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 1 91 0 0 2 245
Are Eastern European Countries Catching Up? Time Series Evidence for Czech Republic, Hungary, and Poland 0 0 0 131 0 0 0 292
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 0 1 232
Bootstrapping Systems Cointegration Tests with a Prior Adjustment for Deterministic Terms 0 0 0 105 0 0 0 342
Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order 0 0 0 53 1 1 2 131
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 1 1 2 80
Codependent VAR Models and the Pseudo-Structural Form 0 0 0 17 1 1 1 65
Codependent VAR Models and the Pseudo-Structural Form 0 0 0 10 0 0 1 116
Cointegrated VARMA models and forecasting US interest rates 0 0 2 159 0 0 4 364
Comparison of Tests for the Cointegrating Rank of a VAR Process with a Structural Shift 0 0 0 203 0 0 2 544
Comparison of tests for the cointegrating rank of a VAR process with a structural shift 0 0 0 49 0 0 0 255
Determining p-values for Systems Cointegration Tests With a Prior Adjustment for Deterministic Terms 0 0 1 30 1 1 3 156
Economic Integration in Interwar Poland - A Threshold Cointegration Analysis of the Law of One Price for Poland (1924-1937) 0 0 0 233 0 0 0 994
Economic integration across borders: the Polish interwar economy 1921-1937 0 0 0 33 1 2 5 174
Forecasting VARs, model selection, and shrinkage 0 1 1 61 0 1 4 132
Identifying the Shocks behind Business Cycle Asynchrony in Euroland 0 0 0 10 0 0 1 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 1 2 29 0 1 9 143
Inference in VARs with Conditional Heteroskedasticity of Unknown Form 2 3 6 119 2 5 15 204
Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process 0 0 0 757 3 7 30 3,677
On the Identification of Codependent VAR and VEC Models 0 0 2 61 0 0 2 114
On the identification of multivariate correlated unobserved components models 0 1 1 43 0 1 2 62
Testing for Codependence of Non-Stationary Variables 0 0 0 57 0 1 2 123
Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break 0 0 0 139 0 0 0 408
Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break 0 0 0 134 0 0 1 293
Testing for the cointegrating rank of a VAR process with level shift at unknown time 0 0 0 122 0 0 2 531
The Polish crawling peg system: A cointegration analysis 1 1 1 103 2 2 6 730
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 1 59 1 2 7 54
Total Working Papers 3 7 18 3,494 13 26 104 12,057


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 2 18 0 0 3 51
Are Eastern European Countries Catching Up? Time Series Evidence for Czech Republic, Hungary and Poland 0 0 0 11 0 0 0 60
BOOTSTRAPPING SYSTEMS COINTEGRATION TESTS WITH A PRIOR ADJUSTMENT FOR DETERMINISTIC TERMS 0 0 0 28 0 0 2 104
BREAK DATE ESTIMATION FOR VAR PROCESSES WITH LEVEL SHIFT WITH AN APPLICATION TO COINTEGRATION TESTING 0 0 1 19 0 0 1 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 1 2 74
Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order 0 0 0 21 1 1 1 87
Codependent VAR models and the pseudo-structural form 0 0 0 6 0 0 0 45
Comparison of tests for the cointegrating rank of a VAR process with a structural shift 0 0 0 97 0 0 0 269
Determining p-values for systems cointegration tests with a prior adjustment for deterministic terms 0 0 1 33 0 0 2 145
Economic integration across borders: The Polish interwar economy 1921–1937 0 0 0 65 0 1 1 277
Identifying shocks to business cycles with asynchronous propagation 0 0 1 6 1 1 3 26
Inference in VARs with conditional heteroskedasticity of unknown form 1 5 20 132 1 10 43 334
Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process 0 0 0 20 1 4 20 2,466
ON THE PROPERTIES OF SOME TESTS FOR COMMON STOCHASTIC TRENDS 0 0 0 6 0 0 0 45
On the identification of multivariate correlated unobserved components models 0 0 1 19 0 0 2 86
Simple Identification and Specification of Cointegrated Varma Models 0 0 0 12 0 0 0 37
Structural inference in sparse high-dimensional vector autoregressions 0 0 0 1 1 1 8 11
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 0 0 0 175
Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time 0 1 2 424 0 1 4 1,264
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 2 3 0 0 2 5
Total Journal Articles 1 6 30 1,161 5 20 94 6,630


Statistics updated 2024-06-06