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 1 1 2 188
A Large Deviation Approach to the Measurement of Mobility 0 0 0 91 2 2 3 415
A Topological View on the Identification of Structural Vector Autoregressions 0 0 0 52 1 1 3 58
Business Cycles in Open Economies. Stylized Facts for Austria and Germany 0 0 0 69 1 1 3 185
Dynamics of Total Factor Productivities 0 0 0 0 1 1 1 177
Equilibrium Mobility 0 0 0 67 1 1 1 301
Evaluating Theories of Income Dynamics: A Probabilistic Approach 0 0 2 111 1 2 5 688
Evaluating Theories of the Income Dynamics: A Probabilistic Approach 0 0 0 25 1 3 3 184
Externalities in U.S. Manufacturing 0 0 0 48 0 2 4 242
International Real Interest Rate Equalization: A Multivariate Time Series Approach 0 0 0 0 0 0 1 297
Intertemporal Nonseparability, Liquidity Constraints, and Seasonality of Aggregate Consumer Expenditures: An Empirical Investigation 0 0 0 0 0 2 2 99
Prognose uni- und multivariater Zeitreihen 0 0 0 308 1 1 3 937
Savings, Social Security and Bequests in an OLG Model. A Simulation Exercise for Austria 0 0 0 0 1 3 15 456
Testing the Long-Run Implications of the Neoclassical Growth Model 0 0 0 0 0 0 2 454
Testing the Neoclassical Growth Model by Means of Cointegration 0 0 0 0 0 0 2 231
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 0 30 0 0 0 65
Total Working Papers 0 0 2 877 11 20 50 5,016

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 1 3 252
A Multisectoral Log-Linear Model of Economic Growth with Marshallian Externalities 0 0 0 68 1 1 2 273
A forecasting comparison of some var techniques 0 0 1 53 0 2 4 172
A topological view on the identification of structural vector autoregressions 0 0 0 12 0 0 1 47
An algebraic interpretation of cointegration 0 0 0 41 0 1 3 109
An investigation into a non-linear stochastic trend model 0 0 0 147 0 3 6 908
Business cycles in open economies: A reply 0 0 0 2 1 1 1 16
Business cycles in open economies: Stylized facts for Austria and Germany 0 0 0 75 0 0 1 208
Cointegration in a Macroeconomic System 0 0 1 98 1 3 5 513
Dynamics of Total Factor Productivities 0 0 0 9 2 3 5 68
Improving Models of Income Dynamics using Cross-Section-Information 0 1 1 40 1 2 3 165
Interdependencies of US manufacturing sectoral TFPs: A spatial VAR approach 0 0 1 69 1 2 9 187
International Real Interest Rate Equalization: A Multivariate Time-Series Approach 0 0 0 138 0 0 1 450
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 0 3 634 3 3 13 1,533
Measuring the Natural Output Level by DSGE Models: An Empirical Investigation for Switzerland 0 0 0 123 0 0 1 546
Multiple partial adjustment of portfolios under rational expectations 0 0 0 1 0 0 2 33
On the equivalence of quantitative trade restrictions and tariffs 0 0 0 16 0 1 2 94
Savings, social security, and bequests in an OLG model. A simulation exercise for Austria 0 0 0 24 0 1 3 81
Savings, social security, and bequests in an OLG model. A simulation exercise for Austria 0 0 1 7 1 2 4 43
THE ROLE OF SECTORAL SHIFTS IN THE DECLINE OF REAL GDP VOLATILITY 0 0 1 31 0 1 4 80
Testing the long-run implications of the neoclassical growth model 0 0 1 116 1 2 7 260
The decline in volatility of US GDP growth 0 0 0 41 0 1 2 159
Time–varying rational expectations models 0 0 0 8 1 1 5 61
Total Journal Articles 0 1 10 1,803 13 31 87 6,337

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Time Series Econometrics 0 0 0 1 2 6 20 200
Total Books 0 0 0 1 2 6 20 200

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 1 2 10
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 1 3 10
Estimation of Vector Autoregressive Models 0 0 0 0 0 0 1 9
Estimation of the Mean and the Autocorrelation Function 0 0 0 0 0 1 2 7
Forecasting Stationary Processes 0 0 0 0 0 0 1 7
Forecasting with VAR Models 0 0 1 1 0 0 1 3
Generalizations of Linear Time Series Models 0 0 0 0 0 0 1 4
Integrated Processes 0 0 0 0 1 1 2 11
Interpretation and Identification of VAR Models 0 0 0 0 0 0 1 15
Introduction 0 0 0 0 0 0 0 0
Introduction and Basic Theoretical Concepts 0 0 0 0 0 0 2 17
Models of Volatility 0 0 0 0 0 1 6 11
Spectral Analysis and Linear Filters 0 0 0 0 1 1 1 3
State-Space Models and the Kalman Filter 0 0 0 2 1 2 3 16
Stationary Time Series Models: Vector Autoregressive Moving-Average Processes (VARMA Processes) 0 0 0 0 1 2 2 13
Total Chapters 0 0 1 3 4 10 30 166

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Statistics updated 2025-12-06