Carsten Trenkler : Citation Profile

Are you Carsten Trenkler?

Universität Mannheim

11

H index

13

i10 index

538

Citations

RESEARCH PRODUCTION:

23

Articles

32

Papers

RESEARCH ACTIVITY:

   20 years (2000 - 2020). See details.
   Cites by year: 26
   Journals where Carsten Trenkler has often published
   Relations with other researchers
   Recent citing documents: 54.    Total self citations: 20 (3.58 %)

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   Permalink: http://citec.repec.org/ptr69
   Updated: 2023-11-04    RAS profile: 2021-05-24    
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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)

Weber, Enzo (20)

Lütkepohl, Helmut (19)

Karaman Örsal, Deniz (13)

Giannellis, Nikolaos (12)

Wysocki, Maciej (12)

Wolf, Nikolaus (11)

Cavaliere, Giuseppe (9)

Papadopoulos, Athanasios (9)

Smeekes, Stephan (8)

Nielsen, Morten (8)

Cites to:

Lütkepohl, Helmut (23)

Weber, Enzo (17)

Kilian, Lutz (16)

Saikkonen, Pentti (14)

Engle, Robert (14)

Hansen, Bruce (9)

Johansen, Soren (9)

Kozicki, Sharon (8)

Vahid, Farshid (8)

Gartner, Hermann (7)

Burda, Michael (7)

Main data

Where Carsten Trenkler has published?

Journals with more than one article published# docs
Econometric Theory3
AStA Advances in Statistical Analysis2
Journal of Econometrics2
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
Economics Working Papers / European University Institute4
Papers / Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE)2

Recent works citing Carsten Trenkler (2023 and 2022)

YearTitle of citing document
2022American 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.

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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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2022Mechanism of information transmission from a spot rate market to crypto-asset markets. (2022). Kaizoji, Taisei ; Yoshihara, Takeshi. In: Papers. RePEc:arx:papers:2211.16176.

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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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2022Market 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.

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2022Johansen?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.

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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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2022The 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.

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2022Small 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.

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2022Populists and Fiscal Policy: The Case of Poland. (2022). Wysocki, Maciej ; Freytag, Andreas ; Wojcik, Cezary. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10146.

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2022Not 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.

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2022Heteroskedastic 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.

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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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2022Not 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.

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2022Oil 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.

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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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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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2023Structural 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.

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2022Non-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.

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2022Macroeconomic 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.

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2022Not 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.

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2022Escape 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.

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2022Bootstrap-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.

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2022Assessing 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.

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2022Firms’ 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.

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2022On 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.

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2022Populists and Fiscal Policy: The Case of Poland. (2022). Wysocki, Maciej ; Freytag, Andreas ; Wojcik, Cezary. In: Jena Economic Research Papers. RePEc:jrp:jrpwrp:2022-013.

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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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2022Regulatory 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.

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2022American 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.

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2022An 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.

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2022The 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.

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2022US 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.

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2022Cointegration 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.

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2022Tests 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.

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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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2022Modelling 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.

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2022Do 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.

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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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2022Heteroskedastic 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.

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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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2022Not 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.

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2022The 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.

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2022Why 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.

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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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2022The 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.

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2022.

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2022.

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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 another 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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2013Codependent VAR models and the pseudo-structural form.(2013) In: AStA Advances in Statistical Analysis.
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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.
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2006Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break.(2006) In: Economics Working Papers.
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2006Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break.(2006) In: SFB 649 Discussion Papers.
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2015Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates In: Oxford Bulletin of Economics and Statistics.
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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]		article27
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.
[Full Text][Citation analysis]		article12
2009BOOTSTRAPPING SYSTEMS COINTEGRATION TESTS WITH A PRIOR ADJUSTMENT FOR DETERMINISTIC TERMS In: Econometric Theory.
[Full Text][Citation analysis]		article13
2006Bootstrapping Systems Cointegration Tests with a Prior Adjustment for Deterministic Terms.(2006) In: SFB 649 Discussion Papers.
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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.
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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]		paper67
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]		article100
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]		article87
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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2003Economic Integration in Interwar Poland - A Threshold Cointegration Analysis of the Law of One Price for Poland (1924-1937) In: Economics Working Papers.
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2004Break Date Estimation and Cointegration Testing in VAR Processes with Level Shift In: Economics Working Papers.
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2005Are Eastern European Countries Catching Up? Time Series Evidence for Czech Republic, Hungary, and Poland In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper9
2007Are Eastern European Countries Catching Up? Time Series Evidence for Czech Republic, Hungary and Poland.(2007) In: Applied Economics Letters.
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2006VAR Modeling for Dynamic Semiparametric Factors of Volatility Strings 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: The 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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2013Testing for codependence of cointegrated variables In: Applied Economics.
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2015Simple Identification and Specification of Cointegrated Varma Models In: Journal of Applied Econometrics.
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2004Economic integration across borders : the Polish interwar economy 1921-1937 In: Papers.
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2000The Polish crawling peg system: A cointegration analysis In: SFB 373 Discussion Papers.
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2011Cointegrated VARMA models and forecasting US interest rates In: ECON - Working Papers.
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