Walter Krämer : Citation Profile

Universität Dortmund

14

H index

17

i10 index

1165

Citations

RESEARCH PRODUCTION:

137

Articles

62

Papers

EDITOR:

2

Series edited

RESEARCH ACTIVITY:

   44 years (1980 - 2024). See details.
   Cites by year: 26
   Journals where Walter Krämer has often published
   Relations with other researchers
   Recent citing documents: 42.    Total self citations: 62 (5.05 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pkr88
   Updated: 2025-12-27    RAS profile: 2025-08-07    
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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:

Wied, Dominik (32)

Perron, Pierre (32)

Deng, Ai (21)

Sibbertsen, Philipp (20)

Zeileis, Achim (20)

Kleiber, Christian (18)

Pesaran, Mohammad (17)

Miller, Stephen (16)

Dees, Stephane (14)

Richter, Christian (11)

Kapetanios, George (11)

Cites to:

Ploberger, Werner (13)

Lütkepohl, Helmut (11)

Panagiotidis, Theodore (9)

Saikkonen, Pentti (9)

Panagiotidis, Theodore (9)

Milas, Costas (9)

Diebold, Francis (8)

Feld, Lars (8)

Wagner, Gert (8)

Sibbertsen, Philipp (7)

Bollerslev, Tim (7)

Main data

Where Walter Krämer has published?

Journals with more than one article published# docs
AStA Wirtschafts- und Sozialstatistisches Archiv37
Economics Letters26
Statistical Papers15
Empirical Economics9
Computational Statistics & Data Analysis8
German Economic Review7
Journal of Econometrics5
Wirtschaftsdienst – Zeitschrift für Wirtschaftspolitik (1949 - 2007)4
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik)3
Econometrica3
WISTA – Wirtschaft und Statistik3
German Economic Review3
Econometric Theory3
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 / CESifo10
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
RatSWD Working Papers / German Data Forum (RatSWD)2

Recent works citing Walter Krämer (2025 and 2024)

YearTitle of citing document
2024Quantile Granger Causality in the Presence of Instability. (2024). Wied, Dominik ; Troster, Victor ; Mayer, Alexander. In: Papers. RePEc:arx:papers:2402.09744.

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2025Neural ARFIMA model for forecasting BRIC exchange rates with long memory under oil shocks and policy uncertainties. (2025). Chakraborty, Tanujit ; Besher, Donia ; Panja, Madhurima ; Sengupta, Shovon. In: Papers. RePEc:arx:papers:2509.06697.

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2025The Optimal Magnitude of Government Spending: Evidence from Cambodia. (2025). Bartha, Zoltan ; Hok, Leanghak. In: Papers. RePEc:arx:papers:2510.02368.

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2025Macroeconomic Forecasting for the G7 countries under Uncertainty Shocks. (2025). Sengupta, Shovon ; Singh, Sunny Kumar ; Chakraborty, Tanujit. In: Papers. RePEc:arx:papers:2510.23347.

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2025Focus on the Impact of the Knowledge Economy on Economic Growth in the Moroccan Context: Evidence from the Novel Dynamic ARDL Simulation (DYNARDL) and Kernel-Based Regularized Least Squares (KRLS). (2025). RITAHI, OUSSAMA ; Abdellah, Echaoui ; Mounir, Tajoui ; Oussama, Ritahi. In: Economic Studies journal. RePEc:bas:econst:y:2025:i:5:p:78-100.

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2024Machine learning to predict grains futures prices. (2024). Sckokai, Paolo ; Brignoli, Paolo Libenzio ; Gardebroek, Cornelis ; Varacca, Alessandro. In: Agricultural Economics. RePEc:bla:agecon:v:55:y:2024:i:3:p:479-497.

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2025There Goes the Neighborhood? The Local Impacts of State Policies That Override Municipal Zoning. (2025). Blanco, Hector ; Sportiche, Nomie. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12140.

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2024Exploring the consequence of ecological and agronomic determinants on wheat production instabilities in Khyber Pakhtunkhwa, Pakistan: Perspectives from dynamic autoregressive distributed lag analysis. (2024). Wang, Chao ; Khan, Aftab. In: Agricultural Water Management. RePEc:eee:agiwat:v:300:y:2024:i:c:s0378377424002245.

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2025The impact of environmental policy stringency and oil prices on innovation: Evidence from the new energy vehicle industry in China. (2025). Li, Guoliang ; Yu, Lei ; Wei, Weixian ; Huangfu, Jianhua. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:979-996.

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2024Kolmogorov–Smirnov type testing for structural breaks: A new adjusted-range based self-normalization approach. (2024). LINTON, OLIVER ; Hong, Yongmiao ; Wang, Shouyang ; Sun, Jiajing ; McCabe, Brendan. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003196.

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2024Prewhitened long-run variance estimation robust to nonstationarity. (2024). Perron, Pierre ; Casini, Alessandro. In: Journal of Econometrics. RePEc:eee:econom:v:242:y:2024:i:1:s0304407624001404.

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2025When structural break meets threshold effect: Factor analysis under structural instabilities. (2025). Tu, Yundong ; Ma, Chenchen. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000260.

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2025Quantile Granger causality in the presence of instability. (2025). Wied, Dominik ; Troster, Victor ; Mayer, Alexander. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000466.

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20242T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns: Out-of-sample comparison of conditional EVT models. (2024). Tomlinson, Matthew F ; Mucha-Kruczyski, Marcin ; Greenwood, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:324-347.

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2025Return predictability, dividend growth, and the persistence of the price–dividend ratio. (2025). Rambaccussing, Dooruj ; Madeira, Joao ; Golinski, Adam ; Goliski, Adam. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:92-110.

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2025Forecasting CPI inflation under economic policy and geopolitical uncertainties. (2025). Singh, Sunny Kumar ; Chakraborty, Tanujit ; Sengupta, Shovon. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:953-981.

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2024Exposure to Dollar, financial Openness, and the heterogeneous impact of US monetary spillover. (2024). Chia, Wai Mun ; Tan, Sook Rei ; Liu, Jingting. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000573.

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2024China’s macroeconomic performance affects trading partners: How can their policies respond?. (2024). Ma, Jingmei ; Hussain, Ibrar ; Alam, Aftab. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:46:y:2024:i:2:p:448-474.

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2024Semiparametric distribution regression with instruments and monotonicity. (2024). Wied, Dominik. In: Labour Economics. RePEc:eee:labeco:v:90:y:2024:i:c:s0927537124000605.

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2025Spatial-temporal evolution and coupling coordination of land use functions across China by fusing multiple-source heterogeneous data. (2025). Li, Yurui ; Chen, Fangxin ; Liu, Yansui. In: Land Use Policy. RePEc:eee:lauspo:v:155:y:2025:i:c:s0264837725001243.

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2024Money demand function with time-varying coefficients. (2024). Movaghari, Hadi ; Elyasiani, Elyas. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:98:y:2024:i:c:s1062976924001200.

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2024Intraday analyses on weather-induced sentiment and stock market behavior. (2024). Cho, Hoon ; Seok, Sangik ; Ryu, Doojin. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:98:y:2024:i:c:s1062976924001352.

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2025The role of Guru investor in Bitcoin: Evidence from Kolmogorov-Arnold Networks. (2025). Shen, Dehua ; Wu, Yize. In: Research in International Business and Finance. RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531925000455.

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2024The Contribution of Foreign Holdings of U.S. Treasury Securities to the U.S. Long-Term Interest Rate: An Empirical Investigation of the Impact of the Zero Lower Bound. (2024). Martínez García, Enrique ; Zhang, Yixiang. In: Globalization Institute Working Papers. RePEc:fip:feddgw:98916.

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2024A Survey of Spatial Unit Roots. (2024). Baltagi, Badi ; Shu, Junjie. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:7:p:1052-:d:1367961.

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2024Science or scientism? On the momentum illusion. (2024). Grobys, Klaus. In: Annals of Finance. RePEc:kap:annfin:v:20:y:2024:i:4:d:10.1007_s10436-024-00446-5.

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2024The non-linear impact of monetary policy on shifts in economic policy uncertainty: evidence from the United States of America. (2024). Dima, Tefana Maria. In: Empirica. RePEc:kap:empiri:v:51:y:2024:i:3:d:10.1007_s10663-024-09618-y.

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2024Quickest Detection of Ecological Regimes for Natural Resource Management. (2024). Deopa, Neha ; Rinaldo, Daniele. In: Environmental & Resource Economics. RePEc:kap:enreec:v:87:y:2024:i:5:d:10.1007_s10640-024-00868-9.

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2025Capital Mobility Based on Onshore-Offshore Arbitrage: Empirical Evidence from India and China. (2025). Sengupta, Rajeswari ; Arora, Sanchit ; Aggarwal, Nidhi. In: Open Economies Review. RePEc:kap:openec:v:36:y:2025:i:4:d:10.1007_s11079-024-09787-0.

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2024Divergent dynamics of sexual and habitat isolation at the transition between stick insect populations and species. (2024). Gompert, Zachariah ; Nosil, Patrik ; Funk, Daniel J. In: Nature Communications. RePEc:nat:natcom:v:15:y:2024:i:1:d:10.1038_s41467-024-46294-9.

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2024Do weather patterns effect investment decisions in the stock market? A South Asian perspective. (2024). Chowdhury, Emon Kalyan. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:2:d:10.1057_s41260-023-00334-z.

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2024Distributed lags using elastic-net regularization for market response models: focus on predictive and explanatory capacity. (2024). Hengel, Daniel ; Blas, Clara Simon ; Martinez, Andres ; Sipols, Ana E ; Salafranca, Alfonso. In: Journal of Marketing Analytics. RePEc:pal:jmarka:v:12:y:2024:i:2:d:10.1057_s41270-022-00204-4.

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2025Inference on breaks in weak location time series models with quasi-Fisher scores. (2025). Francq, Christian ; Zakoian, Jean-Michel ; Trapani, Lorenzo. In: MPRA Paper. RePEc:pra:mprapa:123741.

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2024Vorwort der Herausgeber. (2024). Burgard, Jan Pablo ; Zwick, Markus. In: AStA Wirtschafts- und Sozialstatistisches Archiv. RePEc:spr:astaws:v:18:y:2024:i:1:d:10.1007_s11943-024-00339-z.

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2024Overlapping coefficient in network-based semi-supervised clustering. (2024). Contu, Giulia ; Frigau, Luca ; Conversano, Claudio. In: Computational Statistics. RePEc:spr:compst:v:39:y:2024:i:7:d:10.1007_s00180-024-01457-6.

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2024A comprehensive reexamination of the weather effects. (2024). Tsao, Chueh-Yung ; Chun-I Lee, . In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:3:d:10.1007_s00181-023-02492-w.

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2025Variance and skewness in density forecasts: assessing world GDP growth. (2025). Mendez Ramos, Fabian. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:6:d:10.1007_s00181-025-02720-5.

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2025Are survey stock price forecasts anchored by fundamental forecasts? A long-run perspective. (2025). Kuang, Pei ; Zhang, Tongbin ; Tang, LI. In: Economic Theory. RePEc:spr:joecth:v:79:y:2025:i:2:d:10.1007_s00199-024-01597-2.

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2024Adaptive parametric change point inference under covariance structure changes. (2024). Jandhyala, Venkata K ; Pavlopoulos, Vasileios ; Fotopoulos, Stergios B ; Kaul, Abhishek. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:5:d:10.1007_s00362-023-01495-0.

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2024New runs‐based approach to testing value at risk forecasts. (2024). Maecka, Marta. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:6:p:2021-2041.

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2025Economic Discomfort in Germany 1951 to 2021: Results and policy implications. (2025). Schuhr, Roland ; Heilemann, Ullrich. In: Working Papers. RePEc:zbw:leiwps:317773.

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2025Quantile Granger Causality in the Presence of Instability. (2025). Wied, Dominik ; Troster, Victor ; Mayer, Alexander. In: VfS Annual Conference 2025 (Cologne): Revival of Industrial Policy. RePEc:zbw:vfsc25:325369.

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Walter Krämer is editor of

Journal
Advanced Studies in Theoretical and Applied Econometrics
Statistical Papers

Works by Walter Krämer:

YearTitleTypeCited
1989Bias of s2 in Linear Regression Model with correlated errors In: University of Amsterdam, Actuarial Science and Econometrics Archive.
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1992Bias of SDE 2 in the Linear Regression Model with Correlated Errors..(1992) In: The Review of Economics and Statistics.
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2016Stylized Facts and Simulating Long Range Financial Data In: Papers.
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2016Stylized Facts and Simulating Long Range Financial Data.(2016) In: CESifo Working Paper Series.
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2010Editorial In: German Economic Review.
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2010Editorial In: German Economic Review.
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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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2008Editorial In: German Economic Review.
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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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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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2005Large-scale disasters and the insurance industry.(2005) In: Technical Reports.
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2010True Believers or Numerical Terrorism at the Nuclear Power Plant In: CESifo Working Paper Series.
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2011“True Believers” or Numerical Terrorism at the Nuclear Power Plant.(2011) In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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2010The Cult of Statistical Significance In: CESifo Working Paper Series.
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2000Efficiency, Equity, and Generalized Lorenz Dominance In: CESifo Working Paper Series.
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2016Comparing Default Predictions in the Rating Industry for Different Sets of Obligors In: CESifo Working Paper Series.
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2016A Neglected Semi-Stylized Fact of Daily Stock Returns In: CESifo Working Paper Series.
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2016Beyond Inequality: A Novel Measure of Skewness and its Properties In: CESifo Working Paper Series.
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1999Ols-based asymptotic inference in linear regression models with trending regressors and ar(p)-disturbances In: DES - Working Papers. Statistics and Econometrics. WS.
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1998OLS-based asymptotic inference in linear regression models with trending regressors and AR(p)-disturbances.(1998) In: Technical Reports.
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1999The power of residual base tests for cointegration when residuals are fractionally integrated In: DES - Working Papers. Statistics and Econometrics. WS.
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2004The power of residual-based tests for cointegration when residuals are fractionally integrated.(2004) In: Economics Letters.
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1998The power of residual-based tests for cointegration when residuals are fractionally integrated.(1998) In: Technical Reports.
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2003THE DICKEY–FULLER TEST FOR EXPONENTIAL RANDOM WALKS In: Econometric Theory.
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2000The Dickey-Fuller-test for exponential random walks.(2000) In: Technical Reports.
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2012TESTING FOR A CHANGE IN CORRELATION AT AN UNKNOWN POINT IN TIME USING AN EXTENDED FUNCTIONAL DELTA METHOD In: Econometric Theory.
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1990The Local Power of the CUSUM and CUSUM of Squares Tests In: Econometric Theory.
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2003On the ordering of probability forecasts In: Working Papers.
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2002On the ordering of probability forecasts.(2002) In: Technical Reports.
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Finite-Sample Power of the Durbin-Watson Test Against Fractionally Integrated Disturbances In: Working Papers.
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2005Finite-sample power of the Durbin--Watson test against fractionally integrated disturbances.(2005) In: Econometrics Journal.
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How to OverREACH oneself - a Critical View on the EU Commissions Estimate of the Health Benefits of its New Chemicals Policy In: Working Papers.
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2006Structural change and estimated persistence in the GARCH(1,1)-model In: Working Papers.
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2007Structural change and estimated persistence in the GARCH(1,1)-model.(2007) In: Economics Letters.
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2006OLS-based estimation of the disturbance variance under spatial autocorrelation In: Working Papers.
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2006OLS-based estimation of the disturbance variance under spatial autocorrelation.(2006) In: Technical Reports.
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1982Note on Estimating Linear Trend When Residuals are Autocorrelated. In: Econometrica.
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1988Testing for Structural Change in Dynamic Models. In: Econometrica.
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1992The CUSUM Test with OLS Residuals. In: Econometrica.
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1995Probability & Measure : Patrick Billingsley (1995): (3rd ed.). New York : Wiley, ISBN 0-471-0071-02, pp 593, [pound sign] 49.95 In: Computational Statistics & Data Analysis.
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1996Signal processing with alpha-stable distributions and applications : C.L. Nikias and Min Shoa (1995): Wiley, ISBN 0-471-10647-x, [pound sign] 50.00, pp. 168 In: Computational Statistics & Data Analysis.
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1996An introduction to computational statistics -- Regression analysis : Robert I. Jennrich (1995): prentice hall, ISBN 0-13-454810-8, [pound sign] 22.95, pp. 364 In: Computational Statistics & Data Analysis.
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1996Introduction to statistical time series : Wayne A. Fuller (1996): (2nd edition). Wiley, ISBN 0-471-55239-9, pp. 736, [pound sign] 55.00, In: Computational Statistics & Data Analysis.
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1996The analysis of time-series : C. Chattfield (1996): An introduction, 5th ed. Chapman & Hall, ISBN 0-412-71640-2, pp. 283, [pound sign] 18.99 In: Computational Statistics & Data Analysis.
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1998Time Series Analysis -- Nonstationary and noninvertible distribution theory : Katsuo Tanaka (1996): New York: Wiley, ISBN 0-471-14191-7, x + 623 pages, $ 70.00 In: Computational Statistics & Data Analysis.
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2003Testing and dating of structural changes in practice In: Computational Statistics & Data Analysis.
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2002Testing and dating of structural changes in practice.(2002) In: Technical Reports.
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2012Recursive computation of piecewise constant volatilities In: Computational Statistics & Data Analysis.
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1986Computational pitfalls of the Hausman test In: Journal of Economic Dynamics and Control.
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2011The exact bias of s2 in linear panel regressions with spatial autocorrelation In: Economics Letters.
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2011A simple nonparametric test for structural change in joint tail probabilities In: Economics Letters.
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2011A cautionary note on computing conditional from unconditional correlations In: Economics Letters.
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2012A Hausman test for non-ignorability In: Economics Letters.
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2012On the origin of high persistence in GARCH-models In: Economics Letters.
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2013Spurious persistence in stochastic volatility In: Economics Letters.
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2015A simple and focused backtest of value at risk In: Economics Letters.
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2016Comparing the accuracy of default predictions in the rating industry for different sets of obligors In: Economics Letters.
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1984On the consequences of trend for simultaneous equation estimation In: Economics Letters.
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2019Skill Scores and modified Lorenz domination in default forecasts In: Economics Letters.
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1985A Hausman test with trending data In: Economics Letters.
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1986On studentizing a test for structural change In: Economics Letters.
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1987Mean adjustment and the CUSUM test for structural change In: Economics Letters.
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1989On the robustness of the F-test to autocorrelation among disturbances In: Economics Letters.
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1986On the robustness of the F-test to autocorrelation among disturbances.(1986) In: Hannover Economic Papers (HEP).
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1992Range vs. maximum in the OLS-based version of the CUSUM test In: Economics Letters.
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1993The Lorenz-ordering of Singh-Maddala income distributions In: Economics Letters.
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1994Efficiency of least-squares-estimation of polynomial trend when residuals are autocorrelated In: Economics Letters.
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