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 1 2 248
Are Eastern European countries catching up? Time series evidence for Czech Republic, Hungary, and Poland 0 0 0 131 0 1 2 294
Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates 0 0 0 78 0 0 0 292
Bootstrap co-integration rank testing: the role of deterministic variables and initial values in the bootstrap recursion 0 0 0 77 3 3 8 240
Bootstrapping systems cointegration tests with a prior adjustment for deterministic terms 0 0 0 105 0 1 3 345
Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order 0 0 0 53 1 1 1 133
Break Date Estimation and Cointegration Testing in VAR Processes with Level Shift 0 0 0 331 1 2 2 749
Codependence and Cointegration 0 0 0 70 0 0 0 80
Codependent VAR Models and the Pseudo-Structural Form 0 0 0 17 1 1 3 68
Codependent VAR Models and the Pseudo-Structural Form 0 0 0 10 2 2 5 121
Cointegrated VARMA models and forecasting US interest rates 0 0 0 159 0 0 1 367
Comparison of Tests for the Cointegrating Rank of a VAR Process with a Structural Shift 0 0 0 203 0 1 2 546
Comparison of tests for the cointegrating rank of a VAR process with a structural shift 0 0 0 49 0 1 5 260
Determining p-values for Systems Cointegration Tests With a Prior Adjustment for Deterministic Terms 0 0 0 30 0 0 2 158
Economic Integration in Interwar Poland - A Threshold Cointegration Analysis of the Law of One Price for Poland (1924-1937) 0 0 0 234 1 1 1 997
Economic integration across borders: the Polish interwar economy 1921-1937 0 0 2 35 0 0 5 180
Forecasting VARs, model selection, and shrinkage 0 0 2 63 3 3 6 140
Identifying the Shocks behind Business Cycle Asynchrony in Euroland 0 0 0 10 0 0 1 78
Identifying the Shocks behind Business Cycle Asynchrony in Euroland 0 1 1 24 0 2 2 110
Inference in VARs with Conditional Heteroskedasticity of Unknown Form 0 0 1 123 2 5 14 223
Inference in VARs with Conditional Heteroskedasticity of Unknown Form 0 0 1 30 1 1 3 149
Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process 0 0 4 762 1 5 22 3,704
On the Identification of Codependent VAR and VEC Models 0 0 0 61 0 0 1 115
On the identification of multivariate correlated unobserved components models 0 0 0 43 1 2 4 67
Testing for Codependence of Non-Stationary Variables 0 0 0 57 2 2 2 125
Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break 0 0 0 139 0 1 2 410
Testing for the cointegrating rank of a VAR process with level shift and trend break 0 0 1 136 0 0 1 295
Testing for the cointegrating rank of a VAR process with level shift at unknown time 0 0 1 123 0 0 3 534
The Polish crawling peg system: A cointegration analysis 0 0 2 106 0 3 10 742
The effects of ignoring level shifts on systems cointegration tests 0 0 0 2 0 0 0 48
VAR modeling for dynamic semiparametric factors of volatility strings 0 0 0 105 0 0 0 324
Which factors are behind Germany's labour market upswing? 0 0 0 59 0 0 1 55
Total Working Papers 0 1 15 3,516 20 39 114 12,197

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 4 4 4 56
Are Eastern European Countries Catching Up? Time Series Evidence for Czech Republic, Hungary and Poland 0 0 0 11 0 0 2 62
BOOTSTRAPPING SYSTEMS COINTEGRATION TESTS WITH A PRIOR ADJUSTMENT FOR DETERMINISTIC TERMS 0 0 0 28 0 0 5 109
BREAK DATE ESTIMATION FOR VAR PROCESSES WITH LEVEL SHIFT WITH AN APPLICATION TO COINTEGRATION TESTING 0 0 0 19 1 1 1 84
Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates 0 0 0 5 0 0 1 42
Bootstrap Cointegration Rank Testing: The Role of Deterministic Variables and Initial Values in the Bootstrap Recursion 0 0 0 12 0 0 2 76
Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order 0 0 0 21 0 1 1 90
Codependent VAR models and the pseudo-structural form 0 0 0 6 1 1 6 51
Comparison of tests for the cointegrating rank of a VAR process with a structural shift 0 0 1 98 0 0 1 270
Determining p-values for systems cointegration tests with a prior adjustment for deterministic terms 0 0 1 34 0 0 2 147
Economic integration across borders: The Polish interwar economy 1921–1937 0 0 1 66 0 0 1 278
Identifying shocks to business cycles with asynchronous propagation 0 0 0 6 2 4 5 33
Inference in VARs with conditional heteroskedasticity of unknown form 0 0 5 142 4 6 16 363
Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process 0 0 0 20 0 0 6 2,478
ON THE PROPERTIES OF SOME TESTS FOR COMMON STOCHASTIC TRENDS 0 0 0 6 0 0 1 46
On the identification of multivariate correlated unobserved components models 0 0 1 20 0 1 5 92
Simple Identification and Specification of Cointegrated Varma Models 0 0 0 12 0 0 0 37
Structural inference in sparse high-dimensional vector autoregressions 0 0 1 3 0 0 1 14
Testing for codependence of cointegrated variables 0 0 0 16 1 1 2 88
Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break 0 0 0 59 1 2 5 180
Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time 0 0 0 425 1 2 2 1,268
The Effects of Ignoring Level Shifts on Systems Cointegration Tests 0 0 0 13 2 2 2 84
The Polish exchange rate system: A unit root and cointegration analysis 0 0 0 119 0 0 0 674
VAR Modeling for Dynamic Loadings Driving Volatility Strings 0 0 0 16 0 1 1 104
Which factors were behind Germany's labour market upswing? A data‐driven approach 0 0 1 4 0 0 4 11
Total Journal Articles 0 0 11 1,179 17 26 76 6,737

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Statistics updated 2025-11-08