Citation profile for Klaus Neusser

Klaus Neusser : Citation Profile

Universität Bern

H index

i10 index

406

Citations

RESEARCH PRODUCTION:

Articles

Papers

Books

Chapters

EDITOR:

Series edited

RESEARCH ACTIVITY:

   34 years (1985 - 2019). See details.
   Cites by year: 11
   Journals where Klaus Neusser has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 9 (2.17 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pne2
   Updated: 2024-12-03    RAS profile: 2021-03-24
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Klaus Neusser.

Is cited by:

Beck, Thorsten (13)

Levine, Ross (12)

Shahbaz, Muhammad (6)

Palm, Franz (6)

Minetti, Raoul (6)

Wagner, Martin (5)

Giovannini, Alessandro (5)

Hecq, Alain (5)

Kugler, Maurice (5)

Loayza, Norman (4)

Ravn, Morten (4)

Cites to:

Waggoner, Daniel (11)

Zha, Tao (11)

Farmer, Roger (10)

Reichlin, Lucrezia (9)

Forni, Mario (9)

Schorfheide, Frank (6)

Ok, Efe (6)

Steiner, Peter (6)

Leeper, Eric (5)

Quah, Danny (5)

Watson, Mark (5)

Main data

Where Klaus Neusser has published?

Journals with more than one article published	# docs
Economics Letters	4
Swiss Journal of Economics and Statistics (SJES)	3
Journal of Applied Econometrics	2
Empirical Economics	2
Review of World Economics (Weltwirtschaftliches Archiv)	2
Journal of Economics	2
Journal of Macroeconomics	2

Recent works citing Klaus Neusser (2024 and 2023)

Year	Title of citing document
2023	Exporting and Investment Under Credit Constraints. (2023). Steingress, Walter ; Rodrigue, Joel ; Petrunia, Robert ; Huynh, Kim. In: Staff Working Papers. RePEc:bca:bocawp:23-10. Full description at Econpapers \|\| Download paper
2023	The impact of world oil price shocks on macroeconomic variables in Vietnam: the transmission through domestic oil price. (2023). , Bui. In: Asian-Pacific Economic Literature. RePEc:bla:apacel:v:37:y:2023:i:1:p:67-87. Full description at Econpapers \|\| Download paper
2024	The race between education and technology in Chile and its impact on the skill premium. (2024). Balcombe, Kelvin ; Campos-Gonzalez, Jorge. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s0264999323004285. Full description at Econpapers \|\| Download paper
2023	Forecasting exchange rate: A bibliometric and content analysis. (2023). Junior, Eli Hadad ; de Souza, Camila. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:607-628. Full description at Econpapers \|\| Download paper
2023	Graphical Causality Test Approach to the Relationship Between Economic Growth, Energy Consumption, Foreign Trade Balance and Financial Development. (2023). Yilanci, Veli ; Gov, Abdullah. In: Istanbul Journal of Economics-Istanbul Iktisat Dergisi. RePEc:ist:journl:v:73:y:2023:i:1:p:203-230. Full description at Econpapers \|\| Download paper
2023	Impact of Financial Market Development, Financial Crises and Deposit Insurance on Bank Risk. (2023). Tao, Yinying ; Wang, Fang ; Shan, Wei ; Yu, Xiangyuan ; Chang, Yiming. In: Prague Economic Papers. RePEc:prg:jnlpep:v:2023:y:2023:i:1:id:820:p:1-25. Full description at Econpapers \|\| Download paper
2023	Estimating Bohns Fiscal Sustainability Model with Temporal Variation: Evidence from Turkey. (2023). Can, Cansin Kemal. In: Prague Economic Papers. RePEc:prg:jnlpep:v:2023:y:2023:i:1:id:822:p:61-83. Full description at Econpapers \|\| Download paper
2023	Fat Tailed DSGE Models: A Survey and New Results. (2023). Sorge, Marco ; Dave, Chetan. In: Working Papers. RePEc:ris:albaec:2023_003. Full description at Econpapers \|\| Download paper
2023	Real interest rate parity in the Pacific Rim countries: new empirical evidence. (2023). Wu, An-Chi ; Chen, Shyh-Wei ; Xie, Zixiong. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:3:d:10.1007_s00181-022-02282-w. Full description at Econpapers \|\| Download paper
2023	The Impact of Innovative Financial and Banking Development on the Economic Growth of Bosnia and Herzegovina. (2023). Drago, Kurui ; Slavia, Kovaevi ; Branka, Topi-Pavkovi. In: Economics. RePEc:vrs:econom:v:11:y:2023:i:1:p:251-267:n:9. Full description at Econpapers \|\| Download paper

Klaus Neusser is editor of

Journal
Swiss Journal of Economics and Statistics (SJES)

Works by Klaus Neusser:

Year	Title	Type	Cited
2013	THE ROLE OF SECTORAL SHIFTS IN THE DECLINE OF REAL GDP VOLATILITY In: Macroeconomic Dynamics. [Full Text][Citation analysis]	article	3
2019	Time–varying rational expectations models In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis]	article	3
2016	A topological view on the identification of structural vector autoregressions In: Economics Letters. [Full Text][Citation analysis]	article	2
2016	A Topological View on the Identification of Structural Vector Autoregressions.(2016) In: Diskussionsschriften. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2	paper
1985	Multiple partial adjustment of portfolios under rational expectations In: Economics Letters. [Full Text][Citation analysis]	article	1
2000	An algebraic interpretation of cointegration In: Economics Letters. [Full Text][Citation analysis]	article	2
2007	On the equivalence of quantitative trade restrictions and tariffs In: Economics Letters. [Full Text][Citation analysis]	article	1
1986	A forecasting comparison of some var techniques In: International Journal of Forecasting. [Full Text][Citation analysis]	article	10
2001	A Multisectoral Log-Linear Model of Economic Growth with Marshallian Externalities In: Journal of Macroeconomics. [Full Text][Citation analysis]	article	2
2008	Interdependencies of US manufacturing sectoral TFPs: A spatial VAR approach In: Journal of Macroeconomics. [Full Text][Citation analysis]	article	5
1991	Testing the long-run implications of the neoclassical growth model In: Journal of Monetary Economics. [Full Text][Citation analysis]	article	42
1990	Testing the Long-Run Implications of the Neoclassical Growth Model.(1990) In: Vienna Economics Papers. [Citation analysis] This paper has nother version. Agregated cites: 42	paper
1999	Evaluating Theories of the Income Dynamics: A Probabilistic Approach In: Economics Series. [Full Text][Citation analysis]	paper	1
1999	Evaluating Theories of Income Dynamics: A Probabilistic Approach.(1999) In: Diskussionsschriften. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1	paper
1990	Cointegration in a Macroeconomic System. In: Journal of Applied Econometrics. [Full Text][Citation analysis]	article	25
1993	International Real Interest Rate Equalization: A Multivariate Time-Series Approach. In: Journal of Applied Econometrics. [Full Text][Citation analysis]	article	43
1990	International Real Interest Rate Equalization: A Multivariate Time Series Approach.(1990) In: Vienna Economics Papers. [Citation analysis] This paper has nother version. Agregated cites: 43	paper
1993	Savings, social security, and bequests in an OLG model. A simulation exercise for Austria In: Journal of Economics. [Full Text][Citation analysis]	article	4
1993	Savings, social security, and bequests in an OLG model. A simulation exercise for Austria.(1993) In: Journal of Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4	article
1991	Savings, Social Security and Bequests in an OLG Model. A Simulation Exercise for Austria.(1991) In: Vienna Economics Papers. [Citation analysis] This paper has nother version. Agregated cites: 4	paper
1993	Dynamics of Total Factor Productivities In: Revue Économique. [Full Text][Citation analysis]	article	2
1992	Dynamics of Total Factor Productivities.(1992) In: Vienna Economics Papers. [Citation analysis] This paper has nother version. Agregated cites: 2	paper
2004	Externalities in U.S. Manufacturing In: 2004 Meeting Papers. [Full Text][Citation analysis]	paper	0
2006	A Large Deviation Approach to the Measurement of Mobility In: Swiss Journal of Economics and Statistics (SJES). [Full Text][Citation analysis]	article	1
2002	A Large Deviation Approach to the Measurement of Mobility.(2002) In: Diskussionsschriften. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1	paper
2005	A Large Deviation Approach to the Measurement of Mobility.(2005) In: Diskussionsschriften. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1	paper
2008	Improving Models of Income Dynamics using Cross-Section-Information In: Swiss Journal of Economics and Statistics (SJES). [Full Text][Citation analysis]	article	1
2010	Measuring the Natural Output Level by DSGE Models: An Empirical Investigation for Switzerland In: Swiss Journal of Economics and Statistics (SJES). [Full Text][Citation analysis]	article	3
1992	Intertemporal Nonseparability, Liquidity Constraints, and Seasonality of Aggregate Consumer Expenditures: An Empirical Investigation. In: Empirical Economics. [Citation analysis]	article	1
1989	Intertemporal Nonseparability, Liquidity Constraints, and Seasonality of Aggregate Consumer Expenditures: An Empirical Investigation.(1989) In: Vienna Economics Papers. [Citation analysis] This paper has nother version. Agregated cites: 1	paper
1999	An investigation into a non-linear stochastic trend model In: Empirical Economics. [Full Text][Citation analysis]	article	1
2016	Time Series Econometrics In: Springer Texts in Business and Economics. [Citation analysis]	book	22
2016	Introduction and Basic Theoretical Concepts In: Springer Texts in Business and Economics. [Citation analysis]	chapter	0
2016	Definitions and Stationarity In: Springer Texts in Business and Economics. [Citation analysis]	chapter	0
2016	Estimation of Mean and Covariance Function In: Springer Texts in Business and Economics. [Citation analysis]	chapter	0
2016	Stationary Time Series Models: Vector Autoregressive Moving-Average Processes (VARMA Processes) In: Springer Texts in Business and Economics. [Citation analysis]	chapter	0
2016	Estimation of Vector Autoregressive Models In: Springer Texts in Business and Economics. [Citation analysis]	chapter	0
2016	Forecasting with VAR Models In: Springer Texts in Business and Economics. [Citation analysis]	chapter	0
2016	Interpretation and Identification of VAR Models In: Springer Texts in Business and Economics. [Citation analysis]	chapter	0
2016	Cointegration In: Springer Texts in Business and Economics. [Citation analysis]	chapter	0
2016	State-Space Models and the Kalman Filter In: Springer Texts in Business and Economics. [Citation analysis]	chapter	0
2016	Generalizations of Linear Time Series Models In: Springer Texts in Business and Economics. [Citation analysis]	chapter	0
2016	Autoregressive Moving-Average Models In: Springer Texts in Business and Economics. [Citation analysis]	chapter	1
2016	Forecasting Stationary Processes In: Springer Texts in Business and Economics. [Citation analysis]	chapter	0
2016	Estimation of the Mean and the Autocorrelation Function In: Springer Texts in Business and Economics. [Citation analysis]	chapter	0
2016	Estimation of ARMA Models In: Springer Texts in Business and Economics. [Citation analysis]	chapter	0
2016	Spectral Analysis and Linear Filters In: Springer Texts in Business and Economics. [Citation analysis]	chapter	0
2016	Integrated Processes In: Springer Texts in Business and Economics. [Citation analysis]	chapter	0
2016	Models of Volatility In: Springer Texts in Business and Economics. [Citation analysis]	chapter	0
2016	Introduction In: Springer Texts in Business and Economics. [Citation analysis]	chapter	0
1992	Business cycles in open economies: Stylized facts for Austria and Germany In: Review of World Economics (Weltwirtschaftliches Archiv). [Full Text][Citation analysis]	article	52
1990	Business Cycles in Open Economies. Stylized Facts for Austria and Germany.(1990) In: WIFO Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52	paper
1994	Business cycles in open economies: A reply In: Review of World Economics (Weltwirtschaftliches Archiv). [Full Text][Citation analysis]	article	0
2010	The decline in volatility of US GDP growth In: Applied Economics Letters. [Full Text][Citation analysis]	article	2
1998	Manufacturing Growth And Financial Development: Evidence From Oecd Countries In: The Review of Economics and Statistics. [Full Text][Citation analysis]	article	175
2004	Prognose uni- und multivariater Zeitreihen In: Diskussionsschriften. [Full Text][Citation analysis]	paper	0
2004	Equilibrium Mobility In: Diskussionsschriften. [Full Text][Citation analysis]	paper	1
2017	Time Varying Rational Expectations Models: Solutions, Stability, Numerical Implementation In: Diskussionsschriften. [Full Text][Citation analysis]	paper	0
2018	The New Keynesian Model with Stochastically Varying Policies In: Diskussionsschriften. [Full Text][Citation analysis]	paper	0
1989	Testing the Neoclassical Growth Model by Means of Cointegration In: Vienna Economics Papers. [Citation analysis]	paper	0

	article	chapter	book	paper
1985	1	0	0	0
1986	1	0	0	0
1987	0	0	0	0
1988	0	0	0	0
1989	0	0	0	2
1990	1	0	0	3
1991	1	0	0	1
1992	2	0	0	1
1993	4	0	0	0
1994	1	0	0	0
1995	0	0	0	0
1996	0	0	0	0
1997	0	0	0	0
1998	1	0	0	0
1999	1	0	0	2
2000	1	0	0	0
2001	1	0	0	0
2002	0	0	0	1
2003	0	0	0	0
2004	0	0	0	3
2005	0	0	0	1
2006	1	0	0	0
2007	1	0	0	0
2008	2	0	0	0
2009	0	0	0	0
2010	2	0	0	0
2011	0	0	0	0
2012	0	0	0	0
2013	1	0	0	0
2014	0	0	0	0
2015	0	0	0	0
2016	1	18	1	1
2017	0	0	0	1
2018	0	0	0	1
2019	1	0	0	0