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 0 45 1 1 1 122
A Diffusion Approximation for the Riskless Profit Under Selling of Discrete Time Call Options. Non-identically Distributed Jumps 0 0 0 32 0 0 0 266
A Diffusion Approximation to the Markov Chains Model of the Financial Market and the Expected Riskless Profit Under Selling of Call and Put Options 1 1 3 442 1 3 5 1,654
A Nonparametric Test for Seasonal Unit Roots 0 0 0 73 0 0 1 232
ARCH patterns in cointegrated systems 0 0 0 7 0 0 1 232
Approaches for the Joint Evaluation of Hypothesis Tests: Classical Testing, Bayes Testing, and Joint Confirmation 0 0 0 143 0 0 1 933
Asymmetric Time Aggregation and its Potential Benefits for Forecasting Annual Data 0 0 0 46 0 0 1 138
Combining Forecasts Based on Multiple Encompassing Tests in a Macroeconomic Core System 0 0 0 48 0 0 0 150
Decision Bounds for Data-Admissible Seasonal Models 0 0 0 9 0 0 0 201
Decision Maps for Bivariate Time Series with Potential Thrshold Cointegration 0 0 1 49 1 1 3 349
Decisions on Seasonal Unit Roots 0 0 0 41 0 0 0 218
Estimating the Number of Unit Roots. A Multiple Decision Approach 0 0 0 14 0 0 0 181
Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE System 0 0 0 62 0 0 1 188
Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE-VAR System 0 0 0 71 0 0 0 197
Forecast combinations in a DSGE-VAR lab 0 1 2 98 0 1 4 149
Forecasting Aggregate Demand in West African Economies. The Influence of Immigrant Remittance Flows and of Asymmetric Error Correction 0 0 0 112 0 0 1 548
Forecasting Seasonally Cointegrated Systems: Supply Response in Austrian Agriculture 1 1 1 63 1 1 1 347
Inflation in the West African Countries. The Impact of Cocoa Prices, Budget Deficits, and Migrant Remittances 0 0 0 217 0 1 6 1,285
Inflation, its Dynamics, and its Possible Causes in Albania 1 2 5 106 1 4 12 739
Modeling National Accounts Sub-Aggregates. An Application of Non-Linear Error Correction 0 0 1 48 0 0 1 303
On Exports and Productivity: A Causal Analysis 0 1 3 72 0 1 4 199
On Mean Reversion in Real Interest Rates: An Application of Threshold Cointegtation 0 0 0 266 0 0 1 938
On Using Predictive-ability Tests in the Selection of Time-series Prediction Models: A Monte Carlo Evaluation 0 0 1 60 0 0 6 75
On the Usefulness of the Diebold-Mariano Test in the Selection of Prediction Models 0 1 2 168 2 3 7 650
On the role of seasonal intercepts in seasonal cointegration 1 1 1 43 2 2 2 217
On the role of seasonal intercepts in seasonal cointegration 0 0 0 16 0 0 1 55
Optimizing Time-series Forecasts for Inflation and Interest Rates Using Simulation and Model Averaging 0 0 0 157 1 1 1 438
Seasonal Cycles in European Agricultural Commodity Prices 0 0 0 396 0 0 5 1,206
Some Evidence on the Relevance of the Chain-reaction Theory in Selected Countries 0 0 0 51 1 2 2 345
Testing common deterministic seasonality 0 0 0 7 1 1 1 35
Testing for Relative Predictive Accuracy: A Critical Viewpoint 0 0 0 61 1 1 2 298
Testing for Stationarity in a Cointegrated System 0 0 2 88 0 0 2 363
Testing for converging deterministic seasonal variation in European industrial production 0 0 0 3 0 0 0 31
Testing for seasonal unit roots in monthly panels of time series 0 0 1 77 0 1 2 157
The Dynamic Interrelations between Unequal Neighbors: An Austro-German Case Study 0 0 1 1 0 0 1 1
The Effects of Dollar/Sterling Exchange Rate Volatility on Futures Markets for Coffee and Cocoa 0 0 1 194 0 0 2 1,402
The Effects of Exchange-Rate Exposures on Equity Asset Markets 1 1 1 127 2 2 2 430
The effects of exchange rate volatility on international trade flows: evidence from panel data analysis and fuzzy approach 0 0 2 40 0 0 3 147
Toward a Theory of Evaluating Predictive Accuracy 0 0 1 45 0 0 1 269
Unit Root in Unemployment - New Evidence from Nonparametric Tests 0 0 1 1 0 1 2 2
Unit Roots, Change, and Decision Bounds 0 0 0 2 0 0 0 75
Unit Roots, Change, and Decision Bounds 0 0 0 11 0 0 0 140
Total Working Papers 5 9 30 3,612 15 27 86 15,905


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 0 51 0 1 1 166
Analysis of Austrian Stocks: Testing for Stability and Randomness 0 0 0 0 2 2 2 360
Analyzing a panel of seasonal time series: Does seasonality in industrial production converge across Europe? 0 0 0 17 0 0 0 64
Asymmetric time aggregation and its potential benefits for forecasting annual data 0 0 0 4 0 0 0 29
Castle, Jennifer, Clements, Mike and Hendry, David: Forecasting: an essential introduction 0 0 1 9 0 1 2 27
Cointegration in a Macroeconomic System 1 1 2 95 1 1 2 503
Combining forecasts based on multiple encompassing tests in a macroeconomic core system 0 0 0 10 0 0 3 85
Competing specifications of the gravity equation: a three-way model, bilateral interaction effects, or a dynamic gravity model with time-varying country effects? 0 0 1 33 0 0 3 130
Economic forecasting: editors’ introduction 0 0 0 0 0 0 2 14
Exchange Rate Volatility and its Impact on Industrial Production, Before and After the Introduction of Common Currency in Europe 0 0 1 150 4 10 18 692
Forecast Combinations in a DSGE‐VAR Lab 0 0 0 7 0 1 2 38
Forecasting High-Frequency Financial Data with the ARFIMA-ARCH Model 0 0 0 0 0 0 2 671
Forecasting Seasonally Cointegrated Systems: Supply Response of the Austrian Breeding Sow Herd 0 0 0 0 0 0 0 224
Fractionally Integrated Models with ARCH Errors: With an Application to the Swiss One-Month Euromarket Interest Rate 0 0 0 40 0 0 0 150
Immigrant remittance flows and aggregate demand forecasts in West African economies 0 0 0 29 0 0 1 94
MODELING MACROECONOMIC SUBAGGREGATES: AN APPLICATION OF NONLINEAR COINTEGRATION 0 0 0 29 0 0 0 128
On Exports and Productivity: A Causal Analysis 0 0 0 272 0 1 9 981
On the Role of Seasonal Intercepts in Seasonal Cointegration 0 0 0 0 1 1 2 6
On using predictive-ability tests in the selection of time-series prediction models: A Monte Carlo evaluation 0 0 0 12 0 2 3 43
Optimizing time-series forecasts for inflation and interest rates using simulation and model averaging 0 0 0 0 1 1 3 18
Report of the Editors 0 0 0 4 0 0 0 10
Report of the Editors 0 0 0 3 0 0 1 10
Report of the Editors 0 0 0 7 0 0 0 18
Report of the editors 0 0 0 13 0 0 0 22
Report of the editors 0 0 0 18 0 0 0 72
Seasonal Adjustment and Measuring Persistence in Output 0 0 0 66 0 0 0 243
Seasonal Cointegration in Macroeconomic Systems: Case Studies for Small and Large European Countries 0 0 0 61 0 0 0 183
Seasonal Cointegration, Common Seasonals, and Forecasting Seasonal Series 0 0 0 0 1 1 3 292
Seasonal prediction of European cereal prices: good forecasts using bad models? 0 1 2 45 0 2 3 152
TESTING FOR CYCLICAL NON‐STATIONARITY IN AUTOREGRESSIVE PROCESSES 0 0 0 0 0 0 1 2
THE EFFECTS OF OWNERSHIP CONCENTRATION ON PERFORMANCE OF PAKISTANI LISTED COMPANIES 0 0 0 5 0 0 1 26
Testing for Seasonal Unit Roots in Monthly Panels of Time Series 0 0 0 0 0 0 0 81
The Role of Natural Gas in Mitigating Greenhouse Gas Emissions: The Environmental Kuznets Curve Hypothesis for Major Gas-Producing Countries 0 0 0 0 0 0 0 0
The dynamic interrelations between unequal neighbors: an Austro-German case study 0 0 0 10 0 0 2 74
The effects of exchange rate volatility on international trade flows: evidence from panel data analysis and fuzzy approach 0 0 0 13 0 0 0 75
Total factor productivity, its components and drivers 0 2 2 6 0 3 6 26
Unit root in unemployment - new evidence from nonparametric tests 0 0 0 30 0 0 0 111
Total Journal Articles 1 4 9 1,039 10 27 72 5,820
1 registered items for which data could not be found


Statistics updated 2023-05-07