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 0 4 14 261
Are Eastern European countries catching up? Time series evidence for Czech Republic, Hungary, and Poland 0 0 0 131 0 3 5 298
Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates 0 0 0 78 2 18 22 314
Bootstrap co-integration rank testing: the role of deterministic variables and initial values in the bootstrap recursion 0 0 0 77 0 4 9 245
Bootstrapping systems cointegration tests with a prior adjustment for deterministic terms 0 0 0 105 0 9 12 355
Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order 0 0 0 53 3 8 10 142
Break Date Estimation and Cointegration Testing in VAR Processes with Level Shift 0 0 0 331 0 3 6 753
Codependence and Cointegration 0 0 0 70 0 4 4 84
Codependent VAR Models and the Pseudo-Structural Form 0 0 0 10 1 6 11 129
Codependent VAR Models and the Pseudo-Structural Form 0 0 0 17 0 3 12 79
Cointegrated VARMA models and forecasting US interest rates 0 0 0 159 2 15 17 384
Comparison of Tests for the Cointegrating Rank of a VAR Process with a Structural Shift 0 0 0 203 2 10 12 556
Comparison of tests for the cointegrating rank of a VAR process with a structural shift 0 0 0 49 1 6 12 267
Determining p-values for Systems Cointegration Tests With a Prior Adjustment for Deterministic Terms 0 0 0 30 0 7 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 0 35 2 14 23 202
Forecasting VARs, model selection, and shrinkage 0 1 1 64 1 10 16 153
Identifying the Shocks behind Business Cycle Asynchrony in Euroland 0 0 0 10 0 3 8 85
Identifying the Shocks behind Business Cycle Asynchrony in Euroland 0 0 1 24 1 6 12 120
Inference in VARs with Conditional Heteroskedasticity of Unknown Form 0 0 0 30 1 9 13 161
Inference in VARs with Conditional Heteroskedasticity of Unknown Form 0 0 0 123 1 9 23 236
Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process 0 0 3 762 1 7 23 3,715
On the Identification of Codependent VAR and VEC Models 0 0 0 61 0 7 7 122
On the identification of multivariate correlated unobserved components models 0 0 0 43 1 4 8 72
Testing for Codependence of Non-Stationary Variables 0 0 0 57 0 5 11 134
Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break 0 0 0 139 0 10 13 421
Testing for the cointegrating rank of a VAR process with level shift and trend break 0 0 0 136 0 18 22 317
Testing for the cointegrating rank of a VAR process with level shift at unknown time 0 0 0 123 0 4 7 540
The Polish crawling peg system: A cointegration analysis 0 0 1 107 0 3 16 751
The effects of ignoring level shifts on systems cointegration tests 0 0 0 2 3 10 13 61
VAR modeling for dynamic semiparametric factors of volatility strings 0 0 0 105 0 1 5 329
Which factors are behind Germany's labour market upswing? 0 0 0 59 2 5 9 64
Total Working Papers 0 1 6 3,518 24 227 391 12,519

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 2 7 11 63
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 4 8 115
BREAK DATE ESTIMATION FOR VAR PROCESSES WITH LEVEL SHIFT WITH AN APPLICATION TO COINTEGRATION TESTING 0 0 0 19 1 9 10 93
Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates 0 0 0 5 0 8 10 51
Bootstrap Cointegration Rank Testing: The Role of Deterministic Variables and Initial Values in the Bootstrap Recursion 0 0 0 12 1 5 7 81
Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order 0 0 0 21 1 5 7 96
Codependent VAR models and the pseudo-structural form 0 0 0 6 0 4 9 58
Comparison of tests for the cointegrating rank of a VAR process with a structural shift 0 0 1 98 0 2 9 278
Determining p-values for systems cointegration tests with a prior adjustment for deterministic terms 0 0 0 34 0 1 3 150
Economic integration across borders: The Polish interwar economy 1921–1937 0 0 1 66 2 5 8 285
Identifying shocks to business cycles with asynchronous propagation 0 0 1 7 1 7 13 41
Inference in VARs with conditional heteroskedasticity of unknown form 1 3 6 145 1 8 25 377
Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process 0 0 0 20 1 6 12 2,488
ON THE PROPERTIES OF SOME TESTS FOR COMMON STOCHASTIC TRENDS 0 0 0 6 0 1 2 48
On the identification of multivariate correlated unobserved components models 0 0 1 20 1 5 15 103
Simple Identification and Specification of Cointegrated Varma Models 0 0 0 12 0 0 1 38
Structural inference in sparse high-dimensional vector autoregressions 0 0 1 3 1 5 7 20
Testing for codependence of cointegrated variables 0 0 0 16 0 1 6 92
Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break 0 0 0 59 0 2 7 183
Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time 0 0 0 425 0 6 9 1,275
The Effects of Ignoring Level Shifts on Systems Cointegration Tests 0 0 0 13 0 4 8 90
The Polish exchange rate system: A unit root and cointegration analysis 0 0 0 119 0 2 3 677
VAR Modeling for Dynamic Loadings Driving Volatility Strings 0 0 0 16 1 4 9 112
Which factors were behind Germany's labour market upswing? A data‐driven approach 0 0 0 4 3 8 16 25
Total Journal Articles 1 3 11 1,183 16 115 223 6,908

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Statistics updated 2026-04-09