Access Statistics for Carsten Trenkler

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 New Set of Critical Values for Systems Cointegration Tests with a Prior Adjustment for Deterministic Terms 0 0 0 91 0 0 1 246
Are Eastern European countries catching up? Time series evidence for Czech Republic, Hungary, and Poland 0 0 0 131 1 1 1 293
Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates 0 0 0 78 0 0 0 292
Bootstrap co-integration rank testing: the role of deterministic variables and initial values in the bootstrap recursion 0 0 0 77 1 2 4 236
Bootstrapping systems cointegration tests with a prior adjustment for deterministic terms 0 0 0 105 0 0 1 343
Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order 0 0 0 53 0 0 2 132
Break Date Estimation and Cointegration Testing in VAR Processes with Level Shift 0 0 0 331 0 0 0 747
Codependence and Cointegration 0 0 0 70 0 0 1 80
Codependent VAR Models and the Pseudo-Structural Form 0 0 0 10 0 2 2 118
Codependent VAR Models and the Pseudo-Structural Form 0 0 0 17 1 2 3 67
Cointegrated VARMA models and forecasting US interest rates 0 0 0 159 0 1 3 367
Comparison of Tests for the Cointegrating Rank of a VAR Process with a Structural Shift 0 0 0 203 0 0 0 544
Comparison of tests for the cointegrating rank of a VAR process with a structural shift 0 0 0 49 0 0 0 255
Determining p-values for Systems Cointegration Tests With a Prior Adjustment for Deterministic Terms 0 0 0 30 0 1 2 157
Economic Integration in Interwar Poland - A Threshold Cointegration Analysis of the Law of One Price for Poland (1924-1937) 0 0 1 234 0 0 2 996
Economic integration across borders: the Polish interwar economy 1921-1937 1 1 1 34 1 3 6 178
Forecasting VARs, model selection, and shrinkage 1 1 3 63 1 2 6 137
Identifying the Shocks behind Business Cycle Asynchrony in Euroland 0 0 0 23 0 0 0 108
Identifying the Shocks behind Business Cycle Asynchrony in Euroland 0 0 0 10 0 0 0 77
Inference in VARs with Conditional Heteroskedasticity of Unknown Form 0 1 7 123 0 3 14 213
Inference in VARs with Conditional Heteroskedasticity of Unknown Form 0 1 2 30 0 2 6 148
Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process 0 1 2 759 3 9 22 3,692
On the Identification of Codependent VAR and VEC Models 0 0 0 61 1 1 1 115
On the identification of multivariate correlated unobserved components models 0 0 1 43 1 1 3 64
Testing for Codependence of Non-Stationary Variables 0 0 0 57 0 0 1 123
Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break 0 0 0 139 0 0 0 408
Testing for the cointegrating rank of a VAR process with level shift and trend break 0 1 2 136 0 1 2 295
Testing for the cointegrating rank of a VAR process with level shift at unknown time 0 0 1 123 1 1 2 533
The Polish crawling peg system: A cointegration analysis 2 2 4 106 2 2 7 735
The effects of ignoring level shifts on systems cointegration tests 0 0 0 2 0 0 0 48
VAR modeling for dynamic semiparametric factors of volatility strings 0 0 0 105 0 0 0 324
Which factors are behind Germany's labour market upswing? 0 0 0 59 0 1 3 55
Total Working Papers 4 8 24 3,511 13 35 95 12,126

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A new set of critical values for systems cointegration tests with a prior adjustment for deterministic terms 0 0 0 18 0 0 1 52
Are Eastern European Countries Catching Up? Time Series Evidence for Czech Republic, Hungary and Poland 0 0 0 11 1 1 1 61
BOOTSTRAPPING SYSTEMS COINTEGRATION TESTS WITH A PRIOR ADJUSTMENT FOR DETERMINISTIC TERMS 0 0 0 28 0 0 0 104
BREAK DATE ESTIMATION FOR VAR PROCESSES WITH LEVEL SHIFT WITH AN APPLICATION TO COINTEGRATION TESTING 0 0 0 19 0 0 0 83
Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates 0 0 0 5 0 0 0 41
Bootstrap Cointegration Rank Testing: The Role of Deterministic Variables and Initial Values in the Bootstrap Recursion 0 0 0 12 0 0 1 74
Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order 0 0 0 21 0 0 3 89
Codependent VAR models and the pseudo-structural form 0 0 0 6 1 4 4 49
Comparison of tests for the cointegrating rank of a VAR process with a structural shift 0 0 0 97 0 0 0 269
Determining p-values for systems cointegration tests with a prior adjustment for deterministic terms 0 1 1 34 0 2 2 147
Economic integration across borders: The Polish interwar economy 1921–1937 0 0 0 65 0 0 1 277
Identifying shocks to business cycles with asynchronous propagation 0 0 0 6 0 0 3 28
Inference in VARs with conditional heteroskedasticity of unknown form 0 2 12 139 1 3 28 352
Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process 0 0 0 20 2 3 14 2,476
ON THE PROPERTIES OF SOME TESTS FOR COMMON STOCHASTIC TRENDS 0 0 0 6 1 1 1 46
On the identification of multivariate correlated unobserved components models 0 0 0 19 0 1 2 88
Simple Identification and Specification of Cointegrated Varma Models 0 0 0 12 0 0 0 37
Structural inference in sparse high-dimensional vector autoregressions 0 0 1 2 0 0 3 13
Testing for codependence of cointegrated variables 0 0 0 16 0 0 0 86
Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break 0 0 0 59 0 1 1 176
Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time 0 0 2 425 0 0 3 1,266
The Effects of Ignoring Level Shifts on Systems Cointegration Tests 0 0 0 13 0 0 0 82
The Polish exchange rate system: A unit root and cointegration analysis 0 0 0 119 0 0 0 674
VAR Modeling for Dynamic Loadings Driving Volatility Strings 0 0 0 16 0 0 0 103
Which factors were behind Germany's labour market upswing? A data‐driven approach 0 1 1 4 0 1 3 8
Total Journal Articles 0 4 17 1,172 6 17 71 6,681

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-03-03