Carsten Trenkler : Citation Profile

Universität Mannheim

11

H index

12

i10 index

590

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: 35.    Total self citations: 23 (3.75 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ptr69
   Updated: 2025-11-01    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 (12)

Papadopoulos, Athanasios (9)

Cavaliere, Giuseppe (9)

Bruns, Martin (8)

Freytag, Andreas (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)

Hunt, Jennifer (10)

Giannone, Domenico (10)

Merkl, Christian (10)

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
Oxford Bulletin of Economics and Statistics2

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
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 (2025 and 2024)

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

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2024Robust Estimation in Network Vector Autoregression with Nonstationary Regressors. (2024). Katsouris, Christis. In: Papers. RePEc:arx:papers:2401.04050.

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2025Structural Periodic Vector Autoregressions. (2024). Dzikowski, Daniel ; Jentsch, Carsten. In: Papers. RePEc:arx:papers:2401.14545.

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2025Decomposing Global Bank Network Connectedness: What is Common, Idiosyncratic and When?. (2025). Margaritella, Luca ; Krampe, Jonas. In: Papers. RePEc:arx:papers:2402.02482.

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2024Wild inference for wild SVARs with application to heteroscedasticity-based IV. (2024). Polbin, Andrey ; Karamysheva, Madina ; Gafarov, Bulat ; Skrobotov, Anton. In: Papers. RePEc:arx:papers:2407.03265.

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2024Structural counterfactual analysis in macroeconomics: theory and inference. (2024). Wang, Endong. In: Papers. RePEc:arx:papers:2409.09577.

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2024Inference in High-Dimensional Linear Projections: Multi-Horizon Granger Causality and Network Connectedness. (2024). Wang, Endong ; Dettaa, Eugene. In: Papers. RePEc:arx:papers:2410.04330.

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2024Revisiting the Macroeconomic Effects of Monetary Policy Shocks. (2024). Haque, Qazi ; Doko Tchatoka, Firmin. In: The Economic Record. RePEc:bla:ecorec:v:100:y:2024:i:329:p:234-259.

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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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2024Multivariate Trend‐Cycle‐Seasonal Decompositions with Correlated Innovations. (2024). Jacobs, Jan ; Osborn, Denise R ; Tian, Jing. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:5:p:1260-1289.

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2024Interest Rates, Convenience Yields, and Inflation Expectations: Drivers of US Dollar Exchange Rates. (2024). Bernoth, Kerstin ; Trienens, Lasse ; Herwartz, Helmut. 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). Lütkepohl, Helmut ; Bruns, Martin ; Lutkepohl, Helmut. 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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2025US-China tensions, global supply chains pressure, and global economy. (2025). Cai, Yifei. In: Economics Letters. RePEc:eee:ecolet:v:250:y:2025:i:c:s016517652500120x.

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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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2025Time-varying stock return correlation, news shocks, and business cycles. (2025). Metiu, Norbert ; Prieto, Esteban. In: European Economic Review. RePEc:eee:eecrev:v:172:y:2025:i:c:s0014292124002459.

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

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2025Does Natural Gas Matter for Financial Stability? A SVAR-X Analysis on the European Financial System and Financial Intermediaries. (2025). Marzioni, Stefano ; Spallone, Marco ; Paccione, Cosimo ; Mur, Pina. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002397.

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2024(Structural) VAR models with ignored changes in mean and volatility. (2024). Demetrescu, Matei ; Salish, Nazarii. 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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2024Populists and fiscal policy: The case of Poland. (2024). Wysocki, Maciej ; Freytag, Andreas ; Wojcik, Cezary. In: European Journal of Political Economy. RePEc:eee:poleco:v:83:y:2024:i:c:s0176268024000582.

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2024Current account and real effective exchange rate dynamics: the role of non-linear dynamics in Brazil. (2024). Marçal, Emerson ; Simes, Oscar Rodrigues ; Maral, Emerson. In: Textos para discussão. RePEc:fgv:eesptd:571.

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2025Analysis of the Relationship Between Energy Consumption in Transport, Carbon Dioxide Emissions and State Revenues: The Case of Poland. (2025). Sobczuk, Sebastian ; Borucka, Anna. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:9:p:2291-:d:1646339.

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

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2024The Stimulative Effects of Anticipated Government Spending Expansions : Evidence from Survey Forecasts. (2024). Li, Xiaole ; Nam, Deokwoo. In: Hitotsubashi Journal of Economics. RePEc:hit:hitjec:v:65:y:2024:i:1:p:1-31.

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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 Pakistans Economic Stability. (2024). . In: PIDE Books. RePEc:pid:pbooks:2024:03.

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2024The stability of government bond markets’ equilibrium and the interdependence of lending rates. (2024). Sibbertsen, Philipp ; Rodrigues, Paulo ; Voges, Michelle. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:6:d:10.1007_s00181-024-02623-x.

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2025Cointegration and causality testing in time series for multivariate analysis through minerals industry case studies. (2025). Magzumov, Zhanbolat ; Kumral, Mustafa. In: Mineral Economics. RePEc:spr:minecn:v:38:y:2025:i:1:d:10.1007_s13563-024-00435-0.

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2024Proxy-identification of a structural MGARCH model for asset returns. (2024). 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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2024US fiscal policy shocks: Proxy‐SVAR overidentification via GMM. (2024). Smith, Gregor ; McNeil, James ; Gregory, Allan W. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:4:p:607-619.

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2024Statistical identification in panel structural vector autoregressive models based on independence criteria. (2024). Wang, Shu ; Herwartz, Helmut. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:4:p:620-639.

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2024Interest Rates, Convenience Yields and Inflation Expectations: Drivers of US Dollar Exchange Rates. (2024). Bernoth, Kerstin ; Trienens, Lasse ; Herwartz, Helmut. In: VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges. RePEc:zbw:vfsc24:302351.

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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.
[Full Text][Citation analysis]		paper0
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.
[Full Text][Citation analysis]		paper0
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.
[Full Text][Citation analysis]		paper1
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.
[Full Text][Citation analysis]		paper0
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]		article25
2006Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break.(2006) In: Economics Working Papers.
[Full Text][Citation analysis]
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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.
[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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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.
[Full Text][Citation analysis]		article3
2009Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order In: Working Paper.
[Full Text][Citation analysis]		paper2
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]		article30
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.
[Full Text][Citation analysis]		article0
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]		article9
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.
[Full Text][Citation analysis]		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		paper
2004Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time In: Econometrica.
[Full Text][Citation analysis]		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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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]		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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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]		article106
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.
[Full Text][Citation analysis]		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		paper
2016Inference in VARs with conditional heteroskedasticity of unknown form In: Journal of Econometrics.
[Full Text][Citation analysis]		article107
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]		paper1
2006VAR Modeling for Dynamic Semiparametric Factors of Volatility Strings In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper2
2006Bootstrapping Systems Cointegration Tests with a Prior Adjustment for Deterministic Terms In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper4
2006Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper4
2019Which factors are behind Germanys labour market upswing? In: IAB-Discussion Paper.
[Full Text][Citation analysis]		paper8
2015Forecasting VARs, model selection, and shrinkage In: Working Papers.
[Full Text][Citation analysis]		paper10
2010Bootstrap co-integration rank testing: the role of deterministic variables and initial values in the bootstrap recursion In: Discussion Papers.
[Full Text][Citation analysis]		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		article
2008VAR Modeling for Dynamic Loadings Driving Volatility Strings In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article6
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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This paper has nother version. Agregated cites: 37		paper
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
2005Are Eastern European countries catching up? Time series evidence for Czech Republic, Hungary, and Poland.(2005) In: SFB 649 Discussion Papers.
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This paper has nother version. Agregated cites: 7		paper
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.
[Full Text][Citation analysis]		article3
2000The Polish crawling peg system: A cointegration analysis In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper0
2006VAR modeling for dynamic semiparametric factors of volatility strings In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2011Cointegrated VARMA models and forecasting US interest rates In: ECON - Working Papers.
[Full Text][Citation analysis]		paper1

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