11
H index
13
i10 index
538
Citations
Universität Mannheim | 11 H index 13 i10 index 538 Citations RESEARCH PRODUCTION: 23 Articles 32 Papers 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 Carsten Trenkler. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Econometric Theory | 3 |
AStA Advances in Statistical Analysis | 2 |
Journal of Econometrics | 2 |
Empirical Economics | 2 |
Year | Title of citing document |
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2022 | American 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. Full description at Econpapers || Download paper |
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 |
2022 | Mechanism of information transmission from a spot rate market to crypto-asset markets. (2022). Kaizoji, Taisei ; Yoshihara, Takeshi. In: Papers. RePEc:arx:papers:2211.16176. 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 |
2022 | Market 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. Full description at Econpapers || Download paper |
2022 | Johansen?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. 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 |
2022 | The 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. Full description at Econpapers || Download paper |
2022 | Small 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. Full description at Econpapers || Download paper |
2022 | Populists and Fiscal Policy: The Case of Poland. (2022). Wysocki, Maciej ; Freytag, Andreas ; Wojcik, Cezary. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10146. Full description at Econpapers || Download paper |
2022 | Not 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. Full description at Econpapers || Download paper |
2022 | Heteroskedastic 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. 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 |
2022 | Not 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. Full description at Econpapers || Download paper |
2022 | Oil 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. 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 | Structural inference in sparse high-dimensional vector autoregressions. (2023). Trenkler, C ; Paparoditis, E ; Krampe, J. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:276-300. Full description at Econpapers || Download paper |
2022 | Non-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. Full description at Econpapers || Download paper |
2022 | Macroeconomic 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. Full description at Econpapers || Download paper |
2022 | Not all political relation shocks are alike: Assessing the impacts of US–China tensions on the oil market. (2022). Saadaoui, Jamel ; Mignon, Valérie ; Cai, Yifei. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322003498. Full description at Econpapers || Download paper |
2022 | Escape 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. Full description at Econpapers || Download paper |
2022 | Bootstrap-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. Full description at Econpapers || Download paper |
2022 | Assessing the impact of policy and regulation interventions in European sovereign credit risk networks: What worked best?. (2022). Urban, Jorg ; Schienle, Melanie ; Buse, Rebekka. In: Journal of International Economics. RePEc:eee:inecon:v:139:y:2022:i:c:s0022199622001052. Full description at Econpapers || Download paper |
2022 | Firms’ 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. Full description at Econpapers || Download paper |
2022 | On 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. Full description at Econpapers || Download paper |
2022 | Populists and Fiscal Policy: The Case of Poland. (2022). Wysocki, Maciej ; Freytag, Andreas ; Wojcik, Cezary. In: Jena Economic Research Papers. RePEc:jrp:jrpwrp:2022-013. 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 |
2022 | Regulatory 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. Full description at Econpapers || Download paper |
2022 | American 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. Full description at Econpapers || Download paper |
2022 | An 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. Full description at Econpapers || Download paper |
2022 | The Cointegrated VAR Model with Deterministic Structural Breaks. (2022). Welfe, Aleksander ; Gosiska, Emilia. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:14:y:2022:i:3:p:335-350. Full description at Econpapers || Download paper |
2022 | US 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. Full description at Econpapers || Download paper |
2022 | Cointegration 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. Full description at Econpapers || Download paper |
2022 | Tests 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. 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 |
2022 | Modelling 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. Full description at Econpapers || Download paper |
2022 | Do 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. 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 |
2022 | Heteroskedastic 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. 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 |
2022 | Not 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. Full description at Econpapers || Download paper |
2022 | The 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. Full description at Econpapers || Download paper |
2022 | Why 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. 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 |
2022 | The 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. Full description at Econpapers || Download paper |
2022 | . Full description at Econpapers || Download paper |
2022 | . Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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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 another 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 another 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 another 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 another 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 another 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 another version. Agregated cites: 2 | paper | |
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 another 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 another 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 another 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 another 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 | 67 |
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 another version. Agregated cites: 67 | 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 another version. Agregated cites: 67 | paper | |
2001 | Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process In: Econometrics Journal. [Citation analysis] | article | 100 |
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 another version. Agregated cites: 100 | 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 another version. Agregated cites: 11 | paper | |
2016 | Inference in VARs with conditional heteroskedasticity of unknown form In: Journal of Econometrics. [Full Text][Citation analysis] | article | 87 |
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 another version. Agregated cites: 87 | paper | |
2014 | Inference in VARs with Conditional Heteroskedasticity of Unknown Form.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 87 | paper | |
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 another 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 | 10 |
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 another 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 another 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 another 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 |
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