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 1 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 2 20 76
Business Cycles in Open Economies. Stylized Facts for Austria and Germany 0 0 0 69 0 1 6 189
Dynamics of Total Factor Productivities 0 0 0 0 0 3 7 183
Equilibrium Mobility 0 0 0 67 1 3 9 309
Evaluating Theories of Income Dynamics: A Probabilistic Approach 0 0 0 111 0 5 19 705
Evaluating Theories of the Income Dynamics: A Probabilistic Approach 0 0 0 25 0 2 9 190
Externalities in U.S. Manufacturing 0 0 0 48 1 2 9 247
International Real Interest Rate Equalization: A Multivariate Time Series Approach 0 0 0 0 0 5 14 310
Intertemporal Nonseparability, Liquidity Constraints, and Seasonality of Aggregate Consumer Expenditures: An Empirical Investigation 0 0 0 0 0 2 7 104
Prognose uni- und multivariater Zeitreihen 0 0 0 308 1 3 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 2 4 234
The New Keynesian Model with Stochastically Varying Policies 0 0 0 29 0 4 12 51
Time Varying Rational Expectations Models: Solutions, Stability, Numerical Implementation 0 0 0 30 0 4 10 75
Total Working Papers 0 0 0 877 3 39 158 5,148

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 5 255
A Multisectoral Log-Linear Model of Economic Growth with Marshallian Externalities 0 0 0 68 1 6 10 281
A forecasting comparison of some var techniques 0 0 0 53 0 1 7 177
A topological view on the identification of structural vector autoregressions 0 0 0 12 0 4 9 55
An algebraic interpretation of cointegration 1 1 1 42 1 1 5 112
An investigation into a non-linear stochastic trend model 0 0 0 147 0 0 11 914
Business cycles in open economies: A reply 0 0 0 2 0 2 9 24
Business cycles in open economies: Stylized facts for Austria and Germany 0 0 0 75 0 2 8 215
Cointegration in a Macroeconomic System 0 0 0 98 0 3 11 521
Dynamics of Total Factor Productivities 0 0 0 9 0 3 11 75
Improving Models of Income Dynamics using Cross-Section-Information 0 0 1 40 0 7 18 181
Interdependencies of US manufacturing sectoral TFPs: A spatial VAR approach 0 0 1 69 0 1 8 188
International Real Interest Rate Equalization: A Multivariate Time-Series Approach 0 0 0 138 1 1 8 457
Intertemporal Nonseparability, Liquidity Constraints, and Seasonality of Aggregate Consumer Expenditures: An Empirical Investigation 0 0 0 0 0 1 2 81
Manufacturing Growth And Financial Development: Evidence From Oecd Countries 0 0 1 634 1 3 18 1,545
Measuring the Natural Output Level by DSGE Models: An Empirical Investigation for Switzerland 0 0 0 123 2 4 12 558
Multiple partial adjustment of portfolios under rational expectations 0 0 0 1 0 0 2 34
On the equivalence of quantitative trade restrictions and tariffs 0 0 0 16 0 4 9 102
Savings, social security, and bequests in an OLG model. A simulation exercise for Austria 0 0 1 25 0 2 9 88
Savings, social security, and bequests in an OLG model. A simulation exercise for Austria 0 0 0 7 0 0 9 49
THE ROLE OF SECTORAL SHIFTS IN THE DECLINE OF REAL GDP VOLATILITY 0 0 0 31 0 2 7 84
Testing the long-run implications of the neoclassical growth model 0 0 0 116 0 2 10 268
The decline in volatility of US GDP growth 0 0 0 41 1 3 9 167
Time–varying rational expectations models 0 0 0 8 0 0 5 63
Total Journal Articles 1 1 5 1,805 7 53 212 6,494

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 0 3 24 213
Total Books 0 0 0 1 0 3 24 213

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 2 10 18
Cointegration 0 0 0 0 0 2 5 15
Definitions and Stationarity 0 0 0 0 0 2 4 11
Estimation of ARMA Models 0 0 0 0 0 4 7 20
Estimation of Mean and Covariance Function 0 0 0 0 0 3 6 14
Estimation of Vector Autoregressive Models 0 0 0 0 0 1 2 11
Estimation of the Mean and the Autocorrelation Function 0 0 0 0 0 2 6 12
Forecasting Stationary Processes 0 0 0 0 0 2 6 13
Forecasting with VAR Models 0 0 0 1 0 1 3 6
Generalizations of Linear Time Series Models 0 0 0 0 0 2 3 7
Integrated Processes 0 0 0 0 2 4 7 16
Interpretation and Identification of VAR Models 0 0 0 0 0 6 8 23
Introduction 0 0 0 0 0 1 2 2
Introduction and Basic Theoretical Concepts 0 0 0 0 0 1 7 23
Models of Volatility 0 0 0 0 0 1 5 12
Spectral Analysis and Linear Filters 0 0 0 0 0 1 5 7
State-Space Models and the Kalman Filter 0 0 0 2 0 4 10 23
Stationary Time Series Models: Vector Autoregressive Moving-Average Processes (VARMA Processes) 0 0 0 0 0 2 12 23
Total Chapters 0 0 0 3 2 41 108 256

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Statistics updated 2026-07-10