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 0 0 5 192
A Large Deviation Approach to the Measurement of Mobility 0 0 0 91 0 0 9 422
A Topological View on the Identification of Structural Vector Autoregressions 0 0 0 52 0 0 19 76
Business Cycles in Open Economies. Stylized Facts for Austria and Germany 0 0 0 69 0 0 5 189
Dynamics of Total Factor Productivities 0 0 0 0 0 0 7 183
Equilibrium Mobility 0 0 0 67 0 1 9 309
Evaluating Theories of Income Dynamics: A Probabilistic Approach 0 0 0 111 0 0 19 705
Evaluating Theories of the Income Dynamics: A Probabilistic Approach 0 0 0 25 0 0 9 190
Externalities in U.S. Manufacturing 0 0 0 48 1 2 8 248
International Real Interest Rate Equalization: A Multivariate Time Series Approach 0 0 0 0 0 0 13 310
Intertemporal Nonseparability, Liquidity Constraints, and Seasonality of Aggregate Consumer Expenditures: An Empirical Investigation 0 0 0 0 0 0 7 104
Prognose uni- und multivariater Zeitreihen 0 0 0 308 0 1 10 946
Savings, Social Security and Bequests in an OLG Model. A Simulation Exercise for Austria 0 0 0 0 0 0 5 458
Testing the Long-Run Implications of the Neoclassical Growth Model 0 0 0 0 0 0 3 457
Testing the Neoclassical Growth Model by Means of Cointegration 0 0 0 0 0 0 3 234
The New Keynesian Model with Stochastically Varying Policies 0 0 0 29 1 2 14 53
Time Varying Rational Expectations Models: Solutions, Stability, Numerical Implementation 0 0 0 30 0 0 10 75
Total Working Papers 0 0 0 877 2 6 155 5,151


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 2 6 257
A Multisectoral Log-Linear Model of Economic Growth with Marshallian Externalities 0 0 0 68 0 1 9 281
A forecasting comparison of some var techniques 0 0 0 53 0 1 8 178
A topological view on the identification of structural vector autoregressions 0 0 0 12 0 0 8 55
An algebraic interpretation of cointegration 0 1 1 42 0 1 4 112
An investigation into a non-linear stochastic trend model 0 0 0 147 0 1 10 915
Business cycles in open economies: A reply 0 0 0 2 0 0 9 24
Business cycles in open economies: Stylized facts for Austria and Germany 1 1 1 76 1 1 8 216
Cointegration in a Macroeconomic System 0 0 0 98 0 0 11 521
Dynamics of Total Factor Productivities 0 0 0 9 0 1 11 76
Improving Models of Income Dynamics using Cross-Section-Information 0 0 1 40 0 2 20 183
Interdependencies of US manufacturing sectoral TFPs: A spatial VAR approach 0 0 0 69 0 1 4 189
International Real Interest Rate Equalization: A Multivariate Time-Series Approach 0 0 0 138 1 2 8 458
Intertemporal Nonseparability, Liquidity Constraints, and Seasonality of Aggregate Consumer Expenditures: An Empirical Investigation 0 0 0 0 0 0 2 81
Manufacturing Growth And Financial Development: Evidence From Oecd Countries 1 1 1 635 1 3 17 1,547
Measuring the Natural Output Level by DSGE Models: An Empirical Investigation for Switzerland 0 0 0 123 0 2 12 558
Multiple partial adjustment of portfolios under rational expectations 0 0 0 1 0 0 1 34
On the equivalence of quantitative trade restrictions and tariffs 0 0 0 16 0 0 9 102
Savings, social security, and bequests in an OLG model. A simulation exercise for Austria 0 0 1 25 0 1 9 89
Savings, social security, and bequests in an OLG model. A simulation exercise for Austria 0 0 0 7 0 0 8 49
THE ROLE OF SECTORAL SHIFTS IN THE DECLINE OF REAL GDP VOLATILITY 0 0 0 31 0 0 5 84
Testing the long-run implications of the neoclassical growth model 0 0 0 116 0 0 10 268
The decline in volatility of US GDP growth 0 0 0 41 0 1 9 167
Time–varying rational expectations models 0 0 0 8 0 0 3 63
Total Journal Articles 2 3 5 1,807 3 20 201 6,507


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 1 1 20 214
Total Books 0 0 0 1 1 1 20 214


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 0 9 18
Cointegration 0 0 0 0 0 0 5 15
Definitions and Stationarity 0 0 0 0 0 0 4 11
Estimation of ARMA Models 0 0 0 0 0 0 7 20
Estimation of Mean and Covariance Function 0 0 0 0 0 0 5 14
Estimation of Vector Autoregressive Models 0 0 0 0 1 1 3 12
Estimation of the Mean and the Autocorrelation Function 0 0 0 0 0 0 6 12
Forecasting Stationary Processes 0 0 0 0 0 0 6 13
Forecasting with VAR Models 0 0 0 1 1 1 4 7
Generalizations of Linear Time Series Models 0 0 0 0 0 0 3 7
Integrated Processes 0 0 0 0 0 2 6 16
Interpretation and Identification of VAR Models 1 1 1 1 5 6 14 29
Introduction 0 0 0 0 0 0 2 2
Introduction and Basic Theoretical Concepts 0 0 0 0 0 0 6 23
Models of Volatility 0 0 0 0 0 0 2 12
Spectral Analysis and Linear Filters 0 0 0 0 0 0 5 7
State-Space Models and the Kalman Filter 0 0 0 2 0 0 9 23
Stationary Time Series Models: Vector Autoregressive Moving-Average Processes (VARMA Processes) 0 0 0 0 0 1 13 24
Total Chapters 1 1 1 4 7 11 109 265


Statistics updated 2026-09-10