7
H index
7
i10 index
416
Citations
Universität Bern | 7 H index 7 i10 index 416 Citations RESEARCH PRODUCTION: 24 Articles 17 Papers 1 Books 18 Chapters EDITOR: Series edited RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Klaus Neusser. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Economics Letters | 4 |
| Swiss Journal of Economics and Statistics (SJES) | 3 |
| Journal of Applied Econometrics | 2 |
| Empirical Economics | 2 |
| Journal of Macroeconomics | 2 |
| Journal of Economics | 2 |
| Review of World Economics (Weltwirtschaftliches Archiv) | 2 |
| Year | Title of citing document |
|---|---|
| 2024 | A Unified Approach to Determinacy Conditions with Regime Switching. (2024). Barthélemy, Jean ; Marx, Magali ; Cho, Seonghoon ; Barthaelemy, Jean. In: Working papers. RePEc:bfr:banfra:972. Full description at Econpapers || Download paper |
| 2024 | Nowcasting the Output Gap in Russia Using Enterprise Monitoring Data. (2024). Kolenko, Yuri ; Lyakhnova, Margarita. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:2:p:26-53. Full description at Econpapers || Download paper |
| 2024 | The race between education and technology in Chile and its impact on the skill premium. (2024). Balcombe, Kelvin ; Campos-Gonzalez, Jorge. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s0264999323004285. Full description at Econpapers || Download paper |
| 2024 | The Nexus between Wholesale Electricity Prices and the Share of Electricity Production from Renewables: An Analysis with and without the Impact of Time of Distress. (2024). Pinter, Eva ; Herczeg, Balazs. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:4:p:857-:d:1337733. Full description at Econpapers || Download paper |
| 2024 | Structured Dictionary Learning of Rating Migration Matrices for Credit Risk Modeling. (2024). Lage, Clara ; Allouche, Michael ; Gobet, Emmanuel ; Mangin, Edwin. In: Post-Print. RePEc:hal:journl:hal-03715954. Full description at Econpapers || Download paper |
| 2024 | Testing the Balanced Growth Hypothesis in the Presence of Structural Breaks: Evidence from Developed and Developing Countries. (2024). Mishra, Bibhuti. In: Prague Economic Papers. RePEc:prg:jnlpep:v:2024:y:2024:i:1:id:849:p:1-35. Full description at Econpapers || Download paper |
| 2024 | A Unified Approach to Determinacy Conditions with Regime Switching. (2024). Marx, Magali ; Cho, Seonghoon ; Barthélemy, Jean. In: Review of Economic Dynamics. RePEc:red:issued:23-89. Full description at Econpapers || Download paper |
| 2024 | Structured dictionary learning of rating migration matrices for credit risk modeling. (2024). Allouche, Michael ; Gobet, Emmanuel ; Mangin, Edwin ; Lage, Clara. In: Computational Statistics. RePEc:spr:compst:v:39:y:2024:i:6:d:10.1007_s00180-023-01449-y. Full description at Econpapers || Download paper |
| 2024 | Assessing the Potential Output for Switzerland: Determinants, Trends and Drivers. (2024). Glocker, Christian ; Wegmller, Philipp ; Kaniovski, Serguei ; Fischer, Sarah. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:20:y:2024:i:2:d:10.1007_s41549-024-00100-z. Full description at Econpapers || Download paper |
| 2024 | Regional Milk Market Integration: Evidence from Central Europe. (2024). Gabriela, Trnkov ; Kov, Kroupov Zdeka ; Monika, Roman. In: Zagadnienia Ekonomiki Rolnej / Problems of Agricultural Economics. RePEc:vrs:zerpae:v:381:y:2024:i:4:p:23-49:n:1002. Full description at Econpapers || Download paper |
| 2025 | A Univariate based NAIRU Estimation in the Context of Data Constrained Developing Countries. (2025). Tauheed, Tahira ; Tauseef, Tahira. In: EconStor Preprints. RePEc:zbw:esprep:323970. Full description at Econpapers || Download paper |
| Journal | |
|---|---|
| Swiss Journal of Economics and Statistics (SJES) |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2013 | THE ROLE OF SECTORAL SHIFTS IN THE DECLINE OF REAL GDP VOLATILITY In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 3 |
| 2019 | Time–varying rational expectations models In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 4 |
| 2016 | A topological view on the identification of structural vector autoregressions In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2016 | A Topological View on the Identification of Structural Vector Autoregressions.(2016) In: Diskussionsschriften. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 1985 | Multiple partial adjustment of portfolios under rational expectations In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2000 | An algebraic interpretation of cointegration In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2007 | On the equivalence of quantitative trade restrictions and tariffs In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 1986 | A forecasting comparison of some var techniques In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 10 |
| 2001 | A Multisectoral Log-Linear Model of Economic Growth with Marshallian Externalities In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 2 |
| 2008 | Interdependencies of US manufacturing sectoral TFPs: A spatial VAR approach In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 5 |
| 1991 | Testing the long-run implications of the neoclassical growth model In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 42 |
| 1990 | Testing the Long-Run Implications of the Neoclassical Growth Model.(1990) In: Vienna Economics Papers. [Citation analysis] This paper has nother version. Agregated cites: 42 | paper | |
| 1999 | Evaluating Theories of the Income Dynamics: A Probabilistic Approach In: Economics Series. [Full Text][Citation analysis] | paper | 1 |
| 1999 | Evaluating Theories of Income Dynamics: A Probabilistic Approach.(1999) In: Diskussionsschriften. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 1990 | Cointegration in a Macroeconomic System. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 25 |
| 1993 | International Real Interest Rate Equalization: A Multivariate Time-Series Approach. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 43 |
| 1990 | International Real Interest Rate Equalization: A Multivariate Time Series Approach.(1990) In: Vienna Economics Papers. [Citation analysis] This paper has nother version. Agregated cites: 43 | paper | |
| 1993 | Savings, social security, and bequests in an OLG model. A simulation exercise for Austria In: Journal of Economics. [Full Text][Citation analysis] | article | 4 |
| 1993 | Savings, social security, and bequests in an OLG model. A simulation exercise for Austria.(1993) In: Journal of Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 1991 | Savings, Social Security and Bequests in an OLG Model. A Simulation Exercise for Austria.(1991) In: Vienna Economics Papers. [Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 1993 | Dynamics of Total Factor Productivities In: Revue Économique. [Full Text][Citation analysis] | article | 2 |
| 1992 | Dynamics of Total Factor Productivities.(1992) In: Vienna Economics Papers. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2004 | Externalities in U.S. Manufacturing In: 2004 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | A Large Deviation Approach to the Measurement of Mobility In: Swiss Journal of Economics and Statistics (SJES). [Full Text][Citation analysis] | article | 1 |
| 2002 | A Large Deviation Approach to the Measurement of Mobility.(2002) In: Diskussionsschriften. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2005 | A Large Deviation Approach to the Measurement of Mobility.(2005) In: Diskussionsschriften. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2008 | Improving Models of Income Dynamics using Cross-Section-Information In: Swiss Journal of Economics and Statistics (SJES). [Full Text][Citation analysis] | article | 1 |
| 2010 | Measuring the Natural Output Level by DSGE Models: An Empirical Investigation for Switzerland In: Swiss Journal of Economics and Statistics (SJES). [Full Text][Citation analysis] | article | 4 |
| 1992 | Intertemporal Nonseparability, Liquidity Constraints, and Seasonality of Aggregate Consumer Expenditures: An Empirical Investigation. In: Empirical Economics. [Citation analysis] | article | 1 |
| 1989 | Intertemporal Nonseparability, Liquidity Constraints, and Seasonality of Aggregate Consumer Expenditures: An Empirical Investigation.(1989) In: Vienna Economics Papers. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 1999 | An investigation into a non-linear stochastic trend model In: Empirical Economics. [Full Text][Citation analysis] | article | 1 |
| 2016 | Time Series Econometrics In: Springer Texts in Business and Economics. [Citation analysis] | book | 27 |
| 2016 | Introduction and Basic Theoretical Concepts In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
| 2016 | Definitions and Stationarity In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
| 2016 | Estimation of Mean and Covariance Function In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
| 2016 | Stationary Time Series Models: Vector Autoregressive Moving-Average Processes (VARMA Processes) In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
| 2016 | Estimation of Vector Autoregressive Models In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
| 2016 | Forecasting with VAR Models In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
| 2016 | Interpretation and Identification of VAR Models In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
| 2016 | Cointegration In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
| 2016 | State-Space Models and the Kalman Filter In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
| 2016 | Generalizations of Linear Time Series Models In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
| 2016 | Autoregressive Moving-Average Models In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 1 |
| 2016 | Forecasting Stationary Processes In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
| 2016 | Estimation of the Mean and the Autocorrelation Function In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
| 2016 | Estimation of ARMA Models In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
| 2016 | Spectral Analysis and Linear Filters In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
| 2016 | Integrated Processes In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
| 2016 | Models of Volatility In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
| 2016 | Introduction In: Springer Texts in Business and Economics. [Citation analysis] | chapter | 0 |
| 1992 | Business cycles in open economies: Stylized facts for Austria and Germany In: Review of World Economics (Weltwirtschaftliches Archiv). [Full Text][Citation analysis] | article | 53 |
| 1990 | Business Cycles in Open Economies. Stylized Facts for Austria and Germany.(1990) In: WIFO Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 53 | paper | |
| 1994 | Business cycles in open economies: A reply In: Review of World Economics (Weltwirtschaftliches Archiv). [Full Text][Citation analysis] | article | 0 |
| 2010 | The decline in volatility of US GDP growth In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 1998 | Manufacturing Growth And Financial Development: Evidence From Oecd Countries In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 177 |
| 2004 | Prognose uni- und multivariater Zeitreihen In: Diskussionsschriften. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Equilibrium Mobility In: Diskussionsschriften. [Full Text][Citation analysis] | paper | 1 |
| 2017 | Time Varying Rational Expectations Models: Solutions, Stability, Numerical Implementation In: Diskussionsschriften. [Full Text][Citation analysis] | paper | 0 |
| 2018 | The New Keynesian Model with Stochastically Varying Policies In: Diskussionsschriften. [Full Text][Citation analysis] | paper | 0 |
| 1989 | Testing the Neoclassical Growth Model by Means of Cointegration In: Vienna Economics Papers. [Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team