2
H index
0
i10 index
16
Citations
Bernd Funovits : Citation Profile
| RESEARCH PRODUCTION: 4 Articles 6 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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10 years (2014 - 2024). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Bernd Funovits. | Is cited by:
| Cites to:
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Main data
Where Bernd Funovits has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Papers / arXiv.org | 5 |
Recent works citing Bernd Funovits (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | The Spectral Approach to Linear Rational Expectations Models. (2024). Al-Sadoon, Majid. In: Papers. RePEc:arx:papers:2007.13804. Full description at Econpapers || Download paper |
Works by Bernd Funovits:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2020 | Identifiability of Structural Singular Vector Autoregressive Models In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Identifiability of structural singular vector autoregressive models.(2021) In: Journal of Time Series Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2021 | Identifiability and Estimation of Possibly Non-Invertible SVARMA Models: A New Parametrisation In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | The Dimension of the Set of Causal Solutions of Linear Multivariate Rational Expectations Models In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2020 | Comment on Gouri\eroux, Monfort, Renne (2019): Identification and Estimation in Non-Fundamental Structural VARMA Models In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Estimation of Impulse-Response Functions with Dynamic Factor Models: A New Parametrization In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | MULTIVARIATE AR SYSTEMS AND MIXED FREQUENCY DATA: G-IDENTIFIABILITY AND ESTIMATION In: Econometric Theory. [Full Text][Citation analysis] | article | 7 |
| 2017 | The full set of solutions of linear rational expectations models In: Economics Letters. [Full Text][Citation analysis] | article | 6 |
| 2024 | Identifiability and estimation of possibly non-invertible SVARMA Models: The normalised canonical WHF parametrisation In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2014 | Implications of Stochastic Singularity in Linear Multivariate Rational Expectations Models In: Vienna Economics Papers. [Full Text][Citation analysis] | paper | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team