Klaus Neusser
Personal Details
First Name: | Klaus |
Middle Name: | |
Last Name: | Neusser |
Suffix: | |
RePEc Short-ID: | pne2 |
| |
http://www.neusser.ch/ | |
Department of Economics University of Bern Schanzeneckstrasse 1 CH-3012 Bern Switzerland | |
Affiliation
Department Volkswirtschaftlehre
Universität Bern
Bern, Switzerlandhttp://www-vwi.unibe.ch/
RePEc:edi:vwibech (more details at EDIRC)
Research output
Jump to: Working papers Articles Chapters Books EditorshipWorking papers
- Klaus Neusser, 2018. "The New Keynesian Model with Stochastically Varying Policies," Diskussionsschriften dp1801, Universitaet Bern, Departement Volkswirtschaft.
- Klaus Neusser, 2017. "Time Varying Rational Expectations Models: Solutions, Stability, Numerical Implementation," Diskussionsschriften dp1701, Universitaet Bern, Departement Volkswirtschaft.
- 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.
- Robert Aebi & Klaus Neusser & Peter Steiner, 2004. "Equilibrium Mobility," Diskussionsschriften dp0408, Universitaet Bern, Departement Volkswirtschaft.
- Klaus Neusser, 2004. "Externalities in U.S. Manufacturing," 2004 Meeting Papers 346, Society for Economic Dynamics.
- Manfred Deistler & Klaus Neusser, 2004. "Prognose uni- und multivariater Zeitreihen," Diskussionsschriften dp0401, 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- Klaus NEUSSER, 1990.
"Testing the Long-Run Implications of the Neoclassical Growth Model,"
Vienna Economics Papers
vie9002, University of Vienna, Department of Economics.
- Neusser, Klaus, 1991. "Testing the long-run implications of the neoclassical growth model," Journal of Monetary Economics, Elsevier, vol. 27(1), pages 3-37, February.
- Klaus NEUSSER, 1989. "Testing the Neoclassical Growth Model by Means of Cointegration," Vienna Economics Papers vie8903, University of Vienna, Department of Economics.
- Klaus NEUSSER, 1989.
"Intertemporal Nonseparability, Liquidity Constraints, and Seasonality of Aggregate Consumer Expenditures: An Empirical Investigation,"
Vienna Economics Papers
vie8901, University of Vienna, Department of Economics.
- Neusser, Klaus, 1992. "Intertemporal Nonseparability, Liquidity Constraints, and Seasonality of Aggregate Consumer Expenditures: An Empirical Investigation," Empirical Economics, Springer, vol. 17(3), pages 363-382.
Articles
- Neusser, Klaus, 2019. "Time–varying rational expectations models," Journal of Economic Dynamics and Control, Elsevier, vol. 107(C), pages 1-1.
- Neusser, Klaus, 2016.
"A topological view on the identification of structural vector autoregressions,"
Economics Letters, Elsevier, vol. 144(C), pages 107-111.
- Klaus Neusser, 2016. "A Topological View on the Identification of Structural Vector Autoregressions," Diskussionsschriften dp1604, Universitaet Bern, Departement Volkswirtschaft.
- Burren, Daniel & Neusser, Klaus, 2013. "The Role Of Sectoral Shifts In The Decline Of Real Gdp Volatility," Macroeconomic Dynamics, Cambridge University Press, vol. 17(3), pages 477-500, April.
- Daniel Burren & Klaus Neusser, 2010. "The decline in volatility of US GDP growth," Applied Economics Letters, Taylor & Francis Journals, vol. 17(16), pages 1625-1631.
- Stefan Leist & Klaus Neusser, 2010. "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.
- 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.
- Neusser, Klaus, 2008. "Interdependencies of US manufacturing sectoral TFPs: A spatial VAR approach," Journal of Macroeconomics, Elsevier, vol. 30(3), pages 991-1004, September.
- Dellas, Harris & Fernandes, Ana & Neusser, Klaus, 2007. "On the equivalence of quantitative trade restrictions and tariffs," Economics Letters, Elsevier, vol. 96(3), pages 331-336, September.
- 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.
- 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.
- Neusser, Klaus, 2000. "An algebraic interpretation of cointegration," Economics Letters, Elsevier, vol. 67(3), pages 273-281, June.
- Klaus Neusser, 1999. "An investigation into a non-linear stochastic trend model," Empirical Economics, Springer, vol. 24(1), pages 135-153.
- 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.
- Peter Brandner & Klaus Neusser, 1994. "Business cycles in open economies: A reply," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 130(3), pages 630-633, September.
- 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.
- 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, 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.
- 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.
- Klaus Neusser, 1993.
"Dynamics of Total Factor Productivities,"
Revue Économique, Programme National Persée, vol. 44(2), pages 389-418.
- Klaus NEUSSER, 1992. "Dynamics of Total Factor Productivities," Vienna Economics Papers vie9206, University of Vienna, Department of Economics.
- 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.
- Peter Brandner & Klaus Neusser, 1990. "Business Cycles in Open Economies. Stylized Facts for Austria and Germany," WIFO Working Papers 40, WIFO.
- Neusser, Klaus, 1992.
"Intertemporal Nonseparability, Liquidity Constraints, and Seasonality of Aggregate Consumer Expenditures: An Empirical Investigation,"
Empirical Economics, Springer, vol. 17(3), pages 363-382.
- Klaus NEUSSER, 1989. "Intertemporal Nonseparability, Liquidity Constraints, and Seasonality of Aggregate Consumer Expenditures: An Empirical Investigation," Vienna Economics Papers vie8901, University of Vienna, Department of Economics.
- Neusser, Klaus, 1991.
"Testing the long-run implications of the neoclassical growth model,"
Journal of Monetary Economics, Elsevier, vol. 27(1), pages 3-37, February.
- Klaus NEUSSER, 1990. "Testing the Long-Run Implications of the Neoclassical Growth Model," Vienna Economics Papers vie9002, University of Vienna, Department of Economics.
- 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..
- Kunst, Robert & Neusser, Klaus, 1986. "A forecasting comparison of some var techniques," International Journal of Forecasting, Elsevier, vol. 2(4), pages 447-456.
- Neusser, Klaus, 1985. "Multiple partial adjustment of portfolios under rational expectations," Economics Letters, Elsevier, vol. 19(4), pages 373-376.
Chapters
- Klaus Neusser, 2016. "Forecasting Stationary Processes," Springer Texts in Business and Economics, in: Time Series Econometrics, chapter 3, pages 45-66, Springer.
- Klaus Neusser, 2016. "Cointegration," Springer Texts in Business and Economics, in: Time Series Econometrics, chapter 16, pages 295-324, Springer.
- Klaus Neusser, 2016. "Estimation of Vector Autoregressive Models," Springer Texts in Business and Economics, in: Time Series Econometrics, chapter 13, pages 225-239, Springer.
- Klaus Neusser, 2016. "Estimation of the Mean and the Autocorrelation Function," Springer Texts in Business and Economics, in: Time Series Econometrics, chapter 4, pages 67-85, Springer.
- Klaus Neusser, 2016. "Introduction," Springer Texts in Business and Economics, in: Time Series Econometrics, chapter 9, pages 197-199, Springer.
- Klaus Neusser, 2016. "Stationary Time Series Models: Vector Autoregressive Moving-Average Processes (VARMA Processes)," Springer Texts in Business and Economics, in: Time Series Econometrics, chapter 12, pages 215-224, Springer.
- Klaus Neusser, 2016. "State-Space Models and the Kalman Filter," Springer Texts in Business and Economics, in: Time Series Econometrics, chapter 17, pages 325-352, Springer.
- Klaus Neusser, 2016. "Estimation of ARMA Models," Springer Texts in Business and Economics, in: Time Series Econometrics, chapter 5, pages 87-108, Springer.
- Klaus Neusser, 2016. "Forecasting with VAR Models," Springer Texts in Business and Economics, in: Time Series Econometrics, chapter 14, pages 241-253, Springer.
- Klaus Neusser, 2016. "Introduction and Basic Theoretical Concepts," Springer Texts in Business and Economics, in: Time Series Econometrics, chapter 1, pages 3-24, Springer.
- Klaus Neusser, 2016. "Spectral Analysis and Linear Filters," Springer Texts in Business and Economics, in: Time Series Econometrics, chapter 6, pages 109-132, Springer.
- Klaus Neusser, 2016. "Estimation of Mean and Covariance Function," Springer Texts in Business and Economics, in: Time Series Econometrics, chapter 11, pages 207-214, Springer.
- Klaus Neusser, 2016. "Interpretation and Identification of VAR Models," Springer Texts in Business and Economics, in: Time Series Econometrics, chapter 15, pages 255-294, Springer.
- Klaus Neusser, 2016. "Generalizations of Linear Time Series Models," Springer Texts in Business and Economics, in: Time Series Econometrics, chapter 18, pages 353-367, Springer.
- Klaus Neusser, 2016. "Definitions and Stationarity," Springer Texts in Business and Economics, in: Time Series Econometrics, chapter 10, pages 201-206, Springer.
- Klaus Neusser, 2016. "Autoregressive Moving-Average Models," Springer Texts in Business and Economics, in: Time Series Econometrics, chapter 2, pages 25-44, Springer.
- Klaus Neusser, 2016. "Integrated Processes," Springer Texts in Business and Economics, in: Time Series Econometrics, chapter 7, pages 133-165, Springer.
- Klaus Neusser, 2016. "Models of Volatility," Springer Texts in Business and Economics, in: Time Series Econometrics, chapter 8, pages 167-193, Springer.
Books
- Klaus Neusser, 2016. "Time Series Econometrics," Springer Texts in Business and Economics, Springer, number 978-3-319-32862-1, October.
Editorship
- Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES).
More information
Research fields, statistics, top rankings, if available.Statistics
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Rankings
This author is among the top 5% authors according to these criteria:Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ECM: Econometrics (2) 2006-03-11 2016-04-09
- NEP-ORE: Operations Research (2) 2017-12-03 2018-05-14
- NEP-UPT: Utility Models and Prospect Theory (2) 2017-12-03 2018-05-14
- NEP-DGE: Dynamic General Equilibrium (1) 2018-05-14
- NEP-ETS: Econometric Time Series (1) 2016-04-09
- NEP-MAC: Macroeconomics (1) 2018-05-14
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