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 15 262
Are Eastern European countries catching up? Time series evidence for Czech Republic, Hungary, and Poland 0 0 0 131 0 0 8 302
Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates 0 0 0 78 0 0 27 319
Bootstrap co-integration rank testing: the role of deterministic variables and initial values in the bootstrap recursion 0 0 0 77 0 0 15 252
Bootstrapping systems cointegration tests with a prior adjustment for deterministic terms 0 0 0 105 2 3 17 362
Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order 0 0 0 53 0 0 16 148
Break Date Estimation and Cointegration Testing in VAR Processes with Level Shift 0 1 1 332 0 1 9 757
Codependence and Cointegration 0 0 0 70 0 0 5 85
Codependent VAR Models and the Pseudo-Structural Form 0 0 0 17 1 1 16 83
Codependent VAR Models and the Pseudo-Structural Form 0 0 0 10 1 1 13 132
Cointegrated VARMA models and forecasting US interest rates 0 0 0 159 0 1 21 388
Comparison of Tests for the Cointegrating Rank of a VAR Process with a Structural Shift 0 0 0 203 2 3 17 563
Comparison of tests for the cointegrating rank of a VAR process with a structural shift 0 0 0 49 0 0 7 267
Determining p-values for Systems Cointegration Tests With a Prior Adjustment for Deterministic Terms 0 0 0 30 0 1 15 173
Economic Integration in Interwar Poland - A Threshold Cointegration Analysis of the Law of One Price for Poland (1924-1937) 0 0 0 234 0 1 7 1,003
Economic integration across borders: the Polish interwar economy 1921-1937 0 0 0 35 0 0 25 205
Forecasting VARs, model selection, and shrinkage 0 0 1 64 0 2 21 158
Identifying the Shocks behind Business Cycle Asynchrony in Euroland 0 0 0 24 0 0 18 128
Identifying the Shocks behind Business Cycle Asynchrony in Euroland 0 0 0 10 1 1 8 86
Inference in VARs with Conditional Heteroskedasticity of Unknown Form 0 0 0 30 0 1 15 163
Inference in VARs with Conditional Heteroskedasticity of Unknown Form 0 0 0 123 1 4 25 246
Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process 3 4 5 767 4 6 25 3,728
On the Identification of Codependent VAR and VEC Models 0 0 0 61 0 2 12 127
On the identification of multivariate correlated unobserved components models 0 0 0 43 0 2 10 76
Testing for Codependence of Non-Stationary Variables 0 0 0 57 0 0 13 136
Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break 0 0 0 139 0 1 14 424
Testing for the cointegrating rank of a VAR process with level shift and trend break 0 0 0 136 0 1 23 318
Testing for the cointegrating rank of a VAR process with level shift at unknown time 0 0 0 123 0 0 8 542
The Polish crawling peg system: A cointegration analysis 0 0 1 107 0 1 13 755
The effects of ignoring level shifts on systems cointegration tests 0 0 0 2 0 1 15 63
VAR modeling for dynamic semiparametric factors of volatility strings 0 0 0 105 0 0 9 333
Which factors are behind Germany's labour market upswing? 0 0 0 59 1 2 17 72
Total Working Papers 3 5 8 3,524 14 37 479 12,656

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 3 16 68
Are Eastern European Countries Catching Up? Time Series Evidence for Czech Republic, Hungary and Poland 0 0 0 11 0 1 12 74
BOOTSTRAPPING SYSTEMS COINTEGRATION TESTS WITH A PRIOR ADJUSTMENT FOR DETERMINISTIC TERMS 0 0 0 28 0 0 6 115
BREAK DATE ESTIMATION FOR VAR PROCESSES WITH LEVEL SHIFT WITH AN APPLICATION TO COINTEGRATION TESTING 0 0 0 19 0 0 15 98
Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates 0 0 0 5 1 3 13 55
Bootstrap Cointegration Rank Testing: The Role of Deterministic Variables and Initial Values in the Bootstrap Recursion 0 0 0 12 0 2 14 90
Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order 0 0 0 21 0 0 11 101
Codependent VAR models and the pseudo-structural form 0 0 0 6 0 2 13 63
Comparison of tests for the cointegrating rank of a VAR process with a structural shift 0 0 0 98 0 2 14 284
Determining p-values for systems cointegration tests with a prior adjustment for deterministic terms 0 0 0 34 0 0 6 153
Economic integration across borders: The Polish interwar economy 1921–1937 0 0 0 66 0 2 14 292
Identifying shocks to business cycles with asynchronous propagation 0 1 2 8 0 1 11 42
Inference in VARs with conditional heteroskedasticity of unknown form 0 2 6 148 2 6 32 391
Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process 0 0 0 20 0 2 17 2,495
ON THE PROPERTIES OF SOME TESTS FOR COMMON STOCHASTIC TRENDS 0 0 0 6 0 1 4 50
On the identification of multivariate correlated unobserved components models 0 1 1 21 0 1 17 109
Simple Identification and Specification of Cointegrated Varma Models 0 0 0 12 0 0 2 39
Structural inference in sparse high-dimensional vector autoregressions 0 0 2 5 1 1 16 30
Testing for codependence of cointegrated variables 0 0 0 16 0 1 6 93
Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break 0 0 0 59 0 0 5 184
Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time 0 0 0 425 0 1 13 1,280
The Effects of Ignoring Level Shifts on Systems Cointegration Tests 0 0 0 13 0 2 11 93
The Polish exchange rate system: A unit root and cointegration analysis 0 0 0 119 0 0 8 682
VAR Modeling for Dynamic Loadings Driving Volatility Strings 0 0 0 16 2 2 10 114
Which factors were behind Germany's labour market upswing? A data‐driven approach 0 0 0 4 0 0 18 29
Total Journal Articles 0 4 11 1,190 8 33 304 7,024

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Statistics updated 2026-10-11