Carsten Trenkler : Citation Profile

Are you Carsten Trenkler?

Universität Mannheim

11

H index

11

i10 index

568

Citations

RESEARCH PRODUCTION:

24

Articles

36

Papers

RESEARCH ACTIVITY:

   23 years (2000 - 2023). See details.
   Cites by year: 24
   Journals where Carsten Trenkler has often published
   Relations with other researchers
   Recent citing documents: 41.    Total self citations: 23 (3.89 %)

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   Permalink: http://citec.repec.org/ptr69
   Updated: 2024-11-04    RAS profile: 2023-11-07    
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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)

Lütkepohl, Helmut (21)

Weber, Enzo (20)

Wysocki, Maciej (14)

Karaman Örsal, Deniz (14)

Giannellis, Nikolaos (12)

Wolf, Nikolaus (11)

Papadopoulos, Athanasios (9)

Cavaliere, Giuseppe (9)

Nielsen, Morten (8)

Smeekes, Stephan (8)

Cites to:

Lütkepohl, Helmut (33)

Saikkonen, Pentti (22)

Weber, Enzo (17)

Kilian, Lutz (16)

Engle, Robert (14)

Reichlin, Lucrezia (11)

Johansen, Soren (10)

Giannone, Domenico (10)

Stock, James (9)

Watson, Mark (9)

Vahid, Farshid (8)

Main data

Where Carsten Trenkler has published?

Journals with more than one article published# docs
Journal of Econometrics3
Econometric Theory3
AStA Advances in Statistical Analysis2
Empirical Economics2

Working Papers Series with more than one paper published# docs
Working Papers / University of Mannheim, Department of Economics6
SFB 373 Discussion Papers / Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes5
University of Regensburg Working Papers in Business, Economics and Management Information Systems / University of Regensburg, Department of Economics5
SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany4
SFB 649 Discussion Papers / Humboldt University Berlin, Collaborative Research Center 649: Economic Risk4
Economics Working Papers / European University Institute4
Papers / Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE)2

Recent works citing Carsten Trenkler (2024 and 2023)

YearTitle of citing document
2023An 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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2023Semiparametrically Optimal Cointegration Test. (2023). Zhou, BO. In: Papers. RePEc:arx:papers:2305.08880.

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2023Limit Theory under Network Dependence and Nonstationarity. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.01418.

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2023Break-Point Date Estimation for Nonstationary Autoregressive and Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.13915.

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2023Optimal Estimation Methodologies for Panel Data Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2311.03471.

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2024Structural Analysis of Vector Autoregressive Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402.

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2024From a common empire to colonial rule: Commodity market disintegration in the Near East. (2024). Panza, Laura. In: Economic History Review. RePEc:bla:ehsrev:v:77:y:2024:i:2:p:584-611.

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2023Directed 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.

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2023Have 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.

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2023Point 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.

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2024Heteroskedastic proxy vector autoregressions: An identification-robust test for time-varying impulse responses in the presence of multiple proxies. (2024). Lutkepohl, Helmut ; Bruns, Martin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:161:y:2024:i:c:s0165188924000290.

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2023Inter-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.

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2023Asymmetric Effects of Energy Inflation, Agri-inflation and CPI on Agricultural Output: Evidence from NARDL and SVAR Models for the UK. (2023). Sarker, Provash ; Lau, Chi Keung ; Soliman, Alaa M ; Dastgir, Shabbir ; Cai, Yifei. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004188.

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2024Unraveling the structural sources of oil production and their impact on CO2 emissions. (2024). Wang, Shu ; Theilen, Bernd ; Herwartz, Helmut. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001968.

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2023Domestic 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.

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2024(Structural) VAR models with ignored changes in mean and volatility. (2024). Salish, Nazarii ; Demetrescu, Matei. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:840-854.

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2024Price Dynamics in South African Agriculture: A Study of Cross-Commodity Spillovers between Grain and Livestock Markets. (2024). Jammer, Brent Damian ; Monteiro, Markus Arlindo. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:8:p:3136-:d:1372755.

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2023An 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.

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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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2023Monetary 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.

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2024Monetary Policy: Crafting a Path for Pakistan’s Economic Stability. (2024). . In: PIDE Books. RePEc:pid:pbooks:2024:03.

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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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2023Robust 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.

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2023Johansen Test with Fourier-Type Smooth Nonlinear Trends in Cointegrating Relations. (2023). Shintani, Mototsugu ; Kurita, Takamitsu. In: CIRJE F-Series. RePEc:tky:fseres:2023cf1216.

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2023Have 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.

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2023The 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.

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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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This paper has nother version. Agregated cites: 0		paper
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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This paper has nother version. Agregated cites: 1		paper
2013Codependent VAR models and the pseudo-structural form.(2013) In: AStA Advances in Statistical Analysis.
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This paper has nother version. Agregated cites: 1		article
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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.() In: .
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2015Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article2
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.
[Full Text][Citation analysis]		article28
2004Economic integration across borders : the Polish interwar economy 1921-1937.(2004) In: Papers.
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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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.() In: .
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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.
[Full Text][Citation analysis]		article65
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]		paper69
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]		article103
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.
[Full Text][Citation analysis]		article101
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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2023Structural inference in sparse high-dimensional vector autoregressions In: Journal of Econometrics.
[Full Text][Citation analysis]		article5
2003Economic 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]		paper3
2004Break Date Estimation and Cointegration Testing in VAR Processes with Level Shift In: Economics Working Papers.
[Full Text][Citation analysis]		paper16
2005Are Eastern European Countries Catching Up? Time Series Evidence for Czech Republic, Hungary, and Poland In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper2
2006VAR Modeling for Dynamic Semiparametric Factors of Volatility Strings In: SFB 649 Discussion Papers.
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2006Bootstrapping Systems Cointegration Tests with a Prior Adjustment for Deterministic Terms In: SFB 649 Discussion Papers.
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2006Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break 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: Journal of Financial Econometrics.
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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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2007Are Eastern European Countries Catching Up? Time Series Evidence for Czech Republic, Hungary and Poland In: Applied Economics Letters.
[Full Text][Citation analysis]		article7
.() In: .
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2013Testing for codependence of cointegrated variables In: Applied Economics.
[Full Text][Citation analysis]		article1
2015Simple Identification and Specification of Cointegrated Varma Models In: Journal of Applied Econometrics.
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2000The Polish crawling peg system: A cointegration analysis In: SFB 373 Discussion Papers.
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In: .
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2011Cointegrated VARMA models and forecasting US interest rates In: ECON - Working Papers.
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