Access Statistics for Klaus Neusser

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 Large Deviation Approach to the Measurement of Mobility 0 0 0 47 0 0 3 187
A Large Deviation Approach to the Measurement of Mobility 0 0 0 91 0 0 1 412
A Topological View on the Identification of Structural Vector Autoregressions 0 0 0 52 0 1 1 56
Business Cycles in Open Economies. Stylized Facts for Austria and Germany 0 0 0 69 0 1 1 183
Dynamics of Total Factor Productivities 0 0 0 0 0 0 0 176
Equilibrium Mobility 0 0 0 67 0 0 3 300
Evaluating Theories of Income Dynamics: A Probabilistic Approach 0 0 1 110 0 0 4 685
Evaluating Theories of the Income Dynamics: A Probabilistic Approach 0 0 0 25 0 0 0 181
Externalities in U.S. Manufacturing 0 0 0 48 0 0 0 238
International Real Interest Rate Equalization: A Multivariate Time Series Approach 0 0 0 0 0 0 1 296
Intertemporal Nonseparability, Liquidity Constraints, and Seasonality of Aggregate Consumer Expenditures: An Empirical Investigation 0 0 0 0 0 0 0 97
Prognose uni- und multivariater Zeitreihen 0 0 0 308 0 0 1 934
Savings, Social Security and Bequests in an OLG Model. A Simulation Exercise for Austria 0 0 0 0 0 11 13 452
Testing the Long-Run Implications of the Neoclassical Growth Model 0 0 0 0 0 1 2 454
Testing the Neoclassical Growth Model by Means of Cointegration 0 0 0 0 0 1 1 230
The New Keynesian Model with Stochastically Varying Policies 0 0 0 29 0 0 0 39
Time Varying Rational Expectations Models: Solutions, Stability, Numerical Implementation 0 0 1 30 0 0 1 65
Total Working Papers 0 0 2 876 0 15 32 4,985

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Large Deviation Approach to the Measurement of Mobility 0 0 0 50 0 0 1 250
A Multisectoral Log-Linear Model of Economic Growth with Marshallian Externalities 0 0 0 68 0 0 0 271
A forecasting comparison of some var techniques 0 1 1 53 0 1 3 170
A topological view on the identification of structural vector autoregressions 0 0 0 12 0 0 0 46
An algebraic interpretation of cointegration 0 0 0 41 0 1 1 107
An investigation into a non-linear stochastic trend model 0 0 0 147 0 1 1 903
Business cycles in open economies: A reply 0 0 0 2 0 0 0 15
Business cycles in open economies: Stylized facts for Austria and Germany 0 0 0 75 0 0 0 207
Cointegration in a Macroeconomic System 0 0 1 97 0 0 2 509
Dynamics of Total Factor Productivities 0 0 0 9 0 0 2 64
Improving Models of Income Dynamics using Cross-Section-Information 0 0 0 39 0 1 3 163
Interdependencies of US manufacturing sectoral TFPs: A spatial VAR approach 0 0 0 68 1 1 4 179
International Real Interest Rate Equalization: A Multivariate Time-Series Approach 0 0 0 138 0 0 0 449
Intertemporal Nonseparability, Liquidity Constraints, and Seasonality of Aggregate Consumer Expenditures: An Empirical Investigation 0 0 0 0 0 0 0 79
Manufacturing Growth And Financial Development: Evidence From Oecd Countries 0 1 7 633 1 5 23 1,527
Measuring the Natural Output Level by DSGE Models: An Empirical Investigation for Switzerland 0 0 0 123 0 0 2 546
Multiple partial adjustment of portfolios under rational expectations 0 0 0 1 0 1 1 32
On the equivalence of quantitative trade restrictions and tariffs 0 0 0 16 0 0 1 93
Savings, social security, and bequests in an OLG model. A simulation exercise for Austria 0 0 0 24 0 1 1 79
Savings, social security, and bequests in an OLG model. A simulation exercise for Austria 0 1 1 7 0 1 1 40
THE ROLE OF SECTORAL SHIFTS IN THE DECLINE OF REAL GDP VOLATILITY 0 1 1 31 0 1 2 77
Testing the long-run implications of the neoclassical growth model 0 1 1 116 0 2 8 258
The decline in volatility of US GDP growth 0 0 1 41 0 0 2 158
Time–varying rational expectations models 0 0 3 8 0 2 8 58
Total Journal Articles 0 5 16 1,799 2 18 66 6,280

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Time Series Econometrics 0 0 1 1 1 2 20 187
Total Books 0 0 1 1 1 2 20 187

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Autoregressive Moving-Average Models 0 0 0 0 0 0 1 8
Cointegration 0 0 0 0 0 0 1 10
Definitions and Stationarity 0 0 0 0 0 0 1 7
Estimation of ARMA Models 0 0 0 0 0 0 0 13
Estimation of Mean and Covariance Function 0 0 0 0 0 0 0 7
Estimation of Vector Autoregressive Models 0 0 0 0 0 1 5 9
Estimation of the Mean and the Autocorrelation Function 0 0 0 0 0 1 3 6
Forecasting Stationary Processes 0 0 0 0 0 0 1 6
Forecasting with VAR Models 1 1 1 1 1 1 1 3
Generalizations of Linear Time Series Models 0 0 0 0 0 1 1 4
Integrated Processes 0 0 0 0 0 0 0 9
Interpretation and Identification of VAR Models 0 0 0 0 0 1 4 15
Introduction 0 0 0 0 0 0 0 0
Introduction and Basic Theoretical Concepts 0 0 0 0 1 1 5 16
Models of Volatility 0 0 0 0 0 2 2 7
Spectral Analysis and Linear Filters 0 0 0 0 0 0 0 2
State-Space Models and the Kalman Filter 0 0 0 2 0 0 2 13
Stationary Time Series Models: Vector Autoregressive Moving-Average Processes (VARMA Processes) 0 0 0 0 0 0 1 11
Total Chapters 1 1 1 3 2 8 28 146

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Statistics updated 2025-05-12