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 3 187
A Large Deviation Approach to the Measurement of Mobility 0 0 0 91 0 1 1 413
A Topological View on the Identification of Structural Vector Autoregressions 0 0 0 52 0 1 2 57
Business Cycles in Open Economies. Stylized Facts for Austria and Germany 0 0 0 69 1 1 2 184
Dynamics of Total Factor Productivities 0 0 0 0 0 0 0 176
Equilibrium Mobility 0 0 0 67 0 0 1 300
Evaluating Theories of Income Dynamics: A Probabilistic Approach 0 0 2 111 0 0 3 686
Evaluating Theories of the Income Dynamics: A Probabilistic Approach 0 0 0 25 0 0 0 181
Externalities in U.S. Manufacturing 0 0 0 48 2 2 2 240
International Real Interest Rate Equalization: A Multivariate Time Series Approach 0 0 0 0 0 1 1 297
Intertemporal Nonseparability, Liquidity Constraints, and Seasonality of Aggregate Consumer Expenditures: An Empirical Investigation 0 0 0 0 0 0 0 97
Prognose uni- und multivariater Zeitreihen 0 0 0 308 0 2 2 936
Savings, Social Security and Bequests in an OLG Model. A Simulation Exercise for Austria 0 0 0 0 0 0 14 453
Testing the Long-Run Implications of the Neoclassical Growth Model 0 0 0 0 0 0 2 454
Testing the Neoclassical Growth Model by Means of Cointegration 0 0 0 0 0 1 2 231
The New Keynesian Model with Stochastically Varying Policies 0 0 0 29 0 0 0 39
Time Varying Rational Expectations Models: Solutions, Stability, Numerical Implementation 0 0 0 30 0 0 0 65
Total Working Papers 0 0 2 877 3 9 35 4,996

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 2 251
A Multisectoral Log-Linear Model of Economic Growth with Marshallian Externalities 0 0 0 68 0 1 1 272
A forecasting comparison of some var techniques 0 0 1 53 0 0 3 170
A topological view on the identification of structural vector autoregressions 0 0 0 12 0 1 1 47
An algebraic interpretation of cointegration 0 0 0 41 0 1 2 108
An investigation into a non-linear stochastic trend model 0 0 0 147 0 2 3 905
Business cycles in open economies: A reply 0 0 0 2 0 0 0 15
Business cycles in open economies: Stylized facts for Austria and Germany 0 0 0 75 0 1 1 208
Cointegration in a Macroeconomic System 0 0 2 98 0 0 3 510
Dynamics of Total Factor Productivities 0 0 0 9 1 1 2 65
Improving Models of Income Dynamics using Cross-Section-Information 0 0 0 39 0 0 1 163
Interdependencies of US manufacturing sectoral TFPs: A spatial VAR approach 0 1 1 69 0 6 9 185
International Real Interest Rate Equalization: A Multivariate Time-Series Approach 0 0 0 138 0 1 1 450
Intertemporal Nonseparability, Liquidity Constraints, and Seasonality of Aggregate Consumer Expenditures: An Empirical Investigation 0 0 0 0 0 0 0 79
Manufacturing Growth And Financial Development: Evidence From Oecd Countries 0 1 4 634 2 3 15 1,530
Measuring the Natural Output Level by DSGE Models: An Empirical Investigation for Switzerland 0 0 0 123 0 0 1 546
Multiple partial adjustment of portfolios under rational expectations 0 0 0 1 0 1 2 33
On the equivalence of quantitative trade restrictions and tariffs 0 0 0 16 0 0 1 93
Savings, social security, and bequests in an OLG model. A simulation exercise for Austria 0 0 0 24 0 1 2 80
Savings, social security, and bequests in an OLG model. A simulation exercise for Austria 0 0 1 7 0 1 2 41
THE ROLE OF SECTORAL SHIFTS IN THE DECLINE OF REAL GDP VOLATILITY 0 0 1 31 0 2 3 79
Testing the long-run implications of the neoclassical growth model 0 0 1 116 0 0 7 258
The decline in volatility of US GDP growth 0 0 0 41 0 0 1 158
Time–varying rational expectations models 0 0 1 8 0 2 6 60
Total Journal Articles 0 2 12 1,802 4 25 69 6,306

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Time Series Econometrics 0 0 1 1 2 6 23 194
Total Books 0 0 1 1 2 6 23 194

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 1 2 9
Cointegration 0 0 0 0 0 0 1 10
Definitions and Stationarity 0 0 0 0 0 0 1 7
Estimation of ARMA Models 0 0 0 0 0 0 0 13
Estimation of Mean and Covariance Function 0 0 0 0 1 2 2 9
Estimation of Vector Autoregressive Models 0 0 0 0 0 0 2 9
Estimation of the Mean and the Autocorrelation Function 0 0 0 0 0 0 1 6
Forecasting Stationary Processes 0 0 0 0 0 0 2 7
Forecasting with VAR Models 0 0 1 1 0 0 1 3
Generalizations of Linear Time Series Models 0 0 0 0 0 0 1 4
Integrated Processes 0 0 0 0 0 1 1 10
Interpretation and Identification of VAR Models 0 0 0 0 0 0 3 15
Introduction 0 0 0 0 0 0 0 0
Introduction and Basic Theoretical Concepts 0 0 0 0 1 1 4 17
Models of Volatility 0 0 0 0 3 3 5 10
Spectral Analysis and Linear Filters 0 0 0 0 0 0 0 2
State-Space Models and the Kalman Filter 0 0 0 2 1 1 2 14
Stationary Time Series Models: Vector Autoregressive Moving-Average Processes (VARMA Processes) 0 0 0 0 0 0 0 11
Total Chapters 0 0 1 3 6 9 28 156

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Statistics updated 2025-09-05