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 0 14 261
Are Eastern European countries catching up? Time series evidence for Czech Republic, Hungary, and Poland 0 0 0 131 0 3 8 301
Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates 0 0 0 78 1 6 26 318
Bootstrap co-integration rank testing: the role of deterministic variables and initial values in the bootstrap recursion 0 0 0 77 3 6 14 251
Bootstrapping systems cointegration tests with a prior adjustment for deterministic terms 0 0 0 105 1 3 14 358
Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order 0 0 0 53 0 9 16 148
Break Date Estimation and Cointegration Testing in VAR Processes with Level Shift 0 0 0 331 1 3 9 756
Codependence and Cointegration 0 0 0 70 0 1 5 85
Codependent VAR Models and the Pseudo-Structural Form 0 0 0 17 1 3 15 82
Codependent VAR Models and the Pseudo-Structural Form 0 0 0 10 0 3 12 131
Cointegrated VARMA models and forecasting US interest rates 0 0 0 159 1 5 20 387
Comparison of Tests for the Cointegrating Rank of a VAR Process with a Structural Shift 0 0 0 203 1 5 14 559
Comparison of tests for the cointegrating rank of a VAR process with a structural shift 0 0 0 49 0 1 10 267
Determining p-values for Systems Cointegration Tests With a Prior Adjustment for Deterministic Terms 0 0 0 30 1 4 15 172
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 6 1,002
Economic integration across borders: the Polish interwar economy 1921-1937 0 0 0 35 1 4 25 204
Forecasting VARs, model selection, and shrinkage 0 0 1 64 0 4 19 156
Identifying the Shocks behind Business Cycle Asynchrony in Euroland 0 0 1 24 3 9 20 128
Identifying the Shocks behind Business Cycle Asynchrony in Euroland 0 0 0 10 0 0 8 85
Inference in VARs with Conditional Heteroskedasticity of Unknown Form 0 0 0 30 0 2 14 162
Inference in VARs with Conditional Heteroskedasticity of Unknown Form 0 0 0 123 1 6 27 241
Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process 1 1 2 763 2 8 26 3,722
On the Identification of Codependent VAR and VEC Models 0 0 0 61 0 3 10 125
On the identification of multivariate correlated unobserved components models 0 0 0 43 1 3 9 74
Testing for Codependence of Non-Stationary Variables 0 0 0 57 0 2 13 136
Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break 0 0 0 139 0 2 14 423
Testing for the cointegrating rank of a VAR process with level shift and trend break 0 0 0 136 0 0 22 317
Testing for the cointegrating rank of a VAR process with level shift at unknown time 0 0 0 123 0 2 8 542
The Polish crawling peg system: A cointegration analysis 0 0 1 107 0 3 18 754
The effects of ignoring level shifts on systems cointegration tests 0 0 0 2 1 4 14 62
VAR modeling for dynamic semiparametric factors of volatility strings 0 0 0 105 1 4 9 333
Which factors are behind Germany's labour market upswing? 0 0 0 59 1 7 14 69
Total Working Papers 1 1 5 3,519 21 116 468 12,611

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 13 65
Are Eastern European Countries Catching Up? Time Series Evidence for Czech Republic, Hungary and Poland 0 0 0 11 0 2 9 71
BOOTSTRAPPING SYSTEMS COINTEGRATION TESTS WITH A PRIOR ADJUSTMENT FOR DETERMINISTIC TERMS 0 0 0 28 0 0 8 115
BREAK DATE ESTIMATION FOR VAR PROCESSES WITH LEVEL SHIFT WITH AN APPLICATION TO COINTEGRATION TESTING 0 0 0 19 0 6 15 98
Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates 0 0 0 5 0 1 11 52
Bootstrap Cointegration Rank Testing: The Role of Deterministic Variables and Initial Values in the Bootstrap Recursion 0 0 0 12 1 8 13 88
Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order 0 0 0 21 1 6 12 101
Codependent VAR models and the pseudo-structural form 0 0 0 6 0 2 10 60
Comparison of tests for the cointegrating rank of a VAR process with a structural shift 0 0 0 98 1 2 10 280
Determining p-values for systems cointegration tests with a prior adjustment for deterministic terms 0 0 0 34 1 2 5 152
Economic integration across borders: The Polish interwar economy 1921–1937 0 0 0 66 1 4 9 287
Identifying shocks to business cycles with asynchronous propagation 0 0 1 7 0 1 13 41
Inference in VARs with conditional heteroskedasticity of unknown form 0 2 4 146 3 7 27 383
Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process 0 0 0 20 0 6 15 2,493
ON THE PROPERTIES OF SOME TESTS FOR COMMON STOCHASTIC TRENDS 0 0 0 6 0 1 3 49
On the identification of multivariate correlated unobserved components models 0 0 1 20 1 6 20 108
Simple Identification and Specification of Cointegrated Varma Models 0 0 0 12 0 1 2 39
Structural inference in sparse high-dimensional vector autoregressions 2 2 2 5 4 9 14 28
Testing for codependence of cointegrated variables 0 0 0 16 0 0 6 92
Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break 0 0 0 59 0 1 7 184
Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time 0 0 0 425 1 3 12 1,278
The Effects of Ignoring Level Shifts on Systems Cointegration Tests 0 0 0 13 0 1 9 91
The Polish exchange rate system: A unit root and cointegration analysis 0 0 0 119 0 4 7 681
VAR Modeling for Dynamic Loadings Driving Volatility Strings 0 0 0 16 0 1 9 112
Which factors were behind Germany's labour market upswing? A data‐driven approach 0 0 0 4 1 6 17 28
Total Journal Articles 2 4 8 1,186 15 84 276 6,976

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Statistics updated 2026-06-04