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 0 10 422
A Large Deviation Approach to the Measurement of Mobility 0 0 0 47 1 1 5 192
A Topological View on the Identification of Structural Vector Autoregressions 0 0 0 52 1 11 19 75
Business Cycles in Open Economies. Stylized Facts for Austria and Germany 0 0 0 69 1 1 6 189
Dynamics of Total Factor Productivities 0 0 0 0 3 3 7 183
Equilibrium Mobility 0 0 0 67 2 4 8 308
Evaluating Theories of Income Dynamics: A Probabilistic Approach 0 0 1 111 5 8 20 705
Evaluating Theories of the Income Dynamics: A Probabilistic Approach 0 0 0 25 2 2 9 190
Externalities in U.S. Manufacturing 0 0 0 48 1 2 8 246
International Real Interest Rate Equalization: A Multivariate Time Series Approach 0 0 0 0 4 7 13 309
Intertemporal Nonseparability, Liquidity Constraints, and Seasonality of Aggregate Consumer Expenditures: An Empirical Investigation 0 0 0 0 2 2 7 104
Prognose uni- und multivariater Zeitreihen 0 0 0 308 2 2 11 945
Savings, Social Security and Bequests in an OLG Model. A Simulation Exercise for Austria 0 0 0 0 0 0 6 458
Testing the Long-Run Implications of the Neoclassical Growth Model 0 0 0 0 0 2 3 457
Testing the Neoclassical Growth Model by Means of Cointegration 0 0 0 0 2 2 4 234
The New Keynesian Model with Stochastically Varying Policies 0 0 0 29 4 7 12 51
Time Varying Rational Expectations Models: Solutions, Stability, Numerical Implementation 0 0 0 30 3 5 9 74
Total Working Papers 0 0 1 877 33 59 157 5,142

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 1 1 5 255
A Multisectoral Log-Linear Model of Economic Growth with Marshallian Externalities 0 0 0 68 5 5 9 280
A forecasting comparison of some var techniques 0 0 0 53 1 4 7 177
A topological view on the identification of structural vector autoregressions 0 0 0 12 4 5 9 55
An algebraic interpretation of cointegration 0 0 0 41 0 1 4 111
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 1 4 8 23
Business cycles in open economies: Stylized facts for Austria and Germany 0 0 0 75 1 1 7 214
Cointegration in a Macroeconomic System 0 0 1 98 2 4 11 520
Dynamics of Total Factor Productivities 0 0 0 9 3 4 11 75
Improving Models of Income Dynamics using Cross-Section-Information 0 0 1 40 6 8 17 180
Interdependencies of US manufacturing sectoral TFPs: A spatial VAR approach 0 0 1 69 1 1 9 188
International Real Interest Rate Equalization: A Multivariate Time-Series Approach 0 0 0 138 0 2 7 456
Intertemporal Nonseparability, Liquidity Constraints, and Seasonality of Aggregate Consumer Expenditures: An Empirical Investigation 0 0 0 0 1 1 2 81
Manufacturing Growth And Financial Development: Evidence From Oecd Countries 0 0 1 634 2 3 17 1,544
Measuring the Natural Output Level by DSGE Models: An Empirical Investigation for Switzerland 0 0 0 123 2 5 10 556
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 4 4 9 102
Savings, social security, and bequests in an OLG model. A simulation exercise for Austria 0 0 0 7 0 2 9 49
Savings, social security, and bequests in an OLG model. A simulation exercise for Austria 0 0 1 25 1 1 8 87
THE ROLE OF SECTORAL SHIFTS IN THE DECLINE OF REAL GDP VOLATILITY 0 0 0 31 2 2 7 84
Testing the long-run implications of the neoclassical growth model 0 0 0 116 2 2 10 268
The decline in volatility of US GDP growth 0 0 0 41 2 4 8 166
Time–varying rational expectations models 0 0 0 8 0 0 5 63
Total Journal Articles 0 0 5 1,804 41 64 202 6,482

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 8 26 213
Total Books 0 0 0 1 3 8 26 213

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 1 4 9 17
Cointegration 0 0 0 0 1 2 4 14
Definitions and Stationarity 0 0 0 0 1 1 3 10
Estimation of ARMA Models 0 0 0 0 4 4 7 20
Estimation of Mean and Covariance Function 0 0 0 0 3 3 7 14
Estimation of Vector Autoregressive Models 0 0 0 0 1 1 2 11
Estimation of the Mean and the Autocorrelation Function 0 0 0 0 1 2 5 11
Forecasting Stationary Processes 0 0 0 0 1 2 6 12
Forecasting with VAR Models 0 0 0 1 1 2 3 6
Generalizations of Linear Time Series Models 0 0 0 0 2 2 3 7
Integrated Processes 0 0 0 0 2 2 5 14
Interpretation and Identification of VAR Models 0 0 0 0 4 5 6 21
Introduction 0 0 0 0 1 1 2 2
Introduction and Basic Theoretical Concepts 0 0 0 0 1 3 7 23
Models of Volatility 0 0 0 0 1 1 5 12
Spectral Analysis and Linear Filters 0 0 0 0 0 1 4 6
State-Space Models and the Kalman Filter 0 0 0 2 4 4 10 23
Stationary Time Series Models: Vector Autoregressive Moving-Average Processes (VARMA Processes) 0 0 0 0 1 3 11 22
Total Chapters 0 0 0 3 30 43 99 245

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Statistics updated 2026-05-06