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 2 4 4 191
A Large Deviation Approach to the Measurement of Mobility 0 0 0 91 2 9 10 422
A Topological View on the Identification of Structural Vector Autoregressions 0 0 0 52 3 7 9 64
Business Cycles in Open Economies. Stylized Facts for Austria and Germany 0 0 0 69 3 4 6 188
Dynamics of Total Factor Productivities 0 0 0 0 1 4 4 180
Equilibrium Mobility 0 0 0 67 3 4 4 304
Evaluating Theories of Income Dynamics: A Probabilistic Approach 0 0 1 111 6 10 12 697
Evaluating Theories of the Income Dynamics: A Probabilistic Approach 0 0 0 25 3 5 7 188
Externalities in U.S. Manufacturing 0 0 0 48 1 2 6 244
International Real Interest Rate Equalization: A Multivariate Time Series Approach 0 0 0 0 2 5 6 302
Intertemporal Nonseparability, Liquidity Constraints, and Seasonality of Aggregate Consumer Expenditures: An Empirical Investigation 0 0 0 0 2 3 5 102
Prognose uni- und multivariater Zeitreihen 0 0 0 308 3 7 9 943
Savings, Social Security and Bequests in an OLG Model. A Simulation Exercise for Austria 0 0 0 0 1 3 17 458
Testing the Long-Run Implications of the Neoclassical Growth Model 0 0 0 0 0 1 2 455
Testing the Neoclassical Growth Model by Means of Cointegration 0 0 0 0 0 1 3 232
The New Keynesian Model with Stochastically Varying Policies 0 0 0 29 2 5 5 44
Time Varying Rational Expectations Models: Solutions, Stability, Numerical Implementation 0 0 0 30 2 4 4 69
Total Working Papers 0 0 1 877 36 78 113 5,083

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 2 2 4 254
A Multisectoral Log-Linear Model of Economic Growth with Marshallian Externalities 0 0 0 68 1 3 4 275
A forecasting comparison of some var techniques 0 0 1 53 0 1 4 173
A topological view on the identification of structural vector autoregressions 0 0 0 12 3 3 4 50
An algebraic interpretation of cointegration 0 0 0 41 0 1 4 110
An investigation into a non-linear stochastic trend model 0 0 0 147 5 6 12 914
Business cycles in open economies: A reply 0 0 0 2 2 4 4 19
Business cycles in open economies: Stylized facts for Austria and Germany 0 0 0 75 3 5 6 213
Cointegration in a Macroeconomic System 0 0 1 98 2 4 7 516
Dynamics of Total Factor Productivities 0 0 0 9 2 5 7 71
Improving Models of Income Dynamics using Cross-Section-Information 0 0 1 40 5 8 10 172
Interdependencies of US manufacturing sectoral TFPs: A spatial VAR approach 0 0 1 69 0 1 9 187
International Real Interest Rate Equalization: A Multivariate Time-Series Approach 0 0 0 138 4 4 5 454
Intertemporal Nonseparability, Liquidity Constraints, and Seasonality of Aggregate Consumer Expenditures: An Empirical Investigation 0 0 0 0 0 1 1 80
Manufacturing Growth And Financial Development: Evidence From Oecd Countries 0 0 2 634 6 11 19 1,541
Measuring the Natural Output Level by DSGE Models: An Empirical Investigation for Switzerland 0 0 0 123 2 5 5 551
Multiple partial adjustment of portfolios under rational expectations 0 0 0 1 1 1 3 34
On the equivalence of quantitative trade restrictions and tariffs 0 0 0 16 4 4 5 98
Savings, social security, and bequests in an OLG model. A simulation exercise for Austria 0 1 1 25 4 5 8 86
Savings, social security, and bequests in an OLG model. A simulation exercise for Austria 0 0 1 7 4 5 8 47
THE ROLE OF SECTORAL SHIFTS IN THE DECLINE OF REAL GDP VOLATILITY 0 0 1 31 2 2 6 82
Testing the long-run implications of the neoclassical growth model 0 0 1 116 4 7 10 266
The decline in volatility of US GDP growth 0 0 0 41 2 3 4 162
Time–varying rational expectations models 0 0 0 8 2 3 7 63
Total Journal Articles 0 1 10 1,804 60 94 156 6,418

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 3 7 20 205
Total Books 0 0 0 1 3 7 20 205

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 2 3 5 13
Cointegration 0 0 0 0 1 2 2 12
Definitions and Stationarity 0 0 0 0 2 2 2 9
Estimation of ARMA Models 0 0 0 0 1 3 3 16
Estimation of Mean and Covariance Function 0 0 0 0 1 1 4 11
Estimation of Vector Autoregressive Models 0 0 0 0 1 1 2 10
Estimation of the Mean and the Autocorrelation Function 0 0 0 0 1 2 4 9
Forecasting Stationary Processes 0 0 0 0 2 3 4 10
Forecasting with VAR Models 0 0 1 1 0 1 2 4
Generalizations of Linear Time Series Models 0 0 0 0 1 1 2 5
Integrated Processes 0 0 0 0 1 2 3 12
Interpretation and Identification of VAR Models 0 0 0 0 1 1 2 16
Introduction 0 0 0 0 1 1 1 1
Introduction and Basic Theoretical Concepts 0 0 0 0 2 3 5 20
Models of Volatility 0 0 0 0 0 0 6 11
Spectral Analysis and Linear Filters 0 0 0 0 2 3 3 5
State-Space Models and the Kalman Filter 0 0 0 2 2 4 6 19
Stationary Time Series Models: Vector Autoregressive Moving-Average Processes (VARMA Processes) 0 0 0 0 4 7 8 19
Total Chapters 0 0 1 3 25 40 64 202

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Statistics updated 2026-02-12