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 Combined Nonparametric Test for Seasonal Unit Roots 0 0 1 46 0 0 1 123
A Diffusion Approximation for the Riskless Profit Under Selling of Discrete Time Call Options. Non-identically Distributed Jumps 0 0 0 32 0 0 1 268
A Diffusion Approximation to the Markov Chains Model of the Financial Market and the Expected Riskless Profit Under Selling of Call and Put Options 0 0 1 444 0 0 6 1,663
A Nonparametric Test for Seasonal Unit Roots 0 0 0 73 0 0 2 234
ARCH patterns in cointegrated systems 0 0 0 7 0 1 1 234
Approaches for the Joint Evaluation of Hypothesis Tests: Classical Testing, Bayes Testing, and Joint Confirmation 0 0 0 143 0 0 1 934
Asymmetric Time Aggregation and its Potential Benefits for Forecasting Annual Data 0 0 0 46 0 0 1 139
Cointegrated portfolios and volatility modeling in the cryptocurrency market 0 1 7 24 0 1 9 17
Combining Forecasts Based on Multiple Encompassing Tests in a Macroeconomic Core System 0 0 0 48 0 0 1 152
Decision Bounds for Data-Admissible Seasonal Models 0 0 0 9 0 0 2 204
Decision Maps for Bivariate Time Series with Potential Thrshold Cointegration 0 0 0 49 0 0 1 350
Decisions on Seasonal Unit Roots 0 0 0 41 0 1 1 219
Estimating the Number of Unit Roots. A Multiple Decision Approach 0 0 0 14 0 0 1 182
Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE System 0 0 0 62 0 0 4 192
Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE-VAR System 0 0 0 71 0 1 2 201
Forecast combinations in a DSGE-VAR lab 0 0 0 98 0 0 1 150
Forecasting Aggregate Demand in West African Economies. The Influence of Immigrant Remittance Flows and of Asymmetric Error Correction 0 0 0 112 0 0 2 550
Forecasting Seasonally Cointegrated Systems: Supply Response in Austrian Agriculture 0 0 0 63 0 1 2 349
Inflation Forecasting in Turbulent Times 0 0 26 26 0 0 24 24
Inflation in the West African Countries. The Impact of Cocoa Prices, Budget Deficits, and Migrant Remittances 0 0 0 217 0 0 1 1,287
Inflation, its Dynamics, and its Possible Causes in Albania 0 0 0 108 1 1 3 749
Modeling National Accounts Sub-Aggregates. An Application of Non-Linear Error Correction 0 0 0 48 0 0 0 303
On Exports and Productivity: A Causal Analysis 0 0 1 73 0 0 2 204
On Mean Reversion in Real Interest Rates: An Application of Threshold Cointegtation 1 1 1 267 1 1 3 943
On Using Predictive-ability Tests in the Selection of Time-series Prediction Models: A Monte Carlo Evaluation 0 0 0 61 0 0 1 80
On the Usefulness of the Diebold-Mariano Test in the Selection of Prediction Models 0 0 0 170 0 0 2 656
On the role of seasonal intercepts in seasonal cointegration 0 0 0 16 0 0 2 58
On the role of seasonal intercepts in seasonal cointegration 0 0 0 43 0 0 1 218
Optimizing Time-series Forecasts for Inflation and Interest Rates Using Simulation and Model Averaging 0 0 0 157 0 0 1 441
Seasonal Cycles in European Agricultural Commodity Prices 0 0 1 398 0 0 3 1,212
Some Evidence on the Relevance of the Chain-reaction Theory in Selected Countries 0 0 0 51 0 0 2 348
Testing common deterministic seasonality 0 0 0 7 0 0 0 37
Testing for Relative Predictive Accuracy: A Critical Viewpoint 0 0 1 62 0 0 2 300
Testing for Stationarity in a Cointegrated System 0 0 0 88 0 0 2 365
Testing for converging deterministic seasonal variation in European industrial production 0 0 0 3 0 0 1 32
Testing for seasonal unit roots in monthly panels of time series 0 0 0 77 0 0 1 158
The Dynamic Interrelations between Unequal Neighbors: An Austro-German Case Study 0 0 0 1 0 0 0 1
The Effects of Dollar/Sterling Exchange Rate Volatility on Futures Markets for Coffee and Cocoa 0 1 2 196 0 1 4 1,408
The Effects of Exchange-Rate Exposures on Equity Asset Markets 0 0 0 127 0 0 2 435
The effects of exchange rate volatility on international trade flows: evidence from panel data analysis and fuzzy approach 0 0 0 44 1 2 9 172
Toward a Theory of Evaluating Predictive Accuracy 0 0 0 46 0 0 1 271
Unit Root in Unemployment - New Evidence from Nonparametric Tests 0 0 1 2 0 0 3 8
Unit Roots, Change, and Decision Bounds 0 0 0 11 0 0 0 141
Unit Roots, Change, and Decision Bounds 0 0 0 2 0 0 1 79
Total Working Papers 1 3 42 3,683 3 10 110 16,091


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 0 1 53 0 0 3 170
Analysis of Austrian Stocks: Testing for Stability and Randomness 0 0 0 0 1 1 1 361
Analyzing a panel of seasonal time series: Does seasonality in industrial production converge across Europe? 0 0 0 17 0 0 1 68
Asymmetric time aggregation and its potential benefits for forecasting annual data 0 0 0 4 0 0 1 32
Augmented ARCH models for financial time series: stability conditions and empirical evidence 0 0 0 83 0 0 1 310
Castle, Jennifer, Clements, Mike and Hendry, David: Forecasting: an essential introduction 0 0 0 9 0 0 1 28
Cointegration in a Macroeconomic System 1 1 2 98 1 1 3 510
Combining forecasts based on multiple encompassing tests in a macroeconomic core system 0 1 1 13 1 2 4 93
Competing specifications of the gravity equation: a three-way model, bilateral interaction effects, or a dynamic gravity model with time-varying country effects? 0 1 3 36 0 2 8 142
Economic forecasting: editors’ introduction 0 0 0 0 0 0 0 14
Exchange Rate Volatility and its Impact on Industrial Production, Before and After the Introduction of Common Currency in Europe 0 0 0 151 0 1 4 709
Forecast Combinations in a DSGE‐VAR Lab 0 0 1 8 0 0 2 40
Forecasting High-Frequency Financial Data with the ARFIMA-ARCH Model 0 0 0 0 0 1 2 675
Forecasting Seasonally Cointegrated Systems: Supply Response of the Austrian Breeding Sow Herd 0 0 0 0 0 0 2 226
Fractionally Integrated Models with ARCH Errors: With an Application to the Swiss One-Month Euromarket Interest Rate 0 0 1 41 0 0 2 153
Immigrant remittance flows and aggregate demand forecasts in West African economies 0 0 1 30 0 0 3 97
Inflation forecasting in turbulent times 0 1 1 1 3 5 12 12
MODELING MACROECONOMIC SUBAGGREGATES: AN APPLICATION OF NONLINEAR COINTEGRATION 0 0 0 29 0 0 1 129
Modeling nonlinear in Bowman’s paradox: the case of Pakistan 0 0 0 0 0 0 1 3
On Exports and Productivity: A Causal Analysis 0 0 4 281 0 1 9 1,004
On the Role of Seasonal Intercepts in Seasonal Cointegration 0 0 0 0 0 0 2 9
On using predictive-ability tests in the selection of time-series prediction models: A Monte Carlo evaluation 0 0 1 14 0 0 2 50
Optimizing time-series forecasts for inflation and interest rates using simulation and model averaging 0 0 0 1 1 1 1 20
Report of the Editors 0 0 0 7 0 0 0 18
Report of the Editors 0 0 0 4 0 0 0 10
Report of the Editors 0 0 0 3 1 2 4 14
Report of the editors 0 0 0 18 0 0 2 74
Report of the editors 0 0 0 13 0 0 1 23
Seasonal Adjustment and Measuring Persistence in Output 0 0 0 66 0 1 1 244
Seasonal Cointegration in Macroeconomic Systems: Case Studies for Small and Large European Countries 0 0 0 61 0 0 4 188
Seasonal Cointegration, Common Seasonals, and Forecasting Seasonal Series 0 0 0 0 1 2 6 301
Seasonal prediction of European cereal prices: good forecasts using bad models? 0 0 0 46 0 0 1 154
TESTING FOR CYCLICAL NON‐STATIONARITY IN AUTOREGRESSIVE PROCESSES 0 0 0 0 0 0 1 3
THE EFFECTS OF OWNERSHIP CONCENTRATION ON PERFORMANCE OF PAKISTANI LISTED COMPANIES 0 0 0 5 2 2 3 31
Testing for Seasonal Unit Roots in Monthly Panels of Time Series 0 0 0 0 0 1 1 82
The Role of Natural Gas in Mitigating Greenhouse Gas Emissions: The Environmental Kuznets Curve Hypothesis for Major Gas-Producing Countries 0 0 2 3 1 2 5 10
The dynamic interrelations between unequal neighbors: an Austro-German case study 0 0 0 10 0 0 1 75
The effects of exchange rate volatility on international trade flows: evidence from panel data analysis and fuzzy approach 0 0 0 13 0 0 3 78
Total factor productivity, its components and drivers 0 1 1 9 0 3 12 48
Unit root in unemployment - new evidence from nonparametric tests 0 0 1 31 0 0 1 112
Total Journal Articles 1 5 20 1,158 12 28 112 6,320
1 registered items for which data could not be found


Statistics updated 2025-06-06