Access Statistics for Carsten Trenkler

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 New Set of Critical Values for Systems Cointegration Tests with a Prior Adjustment for Deterministic Terms 0 0 0 90 1 2 4 240
Are Eastern European Countries Catching Up? Time Series Evidence for Czech Republic, Hungary, and Poland 0 0 1 131 0 0 9 285
Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates 0 0 0 78 0 3 6 284
Bootstrap co-integration rank testing: the role of deterministic variables and initial values in the bootstrap recursion 0 0 1 77 0 1 11 226
Bootstrapping Systems Cointegration Tests with a Prior Adjustment for Deterministic Terms 0 0 0 105 0 0 3 337
Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order 0 0 0 53 1 1 4 125
Break Date Estimation and Cointegration Testing in VAR Processes with Level Shift 0 0 0 331 1 1 3 742
Codependence and Cointegration 0 0 1 67 1 2 10 65
Codependent VAR Models and the Pseudo-Structural Form 0 0 0 17 0 0 6 62
Codependent VAR Models and the Pseudo-Structural Form 0 0 0 9 1 1 1 106
Cointegrated VARMA models and forecasting US interest rates 0 0 0 154 3 5 14 344
Comparison of Tests for the Cointegrating Rank of a VAR Process with a Structural Shift 0 0 0 203 0 0 2 537
Comparison of tests for the cointegrating rank of a VAR process with a structural shift 0 0 0 49 0 0 2 250
Determining p-values for Systems Cointegration Tests With a Prior Adjustment for Deterministic Terms 1 2 3 29 1 2 8 148
Economic Integration in Interwar Poland - A Threshold Cointegration Analysis of the Law of One Price for Poland (1924-1937) 0 0 1 232 0 1 4 982
Economic integration across borders: the Polish interwar economy 1921-1937 0 0 0 28 0 0 5 159
Forecasting VARs, model selection, and shrinkage 0 0 2 52 1 2 16 109
Identifying the Shocks behind Business Cycle Asynchrony in Euroland 0 0 0 22 2 2 7 106
Identifying the Shocks behind Business Cycle Asynchrony in Euroland 0 0 0 10 0 1 4 64
Inference in VARs with Conditional Heteroskedasticity of Unknown Form 1 1 2 19 2 4 14 108
Inference in VARs with Conditional Heteroskedasticity of Unknown Form 0 1 5 104 0 2 33 151
Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process 0 1 9 744 2 10 89 3,543
On the Identification of Codependent VAR and VEC Models 0 0 1 58 2 2 8 103
On the identification of multivariate correlated unobserved components models 0 0 0 41 2 3 14 50
Testing for Codependence of Non-Stationary Variables 0 0 0 57 0 1 3 117
Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break 0 0 1 133 0 0 5 286
Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break 0 0 1 139 1 1 4 405
Testing for the cointegrating rank of a VAR process with level shift at unknown time 1 1 2 120 1 2 8 519
The Polish crawling peg system: A cointegration analysis 0 1 4 95 4 6 44 669
The effects of ignoring level shifts on systems cointegration tests 0 1 1 2 0 1 5 47
VAR Modeling for Dynamic Semiparametric Factors of Volatility Strings 0 0 1 104 0 1 6 319
Total Working Papers 3 8 36 3,353 26 57 352 11,488

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A new set of critical values for systems cointegration tests with a prior adjustment for deterministic terms 2 2 4 15 2 2 11 45
Are Eastern European Countries Catching Up? Time Series Evidence for Czech Republic, Hungary and Poland 0 0 0 8 0 2 4 52
BOOTSTRAPPING SYSTEMS COINTEGRATION TESTS WITH A PRIOR ADJUSTMENT FOR DETERMINISTIC TERMS 0 0 0 27 0 1 2 94
BREAK DATE ESTIMATION FOR VAR PROCESSES WITH LEVEL SHIFT WITH AN APPLICATION TO COINTEGRATION TESTING 0 1 3 17 0 2 6 75
Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates 0 1 2 5 0 3 6 40
Bootstrap Cointegration Rank Testing: The Role of Deterministic Variables and Initial Values in the Bootstrap Recursion 0 0 0 11 0 0 2 68
Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order 0 0 0 20 0 0 3 79
Codependent VAR models and the pseudo-structural form 0 0 0 6 0 1 2 44
Comparison of tests for the cointegrating rank of a VAR process with a structural shift 0 0 0 96 0 0 0 258
Determining p-values for systems cointegration tests with a prior adjustment for deterministic terms 0 0 0 32 0 2 7 139
Economic integration across borders: The Polish interwar economy 1921–1937 0 0 0 62 0 1 6 266
Identifying shocks to business cycles with asynchronous propagation 0 0 0 0 2 3 5 5
Inference in VARs with conditional heteroskedasticity of unknown form 1 3 28 80 4 9 61 207
Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process 0 0 0 20 3 7 30 2,417
ON THE PROPERTIES OF SOME TESTS FOR COMMON STOCHASTIC TRENDS 0 1 1 6 0 2 10 43
On the identification of multivariate correlated unobserved components models 0 0 4 13 0 2 14 69
Simple Identification and Specification of Cointegrated Varma Models 0 0 0 11 1 1 3 34
Testing for codependence of cointegrated variables 0 0 0 16 0 1 6 83
Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break 0 0 1 58 0 0 7 169
Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time 0 0 1 419 1 3 10 1,252
The Effects of Ignoring Level Shifts on Systems Cointegration Tests 0 0 0 13 0 0 1 81
The Polish exchange rate system: A unit root and cointegration analysis 0 0 1 118 0 1 3 672
VAR Modeling for Dynamic Loadings Driving Volatility Strings 0 0 0 13 0 1 4 98
Total Journal Articles 3 8 45 1,066 13 44 203 6,290

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Statistics updated 2020-09-04