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 1 2 247
Are Eastern European countries catching up? Time series evidence for Czech Republic, Hungary, and Poland 0 0 0 131 0 1 1 293
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 0 1 4 236
Bootstrapping systems cointegration tests with a prior adjustment for deterministic terms 0 0 0 105 1 1 2 344
Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order 0 0 0 53 0 0 2 132
Break Date Estimation and Cointegration Testing in VAR Processes with Level Shift 0 0 0 331 0 0 0 747
Codependence and Cointegration 0 0 0 70 0 0 1 80
Codependent VAR Models and the Pseudo-Structural Form 0 0 0 17 0 1 3 67
Codependent VAR Models and the Pseudo-Structural Form 0 0 0 10 1 1 3 119
Cointegrated VARMA models and forecasting US interest rates 0 0 0 159 0 0 3 367
Comparison of Tests for the Cointegrating Rank of a VAR Process with a Structural Shift 0 0 0 203 1 1 1 545
Comparison of tests for the cointegrating rank of a VAR process with a structural shift 0 0 0 49 2 2 2 257
Determining p-values for Systems Cointegration Tests With a Prior Adjustment for Deterministic Terms 0 0 0 30 0 0 2 157
Economic Integration in Interwar Poland - A Threshold Cointegration Analysis of the Law of One Price for Poland (1924-1937) 0 0 1 234 0 0 2 996
Economic integration across borders: the Polish interwar economy 1921-1937 0 2 2 35 0 2 6 179
Forecasting VARs, model selection, and shrinkage 0 1 2 63 0 1 5 137
Identifying the Shocks behind Business Cycle Asynchrony in Euroland 0 0 0 10 0 0 0 77
Identifying the Shocks behind Business Cycle Asynchrony in Euroland 0 0 0 23 0 0 0 108
Inference in VARs with Conditional Heteroskedasticity of Unknown Form 0 0 1 30 0 0 5 148
Inference in VARs with Conditional Heteroskedasticity of Unknown Form 0 0 6 123 1 1 12 214
Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process 2 2 4 761 2 5 20 3,694
On the Identification of Codependent VAR and VEC Models 0 0 0 61 0 1 1 115
On the identification of multivariate correlated unobserved components models 0 0 0 43 1 2 3 65
Testing for Codependence of Non-Stationary Variables 0 0 0 57 0 0 0 123
Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break 0 0 0 139 1 1 1 409
Testing for the cointegrating rank of a VAR process with level shift and trend break 0 0 2 136 0 0 2 295
Testing for the cointegrating rank of a VAR process with level shift at unknown time 0 0 1 123 0 1 2 533
The Polish crawling peg system: A cointegration analysis 0 2 4 106 1 3 8 736
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 2 55
Total Working Papers 2 7 23 3,514 11 26 95 12,139

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 0 1 52
Are Eastern European Countries Catching Up? Time Series Evidence for Czech Republic, Hungary and Poland 0 0 0 11 0 1 1 61
BOOTSTRAPPING SYSTEMS COINTEGRATION TESTS WITH A PRIOR ADJUSTMENT FOR DETERMINISTIC TERMS 0 0 0 28 0 3 3 107
BREAK DATE ESTIMATION FOR VAR PROCESSES WITH LEVEL SHIFT WITH AN APPLICATION TO COINTEGRATION TESTING 0 0 0 19 0 0 0 83
Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates 0 0 0 5 0 0 0 41
Bootstrap Cointegration Rank Testing: The Role of Deterministic Variables and Initial Values in the Bootstrap Recursion 0 0 0 12 0 0 0 74
Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order 0 0 0 21 0 0 3 89
Codependent VAR models and the pseudo-structural form 0 0 0 6 1 2 5 50
Comparison of tests for the cointegrating rank of a VAR process with a structural shift 1 1 1 98 1 1 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 1 1 1 66 1 1 1 278
Identifying shocks to business cycles with asynchronous propagation 0 0 0 6 0 0 3 28
Inference in VARs with conditional heteroskedasticity of unknown form 1 1 9 140 1 2 20 353
Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process 0 0 0 20 1 3 12 2,477
ON THE PROPERTIES OF SOME TESTS FOR COMMON STOCHASTIC TRENDS 0 0 0 6 0 1 1 46
On the identification of multivariate correlated unobserved components models 0 0 0 19 0 0 2 88
Simple Identification and Specification of Cointegrated Varma Models 0 0 0 12 0 0 0 37
Structural inference in sparse high-dimensional vector autoregressions 1 1 2 3 1 1 4 14
Testing for codependence of cointegrated variables 0 0 0 16 0 0 0 86
Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break 0 0 0 59 1 1 2 177
Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time 0 0 1 425 0 0 2 1,266
The Effects of Ignoring Level Shifts on Systems Cointegration Tests 0 0 0 13 0 0 0 82
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 0 0 103
Which factors were behind Germany's labour market upswing? A data‐driven approach 0 0 1 4 1 2 5 10
Total Journal Articles 4 4 16 1,176 8 18 68 6,693

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Statistics updated 2025-05-12