Citation profile for Marian Vavra

Marian Vavra : Citation Profile

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Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   8 years (2012 - 2020). See details.
   Cites by year: 1
   Journals where Marian Vavra has often published
   Relations with other researchers
   Recent citing documents: 1.    Total self citations: 6 (37.5 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pva627
   Updated: 2025-12-27    RAS profile: 2022-02-03
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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 Marian Vavra.

Is cited by:

Grivas, Charisios (2)

Tóth, Peter (1)

Lambrias, Kyriacos (1)

Hartigan, Luke (1)

Adam, Tomas (1)

Novotný, Filip (1)

Ostapenko, Nataliia (1)

Kontogeorgos, Georgios (1)

Cites to:

Ng, Serena (10)

Kapetanios, George (10)

Psaradakis, Zacharias (7)

Bai, Jushan (7)

Reichlin, Lucrezia (6)

Smets, Frank (5)

Christiano, Lawrence (5)

West, Kenneth (5)

Rünstler, Gerhard (5)

Giannone, Domenico (5)

Lobato, Ignacio (5)

Main data

Where Marian Vavra has published?

Working Papers Series with more than one paper published	# docs
Working and Discussion Papers / Research Department, National Bank of Slovakia	11

Recent works citing Marian Vavra (2025 and 2024)

Year	Title of citing document
2025	An Automatic Portmanteau Test For Nonlinear Dependence. (2025). Grivas, Charisios. In: Econometrics and Statistics. RePEc:eee:ecosta:v:35:y:2025:i:c:p:71-83. Full description at Econpapers \|\| Download paper

Works by Marian Vavra:

Year	Title	Type	Cited
2012	Testing Non-linearity Using a Modified Q Test In: Birkbeck Working Papers in Economics and Finance. [Full Text][Citation analysis]	paper	3
2015	Portmanteau Tests for Linearity of Stationary Time Series.(2015) In: Birkbeck Working Papers in Economics and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3	paper
2016	Portmanteau Tests for Linearity of Stationary Time Series.(2016) In: Working and Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3	paper
2019	Portmanteau tests for linearity of stationary time series.(2019) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3	article
2012	Robustness of Power Properties of Non-linearity Tests In: Birkbeck Working Papers in Economics and Finance. [Full Text][Citation analysis]	paper	0
2015	A Distance Test of Normality for a Wide Class of Stationary Processes In: Birkbeck Working Papers in Economics and Finance. [Full Text][Citation analysis]	paper	0
2017	A distance test of normality for a wide class of stationary processes.(2017) In: Econometrics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0	article
2015	Testing for normality with applications.(2015) In: Working and Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0	paper
2017	Normality Tests for Dependent Data: Large-Sample and Bootstrap Approaches In: Birkbeck Working Papers in Economics and Finance. [Full Text][Citation analysis]	paper	3
2017	Normality Tests for Dependent Data.(2017) In: Working and Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3	paper
2018	Bootstrap-Assisted Tests of Symmetry for Dependent Data In: Birkbeck Working Papers in Economics and Finance. [Full Text][Citation analysis]	paper	0
2018	Bootstrap Assisted Tests of Symmetry for Dependent Data.(2018) In: Working and Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0	paper
2015	A Quantile-based Test for Symmetry of Weakly Dependent Processes In: Journal of Time Series Analysis. [Full Text][Citation analysis]	article	1
2013	Testing for marginal asymmetry of weakly dependent processes.(2013) In: Working and Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1	paper
2014	On testing for nonlinearity in multivariate time series In: Economics Letters. [Full Text][Citation analysis]	article	0
2013	Testing for non-linearity in multivariate stochastic processes.(2013) In: Working and Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0	paper
2020	Assessing distributional properties of forecast errors for fan-chart modelling In: Empirical Economics. [Full Text][Citation analysis]	article	0
2018	Assessing Distributional Properties of Forecast Errors.(2018) In: Working and Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0	paper
2013	Testing for linear and Markov switching DSGE models In: Working and Discussion Papers. [Full Text][Citation analysis]	paper	0
2015	On a Bootstrap Test for Forecast Evaluations In: Working and Discussion Papers. [Full Text][Citation analysis]	paper	0
2015	Short-term Forecasting of Real GDP Using Monthly Data In: Working and Discussion Papers. [Full Text][Citation analysis]	paper	3
2020	On Using Triples to Assess Symmetry Under Weak Dependence In: Working and Discussion Papers. [Full Text][Citation analysis]	paper	0
2015	Empirical evidence of joint nonlinearity in economic area and US economic variables using two modified multivariate nonlinearity tests In: Applied Economics Letters. [Full Text][Citation analysis]	article	0