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 8 10 11 257
Are Eastern European countries catching up? Time series evidence for Czech Republic, Hungary, and Poland 0 0 0 131 1 1 3 295
Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates 0 0 0 78 2 4 4 296
Bootstrap co-integration rank testing: the role of deterministic variables and initial values in the bootstrap recursion 0 0 0 77 1 4 7 241
Bootstrapping systems cointegration tests with a prior adjustment for deterministic terms 0 0 0 105 1 1 3 346
Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order 0 0 0 53 0 2 2 134
Break Date Estimation and Cointegration Testing in VAR Processes with Level Shift 0 0 0 331 1 2 3 750
Codependence and Cointegration 0 0 0 70 0 0 0 80
Codependent VAR Models and the Pseudo-Structural Form 0 0 0 17 6 9 11 76
Codependent VAR Models and the Pseudo-Structural Form 0 0 0 10 2 4 7 123
Cointegrated VARMA models and forecasting US interest rates 0 0 0 159 1 2 3 369
Comparison of Tests for the Cointegrating Rank of a VAR Process with a Structural Shift 0 0 0 203 0 0 2 546
Comparison of tests for the cointegrating rank of a VAR process with a structural shift 0 0 0 49 0 1 6 261
Determining p-values for Systems Cointegration Tests With a Prior Adjustment for Deterministic Terms 0 0 0 30 2 3 5 161
Economic Integration in Interwar Poland - A Threshold Cointegration Analysis of the Law of One Price for Poland (1924-1937) 0 0 0 234 0 3 3 999
Economic integration across borders: the Polish interwar economy 1921-1937 0 0 2 35 7 8 12 188
Forecasting VARs, model selection, and shrinkage 0 0 1 63 3 6 7 143
Identifying the Shocks behind Business Cycle Asynchrony in Euroland 0 0 1 24 4 4 6 114
Identifying the Shocks behind Business Cycle Asynchrony in Euroland 0 0 0 10 3 4 5 82
Inference in VARs with Conditional Heteroskedasticity of Unknown Form 0 0 0 30 1 4 5 152
Inference in VARs with Conditional Heteroskedasticity of Unknown Form 0 0 1 123 2 6 15 227
Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process 0 0 4 762 1 5 22 3,708
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 0 2 5 68
Testing for Codependence of Non-Stationary Variables 0 0 0 57 3 6 6 129
Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break 0 0 0 139 1 1 3 411
Testing for the cointegrating rank of a VAR process with level shift and trend break 0 0 0 136 3 4 4 299
Testing for the cointegrating rank of a VAR process with level shift at unknown time 0 0 0 123 1 2 4 536
The Polish crawling peg system: A cointegration analysis 1 1 3 107 4 6 15 748
The effects of ignoring level shifts on systems cointegration tests 0 0 0 2 3 3 3 51
VAR modeling for dynamic semiparametric factors of volatility strings 0 0 0 105 2 4 4 328
Total Working Papers 1 1 12 3,458 63 111 187 12,233
1 registered items for which data could not be found

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 0 4 4 56
Are Eastern European Countries Catching Up? Time Series Evidence for Czech Republic, Hungary and Poland 0 0 0 11 0 1 3 63
BOOTSTRAPPING SYSTEMS COINTEGRATION TESTS WITH A PRIOR ADJUSTMENT FOR DETERMINISTIC TERMS 0 0 0 28 1 2 7 111
BREAK DATE ESTIMATION FOR VAR PROCESSES WITH LEVEL SHIFT WITH AN APPLICATION TO COINTEGRATION TESTING 0 0 0 19 0 1 1 84
Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates 0 0 0 5 1 1 2 43
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 2 91
Codependent VAR models and the pseudo-structural form 0 0 0 6 1 4 9 54
Comparison of tests for the cointegrating rank of a VAR process with a structural shift 0 0 1 98 2 6 7 276
Determining p-values for systems cointegration tests with a prior adjustment for deterministic terms 0 0 1 34 1 2 3 149
Economic integration across borders: The Polish interwar economy 1921–1937 0 0 1 66 1 2 3 280
Identifying shocks to business cycles with asynchronous propagation 1 1 1 7 1 3 6 34
Inference in VARs with conditional heteroskedasticity of unknown form 0 0 3 142 4 10 18 369
Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process 0 0 0 20 1 4 9 2,482
ON THE PROPERTIES OF SOME TESTS FOR COMMON STOCHASTIC TRENDS 0 0 0 6 1 1 2 47
On the identification of multivariate correlated unobserved components models 0 0 1 20 5 6 11 98
Simple Identification and Specification of Cointegrated Varma Models 0 0 0 12 1 1 1 38
Structural inference in sparse high-dimensional vector autoregressions 0 0 1 3 1 1 2 15
Testing for codependence of cointegrated variables 0 0 0 16 1 4 5 91
Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break 0 0 0 59 1 2 5 181
Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time 0 0 0 425 1 2 3 1,269
The Effects of Ignoring Level Shifts on Systems Cointegration Tests 0 0 0 13 0 4 4 86
The Polish exchange rate system: A unit root and cointegration analysis 0 0 0 119 1 1 1 675
VAR Modeling for Dynamic Loadings Driving Volatility Strings 0 0 0 16 3 4 5 108
Which factors were behind Germany's labour market upswing? A data‐driven approach 0 0 0 4 1 6 9 17
Total Journal Articles 1 1 9 1,180 29 73 124 6,793

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Statistics updated 2026-01-09