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 14 262
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 2 2 29 321
Bootstrap co-integration rank testing: the role of deterministic variables and initial values in the bootstrap recursion 0 0 0 77 1 1 13 253
Bootstrapping systems cointegration tests with a prior adjustment for deterministic terms 0 0 0 105 1 4 18 363
Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order 0 0 0 53 0 0 15 148
Break Date Estimation and Cointegration Testing in VAR Processes with Level Shift 0 0 1 332 0 0 8 757
Codependence and Cointegration 0 0 0 70 0 0 5 85
Codependent VAR Models and the Pseudo-Structural Form 0 0 0 10 2 3 13 134
Codependent VAR Models and the Pseudo-Structural Form 0 0 0 17 1 2 16 84
Cointegrated VARMA models and forecasting US interest rates 0 0 0 159 2 2 23 390
Comparison of Tests for the Cointegrating Rank of a VAR Process with a Structural Shift 0 0 0 203 0 3 17 563
Comparison of tests for the cointegrating rank of a VAR process with a structural shift 0 0 0 49 2 2 9 269
Determining p-values for Systems Cointegration Tests With a Prior Adjustment for Deterministic Terms 0 0 0 30 1 2 16 174
Economic Integration in Interwar Poland - A Threshold Cointegration Analysis of the Law of One Price for Poland (1924-1937) 0 0 0 234 1 2 7 1,004
Economic integration across borders: the Polish interwar economy 1921-1937 0 0 0 35 1 1 26 206
Forecasting VARs, model selection, and shrinkage 0 0 1 64 1 3 19 159
Identifying the Shocks behind Business Cycle Asynchrony in Euroland 0 0 0 24 1 1 19 129
Identifying the Shocks behind Business Cycle Asynchrony in Euroland 0 0 0 10 2 3 10 88
Inference in VARs with Conditional Heteroskedasticity of Unknown Form 0 0 0 30 0 1 14 163
Inference in VARs with Conditional Heteroskedasticity of Unknown Form 1 1 1 124 3 7 26 249
Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process 0 4 5 767 0 5 24 3,728
On the Identification of Codependent VAR and VEC Models 0 0 0 61 0 1 12 127
On the identification of multivariate correlated unobserved components models 1 1 1 44 1 3 10 77
Testing for Codependence of Non-Stationary Variables 0 0 0 57 0 0 11 136
Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break 0 0 0 139 1 2 15 425
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 2 2 10 544
The Polish crawling peg system: A cointegration analysis 0 0 1 107 1 1 14 756
The effects of ignoring level shifts on systems cointegration tests 0 0 0 2 1 2 16 64
VAR modeling for dynamic semiparametric factors of volatility strings 0 0 0 105 2 2 11 335
Which factors are behind Germany's labour market upswing? 0 0 0 59 2 3 19 74
Total Working Papers 2 6 10 3,526 31 62 490 12,687

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 3 5 15 71
Are Eastern European Countries Catching Up? Time Series Evidence for Czech Republic, Hungary and Poland 0 0 0 11 1 2 13 75
BOOTSTRAPPING SYSTEMS COINTEGRATION TESTS WITH A PRIOR ADJUSTMENT FOR DETERMINISTIC TERMS 0 0 0 28 1 1 7 116
BREAK DATE ESTIMATION FOR VAR PROCESSES WITH LEVEL SHIFT WITH AN APPLICATION TO COINTEGRATION TESTING 0 0 0 19 0 0 14 98
Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates 0 0 0 5 1 2 14 56
Bootstrap Cointegration Rank Testing: The Role of Deterministic Variables and Initial Values in the Bootstrap Recursion 0 0 0 12 1 3 15 91
Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order 0 0 0 21 1 1 12 102
Codependent VAR models and the pseudo-structural form 0 0 0 6 2 3 14 65
Comparison of tests for the cointegrating rank of a VAR process with a structural shift 0 0 0 98 1 2 15 285
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 2 3 16 294
Identifying shocks to business cycles with asynchronous propagation 0 0 2 8 4 4 13 46
Inference in VARs with conditional heteroskedasticity of unknown form 2 3 8 150 5 10 33 396
Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process 0 0 0 20 2 3 19 2,497
ON THE PROPERTIES OF SOME TESTS FOR COMMON STOCHASTIC TRENDS 0 0 0 6 0 0 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 1 1 3 40
Structural inference in sparse high-dimensional vector autoregressions 0 0 2 5 0 1 16 30
Testing for codependence of cointegrated variables 0 0 0 16 3 4 8 96
Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break 0 0 0 59 0 0 4 184
Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time 0 0 0 425 1 2 13 1,281
The Effects of Ignoring Level Shifts on Systems Cointegration Tests 0 0 0 13 0 1 9 93
The Polish exchange rate system: A unit root and cointegration analysis 0 0 0 119 1 1 9 683
VAR Modeling for Dynamic Loadings Driving Volatility Strings 0 0 0 16 0 2 10 114
Which factors were behind Germany's labour market upswing? A data‐driven approach 0 0 0 4 1 1 19 30
Total Journal Articles 2 4 13 1,192 31 53 318 7,055

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Statistics updated 2026-11-12