics and Management Information Systems. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Codependent VAR Models and the Pseudo-Structural Form.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2013 | Codependent VAR models and the pseudo-structural form.(2013) In: AStA Advances in Statistical Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2009 | Codependence and Cointegration In: University of Regensburg Working Papers in Business, Economics and Management Information Systems. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 25 |
| 2006 | Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break.(2006) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
| 2006 | Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break.(2006) In: SFB 649 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
| 2015 | Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 2 |
| 2013 | Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2022 | Which factors were behind Germanys labour market upswing? A data?driven approach In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 2009 | Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order In: Working Paper. [Full Text][Citation analysis] | paper | 2 |
| 2011 | Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order.(2011) In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2005 | Economic integration across borders: The Polish interwar economy 1921–1937 In: European Review of Economic History. [Full Text][Citation analysis] | article | 27 |
| 2002 | ON THE PROPERTIES OF SOME TESTS FOR COMMON STOCHASTIC TRENDS In: Econometric Theory. [Full Text][Citation analysis] | article | 0 |
| 2006 | BREAK DATE ESTIMATION FOR VAR PROCESSES WITH LEVEL SHIFT WITH AN APPLICATION TO COINTEGRATION TESTING In: Econometric Theory. [Full Text][Citation analysis] | article | 12 |
| 2009 | BOOTSTRAPPING SYSTEMS COINTEGRATION TESTS WITH A PRIOR ADJUSTMENT FOR DETERMINISTIC TERMS In: Econometric Theory. [Full Text][Citation analysis] | article | 13 |
| 2006 | Bootstrapping Systems Cointegration Tests with a Prior Adjustment for Deterministic Terms.(2006) In: SFB 649 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2003 | A new set of critical values for systems cointegration tests with a prior adjustment for deterministic terms In: Economics Bulletin. [Full Text][Citation analysis] | article | 24 |
| 2003 | A New Set of Critical Values for Systems Cointegration Tests with a Prior Adjustment for Deterministic Terms.(2003) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
| 2004 | Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time In: Econometrica. [Full Text][Citation analysis] | article | 65 |
| 2001 | Testing for the cointegrating rank of a VAR process with level shift at unknown time.(2001) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 65 | paper | |
| 2000 | Comparison 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] | paper | 68 |
| 2003 | Comparison of tests for the cointegrating rank of a VAR process with a structural shift.(2003) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 68 | article | |
| 2000 | Comparison of tests for the cointegrating rank of a VAR process with a structural shift.(2000) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 68 | paper | |
| 2001 | Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process In: Econometrics Journal. [Citation analysis] | article | 101 |
| 2000 | Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process.(2000) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 101 | paper | |
| 2016 | On the identification of multivariate correlated unobserved components models In: Economics Letters. [Full Text][Citation analysis] | article | 11 |
| 2015 | On the identification of multivariate correlated unobserved components models.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2016 | Inference in VARs with conditional heteroskedasticity of unknown form In: Journal of Econometrics. [Full Text][Citation analysis] | article | 89 |
| 2014 | Inference in VARs with Conditional Heteroskedasticity of Unknown Form.(2014) In: Working Paper Series of the Department of Economics, University of Konstanz. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 89 | paper | |
| 2014 | Inference in VARs with Conditional Heteroskedasticity of Unknown Form.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 89 | paper | |
| 2023 | Structural inference in sparse high-dimensional vector autoregressions In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2003 | Economic Integration in Interwar Poland - A Threshold Cointegration Analysis of the Law of One Price for Poland (1924-1937) In: Economics Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2004 | Break Date Estimation and Cointegration Testing in VAR Processes with Level Shift In: Economics Working Papers. [Full Text][Citation analysis] | paper | 16 |
| 2005 | Are Eastern European Countries Catching Up? Time Series Evidence for Czech Republic, Hungary, and Poland In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
| 2007 | Are Eastern European Countries Catching Up? Time Series Evidence for Czech Republic, Hungary and Poland.(2007) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
| 2006 | VAR Modeling for Dynamic Semiparametric Factors of Volatility Strings In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2019 | Which factors are behind Germanys labour market upswing? In: IAB-Discussion Paper. [Full Text][Citation analysis] | paper | 7 |
| 2015 | Forecasting VARs, model selection, and shrinkage In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 2010 | Bootstrap co-integration rank testing: the role of deterministic variables and initial values in the bootstrap recursion In: Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
| 2013 | Bootstrap Cointegration Rank Testing: The Role of Deterministic Variables and Initial Values in the Bootstrap Recursion.(2013) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2008 | VAR Modeling for Dynamic Loadings Driving Volatility Strings In: The Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 4 |
| 2005 | The Effects of Ignoring Level Shifts on Systems Cointegration Tests In: AStA Advances in Statistical Analysis. [Full Text][Citation analysis] | article | 3 |
| 2002 | The effects of ignoring level shifts on systems cointegration tests.(2002) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2008 | Determining p-values for systems cointegration tests with a prior adjustment for deterministic terms In: Computational Statistics. [Full Text][Citation analysis] | article | 37 |
| 2004 | Determining p-values for Systems Cointegration Tests With a Prior Adjustment for Deterministic Terms.(2004) In: Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | paper | |
| 2003 | The Polish exchange rate system: A unit root and cointegration analysis In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
| 2020 | Identifying shocks to business cycles with asynchronous propagation In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
| 2013 | Testing for codependence of cointegrated variables In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
| 2015 | Simple Identification and Specification of Cointegrated Varma Models In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 3 |
| 2004 | Economic integration across borders : the Polish interwar economy 1921-1937 In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2000 | The Polish crawling peg system: A cointegration analysis In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Cointegrated VARMA models and forecasting US interest rates In: ECON - Working Papers. [Full Text][Citation analysis] | paper | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team