Klaus Neusser
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Wikipedia or ReplicationWiki mentions
(Only mentions on Wikipedia that link back to a page on a RePEc service)- Kugler, Peter & Neusser, K, 1993.
"International Real Interest Rate Equalization: A Multivariate Time-Series Approach,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 8(2), pages 163-174, April-Jun.
- Peter KUGLER & Klaus NEUSSER, 1990. "International Real Interest Rate Equalization: A Multivariate Time Series Approach," Vienna Economics Papers vie9003, University of Vienna, Department of Economics.
Mentioned in:
- Kunst, Robert & Neusser, Klaus, 1990.
"Cointegration in a Macroeconomic System,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 5(4), pages 351-365, Oct.-Dec..
Mentioned in:
- Cointegration in a macroeconomic system (Journal of Applied Econometrics 1990) in ReplicationWiki ()
Working papers
- Klaus Neusser, 2017.
"Time Varying Rational Expectations Models: Solutions, Stability, Numerical Implementation,"
Diskussionsschriften
dp1701, Universitaet Bern, Departement Volkswirtschaft.
Cited by:
- Neusser, Klaus, 2019. "Time–varying rational expectations models," Journal of Economic Dynamics and Control, Elsevier, vol. 107(C), pages 1-1.
- Klaus Neusser, 2016.
"A Topological View on the Identification of Structural Vector Autoregressions,"
Diskussionsschriften
dp1604, Universitaet Bern, Departement Volkswirtschaft.
- Neusser, Klaus, 2016. "A topological view on the identification of structural vector autoregressions," Economics Letters, Elsevier, vol. 144(C), pages 107-111.
Cited by:
- Scott R. Baker & Tucker S. McElroy & Xuguang S. Sheng, 2020. "Expectation Formation Following Large, Unexpected Shocks," The Review of Economics and Statistics, MIT Press, vol. 102(2), pages 287-303, May.
- Maria Bolboaca & Sarah Fischer, 2019. "News Shocks: Different Effects in Boom and Recession?," Working Papers 19.01, Swiss National Bank, Study Center Gerzensee.
- Robert Aebi & Klaus Neusser & Peter Steiner, 2004.
"Equilibrium Mobility,"
Diskussionsschriften
dp0408, Universitaet Bern, Departement Volkswirtschaft.
Cited by:
- Kai-yuen Tsui, 2009. "Measurement of income mobility: a re-examination," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 33(4), pages 629-645, November.
- Robert Aebi & Klaus Neusser & Peter Steiner, 2002.
"A Large Deviation Approach to the Measurement of Mobility,"
Diskussionsschriften
dp0220, Universitaet Bern, Departement Volkswirtschaft.
- Robert Aebi & Klaus Neusser & Peter Steiner, 2006. "A Large Deviation Approach to the Measurement of Mobility," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 142(II), pages 195-222, June.
- Robert Aebi & Klaus Neusser & Peter Steiner, 2005. "A Large Deviation Approach to the Measurement of Mobility," Diskussionsschriften dp0518, Universitaet Bern, Departement Volkswirtschaft.
Cited by:
- Robert Aebi & Klaus Neusser & Peter Steiner, 2004. "Equilibrium Mobility," Diskussionsschriften dp0408, Universitaet Bern, Departement Volkswirtschaft.
- Robert Aebi & Klaus Neusser & Peter Steiner, 2008. "Improving Models of Income Dynamics using Cross-Section-Information," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 144(II), pages 117-151, June.
- Robert Aebi & Klaus Neusser & Peter Steiner, 2005.
"A Large Deviation Approach to the Measurement of Mobility,"
Diskussionsschriften
dp0518, Universitaet Bern, Departement Volkswirtschaft.
- Robert Aebi & Klaus Neusser & Peter Steiner, 2006. "A Large Deviation Approach to the Measurement of Mobility," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 142(II), pages 195-222, June.
- Robert Aebi & Klaus Neusser & Peter Steiner, 2002. "A Large Deviation Approach to the Measurement of Mobility," Diskussionsschriften dp0220, Universitaet Bern, Departement Volkswirtschaft.
- Christopher Spencer, 2005. "Consensus Formation in Monetary Policy Committees," School of Economics Discussion Papers 1505, School of Economics, University of Surrey.
- Robert Aebi & Klaus Neusser & Peter Steiner, 1999.
"Evaluating Theories of Income Dynamics: A Probabilistic Approach,"
Diskussionsschriften
dp9905, Universitaet Bern, Departement Volkswirtschaft.
- Aebi, Robert & Neusser, Klaus & Steiner, Peter, 1999. "Evaluating Theories of the Income Dynamics: A Probabilistic Approach," Economics Series 61, Institute for Advanced Studies.
Cited by:
- Robert Aebi & Klaus Neusser & Peter Steiner, 2008. "Improving Models of Income Dynamics using Cross-Section-Information," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 144(II), pages 117-151, June.
- Erik Figueiredo & Flávio Ziegelmann, 2010. "The dynamics of the Brazilian income," Economics Bulletin, AccessEcon, vol. 30(2), pages 1249-1260.
- Klaus NEUSSER, 1992.
"Dynamics of Total Factor Productivities,"
Vienna Economics Papers
vie9206, University of Vienna, Department of Economics.
- Klaus Neusser, 1993. "Dynamics of Total Factor Productivities," Revue Économique, Programme National Persée, vol. 44(2), pages 389-418.
Cited by:
- Ernesto Felli & Giovanni Tria, 1997. "Externalities, Cross-Sectoral Spillovers and Productivity Growth," Open Economies Review, Springer, vol. 8(2), pages 171-188, April.
- David K. Backus & Patrick J. Kehoe & Finn E. Kydland, 1993.
"International Business Cycles: Theory and Evidence,"
Working Papers
93-21, New York University, Leonard N. Stern School of Business, Department of Economics.
- David Backus & Patrick J. Kehoe & Finn E. Kydland, 1993. "International Business Cycles: Theory and Evidence," NBER Working Papers 4493, National Bureau of Economic Research, Inc.
- Klaus NEUSSER, 1991.
"Savings, Social Security and Bequests in an OLG Model. A Simulation Exercise for Austria,"
Vienna Economics Papers
vie9201, University of Vienna, Department of Economics.
- Klaus Neusser, 1993. "Savings, social security, and bequests in an OLG model. A simulation exercise for Austria," Journal of Economics, Springer, vol. 58(1), pages 133-155, December.
- Klaus Neusser, 1993. "Savings, social security, and bequests in an OLG model. A simulation exercise for Austria," Journal of Economics, Springer, vol. 7(1), pages 133-155, December.
Cited by:
- K. Farmer & K.W. Steininger, 1999. "Reducing CO2-Emissions Under Fiscal Retrenchment: A Multi-Cohort CGE-Model for Austria," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 13(3), pages 309-340, April.
- Wendner, Ronald, 2001. "An applied dynamic general equilibrium model of environmental tax reforms and pension policy," Journal of Policy Modeling, Elsevier, vol. 23(1), pages 25-50, January.
- Henrik Petersen, Jorn, 1998. "Recent research on public pension systems. A review," Labour Economics, Elsevier, vol. 5(1), pages 91-108, March.
- Peter KUGLER & Klaus NEUSSER, 1990.
"International Real Interest Rate Equalization: A Multivariate Time Series Approach,"
Vienna Economics Papers
vie9003, University of Vienna, Department of Economics.
- Kugler, Peter & Neusser, K, 1993. "International Real Interest Rate Equalization: A Multivariate Time-Series Approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 8(2), pages 163-174, April-Jun.
Cited by:
- Simpson, J.L. & Evans, J.P., 2005. "Systemic risk in the major Eurobanking markets: Evidence from inter-bank offered rates," Global Finance Journal, Elsevier, vol. 16(2), pages 125-144, December.
- Kugler, Peter & Weder, Beatrice, 2004.
"International Portfolio Holdings and Swiss Franc Asset Returns,"
Working papers
2004/04, Faculty of Business and Economics - University of Basel.
- Kugler, Peter & Weder di Mauro, Beatrice, 2004. "International Portfolio Holdings and Swiss Franc Asset Returns," CEPR Discussion Papers 4467, C.E.P.R. Discussion Papers.
- Peter Kugler & Beatrice Weder, 2004. "International Portfolio Holdings and Swiss Franc Asset Returns," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 140(III), pages 301-325, September.
- Christian Dreger & Christian Schumacher, 2003. "Are Real Interest Rates Cointegrated? Further evidence based on paneleconometric methods," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 139(I), pages 41-53, March.
- Franchi, Massimo & Paruolo, Paolo, 2011. "A characterization of vector autoregressive processes with common cyclical features," Journal of Econometrics, Elsevier, vol. 163(1), pages 105-117, July.
- Lawrence Goldberg & James Lothian & John Okunev, 2003.
"Has International Financial Integration Increased?,"
Open Economies Review, Springer, vol. 14(3), pages 299-317, July.
- Lawrence G. Goldberg & James R. Lothian & John Okunev, 1997. "Has International Financial Integration Increased?," New York University, Leonard N. Stern School Finance Department Working Paper Seires 98-040, New York University, Leonard N. Stern School of Business-.
- Lawrence G. Goldberg & James R. Lothian & John Okunev, 2003. "Has International Financial Integration Increased?," International Finance 0311004, University Library of Munich, Germany.
- Morten Ørregaard Nielsen, 2005.
"Multivariate Lagrange Multiplier Tests for Fractional Integration,"
Journal of Financial Econometrics, Oxford University Press, vol. 3(3), pages 372-398.
- Nielsen, Morten Oe., "undated". "Multivariate Lagrange Multiplier Tests for Fractional Integration," Economics Working Papers 2002-18, Department of Economics and Business Economics, Aarhus University.
- Siklos, P.L. & Granger, C.W.J., 1997.
"Regime Sensitive Cointegration with an Application to Interest rate Parity,"
Working Papers
97-5, Wilfrid Laurier University, Department of Economics.
- Siklos, Pierre L. & Granger, Clive W.J., 1997. "Regime-Sensitive Cointegration With An Application To Interest-Rate Parity," Macroeconomic Dynamics, Cambridge University Press, vol. 1(3), pages 640-657, September.
- Bruce Felmingham & Zhang Qing & Tanya Healy, 2000. "The Interdependence of Australian and Foreign Real Interest Rates," The Economic Record, The Economic Society of Australia, vol. 76(233), pages 163-171, June.
- Wenli Li & Pierre-Daniel G. Sarte, 2000. "Investigating fluctuations in U.S. manufacturing : what are the direct effects of informational frictions?," Working Paper 00-01, Federal Reserve Bank of Richmond.
- Peter Kugler, 2000. "The common trend and common cycle of exports and the real exchange rate: Empirical results from Swiss data," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 136(1), pages 171-180, March.
- de Brouwer,Gordon, 1999. "Financial Integration in East Asia," Cambridge Books, Cambridge University Press, number 9780521651486, November.
- Centeno, Mario & Mello, Antonio S., 1999. "How integrated are the money market and the bank loans market within the European Union?," Journal of International Money and Finance, Elsevier, vol. 18(1), pages 75-106, January.
- Mehmet Altuntas, 2021. "The Interest Rate Parity in Fragile Five Countries: Evidence from Unit Root Tests with Breaks," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, vol. 8(2), pages 327-349, July.
- Fujihara, Roger A. & Mougoue, Mbodja, 1996. "International linkages between short-term real interest rates," The Quarterly Review of Economics and Finance, Elsevier, vol. 36(4), pages 451-473.
- S. Young Chung & William J. Crowder, 2004. "Why Are Real Interest Rates Not Equalized Internationally?," Southern Economic Journal, John Wiley & Sons, vol. 71(2), pages 441-458, October.
- Zixiong Xie & Shyh-Wei Chen & An-Chi Wu, 2023. "Real interest rate parity in the Pacific Rim countries: new empirical evidence," Empirical Economics, Springer, vol. 64(3), pages 1471-1515, March.
- Gourieroux, Christian & Josiak, Joann, 1999.
"Nonlinear persistence and copersistence,"
CEPREMAP Working Papers (Couverture Orange)
9920, CEPREMAP.
- Christian Gourieroux & Joanna Jasiak, 1999. "Nonlinear Persistence and Copersistence," Working Papers 99-63, Center for Research in Economics and Statistics.
- Christian Gourieroux & Joann Jasiak, 1999. "Nonlinear Persistence and Copersistence," Working Papers 2000_1, York University, Department of Economics.
- Arghyrou, Michael G & Gregoriou, Andros & Kontonikas, Alexandros, 2007.
"Do real interest rates converge? Evidence from the European Union,"
Cardiff Economics Working Papers
E2007/26, Cardiff University, Cardiff Business School, Economics Section.
- Arghyrou, Michael G. & Gregoriou, Andros & Kontonikas, Alexandros, 2009. "Do real interest rates converge? Evidence from the European union," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(3), pages 447-460, July.
- Michael G. Arghyrou & Andros Gregoriou & Alexandros Kontonikas, 2007. "Do real interest rates converge? Evidence from the European Union," Working Papers 2007_21, Business School - Economics, University of Glasgow.
- Gerd Hansen, 1996. "The domestic term structure and international interest rate linkages: A cointegration analysis," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 132(4), pages 675-689, December.
- Kugler, Peter, 1999. "Price level trend-stationarity and the instruments and targets of monetary policy: An empirical note," Economics Letters, Elsevier, vol. 63(1), pages 97-101, April.
- Song-Zan Chiou Wei & Zhen Zhu, 2004. "Equality of interest rates revisited: the multi-country evidence," International Economic Journal, Taylor & Francis Journals, vol. 18(2), pages 245-257.
- Alain Hecq & Franz Palm & Jean-Pierre Urbain, 2000. "Testing for Common Cyclical Features in Nonstationary Panel Data Models," CESifo Working Paper Series 248, CESifo.
- Stefan Norrbin & Onsurang Pipatchaipoom, 2006. "Reexamining Real Interest Rate Parity," EcoMod2006 272100068, EcoMod.
- Paruolo Paolo, 2002. "Testing for common trends in conditional I(2) VAR models," Economics and Quantitative Methods qf0216, Department of Economics, University of Insubria.
- Beine, Michel & Hecq, Alain, 1998.
"Codependence and Convergence in the EC Economies,"
Journal of Policy Modeling, Elsevier, vol. 20(4), pages 403-426, August.
- Michel Beine & Alain Hecq, 1998. "Codependence and convergence in the EC economies," ULB Institutional Repository 2013/10463, ULB -- Universite Libre de Bruxelles.
- Gourieroux, Christian & Jasiak, Joann, 2017. "Noncausal vector autoregressive process: Representation, identification and semi-parametric estimation," Journal of Econometrics, Elsevier, vol. 200(1), pages 118-134.
- Choi, In & Chul Ahn, Byung, 1998. "Testing the null of stationarity for multiple time series," Journal of Econometrics, Elsevier, vol. 88(1), pages 41-77, November.
- Keshab Shrestha & Kok Tan, 2005. "Real Interest Rate Parity: Long-Run and Short-Run Analysis Using Wavelets," Review of Quantitative Finance and Accounting, Springer, vol. 25(2), pages 139-157, September.
- Christoph Schleicher, 2007.
"Codependence in cointegrated autoregressive models,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(1), pages 137-159.
- Christoph Schleicher, 2004. "Codependence in Cointegrated Autoregressive Models," Computing in Economics and Finance 2004 286, Society for Computational Economics.
- Feve, Patrick & Langot, Francois, 1996. "Unemployment and the business cycle in a small open economy: G.M.M. estimation and testing with French data," Journal of Economic Dynamics and Control, Elsevier, vol. 20(9-10), pages 1609-1639.
- Nannette Lindenberg & Frank Westermann, 2009.
"Common Trends and Common Cycles among Interest Rates of the G7-Countries,"
IEER Working Papers
77, Institute of Empirical Economic Research, Osnabrueck University.
- Nannette Lindenberg & Frank Westermann, 2009. "Common Trends and Common Cycles among Interest Rates of the G7-Countries," CESifo Working Paper Series 2532, CESifo.
- Lindenberg, Nannette & Westermann, Frank, 2012. "Common trends and common cycles among interest rates of the G7-countries," Journal of Macroeconomics, Elsevier, vol. 34(4), pages 1125-1140.
- Shafik, Nemat & Jalali, Jalaleddin, 1991. "Are high real interest rates bad for world economic growth?," Policy Research Working Paper Series 669, The World Bank.
- Sekioua, Sofiane H., 2008. "Real interest parity (RIP) over the 20th century: New evidence based on confidence intervals for the largest root and the half-life," Journal of International Money and Finance, Elsevier, vol. 27(1), pages 76-101, February.
- Bahmani-Oskooee, Mohsen & Chang, Tsangyao & Yang, Ming-Hsien & Yang, Hong-Lǜe, 2016. "Revisiting real interest rate parity in BRICS countries using ADL test for threshold cointegration," Economic Analysis and Policy, Elsevier, vol. 51(C), pages 86-89.
- Gouriéroux, Christian & Peaucelle, Irina, 1992. "Séries codépendantes : application à l’hypothèse de parité du pouvoir d’achat," L'Actualité Economique, Société Canadienne de Science Economique, vol. 68(1), pages 283-304, mars et j.
- Peter Brandner & Klaus Neusser, 1990.
"Business Cycles in Open Economies. Stylized Facts for Austria and Germany,"
WIFO Working Papers
40, WIFO.
- Peter Brandner & Klaus Neusser, 1992. "Business cycles in open economies: Stylized facts for Austria and Germany," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 128(1), pages 67-87, March.
Cited by:
- J. J. Reeves & C. A. Blyth & C. M. Triggs & J. P. Small, "undated". "The Hodrick-Prescott Filter, a Generalisation, and a New Procedure for Extracting an Empirical Cycle from a Series," Reports 9602, University of Auckland, Department of Economics.
- Ravn, Morten & Uhlig, Harald, 2001.
"On Adjusting the HP-Filter for the Frequency of Observations,"
CEPR Discussion Papers
2858, C.E.P.R. Discussion Papers.
- Uhlig, H.F.H.V.S. & Ravn, M., 1997. "On Adjusting the H-P Filter for the Frequency of Observations," Discussion Paper 1997-50, Tilburg University, Center for Economic Research.
- Uhlig, H.F.H.V.S. & Ravn, M., 1997. "On Adjusting the H-P Filter for the Frequency of Observations," Other publications TiSEM 1dd22a17-bed0-4e7c-a2c1-d, Tilburg University, School of Economics and Management.
- Morten O. Ravn & Harald Uhlig, 2001. "On Adjusting the HP-Filter for the Frequency of Observations," CESifo Working Paper Series 479, CESifo.
- Peter Brandner & Klaus Neusser, 1990.
"Business Cycles in Open Economies. Stylized Facts for Austria and Germany,"
WIFO Working Papers
40, WIFO.
- Peter Brandner & Klaus Neusser, 1992. "Business cycles in open economies: Stylized facts for Austria and Germany," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 128(1), pages 67-87, March.
- Collard, Fabrice & Ertz, Guy, 1996. "Stochastic Nominal Wage Contacts in a Cash-in-Advance Model," LIDAM Discussion Papers IRES 1997017, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), revised 00 Jul 1997.
- Michael Gail, 1998. "Stylized Facts and International Business Cycles - The German Case," Volkswirtschaftliche Diskussionsbeiträge 69-98, Universität Siegen, Fakultät Wirtschaftswissenschaften, Wirtschaftsinformatik und Wirtschaftsrecht, revised 2000.
- Bauermann, Tom, 2020. "Governmental policies to reduce unemployment during recessions: Insights from an ABM," Ruhr Economic Papers 847, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Thomas Harjes, 1997. "Real business cycles in an open economy: An application to Germany," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 133(4), pages 635-656, December.
- Spree, Reinhard, 2002. "Business Cycles in History," Discussion Papers in Economics 6, University of Munich, Department of Economics.
- Jacky Fayolle & Paul-Emmanuel Micolet, 1997. "Réalité et déboires de l'espace conjoncturel européen : une régulation sans croissance ?," Revue de l'OFCE, Programme National Persée, vol. 62(1), pages 5-28.
- Tawadros, George B., 2011. "The stylised facts of Australia's business cycle," Economic Modelling, Elsevier, vol. 28(1), pages 549-556.
- Yu, Eric Jinsan, 2014. "Predictive Power of Aggregate Short Interest," MPRA Paper 56259, University Library of Munich, Germany.
- Ertz, Guy, 1996. "Business Cycle Models and Stylized Facts in Germany," LIDAM Discussion Papers IRES 1997005, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), revised 00 Apr 1997.
- Horvath, Julius & Ratfai, Attila, 2004. "Supply and demand shocks in accession countries to the Economic and Monetary Union," Journal of Comparative Economics, Elsevier, vol. 32(2), pages 202-211, June.
- Ravn, Morten O. & Sola, Martin, 1995. "Stylized facts and regime changes: Are prices procyclical?," Journal of Monetary Economics, Elsevier, vol. 36(3), pages 497-526, December.
- Serguei Kaniovski & Hans Pitlik & Sandra Bilek-Steindl & Thomas Url, 2008. "A Decomposition of Austria's General Government Budget into Structural and Cyclical Components," WIFO Working Papers 316, WIFO.
- Collard, Fabrice & Dellas, Harris, 2002.
"Exchange rate systems and macroeconomic stability,"
Journal of Monetary Economics, Elsevier, vol. 49(3), pages 571-599, April.
- Dellas, Harris & Collard, Fabrice, 2001. "Exchange Rate Systems and Macroeconomic Stability," CEPR Discussion Papers 2768, C.E.P.R. Discussion Papers.
- P J Pérez, 2001. "Cyclical Properties in the Main Western Economies," Centre for Growth and Business Cycle Research Discussion Paper Series 33, Economics, The University of Manchester.
- Tobias Zimmermann & Torsten Schmidt, 2005.
"Effects of oil price shocks on German business cycles,"
Computing in Economics and Finance 2005
212, Society for Computational Economics.
- Schmidt, Torsten & Zimmermann, Tobias, 2005. "Effects of Oil Price Shocks on German Business Cycles," RWI Discussion Papers 31, RWI - Leibniz-Institut für Wirtschaftsforschung.
- Yin-Wong Cheung & Frank Westermann, 1999. "An analysis of German effects on the Austrian business cycle," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 135(3), pages 522-531, September.
- Marczak, Martyna & Beissinger, Thomas, 2010.
"Real wages and the business cycle in Germany,"
FZID Discussion Papers
20-2010, University of Hohenheim, Center for Research on Innovation and Services (FZID).
- Marczak, Martyna & Beissinger, Thomas, 2010. "Real Wages and the Business Cycle in Germany," IZA Discussion Papers 5199, Institute of Labor Economics (IZA).
- Martyna Marczak & Thomas Beissinger, 2013. "Real wages and the business cycle in Germany," Empirical Economics, Springer, vol. 44(2), pages 469-490, April.
- Alexandra Krystalogianni & Sotiris Tsolacos, 2005. "Regime switching in yield structures and real estate investment," Journal of Property Research, Taylor & Francis Journals, vol. 21(4), pages 279-299, May.
- Burkhard Heer & Alfred Maußner, 2013.
"Asset Returns, the Business Cycle and the Labor Market,"
German Economic Review, Verein für Socialpolitik, vol. 14(3), pages 372-397, August.
- Heer Burkhard & Maußner Alfred, 2013. "Asset Returns, the Business Cycle and the Labor Market," German Economic Review, De Gruyter, vol. 14(3), pages 372-397, August.
- Reeves Jonathan J. & Blyth Conrad A. & Triggs Christopher M. & Small John P., 2000. "The Hodrick-Prescott Filter, a Generalization, and a New Procedure for Extracting an Empirical Cycle from a Series," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 4(1), pages 1-17, April.
- Schlitzer, Giuseppe, 1996. "Business cycles in Italy: A statistical investigation," European Journal of Political Economy, Elsevier, vol. 11(4), pages 683-698, April.
- John Hassler & Petter Lundvik & Torsten Persson & Paul Soderlind, 1992. "The Swedish business cycle: stylized facts over 130 years," Discussion Paper / Institute for Empirical Macroeconomics 63, Federal Reserve Bank of Minneapolis.
- Kunhong Kim & A. Buckle & V. B. Hall, 1994. "Key Features of New Zealand Business Cycles," The Economic Record, The Economic Society of Australia, vol. 70(208), pages 56-72, March.
- Fabrice COLLARD & Guy ERTZ, 2000. "Stochastic Nominal Wage Contracts in a Cash-in-Advance model," Discussion Papers (REL - Recherches Economiques de Louvain) 2000032, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Raul Ramos & Miquel Clar & Jordi Surinach, 2003. "A dynamic analysis of asymmetric shocks in EU manufacturing," Applied Economics, Taylor & Francis Journals, vol. 35(8), pages 881-892.
- Roberta Colavecchio & Michael Funke, 2007.
"Volatility dependence across Asia-Pacific on-shore and off-shore U.S. dollar futures markets,"
Quantitative Macroeconomics Working Papers
20708, Hamburg University, Department of Economics.
- Colavecchio, Roberta & Funke, Michael, 2007. "Volatility dependence across Asia-Pacific on-shore and off-shore U.S.dollar futures markets," BOFIT Discussion Papers 17/2007, Bank of Finland Institute for Emerging Economies (BOFIT).
- Canova, Fabio, 1998.
"Detrending and business cycle facts,"
Journal of Monetary Economics, Elsevier, vol. 41(3), pages 475-512, May.
- Canova, Fabio, 1993. "Detrending and Business Cycle Facts," CEPR Discussion Papers 782, C.E.P.R. Discussion Papers.
- Sandra Martina Leitner, 2007. "The Austrian Business Cycle - A Characterization," Economics working papers 2007-17, Department of Economics, Johannes Kepler University Linz, Austria.
- Funke, Michael, 1997. "Supply potential and output gaps in West German manufacturing," International Journal of Forecasting, Elsevier, vol. 13(2), pages 211-222, June.
- Christian Zimmermann, 1995. "International Trade over the Business Cycle: Stylized Facts and Remaining Puzzles," Cahiers de recherche CREFE / CREFE Working Papers 37, CREFE, Université du Québec à Montréal, revised Aug 1997.
- David K. Backus & Patrick J. Kehoe & Finn E. Kydland, 1993.
"International Business Cycles: Theory and Evidence,"
Working Papers
93-21, New York University, Leonard N. Stern School of Business, Department of Economics.
- David Backus & Patrick J. Kehoe & Finn E. Kydland, 1993. "International Business Cycles: Theory and Evidence," NBER Working Papers 4493, National Bureau of Economic Research, Inc.
- Royuela, Vicente, 2000. "International Real Business Cycles: Can A Two Countries Two Sectors Model Solve The Quantity Anomaly?," ERSA conference papers ersa00p203, European Regional Science Association.
- Albert Marcet & Morten O. Ravn, 2003.
"The HP-Filter in Cross-Country Comparisons,"
Working Papers
32, Barcelona School of Economics.
- Marcet, Albert & Ravn, Morten, 2004. "The HP-Filter in Cross-Country Comparisons," CEPR Discussion Papers 4244, C.E.P.R. Discussion Papers.
- Albert Marcet & Morten O. Ravn, 2001. "The HP-filter in cross-country comparisons," Economics Working Papers 588, Department of Economics and Business, Universitat Pompeu Fabra, revised Dec 2003.
- Albert Marcet & Morte O. Ravn, "undated". "The HP-Filter in Cross-Country Comparisons," Studies on the Spanish Economy 100, FEDEA.
- Marcus Scheiblecker, 2002. "Konjunkturzyklen der österreichischen Wirtschaft," WIFO Monatsberichte (monthly reports), WIFO, vol. 75(7), pages 437-446, July.
- Jacky Fayolle & Paul-Emmanuel Micolet, 1997. "Cycles internationaux : éléments pour une problématique appliquée," Revue de l'OFCE, Programme National Persée, vol. 62(1), pages 109-150.
- Kivilcim Metin-Ozcan & Ebru Voyvoda & A. Erinc Yeldan, 2000.
"Dynamics of Macroeconomic Adjustment in a Globalized Developing Economy: Growth, Accumulation and Distribution, Turkey 1969-1998,"
Working Papers
2004, Economic Research Forum, revised 02 Mar 2000.
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Articles
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"Time–varying rational expectations models,"
Journal of Economic Dynamics and Control, Elsevier, vol. 107(C), pages 1-1.
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"Liquidity traps in a world economy,"
Journal of Economic Dynamics and Control, Elsevier, vol. 132(C).
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Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 54, October.
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- Dave, Chetan & Sorge, Marco, 2023. "Fat Tailed DSGE Models: A Survey and New Results," Working Papers 2023-3, University of Alberta, Department of Economics.
- Kollmann, Robert, 2021.
"Liquidity traps in a world economy,"
Journal of Economic Dynamics and Control, Elsevier, vol. 132(C).
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Economics Letters, Elsevier, vol. 144(C), pages 107-111.
See citations under working paper version above.
- Klaus Neusser, 2016. "A Topological View on the Identification of Structural Vector Autoregressions," Diskussionsschriften dp1604, Universitaet Bern, Departement Volkswirtschaft.
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Macroeconomic Dynamics, Cambridge University Press, vol. 17(3), pages 477-500, April.
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- Gerdie Everaert & Martin Iseringhausen, 2017.
"Measuring The International Dimension Of Output Volatility,"
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium
17/928, Ghent University, Faculty of Economics and Business Administration.
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- Andreas, Brunhart, 2011. "Stock market’s reactions to revelation of tax evasion: an empirical assessment," MPRA Paper 42047, University Library of Munich, Germany, revised Sep 2012.
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"Measuring the Natural Output Level by DSGE Models: An Empirical Investigation for Switzerland,"
Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 146(I), pages 275-300, March.
Cited by:
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- Margarita Lyakhnova & Yuri Kolenko, 2024. "Nowcasting the Output Gap in Russia Using Enterprise Monitoring Data," Russian Journal of Money and Finance, Bank of Russia, vol. 83(2), pages 26-53, June.
- Sharma, Saurabh & Behera, Harendra, 2022. "A dissection of Indian growth using a DSGE filter," Journal of Asian Economics, Elsevier, vol. 80(C).
- Robert Aebi & Klaus Neusser & Peter Steiner, 2008.
"Improving Models of Income Dynamics using Cross-Section-Information,"
Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 144(II), pages 117-151, June.
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"Interdependencies of US manufacturing sectoral TFPs: A spatial VAR approach,"
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- Mishra, Tapas & Jumah, Adusei & Parhi, Mamata, 2008. "Age-structured Human Capital and Spatial Total Factor Productivity Dynamics," Economics Series 226, Institute for Advanced Studies.
- Jia, Fei & Ma, Xiuying & Xu, Xiangyun & Xie, Lijuan, 2020. "The differential role of manufacturing and non-manufacturing TFP growth in economic growth," Structural Change and Economic Dynamics, Elsevier, vol. 52(C), pages 174-183.
- Julian Ramajo & Miguel A. Marquez & Geoffrey J.D. Hewings, 2013. "Spatio-temporal Analysis of Regional Systems: A Multiregional Spatial Vector Autoregressive Model for Spain," ERSA conference papers ersa13p159, European Regional Science Association.
- Miguel A. Márquez & Julián Ramajo & Geoffrey JD. Hewings, 2015. "Regional growth and spatial spillovers: Evidence from an SpVAR for the Spanish regions," Papers in Regional Science, Wiley Blackwell, vol. 94, pages 1-18, November.
- Dellas, Harris & Fernandes, Ana & Neusser, Klaus, 2007.
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Economics Letters, Elsevier, vol. 96(3), pages 331-336, September.
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"A Large Deviation Approach to the Measurement of Mobility,"
Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 142(II), pages 195-222, June.
See citations under working paper version above.
- Robert Aebi & Klaus Neusser & Peter Steiner, 2005. "A Large Deviation Approach to the Measurement of Mobility," Diskussionsschriften dp0518, Universitaet Bern, Departement Volkswirtschaft.
- Robert Aebi & Klaus Neusser & Peter Steiner, 2002. "A Large Deviation Approach to the Measurement of Mobility," Diskussionsschriften dp0220, Universitaet Bern, Departement Volkswirtschaft.
- Neusser, Klaus, 2001.
"A Multisectoral Log-Linear Model of Economic Growth with Marshallian Externalities,"
Journal of Macroeconomics, Elsevier, vol. 23(4), pages 537-564, October.
Cited by:
- Neusser, Klaus, 2008. "Interdependencies of US manufacturing sectoral TFPs: A spatial VAR approach," Journal of Macroeconomics, Elsevier, vol. 30(3), pages 991-1004, September.
- Maurice Kugler, 2006.
"Spillovers from Foreign Direct Investment: Within or between Industries?,"
Borradores de Economia
369, Banco de la Republica de Colombia.
- Maurice Kugler, 2006. "Spillovers From Foreign Direct Investment:Within Or Between Industries?," Borradores de Economia 3523, Banco de la Republica.
- Kugler, Maurice, 2006. "Spillovers from foreign direct investment: Within or between industries?," Journal of Development Economics, Elsevier, vol. 80(2), pages 444-477, August.
- Neusser, Klaus, 2000.
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Economics Letters, Elsevier, vol. 67(3), pages 273-281, June.
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AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 94(3), pages 273-305, September.
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- Neusser, Klaus, 2001. "A Multisectoral Log-Linear Model of Economic Growth with Marshallian Externalities," Journal of Macroeconomics, Elsevier, vol. 23(4), pages 537-564, October.
- Martin Wagner, 2010.
"Cointegration analysis with state space models,"
AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 94(3), pages 273-305, September.
- Klaus Neusser, 1999.
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Empirical Economics, Springer, vol. 24(1), pages 135-153.
Cited by:
- Yoon, Gawon, 2005. "An introduction to I([infinity]) processes," Economic Modelling, Elsevier, vol. 22(3), pages 473-483, May.
- Klaus Neusser & Maurice Kugler, 1998.
"Manufacturing Growth And Financial Development: Evidence From Oecd Countries,"
The Review of Economics and Statistics, MIT Press, vol. 80(4), pages 638-646, November.
Cited by:
- Ian Tower & Gregorio Impavido, 2009. "How the Financial Crisis Affects Pensions and Insurance and Why the Impacts Matter," IMF Working Papers 2009/151, International Monetary Fund.
- Cosimo Magazzino & Marco Mele & Fabio Gaetano Santeramo, 2021. "Using an Artificial Neural Networks Experiment to Assess the Links among Financial Development and Growth in Agriculture," Sustainability, MDPI, vol. 13(5), pages 1-15, March.
- Andrés Carvajal & Hernando Zuleta, 1997.
"Desarrollo del Sistema Financiero y Crecimiento Económico,"
Borradores de Economia
067, Banco de la Republica de Colombia.
- Andrés Carvajal & Hernando Zuleta, 1997. "Desarrollo del Sistema Financiero y Crecimiento Económico," Borradores de Economia 2279, Banco de la Republica.
- Jacobson, Tor & Lindh, Thomas & Warne, Anders, 1998.
"Growth, Savings, Financial Markets and Markov Switching Regimes,"
Working Paper Series
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- Jacobson Tor & Lindh Thomas & Warne Anders, 2002. "Growth, Saving, Financial Markets, and Markov Switching Regimes," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 5(4), pages 1-20, January.
- Ross Levine & Norman Loayza & Thorsten Beck, 2002.
"Financial Intermediation and Growth: Causality and Causes,"
Central Banking, Analysis, and Economic Policies Book Series, in: Leonardo Hernández & Klaus Schmidt-Hebbel & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Se (ed.),Banking, Financial Integration, and International Crises, edition 1, volume 3, chapter 2, pages 031-084,
Central Bank of Chile.
- Levine, Ross & Loayza, Norman & Beck, Thorsten, 2000. "Financial intermediation and growth: Causality and causes," Journal of Monetary Economics, Elsevier, vol. 46(1), pages 31-77, August.
- Levine, Ross & Loayza, Norman & Beck, Thorsten, 1999. "Financial intermediation and growth : Causality and causes," Policy Research Working Paper Series 2059, The World Bank.
- Thorsten Beck & Ross Levine & Norman Loayza, 1999. "Financial Intermediation and Growth: Causality and Causes," Working Papers Central Bank of Chile 56, Central Bank of Chile.
- Farah Hussain & Deb Kumar Chakraborty, 2012. "Causality between Financial Development and Economic Growth: Evidence from an Indian State," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 15(35), pages 27-48, September.
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- Topić-Pavković Branka & Kovačević Slaviša & Kurušić Drago, 2023. "The Impact of Innovative Financial and Banking Development on the Economic Growth of Bosnia and Herzegovina," Economics, Sciendo, vol. 11(1), pages 251-267, June.
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"Impact of private sector credit on the real sector of Nigeria,"
International Journal of Business and Social Research, LAR Center Press, vol. 3(5), pages 105-116, May.
- Aliyu Mamman & Yusuf Alhaji Hashim, 2013. "Impact of private sector credit on the real sector of Nigeria," International Journal of Business and Social Research, MIR Center for Socio-Economic Research, vol. 3(5), pages 105-116, May.
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- Mansor Ibrahim, 2007. "The role of the financial sector in economic development: the Malaysian case," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 54(4), pages 463-483, December.
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- Alarudeen Aminu Ph.D & Isiaka Akande Raifu & Bolanle Deborah Oloyede, . "Financial Development and Manufacturing Output Growth Nexus in Nigeria: The Role Of Institutional Quality," Journal of Economic and Sustainable Growth 2, Office Of The Chief Economist, Development Bank of Nigeria.
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- Klaus Neusser, 1993.
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See citations under working paper version above.- Klaus NEUSSER, 1991. "Savings, Social Security and Bequests in an OLG Model. A Simulation Exercise for Austria," Vienna Economics Papers vie9201, University of Vienna, Department of Economics.
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Cited by:
- Ivan D. Trofimov, 2017. "Capital Productivity In Industrialised Economies: Evidence From Error-Correction Model And Lagrange Multiplier Tests," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 62(215), pages 53-80, October –.
- Francisco Corona & Graciela González-Farías & Pedro Orraca, 2017. "A dynamic factor model for the Mexican economy: are common trends useful when predicting economic activity?," Latin American Economic Review, Springer;Centro de Investigaciòn y Docencia Económica (CIDE), vol. 26(1), pages 1-35, December.
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"Remittances in Mexico and their unobserved components,"
DES - Working Papers. Statistics and Econometrics. WS
22674, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
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- Jumah, Adusei & Kunst, Robert M., 2005. "Forecasting Aggregate Demand in West African Economies. The Influence of Immigrant Remittance Flows and of Asymmetric Error Correction," Economics Series 168, Institute for Advanced Studies.
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Economics Series
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176, WU Vienna University of Economics and Business.
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176, WU Vienna University of Economics and Business.
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Cited by:
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Chapters
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"Autoregressive Moving-Average Models,"
Springer Texts in Business and Economics, in: Time Series Econometrics, chapter 2, pages 25-44,
Springer.
Cited by:
- Ivan Borisov Todorov & Fernando Sánchez Lasheras, 2022. "Forecasting Applied to the Electricity, Energy, Gas and Oil Industries: A Systematic Review," Mathematics, MDPI, vol. 10(21), pages 1-15, October.
Books
- Klaus Neusser, 2016.
"Time Series Econometrics,"
Springer Texts in Business and Economics,
Springer, number 978-3-319-32862-1, June.
Cited by:
- Yiming Chang & Xiangyuan Yu & Wei Shan & Fang Wang & Yinying Tao, 2023. "Impact of Financial Market Development, Financial Crises and Deposit Insurance on Bank Risk," Prague Economic Papers, Prague University of Economics and Business, vol. 2023(1), pages 1-25.
- Marc Burri & Daniel Kaufmann, 2020.
"A daily fever curve for the Swiss economy,"
Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 156(1), pages 1-11, December.
- Marc Burri & Daniel Kaufmann, 2020. "A daily fever curve for the Swiss economy," IRENE Working Papers 20-05, IRENE Institute of Economic Research.
- Pham T. T. Trinh & Bui T. T. My, 2023. "The impact of world oil price shocks on macroeconomic variables in Vietnam: the transmission through domestic oil price," Asian-Pacific Economic Literature, The Crawford School, The Australian National University, vol. 37(1), pages 67-87, May.
- He, Wenhua & Liu, Pei & Lin, Borong & Zhou, Hao & Chen, Xuesheng, 2022. "Green finance support for development of green buildings in China: Effect, mechanism, and policy implications," Energy Policy, Elsevier, vol. 165(C).
- Marcel Lincényi & Ladislav Kabát & Michal Fabuš, 2021. "Sustainability of Print Media in the Slovak Republic with Regard to the Economic and Technological Development," Sustainability, MDPI, vol. 13(22), pages 1-17, November.
- Anna Brzozowska & Dagmara Bubel, 2020. "Estimation of the Imperative of Rural Area Development on Panel Data in the Process of Managing Agricultural Holdings in Poland," Agriculture, MDPI, vol. 10(7), pages 1-20, July.
- Vera Z. Eichenauer & Ronald Indergand & Isabel Z. Martínez & Christoph Sax, 2022. "Obtaining consistent time series from Google Trends," Economic Inquiry, Western Economic Association International, vol. 60(2), pages 694-705, April.
- Afsin Sahin, 2019. "Loom of Symmetric Pass-Through," Economies, MDPI, vol. 7(1), pages 1-25, February.
- Monika Roman & Aleksandra Górecka & Joanna Domagała, 2020. "The Linkages between Crude Oil and Food Prices," Energies, MDPI, vol. 13(24), pages 1-18, December.
- Tobechi F. Agbanike & Chinazaekpere Nwani & Uwazie I. Uwazie & Lasbrey I. Anochiwa & Thank-God C. Onoja & Ikwor O. Ogbonnaya, 2019. "Oil price, energy consumption and carbon dioxide (CO2) emissions: insight into sustainability challenges in Venezuela," Latin American Economic Review, Springer;Centro de Investigaciòn y Docencia Económica (CIDE), vol. 28(1), pages 1-26, December.
- Ivan Borisov Todorov & Fernando Sánchez Lasheras, 2022. "Forecasting Applied to the Electricity, Energy, Gas and Oil Industries: A Systematic Review," Mathematics, MDPI, vol. 10(21), pages 1-15, October.
- Cansin Kemal Can, 2023. "Estimating Bohn's Fiscal Sustainability Model with Temporal Variation: Evidence from Turkey," Prague Economic Papers, Prague University of Economics and Business, vol. 2023(1), pages 61-83.
- Pasrun Adam & Rosnawintang Rosnawintang & La Ode Saidi & La Tondi & La Ode Arsad Sani, 2018. "The Causal Relationship between Crude Oil Price, Exchange Rate and Rice Price," International Journal of Energy Economics and Policy, Econjournals, vol. 8(1), pages 90-94.
- Federico Carlini & Paolo Santucci de Magistris, 2019. "Resuscitating the co-fractional model of Granger (1986)," CREATES Research Papers 2019-02, Department of Economics and Business Economics, Aarhus University.
- Bolboaca Maria & Fischer Sarah, 2021.
"Unraveling News: Reconciling Conflicting Evidence,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 21(2), pages 695-743, June.
- Maria Bolboaca & Sarah Fischer, 2019. "Unraveling News: Reconciling Conflicting Evidence," Working Papers 19.02, Swiss National Bank, Study Center Gerzensee.
- de Souza Vasconcelos, Camila & Hadad Júnior, Eli, 2023. "Forecasting exchange rate: A bibliometric and content analysis," International Review of Economics & Finance, Elsevier, vol. 83(C), pages 607-628.
- Rachel Shields & Samer Ajour El Zein & Neus Vila Brunet, 2021. "An Analysis on the NASDAQ’s Potential for Sustainable Investment Practices during the Financial Shock from COVID-19," Sustainability, MDPI, vol. 13(7), pages 1-20, March.
- Federico Carlini & Paolo Santucci de Magistris, 2019. "Resuscitating the co-fractional model of Granger (1986)," Discussion Papers 19/01, University of Nottingham, Granger Centre for Time Series Econometrics.
- Vijay Kumar, 2021. "What Customer Wants to Read in Your Proposal," European Journal of Marketing and Economics Articles, Revistia Research and Publishing, vol. 4, July -Dec.
- Campos-González, Jorge & Balcombe, Kelvin, 2024. "The race between education and technology in Chile and its impact on the skill premium," Economic Modelling, Elsevier, vol. 131(C).