Access Statistics for Robert M. Kunst

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Diffusion Approximation for the Riskless Profit Under Selling of Discrete Time Call Options. Non-identically Distributed Jumps 0 0 1 19 1 7 22 149
A Diffusion Approximation to the Markov Chains Model of the Financial Market and the Expected Riskless Profit Under Selling of Call and Put Options 9 23 80 346 37 96 335 1,166
A Nonparametric Test for Seasonal Unit Roots 0 5 37 37 5 14 55 55
ARCH Patterns in Cointegrated Systems 0 0 2 3 3 4 21 135
Approaches for the Joint Evaluation of Hypothesis Tests: Classical Testing, Bayes Testing, and Joint Confirmation 1 4 24 108 13 38 129 554
Combining Forecasts Based on Multiple Encompassing Tests in a Macroeconomic Core System 4 20 20 20 6 28 28 28
Decision Bounds for Data-Admissible Seasonal Models 0 0 1 7 0 5 24 115
Decision Maps for Bivariate Time Series with Potential Thrshold Cointegration 1 3 9 37 2 7 39 211
Decisions on Seasonal Unit Roots 0 2 6 26 1 3 10 164
Estimating the Number of Unit Roots. A Multiple Decision Approach 0 0 0 5 0 3 10 105
Forecasting Aggregate Demand in West African Economies. The Influence of Immigrant Remittance Flows and of Asymmetric Error Correction 1 3 14 83 5 14 63 375
Forecasting Seasonally Cointegrated Systems: Supply Response in Austrian Agriculture 0 2 9 39 2 6 28 211
Inflation in the West African Countries. The Impact of Cocoa Prices, Budget Deficits, and Migrant Remittances 2 5 23 73 13 36 135 317
Inflation, its Dynamics, and its Possible Causes in Albania 2 2 11 46 2 5 33 249
Modeling National Accounts Sub-Aggregates. An Application of Non-Linear Error Correction 0 0 3 25 3 8 21 156
On Mean Reversion in Real Interest Rates: An Application of Threshold Cointegtation 4 13 50 165 12 32 136 476
On the Role of Seasonal Intercepts in Seasonal Cointegration 0 0 0 0 1 1 3 155
On the Role of Seasonal Intercepts in Seasonal Cointegration 0 0 0 0 0 0 17 224
On the role of seasonal intercepts in seasonal cointegration 0 0 1 1 0 0 1 1
On the role of seasonal intercepts in seasonal cointegration 0 0 7 18 0 1 14 91
Optimizing Time-series Forecasts for Inflation and Interest Rates Using Simulation and Model Averaging 2 8 83 86 9 25 149 155
Seasonal Cycles in European Agricultural Commodity Prices 2 10 41 197 6 34 133 523
Some Evidence on the Relevance of the Chain-reaction Theory in Selected Countries 0 3 14 29 2 16 62 149
Testing Common Deterministic Seasonality, with an Application to Industrial Production 0 0 0 1 1 5 24 300
Testing common deterministic seasonality, with an application to industrial production 0 1 6 122 0 1 6 349
Testing common deterministic seasonality, with an application to industrial production 0 0 0 0 0 1 1 1
Testing for Converging Deterministic Seasonal Variation in European Industrial Production 0 0 0 0 0 2 10 236
Testing for Relative Predictive Accuracy: A Critical Viewpoint 0 0 6 36 4 12 28 169
Testing for Stationarity in a Cointegrated System 3 5 14 53 4 10 37 197
Testing for converging deterministic seasonal variation in European industrial production 0 0 2 66 0 1 5 411
Testing for converging deterministic seasonal variation in European industrial production 0 0 0 0 0 0 0 0
Testing for seasonal unit roots in monthly panels of time series 0 4 28 28 0 3 19 19
The Dynamic Interrelations between Unequal Neighbors: An Austro-German Case Study 3 12 12 12 11 18 18 18
The Effects of Dollar/Sterling Exchange Rate Volatility on Futures Markets for Coffee and Cocoa 2 5 21 107 20 64 237 994
The Effects of Exchange-Rate Exposures on Equity Asset Markets 1 2 12 92 2 6 33 284
Threshold Cointegration in Interest Rates 0 0 0 0 3 4 11 303
Toward a Theory of Evaluating Predictive Accuracy 0 0 3 29 2 5 19 145
Unit Roots, Change, and Decision Bounds 0 0 0 0 0 3 3 60
Unit Roots, Change, and Decision Bounds 0 3 4 8 0 5 13 88
Total Working Papers 37 135 544 1,924 170 523 1,932 9,338

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A forecasting comparison of some var techniques 0 2 4 26 2 6 19 83
Analysis of Austrian Stocks: Testing for Stability and Randomness 0 0 0 0 0 0 6 312
Analyzing a panel of seasonal time series: Does seasonality in industrial production converge across Europe? 0 0 0 6 0 0 2 21
Augmented ARCH Models for Financial Time Series: Stability Conditions and Empirical Evidence 0 1 5 74 0 1 14 239
Cointegration in a Macroeconomic System 0 1 9 67 2 4 17 419
Forecasting High-Frequency Financial Data with the ARFIMA-ARCH Model 0 0 0 0 1 11 27 562
Forecasting Seasonally Cointegrated Systems: Supply Response of the Austrian Breeding Sow Herd 0 0 0 0 0 2 8 195
Fractionally Integrated Models with ARCH Errors: With an Application to the Swiss One-Month Euromarket Interest Rate 0 1 3 30 0 1 8 94
Immigrant remittance flows and aggregate demand forecasts in West African economies 0 0 4 10 0 4 17 29
MODELING MACROECONOMIC SUBAGGREGATES: AN APPLICATION OF NONLINEAR COINTEGRATION 0 1 11 11 0 1 13 13
Modelling Exchange Rates: Long-Run Dependence versus Conditional Heteroscedasticity 0 0 1 18 0 0 4 71
On Exports and Productivity: A Causal Analysis 0 3 16 167 0 8 37 599
On the Role of Seasonal Intercepts in Seasonal Cointegration 0 0 1 27 1 2 6 105
Report of the editors 0 0 1 9 0 0 5 45
Seasonal Adjustment and Measuring Persistence in Output 0 0 4 51 2 2 14 179
Seasonal Cointegration in Macroeconomic Systems: Case Studies for Small and Large European Countries 0 1 3 50 0 1 6 140
Seasonal Cointegration, Common Seasonals, and Forecasting Seasonal Series 0 0 0 0 1 4 18 246
Seasonal prediction of European cereal prices: good forecasts using bad models? 1 1 7 14 1 3 24 42
Total Journal Articles 1 11 69 560 10 50 245 3,394

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Statistics updated 2009-12-07