11
H index
11
i10 index
582
Citations
Carsten Trenkler : Citation Profile
Universität Mannheim | RESEARCH PRODUCTION: 25 Articles 36 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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23 years (2000 - 2023). Relations with other researchers
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:
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Main data
Where Carsten Trenkler has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Econometrics | 3 |
| Econometric Theory | 3 |
| Oxford Bulletin of Economics and Statistics | 2 |
| AStA Advances in Statistical Analysis | 2 |
| Empirical Economics | 2 |
Recent works citing Carsten Trenkler (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Structural Analysis of Vector Autoregressive Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402. Full description at Econpapers || Download paper |
| 2024 | From 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. Full description at Econpapers || Download paper |
| 2024 | . Full description at Econpapers || Download paper |
| 2024 | Interest Rates, Convenience Yields, and Inflation Expectations: Drivers of US Dollar Exchange Rates. (2024). Bernoth, Kerstin ; Herwartz, Helmut ; Trienens, Lasse. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2100. Full description at Econpapers || Download paper |
| 2024 | Heteroskedastic 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. Full description at Econpapers || Download paper |
| 2024 | Stability between cryptocurrency prices and the term structure. (2024). Castle, Jennifer ; Kurita, Takamitsu. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:165:y:2024:i:c:s0165188924000824. Full description at Econpapers || Download paper |
| 2024 | Oil market responses to Sino–European political relation shock: Insights after Chinas world trade organization accession. (2024). Cai, Yifei ; Li, Xiangdong ; Zhang, Yahua. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002645. Full description at Econpapers || Download paper |
| 2024 | The macroeconomic impact of euro area labor market reforms: evidence from a narrative panel VAR. (2024). Runstler, Gerhard. In: European Economic Review. RePEc:eee:eecrev:v:168:y:2024:i:c:s0014292124001491. Full description at Econpapers || Download paper |
| 2024 | Unraveling 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. Full description at Econpapers || Download paper |
| 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. Full description at Econpapers || Download paper |
| 2024 | Unemployment effects of the German minimum wage in an equilibrium job search model. (2024). Blömer, Maximilian ; Blmer, Maximilian J ; Guertzgen, Nicole ; Pohlan, Laura ; Stichnoth, Holger ; van den Berg, Gerard J. In: Labour Economics. RePEc:eee:labeco:v:91:y:2024:i:c:s0927537124001222. Full description at Econpapers || Download paper |
| 2024 | Price 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. Full description at Econpapers || Download paper |
| 2024 | Public Employment Agency Reform, Matching Efficiency, and German Unemployment. (2024). Merkl, Christian ; Sauerbier, Timo. In: IMF Economic Review. RePEc:pal:imfecr:v:72:y:2024:i:1:d:10.1057_s41308-023-00201-2. Full description at Econpapers || Download paper |
| 2024 | Monetary Policy: Crafting a Path for Pakistan’s Economic Stability. (2024). . In: PIDE Books. RePEc:pid:pbooks:2024:03. Full description at Econpapers || Download paper |
| 2024 | Identifying structural shocks to volatility through a proxy-MGARCH model. (2021). Polivka, Jeannine ; Fengler, Matthias. In: Economics Working Paper Series. RePEc:usg:econwp:2021:03. Full description at Econpapers || Download paper |
| 2025 | The Economic Growth and Regional Convergence in Interwar Poland: Detailed Historical National Accounts. (2025). Bukowski, Maciej ; Kowalski, Micha ; Wroski, Marcin. In: Working Papers. RePEc:war:wpaper:2025-03. Full description at Econpapers || Download paper |
Works by Carsten Trenkler:
| Year | Title | Type | Cited |
|---|---|---|---|
| 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 nother 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 nother 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 nother 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 nother version. Agregated cites: 25 | paper | |
| .() In: . [Full Text][Citation analysis] This paper has nother 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 nother version. Agregated cites: 2 | paper | |
| 2022 | Which factors were behind Germanys labour market upswing? A data‐driven approach In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 3 |
| 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 nother 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 | 29 |
| 2004 | Economic integration across borders : the Polish interwar economy 1921-1937.(2004) In: Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
| 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 | 9 |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | 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 | 25 |
| 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 nother version. Agregated cites: 25 | paper | |
| 2004 | Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time In: Econometrica. [Full Text][Citation analysis] | article | 67 |
| 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 nother version. Agregated cites: 67 | 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 | 72 |
| 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 nother version. Agregated cites: 72 | 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 nother version. Agregated cites: 72 | paper | |
| 2001 | Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process In: Econometrics Journal. [Citation analysis] | article | 104 |
| 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 nother version. Agregated cites: 104 | paper | |
| 2016 | On the identification of multivariate correlated unobserved components models In: Economics Letters. [Full Text][Citation analysis] | article | 12 |
| 2015 | On the identification of multivariate correlated unobserved components models.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2016 | Inference in VARs with conditional heteroskedasticity of unknown form In: Journal of Econometrics. [Full Text][Citation analysis] | article | 103 |
| 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 nother version. Agregated cites: 103 | paper | |
| 2014 | Inference in VARs with Conditional Heteroskedasticity of Unknown Form.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 103 | paper | |
| 2023 | Structural inference in sparse high-dimensional vector autoregressions In: Journal of Econometrics. [Full Text][Citation analysis] | article | 5 |
| 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 | 1 |
| 2006 | VAR Modeling for Dynamic Semiparametric Factors of Volatility Strings In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2006 | Bootstrapping Systems Cointegration Tests with a Prior Adjustment for Deterministic Terms In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| 2006 | Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| 2019 | Which factors are behind Germanys labour market upswing? In: IAB-Discussion Paper. [Full Text][Citation analysis] | paper | 8 |
| 2015 | Forecasting VARs, model selection, and shrinkage In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 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 | 6 |
| 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 nother version. Agregated cites: 6 | article | |
| 2008 | VAR Modeling for Dynamic Loadings Driving Volatility Strings In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 6 |
| 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 nother 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 nother 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 |
| 2007 | Are Eastern European Countries Catching Up? Time Series Evidence for Czech Republic, Hungary and Poland In: Applied Economics Letters. [Full Text][Citation analysis] | article | 7 |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | ||
| 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 |
| 2000 | The Polish crawling peg system: A cointegration analysis In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| In: . [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 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team