| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Canonical Form for Unit Root Processes in the State Space Framework |
0 |
0 |
0 |
89 |
0 |
1 |
1 |
520 |
| A Canonical Form for Unit Root Processes in the State Space Framework |
0 |
0 |
2 |
248 |
0 |
0 |
4 |
871 |
| A Comparison of Johansen's, Bierens and the Subspace Algorithm Method for Cointegration Analysis |
0 |
0 |
0 |
273 |
0 |
0 |
0 |
723 |
| A Fixed-b Perspective on the Phillips-Perron Unit Root Tests |
0 |
0 |
0 |
123 |
0 |
0 |
3 |
349 |
| Asymptotic Properties of Pseudo Maximum Likelihood Estimates for Multiple Frequency I(1) Processes |
0 |
0 |
1 |
178 |
0 |
0 |
2 |
695 |
| Autoregressive Approximations of Multiple Frequency I(1) Processes |
0 |
0 |
0 |
95 |
0 |
0 |
0 |
658 |
| Autoregressive Approximations of Multiple Frequency I(1) Processes |
0 |
0 |
0 |
70 |
0 |
0 |
0 |
215 |
| Bierens' and Johansen's Method - Complements or Substitutes? |
0 |
0 |
0 |
129 |
0 |
0 |
1 |
546 |
| CEEC Growth Projections: Certainly Necessary and Necessarily Uncertain |
0 |
0 |
1 |
165 |
0 |
0 |
3 |
596 |
| Capital and Goods Market Integration and the Inequality of Nations |
0 |
0 |
0 |
39 |
0 |
0 |
1 |
233 |
| Catching Growth Determinants with the Adaptive LASSO |
0 |
0 |
0 |
106 |
0 |
1 |
1 |
368 |
| Catching Growth Determinants with the Adaptive Lasso |
0 |
0 |
0 |
119 |
0 |
1 |
4 |
400 |
| Cointegrating Polynomial Regressions |
0 |
0 |
0 |
160 |
0 |
0 |
0 |
337 |
| Cointegration Analysis with State Space Models |
0 |
0 |
0 |
280 |
1 |
1 |
1 |
586 |
| Deviations from Triangular Arbitrage Parity in Foreign Exchange and Bitcoin Markets |
0 |
0 |
0 |
27 |
0 |
0 |
1 |
146 |
| Estimating Cointegrated Systems Using Subspace Algorithms |
0 |
0 |
0 |
129 |
0 |
0 |
1 |
342 |
| Exploring the Carbon Kuznets Hypothesis |
1 |
1 |
1 |
120 |
1 |
1 |
4 |
645 |
| Exploring the Environmental Kuznets Hypothesis. Theoretical and Econometric Problems |
0 |
0 |
0 |
357 |
1 |
1 |
2 |
1,246 |
| Finite Sample Correction Factors for Panel Cointegration Tests |
0 |
0 |
0 |
67 |
0 |
0 |
1 |
257 |
| Fully Modified Least Squares Estimation and Inference for Systems of Cointegrating Polynomial Regressions |
0 |
0 |
0 |
68 |
0 |
0 |
1 |
10 |
| Growth Regressions, Principal Components and Frequentist Model Averaging |
0 |
0 |
1 |
212 |
0 |
1 |
3 |
545 |
| Heterogeneity of Regional Growth in the European Union |
0 |
0 |
1 |
86 |
0 |
0 |
4 |
235 |
| Integrated Modified OLS Estimation and Fixed-b Inference for Cointegrating Multivariate Polynomial Regressions |
0 |
1 |
6 |
17 |
0 |
2 |
12 |
19 |
| Integrated Modified OLS Estimation and Fixed-b Inference for Cointegrating Regressions |
0 |
0 |
0 |
148 |
0 |
1 |
3 |
347 |
| Integrated Modiï¬ ed Least Squares Estimation and (Fixed-b) Inference for Systems of Cointegrating Multivariate Polynomial Regressions |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
5 |
| Monitoring Cointegrating Polynomial Regressions: Theory and Application to the Environmental Kuznets Curves for Carbon and Sulfur Dioxide Emissions |
0 |
0 |
1 |
38 |
1 |
2 |
5 |
51 |
| Monitoring Stationarity and Cointegration |
0 |
0 |
1 |
64 |
0 |
0 |
1 |
111 |
| Multistep Predictions for Multivariate GARCH Models: Closed Form Solution and the Value for Portfolio Management |
0 |
0 |
0 |
264 |
0 |
0 |
0 |
735 |
| Multistep Predictions from Multivariate ARMA-GARCH: Models and their Value for Portfolio Management |
0 |
0 |
0 |
804 |
0 |
0 |
2 |
1,934 |
| Nonlinear Cointegration Analysis and the Environmental Kuznets Curve |
0 |
0 |
0 |
377 |
0 |
1 |
4 |
825 |
| Nonparametric Rank Tests for Non-stationary Panels |
0 |
0 |
0 |
163 |
0 |
0 |
0 |
346 |
| On Aghion's and Blanchard's "On the Speed of Transition in Central Europe" |
0 |
0 |
0 |
181 |
0 |
0 |
0 |
714 |
| On PPP, Unit Roots and Panels |
0 |
0 |
0 |
508 |
0 |
0 |
0 |
1,348 |
| On Polynomial Cointegration in the State Space Framework |
0 |
0 |
1 |
203 |
0 |
1 |
2 |
711 |
| Sectoral exchange rate pass-through in the euro area |
0 |
0 |
1 |
25 |
0 |
1 |
3 |
45 |
| Sources and Channels of Nonlinearities and Instabilities of the Phillips Curve: Results for the Euro Area and Its Member States |
0 |
0 |
1 |
23 |
0 |
0 |
5 |
64 |
| The Asymptotic Validity of "Standard" Fully Modified OLS Estimation and Inference in Cointegrating Polynomial Regressions |
0 |
0 |
0 |
84 |
0 |
0 |
3 |
144 |
| The Balassa-Samuelson Effect in 'East & West'. Differences and Similarities |
0 |
0 |
0 |
270 |
0 |
0 |
1 |
803 |
| The CEEC10's Real Convergence Prospects |
0 |
0 |
0 |
110 |
0 |
0 |
4 |
2,067 |
| The CEEC10's Real Convergence Prospects |
0 |
0 |
1 |
163 |
0 |
0 |
2 |
465 |
| The Carbon Kuznets Curve. A Cloudy Picture Emitted by Bad Econometrics? |
0 |
0 |
1 |
379 |
0 |
0 |
5 |
1,219 |
| The Carbon Kuznets Curve: A Cloudy Picture Emitted by Bad Econometrics? |
0 |
0 |
0 |
255 |
0 |
0 |
3 |
974 |
| The Performance of Panel Cointegration Methods. Results from a Large Scale Simulation Study |
0 |
0 |
0 |
846 |
0 |
1 |
3 |
1,937 |
| The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study |
0 |
2 |
3 |
718 |
0 |
3 |
9 |
1,736 |
| The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study |
0 |
1 |
1 |
269 |
0 |
1 |
5 |
649 |
| The Performance of Subspace Algorithm Cointegration Analysis: A Simulation Study |
0 |
0 |
1 |
179 |
0 |
0 |
3 |
618 |
| VAR Cointegration in VARMA Models |
0 |
0 |
0 |
251 |
1 |
1 |
1 |
804 |
| Vom Management zum Unternehmertum: Wertschöpfung in komplexen Gesellschaften als zentrale Herausforderung für den regionalen Mittelstand |
0 |
0 |
2 |
2 |
1 |
1 |
6 |
6 |
| What's Really the Story with this Balassa-Samuelson Effect in the CEECs? |
0 |
0 |
0 |
328 |
0 |
0 |
1 |
827 |
| Total Working Papers |
1 |
5 |
27 |
9,809 |
6 |
22 |
123 |
30,027 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Comparison of Johansen's, Bierens’ and the Subspace Algorithm Method for Cointegration Analysis |
0 |
0 |
1 |
37 |
0 |
1 |
3 |
224 |
| A FIXED-b PERSPECTIVE ON THE PHILLIPS–PERRON UNIT ROOT TESTS |
0 |
0 |
0 |
13 |
0 |
2 |
2 |
77 |
| A Note on the Optimal Speed of Transition: Aghion and Blanchard Revisited |
0 |
0 |
1 |
1 |
0 |
4 |
6 |
6 |
| A Parameterization of Models for Unit Root Processes: Structure Theory and Hypothesis Testing |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
30 |
| A STATE SPACE CANONICAL FORM FOR UNIT ROOT PROCESSES |
0 |
0 |
0 |
18 |
0 |
1 |
2 |
60 |
| A cointegrating polynomial regression analysis of the material kuznets curve hypothesis |
0 |
0 |
2 |
15 |
0 |
0 |
3 |
48 |
| CEEC growth projections: Certainly necessary and necessarily uncertain |
0 |
0 |
0 |
38 |
0 |
0 |
1 |
204 |
| COINTEGRATING POLYNOMIAL REGRESSIONS: FULLY MODIFIED OLS ESTIMATION AND INFERENCE |
0 |
0 |
2 |
50 |
0 |
0 |
5 |
114 |
| Catching Growth Determinants with the Adaptive Lasso |
0 |
0 |
0 |
22 |
0 |
1 |
2 |
95 |
| Catching Growth Determinants with the Adaptive Lasso |
0 |
0 |
0 |
2 |
0 |
1 |
1 |
20 |
| Cointegration analysis with state space models |
0 |
0 |
0 |
41 |
0 |
0 |
0 |
156 |
| Cointegration in singular ARMA models |
0 |
0 |
2 |
17 |
0 |
0 |
2 |
67 |
| Consistent Monitoring of Cointegrating Relationships: The US Housing Market and the Subprime Crisis |
0 |
0 |
1 |
11 |
0 |
0 |
1 |
51 |
| Correction to: Residual-based cointegration and non-cointegration tests for cointegrating polynomial regressions |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
| Deviations from Triangular Arbitrage Parity in Foreign Exchange and Bitcoin Markets |
0 |
1 |
2 |
21 |
0 |
2 |
6 |
87 |
| Disaggregated capital stock estimation for Austria - methods, concepts and results |
0 |
0 |
3 |
122 |
0 |
0 |
4 |
341 |
| Economic forecasting: editors’ introduction |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
14 |
| Estimating cointegrated systems using subspace algorithms |
0 |
3 |
5 |
73 |
0 |
3 |
6 |
210 |
| Exploring the environmental Kuznets hypothesis: Theoretical and econometric problems |
0 |
0 |
1 |
130 |
0 |
0 |
6 |
386 |
| Finite Sample Correction Factors for Panel Cointegration Tests* |
0 |
0 |
0 |
32 |
0 |
0 |
0 |
139 |
| Fully modified OLS estimation and inference for seemingly unrelated cointegrating polynomial regressions and the environmental Kuznets curve for carbon dioxide emissions |
0 |
0 |
2 |
15 |
0 |
1 |
5 |
71 |
| Fully modified least squares estimation and inference for systems of cointegrating polynomial regressions |
0 |
1 |
1 |
3 |
0 |
1 |
2 |
6 |
| Growth Regressions, Principal Components Augmented Regressions and Frequentist Model Averaging |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
72 |
| Heterogeneity and Spatial Dependence of Regional Growth in the EU: A Recursive Partitioning Approach |
0 |
0 |
0 |
11 |
0 |
0 |
1 |
44 |
| Heterogeneity and Spatial Dependence of Regional Growth in the EU: A Recursive Partitioning Approach |
0 |
0 |
0 |
1 |
0 |
0 |
3 |
8 |
| Integrated modified OLS estimation and fixed-b inference for cointegrating regressions |
0 |
0 |
0 |
55 |
2 |
2 |
3 |
230 |
| Introduction to the Special Issue “High-Dimensional Time Series in Macroeconomics and Finance” |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
10 |
| Jose Casals, Alfredo Garcia-Hiernaux, Miguel Jerez, Sonia Sotoca and A. Alexandre Trindade (2016): State-space methods for time series analysis: theory, applications and software |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
33 |
| Monitoring Cointegrating Polynomial Regressions: Theory and Application to the Environmental Kuznets Curves for Carbon and Sulfur Dioxide Emissions |
0 |
0 |
0 |
7 |
1 |
1 |
3 |
34 |
| Multistep predictions for multivariate GARCH models: Closed form solution and the value for portfolio management |
0 |
0 |
0 |
125 |
0 |
0 |
0 |
357 |
| Nonparametric rank tests for non-stationary panels |
0 |
2 |
3 |
39 |
0 |
3 |
4 |
147 |
| On PPP, unit roots and panels |
0 |
0 |
0 |
60 |
0 |
0 |
1 |
183 |
| Panel cointegrating polynomial regression analysis and an illustration with the environmental kuznets curve |
0 |
1 |
1 |
1 |
0 |
1 |
1 |
1 |
| Panel cointegrating polynomial regressions: group-mean fully modified OLS estimation and inference |
0 |
0 |
0 |
1 |
0 |
1 |
4 |
13 |
| Residual-based cointegration and non-cointegration tests for cointegrating polynomial regressions |
0 |
0 |
0 |
2 |
0 |
0 |
4 |
9 |
| The Determinants of Long-Run Economic Growth: A Conceptually and Computationally Simple Approach |
0 |
0 |
1 |
63 |
0 |
0 |
5 |
326 |
| The Environmental Kuznets Curve, Cointegration and Nonlinearity |
0 |
0 |
0 |
38 |
0 |
0 |
2 |
117 |
| The Environmental Kuznets Curve: Exploring a Fresh Specification |
0 |
0 |
1 |
240 |
1 |
2 |
6 |
870 |
| The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study |
0 |
0 |
0 |
142 |
0 |
0 |
6 |
386 |
| The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study |
0 |
0 |
3 |
179 |
0 |
1 |
9 |
494 |
| The Phillips unit root tests for polynomials of integrated processes |
0 |
0 |
0 |
31 |
0 |
0 |
4 |
90 |
| The Phillips unit root tests for polynomials of integrated processes revisited |
0 |
0 |
0 |
9 |
0 |
0 |
3 |
39 |
| The carbon Kuznets curve: A cloudy picture emitted by bad econometrics? |
0 |
0 |
4 |
207 |
1 |
1 |
9 |
666 |
| Using subspace algorithm cointegration analysis: Simulation performance and application to the term structure |
0 |
1 |
1 |
27 |
0 |
1 |
1 |
105 |
| Total Journal Articles |
0 |
9 |
37 |
1,925 |
5 |
30 |
131 |
6,641 |
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