Carsten Trenkler : Citation Profile


Universität Mannheim

11

H index

11

i10 index

582

Citations

RESEARCH PRODUCTION:

25

Articles

36

Papers

RESEARCH ACTIVITY:

   23 years (2000 - 2023). See details.
   Cites by year: 25
   Journals where Carsten Trenkler has often published
   Relations with other researchers
   Recent citing documents: 31.    Total self citations: 23 (3.8 %)

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   Permalink: http://citec.repec.org/ptr69
   Updated: 2025-04-19    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 (16)

Karaman Örsal, Deniz (14)

Giannellis, Nikolaos (12)

Wolf, Nikolaus (11)

Cavaliere, Giuseppe (9)

Papadopoulos, Athanasios (9)

Smeekes, Stephan (8)

Nielsen, Morten (8)

Cites to:

Lütkepohl, Helmut (33)

Weber, Enzo (26)

Saikkonen, Pentti (22)

Kilian, Lutz (16)

Engle, Robert (14)

Burda, Michael (13)

Gartner, Hermann (12)

Reichlin, Lucrezia (11)

Giannone, Domenico (10)

Merkl, Christian (10)

Johansen, Soren (10)

Main data


Where Carsten Trenkler has published?


Journals with more than one article published# docs
Journal of Econometrics3
Econometric Theory3
Oxford Bulletin of Economics and Statistics2
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
University of Regensburg Working Papers in Business, Economics and Management Information Systems / University of Regensburg, Department of Economics5
SFB 373 Discussion Papers / Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes5
Economics Working Papers / European University Institute4
SFB 649 Discussion Papers / Humboldt University Berlin, Collaborative Research Center 649: Economic Risk4
Papers / Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE)2

Recent works citing Carsten Trenkler (2025 and 2024)


YearTitle of citing document
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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2024.

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2024Interest 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.

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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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2024Stability 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.

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2024Oil 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.

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2024The 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.

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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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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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2024Unemployment 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.

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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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2024Public 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.

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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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2024Identifying structural shocks to volatility through a proxy-MGARCH model. (2021). Polivka, Jeannine ; Fengler, Matthias. In: Economics Working Paper Series. RePEc:usg:econwp:2021:03.

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2025The 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.

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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
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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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paper0
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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article25
2006Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break.(2006) In: Economics Working Papers.
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This paper has nother version. Agregated cites: 25
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.() In: .
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This paper has nother version. Agregated cites: 25
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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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article2
2013Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates.(2013) In: Working Papers.
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This paper has nother version. Agregated cites: 2
paper
2022Which factors were behind Germanys labour market upswing? A data‐driven approach In: Oxford Bulletin of Economics and Statistics.
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article3
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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This paper has nother version. Agregated cites: 2
article
2005Economic integration across borders: The Polish interwar economy 1921–1937 In: European Review of Economic History.
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article29
2004Economic integration across borders : the Polish interwar economy 1921-1937.(2004) In: Papers.
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This paper has nother version. Agregated cites: 29
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2002ON THE PROPERTIES OF SOME TESTS FOR COMMON STOCHASTIC TRENDS In: Econometric Theory.
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article0
2006BREAK DATE ESTIMATION FOR VAR PROCESSES WITH LEVEL SHIFT WITH AN APPLICATION TO COINTEGRATION TESTING In: Econometric Theory.
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article12
2009BOOTSTRAPPING SYSTEMS COINTEGRATION TESTS WITH A PRIOR ADJUSTMENT FOR DETERMINISTIC TERMS In: Econometric Theory.
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article9
.() In: .
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This paper has nother version. Agregated cites: 9
paper
2003A new set of critical values for systems cointegration tests with a prior adjustment for deterministic terms In: Economics Bulletin.
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article25
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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This paper has nother version. Agregated cites: 25
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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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article67
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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This paper has nother version. Agregated cites: 67
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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.
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paper72
2003Comparison of tests for the cointegrating rank of a VAR process with a structural shift.(2003) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 72
article
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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This paper has nother version. Agregated cites: 72
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2001Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process In: Econometrics Journal.
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article104
2000Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process.(2000) In: SFB 373 Discussion Papers.
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This paper has nother version. Agregated cites: 104
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2016On the identification of multivariate correlated unobserved components models In: Economics Letters.
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article12
2015On the identification of multivariate correlated unobserved components models.(2015) In: Working Papers.
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This paper has nother version. Agregated cites: 12
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2016Inference in VARs with conditional heteroskedasticity of unknown form In: Journal of Econometrics.
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article103
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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This paper has nother version. Agregated cites: 103
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2014Inference in VARs with Conditional Heteroskedasticity of Unknown Form.(2014) In: Working Papers.
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This paper has nother version. Agregated cites: 103
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2023Structural inference in sparse high-dimensional vector autoregressions In: Journal of Econometrics.
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article5
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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paper16
2005Are Eastern European Countries Catching Up? Time Series Evidence for Czech Republic, Hungary, and Poland In: SFB 649 Discussion Papers.
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2006VAR Modeling for Dynamic Semiparametric Factors of Volatility Strings In: SFB 649 Discussion Papers.
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paper2
2006Bootstrapping Systems Cointegration Tests with a Prior Adjustment for Deterministic Terms In: SFB 649 Discussion Papers.
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paper4
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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paper8
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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paper6
2013Bootstrap Cointegration Rank Testing: The Role of Deterministic Variables and Initial Values in the Bootstrap Recursion.(2013) In: Econometric Reviews.
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This paper has nother version. Agregated cites: 6
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2008VAR Modeling for Dynamic Loadings Driving Volatility Strings In: Journal of Financial Econometrics.
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article6
2005The Effects of Ignoring Level Shifts on Systems Cointegration Tests In: AStA Advances in Statistical Analysis.
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article3
2002The effects of ignoring level shifts on systems cointegration tests.(2002) In: SFB 373 Discussion Papers.
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This paper has nother version. Agregated cites: 3
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2008Determining p-values for systems cointegration tests with a prior adjustment for deterministic terms In: Computational Statistics.
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article37
2004Determining p-values for Systems Cointegration Tests With a Prior Adjustment for Deterministic Terms.(2004) In: Papers.
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This paper has nother version. Agregated cites: 37
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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.
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article7
.() In: .
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This paper has nother version. Agregated cites: 7
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2013Testing for codependence of cointegrated variables In: Applied Economics.
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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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CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team