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 91 1 12 15 261
Are Eastern European countries catching up? Time series evidence for Czech Republic, Hungary, and Poland 0 0 0 131 0 4 5 298
Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates 0 0 0 78 8 18 20 312
Bootstrap co-integration rank testing: the role of deterministic variables and initial values in the bootstrap recursion 0 0 0 77 0 5 9 245
Bootstrapping systems cointegration tests with a prior adjustment for deterministic terms 0 0 0 105 2 10 12 355
Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order 0 0 0 53 1 5 7 139
Break Date Estimation and Cointegration Testing in VAR Processes with Level Shift 0 0 0 331 0 4 6 753
Codependence and Cointegration 0 0 0 70 1 4 4 84
Codependent VAR Models and the Pseudo-Structural Form 0 0 0 10 1 7 10 128
Codependent VAR Models and the Pseudo-Structural Form 0 0 0 17 0 9 12 79
Cointegrated VARMA models and forecasting US interest rates 0 0 0 159 6 14 15 382
Comparison of Tests for the Cointegrating Rank of a VAR Process with a Structural Shift 0 0 0 203 7 8 10 554
Comparison of tests for the cointegrating rank of a VAR process with a structural shift 0 0 0 49 1 5 11 266
Determining p-values for Systems Cointegration Tests With a Prior Adjustment for Deterministic Terms 0 0 0 30 0 9 11 168
Economic Integration in Interwar Poland - A Threshold Cointegration Analysis of the Law of One Price for Poland (1924-1937) 0 0 0 234 0 2 5 1,001
Economic integration across borders: the Polish interwar economy 1921-1937 0 0 1 35 1 19 22 200
Forecasting VARs, model selection, and shrinkage 1 1 1 64 2 12 15 152
Identifying the Shocks behind Business Cycle Asynchrony in Euroland 0 0 1 24 0 9 11 119
Identifying the Shocks behind Business Cycle Asynchrony in Euroland 0 0 0 10 1 6 8 85
Inference in VARs with Conditional Heteroskedasticity of Unknown Form 0 0 0 123 1 10 22 235
Inference in VARs with Conditional Heteroskedasticity of Unknown Form 0 0 0 30 2 9 12 160
Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process 0 0 3 762 3 7 22 3,714
On the Identification of Codependent VAR and VEC Models 0 0 0 61 3 7 7 122
On the identification of multivariate correlated unobserved components models 0 0 0 43 0 3 7 71
Testing for Codependence of Non-Stationary Variables 0 0 0 57 1 8 11 134
Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break 0 0 0 139 5 11 13 421
Testing for the cointegrating rank of a VAR process with level shift and trend break 0 0 0 136 8 21 22 317
Testing for the cointegrating rank of a VAR process with level shift at unknown time 0 0 0 123 2 5 7 540
The Polish crawling peg system: A cointegration analysis 0 1 1 107 0 7 16 751
The effects of ignoring level shifts on systems cointegration tests 0 0 0 2 2 10 10 58
VAR modeling for dynamic semiparametric factors of volatility strings 0 0 0 105 0 3 5 329
Which factors are behind Germany's labour market upswing? 0 0 0 59 2 5 7 62
Total Working Papers 1 2 7 3,518 61 268 369 12,495

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 0 0 0 18 1 5 9 61
Are Eastern European Countries Catching Up? Time Series Evidence for Czech Republic, Hungary and Poland 0 0 0 11 0 6 8 69
BOOTSTRAPPING SYSTEMS COINTEGRATION TESTS WITH A PRIOR ADJUSTMENT FOR DETERMINISTIC TERMS 0 0 0 28 0 5 11 115
BREAK DATE ESTIMATION FOR VAR PROCESSES WITH LEVEL SHIFT WITH AN APPLICATION TO COINTEGRATION TESTING 0 0 0 19 0 8 9 92
Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates 0 0 0 5 1 9 10 51
Bootstrap Cointegration Rank Testing: The Role of Deterministic Variables and Initial Values in the Bootstrap Recursion 0 0 0 12 0 4 6 80
Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order 0 0 0 21 0 4 6 95
Codependent VAR models and the pseudo-structural form 0 0 0 6 0 5 9 58
Comparison of tests for the cointegrating rank of a VAR process with a structural shift 0 0 1 98 0 4 9 278
Determining p-values for systems cointegration tests with a prior adjustment for deterministic terms 0 0 0 34 1 2 3 150
Economic integration across borders: The Polish interwar economy 1921–1937 0 0 1 66 0 4 6 283
Identifying shocks to business cycles with asynchronous propagation 0 1 1 7 5 7 12 40
Inference in VARs with conditional heteroskedasticity of unknown form 1 2 5 144 2 11 24 376
Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process 0 0 0 20 2 6 11 2,487
ON THE PROPERTIES OF SOME TESTS FOR COMMON STOCHASTIC TRENDS 0 0 0 6 0 2 2 48
On the identification of multivariate correlated unobserved components models 0 0 1 20 0 9 14 102
Simple Identification and Specification of Cointegrated Varma Models 0 0 0 12 0 1 1 38
Structural inference in sparse high-dimensional vector autoregressions 0 0 1 3 1 5 6 19
Testing for codependence of cointegrated variables 0 0 0 16 0 2 6 92
Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break 0 0 0 59 0 3 7 183
Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time 0 0 0 425 1 7 9 1,275
The Effects of Ignoring Level Shifts on Systems Cointegration Tests 0 0 0 13 2 4 8 90
The Polish exchange rate system: A unit root and cointegration analysis 0 0 0 119 0 3 3 677
VAR Modeling for Dynamic Loadings Driving Volatility Strings 0 0 0 16 2 6 8 111
Which factors were behind Germany's labour market upswing? A data‐driven approach 0 0 0 4 1 6 14 22
Total Journal Articles 1 3 10 1,182 19 128 211 6,892

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Statistics updated 2026-03-04