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 91 0 7 10 422
A Large Deviation Approach to the Measurement of Mobility 0 0 0 47 0 3 4 191
A Topological View on the Identification of Structural Vector Autoregressions 0 0 0 52 10 16 18 74
Business Cycles in Open Economies. Stylized Facts for Austria and Germany 0 0 0 69 0 3 5 188
Dynamics of Total Factor Productivities 0 0 0 0 0 3 4 180
Equilibrium Mobility 0 0 0 67 0 3 4 304
Evaluating Theories of Income Dynamics: A Probabilistic Approach 0 0 1 111 3 12 15 700
Evaluating Theories of the Income Dynamics: A Probabilistic Approach 0 0 0 25 0 4 7 188
Externalities in U.S. Manufacturing 0 0 0 48 0 2 6 244
International Real Interest Rate Equalization: A Multivariate Time Series Approach 0 0 0 0 1 6 7 303
Intertemporal Nonseparability, Liquidity Constraints, and Seasonality of Aggregate Consumer Expenditures: An Empirical Investigation 0 0 0 0 0 3 5 102
Prognose uni- und multivariater Zeitreihen 0 0 0 308 0 6 9 943
Savings, Social Security and Bequests in an OLG Model. A Simulation Exercise for Austria 0 0 0 0 0 2 6 458
Testing the Long-Run Implications of the Neoclassical Growth Model 0 0 0 0 1 2 3 456
Testing the Neoclassical Growth Model by Means of Cointegration 0 0 0 0 0 1 2 232
The New Keynesian Model with Stochastically Varying Policies 0 0 0 29 3 8 8 47
Time Varying Rational Expectations Models: Solutions, Stability, Numerical Implementation 0 0 0 30 0 4 4 69
Total Working Papers 0 0 1 877 18 85 117 5,101

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 4 254
A Multisectoral Log-Linear Model of Economic Growth with Marshallian Externalities 0 0 0 68 0 2 4 275
A forecasting comparison of some var techniques 0 0 0 53 2 3 5 175
A topological view on the identification of structural vector autoregressions 0 0 0 12 0 3 4 50
An algebraic interpretation of cointegration 0 0 0 41 1 2 4 111
An investigation into a non-linear stochastic trend model 0 0 0 147 0 6 11 914
Business cycles in open economies: A reply 0 0 0 2 2 5 6 21
Business cycles in open economies: Stylized facts for Austria and Germany 0 0 0 75 0 5 6 213
Cointegration in a Macroeconomic System 0 0 1 98 2 5 9 518
Dynamics of Total Factor Productivities 0 0 0 9 1 4 8 72
Improving Models of Income Dynamics using Cross-Section-Information 0 0 1 40 1 8 10 173
Interdependencies of US manufacturing sectoral TFPs: A spatial VAR approach 0 0 1 69 0 0 9 187
International Real Interest Rate Equalization: A Multivariate Time-Series Approach 0 0 0 138 1 5 6 455
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 1 9 17 1,542
Measuring the Natural Output Level by DSGE Models: An Empirical Investigation for Switzerland 0 0 0 123 1 6 6 552
Multiple partial adjustment of portfolios under rational expectations 0 0 0 1 0 1 2 34
On the equivalence of quantitative trade restrictions and tariffs 0 0 0 16 0 4 5 98
Savings, social security, and bequests in an OLG model. A simulation exercise for Austria 0 1 1 25 0 5 7 86
Savings, social security, and bequests in an OLG model. A simulation exercise for Austria 0 0 0 7 1 5 8 48
THE ROLE OF SECTORAL SHIFTS IN THE DECLINE OF REAL GDP VOLATILITY 0 0 0 31 0 2 5 82
Testing the long-run implications of the neoclassical growth model 0 0 1 116 0 6 10 266
The decline in volatility of US GDP growth 0 0 0 41 1 4 5 163
Time–varying rational expectations models 0 0 0 8 0 2 5 63
Total Journal Articles 0 1 7 1,804 14 95 157 6,432

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 6 20 206
Total Books 0 0 0 1 1 6 20 206

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 1 4 6 14
Cointegration 0 0 0 0 0 2 2 12
Definitions and Stationarity 0 0 0 0 0 2 2 9
Estimation of ARMA Models 0 0 0 0 0 3 3 16
Estimation of Mean and Covariance Function 0 0 0 0 0 1 4 11
Estimation of Vector Autoregressive Models 0 0 0 0 0 1 1 10
Estimation of the Mean and the Autocorrelation Function 0 0 0 0 0 2 4 9
Forecasting Stationary Processes 0 0 0 0 1 4 5 11
Forecasting with VAR Models 0 0 1 1 1 2 3 5
Generalizations of Linear Time Series Models 0 0 0 0 0 1 1 5
Integrated Processes 0 0 0 0 0 1 3 12
Interpretation and Identification of VAR Models 0 0 0 0 0 1 1 16
Introduction 0 0 0 0 0 1 1 1
Introduction and Basic Theoretical Concepts 0 0 0 0 2 5 7 22
Models of Volatility 0 0 0 0 0 0 4 11
Spectral Analysis and Linear Filters 0 0 0 0 0 2 3 5
State-Space Models and the Kalman Filter 0 0 0 2 0 3 6 19
Stationary Time Series Models: Vector Autoregressive Moving-Average Processes (VARMA Processes) 0 0 0 0 0 6 8 19
Total Chapters 0 0 1 3 5 41 64 207

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-03-04