IDEAS home Printed from https://ideas.repec.org/e/pwa66.html
   My authors  Follow this author

Martin Wagner

Personal Details

First Name:Martin
Middle Name:
Last Name:Wagner
Suffix:
RePEc Short-ID:pwa66
[This author has chosen not to make the email address public]
Martin Wagner Department of Economics and Finance Institute for Advanced Studies Stumpergasse 56 A-1060 Vienna, Austria

Affiliation

(20%) Banka Slovenije

Ljubljana, Slovenia
http://www.bsi.si/
RePEc:edi:bsigvsi (more details at EDIRC)

(10%) Institut für Höhere Studien (IHS)

Wien, Austria
http://www.ihs.ac.at/
RePEc:edi:deihsat (more details at EDIRC)

(70%) Institut für Volkswirtschaftslehre
Fakultät für Wirtschafts- und Rechtswissenschaften
Alpen-Adria-Universität Klagenfurt

Klagenfurt, Austria
https://www.aau.at/volkswirtschaftslehre/
RePEc:edi:avkluat (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Veldhuis, Sebastian & Wagner, Martin, 2024. "Integrated Modiï¬ ed Least Squares Estimation and (Fixed-b) Inference for Systems of Cointegrating Multivariate Polynomial Regressions," IHS Working Paper Series 54, Institute for Advanced Studies.
  2. Vogelsang, Timothy J. & Wagner, Martin, 2024. "Integrated Modified OLS Estimation and Fixed-b Inference for Cointegrating Multivariate Polynomial Regressions," IHS Working Paper Series 53, Institute for Advanced Studies.
  3. Wagner, Martin, 2023. "Fully Modified Least Squares Estimation and Inference for Systems of Cointegrating Polynomial Regressions," IHS Working Paper Series 44, Institute for Advanced Studies.
  4. Reichold, Karsten & Wagner, Martin & Damjanovic, Milan & Drenkovska, Marija, 2022. "Sources and Channels of Nonlinearities and Instabilities of the Phillips Curve: Results for the Euro Area and Its Member States," IHS Working Paper Series 40, Institute for Advanced Studies.
  5. Osbat, Chiara & Sun, Yiqiao & Wagner, Martin, 2021. "Sectoral exchange rate pass-through in the euro area," Working Paper Series 2634, European Central Bank.
  6. Knorre, Fabian & Wagner, Martin & Grupe, Maximilian, 2020. "Monitoring Cointegrating Polynomial Regressions: Theory and Application to the Environmental Kuznets Curves for Carbon and Sulfur Dioxide Emissions," IHS Working Paper Series 27, Institute for Advanced Studies.
  7. Reynolds, Julia & Soegner, Leopold & Wagner, Martin, 2020. "Deviations from Triangular Arbitrage Parity in Foreign Exchange and Bitcoin Markets," IHS Working Paper Series 17, Institute for Advanced Studies.
  8. Stypka, Oliver & Wagner, Martin & Grabarczyk, Peter & Kawka, Rafael, 2017. "The Asymptotic Validity of "Standard" Fully Modified OLS Estimation and Inference in Cointegrating Polynomial Regressions," Economics Series 333, Institute for Advanced Studies.
  9. Wagner, Martin & Wied, Dominik, 2014. "Monitoring Stationarity and Cointegration," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100386, Verein für Socialpolitik / German Economic Association.
  10. Martin Wagner & Achim Zeileis, 2012. "Heterogeneity of Regional Growth in the European Union," Working Papers 2012-20, Faculty of Economics and Statistics, Universität Innsbruck.
  11. Vogelsang, Timothy J. & Wagner, Martin, 2011. "Integrated Modified OLS Estimation and Fixed-b Inference for Cointegrating Regressions," Economics Series 263, Institute for Advanced Studies.
  12. Pedroni, Peter & Vogelsang, Timothy J. & Wagner, Martin & Westerlund, Joakim, 2011. "Nonparametric Rank Tests for Non-stationary Panels," Economics Series 270, Institute for Advanced Studies.
  13. Vogelsang, Timothy J. & Wagner, Martin, 2011. "A Fixed-b Perspective on the Phillips-Perron Unit Root Tests," Economics Series 272, Institute for Advanced Studies.
  14. Hong, Seung Hyun & Wagner, Martin, 2011. "Cointegrating Polynomial Regressions," Economics Series 264, Institute for Advanced Studies.
  15. Wagner, Martin, 2010. "Cointegration Analysis with State Space Models," Economics Series 248, Institute for Advanced Studies.
  16. Wagner, Martin & Hlouskova, Jaroslava, 2009. "Growth Regressions, Principal Components and Frequentist Model Averaging," Economics Series 236, Institute for Advanced Studies.
  17. Hlouskova, Jaroslava & Wagner, Martin, 2009. "Finite Sample Correction Factors for Panel Cointegration Tests," Economics Series 244, Institute for Advanced Studies.
  18. Hong, Seung Hyun & Wagner, Martin, 2008. "Nonlinear Cointegration Analysis and the Environmental Kuznets Curve," Economics Series 224, Institute for Advanced Studies.
  19. Schneider, Ulrike & Wagner, Martin, 2008. "Catching Growth Determinants with the Adaptive LASSO," Economics Series 232, Institute for Advanced Studies.
  20. Wagner, Martin & Hlouskova, Jaroslava, 2007. "The Performance of Panel Cointegration Methods. Results from a Large Scale Simulation Study," Economics Series 210, Institute for Advanced Studies.
  21. Wagner, Martin, 2006. "The Carbon Kuznets Curve. A Cloudy Picture Emitted by Bad Econometrics?," Economics Series 197, Institute for Advanced Studies.
  22. Müller-Fürstenberger, Georg & Wagner, Martin, 2006. "Exploring the Environmental Kuznets Hypothesis. Theoretical and Econometric Problems," Economics Series 183, Institute for Advanced Studies.
  23. Dietmar Bauer & Martin Wagner, 2005. "Autoregressive Approximations of Multiple Frequency I(1) Processes," Economics Working Papers ECO2005/09, European University Institute.
  24. Wagner, Martin, 2005. "The Balassa-Samuelson Effect in 'East & West'. Differences and Similarities," Economics Series 180, Institute for Advanced Studies.
  25. Wagner, Martin, 2005. "On PPP, Unit Roots and Panels," Economics Series 176, Institute for Advanced Studies.
  26. Georg Muller-Furstenberger & Martin Wagner & Benito Muller, 2005. "Exploring the Carbon Kuznets Hypothesis," Others 0506009, University Library of Munich, Germany.
  27. Nævdal, Eric & Wagner, Martin, 2005. "On Aghion's and Blanchard's "On the Speed of Transition in Central Europe"," Economics Series 175, Institute for Advanced Studies.
  28. Jaroslava Hlouskova & Martin Wagner, 2005. "The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study," Economics Working Papers ECO2005/05, European University Institute.
  29. Martin Wagner & Jaroslava Hlouskova, 2004. "CEEC Growth Projections: Certainly Necessary and Necessarily Uncertain," Diskussionsschriften dp0403, Universitaet Bern, Departement Volkswirtschaft.
  30. Jaroslava HLOUSKOVA & Kurt SCHMIDHEINY & Martin WAGNER, 2004. "Multistep Predictions for Multivariate GARCH Models: Closed Form Solution and the Value for Portfolio Management," Cahiers de Recherches Economiques du Département d'économie 04.10, Université de Lausanne, Faculté des HEC, Département d’économie.
  31. Martin Wagner & Jaroslava Hlouskova, 2004. "What's Really the Story with this Balassa-Samuelson Effect in the CEECs?," Diskussionsschriften dp0416, Universitaet Bern, Departement Volkswirtschaft.
  32. Dietmar Bauer & Martin Wagner, 2003. "On Polynomial Cointegration in the State Space Framework," Diskussionsschriften dp0313, Universitaet Bern, Departement Volkswirtschaft.
  33. Dietmar Bauer & Martin Wagner, 2003. "The Performance of Subspace Algorithm Cointegration Analysis: A Simulation Study," Diskussionsschriften dp0308, Universitaet Bern, Departement Volkswirtschaft.
  34. Wagner, Martin & Hlouskova, Jaroslava, 2002. "The CEEC10's Real Convergence Prospects," CEPR Discussion Papers 3318, C.E.P.R. Discussion Papers.
  35. Martin Wagner, 2002. "A Comparison of Johansen's, Bierens and the Subspace Algorithm Method for Cointegration Analysis," Diskussionsschriften dp0210, Universitaet Bern, Departement Volkswirtschaft.
  36. Dietmar Bauer & Martin Wagner, 2002. "Asymptotic Properties of Pseudo Maximum Likelihood Estimates for Multiple Frequency I(1) Processes," Diskussionsschriften dp0205, Universitaet Bern, Departement Volkswirtschaft.
  37. Dietmar Bauer & Martin Wagner, 2002. "A Canonical Form for Unit Root Processes in the State Space Framework," Diskussionsschriften dp0204, Universitaet Bern, Departement Volkswirtschaft.
  38. Jaroslava Hlouskova & Kurt Schmidheiny & Martin Wagner, 2002. "Multistep Predictions from Multivariate ARMA-GARCH: Models and their Value for Portfolio Management," Diskussionsschriften dp0212, Universitaet Bern, Departement Volkswirtschaft.
  39. Dietmar Bauer & Martin Wagner, 2000. "Estimating Cointegrated Systems Using Subspace Algorithms," Econometric Society World Congress 2000 Contributed Papers 0293, Econometric Society.
  40. Wagner, Martin, 1999. "VAR Cointegration in VARMA Models," Economics Series 65, Institute for Advanced Studies.
  41. Wagner, Martin, 1999. "Capital and Goods Market Integration and the Inequality of Nations," Economics Series 66, Institute for Advanced Studies.
  42. Wagner, Martin, 1999. "Bierens' and Johansen's Method - Complements or Substitutes?," Economics Series 74, Institute for Advanced Studies.

Articles

  1. Benedikt M. Pötscher & Leopold Sögner & Martin Wagner, 2024. "Introduction to the Special Issue “High-Dimensional Time Series in Macroeconomics and Finance”," Econometrics, MDPI, vol. 12(1), pages 1-2, February.
  2. Wagner, Martin, 2023. "Fully modified least squares estimation and inference for systems of cointegrating polynomial regressions," Economics Letters, Elsevier, vol. 228(C).
  3. Martin Wagner & Karsten Reichold, 2023. "Panel cointegrating polynomial regressions: group-mean fully modified OLS estimation and inference," Econometric Reviews, Taylor & Francis Journals, vol. 42(4), pages 358-392, April.
  4. Martin Wagner, 2023. "Residual-based cointegration and non-cointegration tests for cointegrating polynomial regressions," Empirical Economics, Springer, vol. 65(1), pages 1-31, July.
  5. Martin Wagner, 2023. "Correction to: Residual-based cointegration and non-cointegration tests for cointegrating polynomial regressions," Empirical Economics, Springer, vol. 65(3), pages 1511-1511, September.
  6. Julia Reynolds & Leopold Sögner & Martin Wagner, 2021. "Deviations from Triangular Arbitrage Parity in Foreign Exchange and Bitcoin Markets," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 13(2), pages 105-146, June.
  7. Fabian Knorre & Martin Wagner & Maximilian Grupe, 2021. "Monitoring Cointegrating Polynomial Regressions: Theory and Application to the Environmental Kuznets Curves for Carbon and Sulfur Dioxide Emissions," Econometrics, MDPI, vol. 9(1), pages 1-35, March.
  8. Wagner, Martin & Grabarczyk, Peter & Hong, Seung Hyun, 2020. "Fully modified OLS estimation and inference for seemingly unrelated cointegrating polynomial regressions and the environmental Kuznets curve for carbon dioxide emissions," Journal of Econometrics, Elsevier, vol. 214(1), pages 216-255.
  9. Robert M. Kunst & Martin Wagner, 2020. "Economic forecasting: editors’ introduction," Empirical Economics, Springer, vol. 58(1), pages 1-5, January.
  10. Dietmar Bauer & Lukas Matuschek & Patrick de Matos Ribeiro & Martin Wagner, 2020. "A Parameterization of Models for Unit Root Processes: Structure Theory and Hypothesis Testing," Econometrics, MDPI, vol. 8(4), pages 1-54, November.
  11. Martin Wagner & Achim Zeileis, 2019. "Heterogeneity and Spatial Dependence of Regional Growth in the EU: A Recursive Partitioning Approach," German Economic Review, Verein für Socialpolitik, vol. 20(1), pages 67-82, February.
  12. Stypka, Oliver & Wagner, Martin, 2019. "The Phillips unit root tests for polynomials of integrated processes revisited," Economics Letters, Elsevier, vol. 176(C), pages 109-113.
  13. Grabarczyk, Peter & Wagner, Martin & Frondel, Manuel & Sommer, Stephan, 2018. "A cointegrating polynomial regression analysis of the material kuznets curve hypothesis," Resources Policy, Elsevier, vol. 57(C), pages 236-245.
  14. Martin Wagner & Dominik Wied, 2017. "Consistent Monitoring of Cointegrating Relationships: The US Housing Market and the Subprime Crisis," Journal of Time Series Analysis, Wiley Blackwell, vol. 38(6), pages 960-980, November.
  15. Deistler, Manfred & Wagner, Martin, 2017. "Cointegration in singular ARMA models," Economics Letters, Elsevier, vol. 155(C), pages 39-42.
  16. Patrick de Matos Ribeiro & Lukas Matuschek & Martin Wagner, 2017. "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," Statistical Papers, Springer, vol. 58(2), pages 555-556, June.
  17. Wagner, Martin & Hong, Seung Hyun, 2016. "Cointegrating Polynomial Regressions: Fully Modified Ols Estimation And Inference," Econometric Theory, Cambridge University Press, vol. 32(5), pages 1289-1315, October.
  18. Wagner Martin & Hlouskova Jaroslava, 2015. "Growth Regressions, Principal Components Augmented Regressions and Frequentist Model Averaging," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 235(6), pages 642-662, December.
  19. Pedroni, Peter L. & Vogelsang, Timothy J. & Wagner, Martin & Westerlund, Joakim, 2015. "Nonparametric rank tests for non-stationary panels," Journal of Econometrics, Elsevier, vol. 185(2), pages 378-391.
  20. Martin Wagner, 2015. "The Environmental Kuznets Curve, Cointegration and Nonlinearity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(6), pages 948-967, September.
  21. Vogelsang, Timothy J. & Wagner, Martin, 2014. "Integrated modified OLS estimation and fixed-b inference for cointegrating regressions," Journal of Econometrics, Elsevier, vol. 178(2), pages 741-760.
  22. Vogelsang, Timothy J. & Wagner, Martin, 2013. "A FIXED-b PERSPECTIVE ON THE PHILLIPS–PERRON UNIT ROOT TESTS," Econometric Theory, Cambridge University Press, vol. 29(3), pages 609-628, June.
  23. Jaroslava Hlouskova & Martin Wagner, 2013. "The Determinants of Long-Run Economic Growth: A Conceptually and Computationally Simple Approach," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 149(IV), pages 445-492, December.
  24. Wagner, Martin, 2012. "The Phillips unit root tests for polynomials of integrated processes," Economics Letters, Elsevier, vol. 114(3), pages 299-303.
  25. Ulrike Schneider & Martin Wagner, 2012. "Catching Growth Determinants with the Adaptive Lasso," German Economic Review, Verein für Socialpolitik, vol. 13(1), pages 71-85, February.
  26. Bauer, Dietmar & Wagner, Martin, 2012. "A State Space Canonical Form For Unit Root Processes," Econometric Theory, Cambridge University Press, vol. 28(6), pages 1313-1349, December.
  27. Martin Wagner & Jaroslava Hlouskova, 2010. "The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study," Econometric Reviews, Taylor & Francis Journals, vol. 29(2), pages 182-223, April.
  28. 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.
  29. Jaroslava Hlouskova & Martin Wagner, 2009. "Finite Sample Correction Factors for Panel Cointegration Tests," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(6), pages 851-881, December.
  30. Bauer, Dietmar & Wagner, Martin, 2009. "Using subspace algorithm cointegration analysis: Simulation performance and application to the term structure," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 1954-1973, April.
  31. Hlouskova, Jaroslava & Schmidheiny, Kurt & Wagner, Martin, 2009. "Multistep predictions for multivariate GARCH models: Closed form solution and the value for portfolio management," Journal of Empirical Finance, Elsevier, vol. 16(2), pages 330-336, March.
  32. Martin Wagner, 2008. "On PPP, unit roots and panels," Empirical Economics, Springer, vol. 35(2), pages 229-249, September.
  33. Wagner, Martin, 2008. "The carbon Kuznets curve: A cloudy picture emitted by bad econometrics?," Resource and Energy Economics, Elsevier, vol. 30(3), pages 388-408, August.
  34. Muller-Furstenberger, Georg & Wagner, Martin, 2007. "Exploring the environmental Kuznets hypothesis: Theoretical and econometric problems," Ecological Economics, Elsevier, vol. 62(3-4), pages 648-660, May.
  35. Jaroslava Hlouskova & Martin Wagner, 2006. "The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study," Econometric Reviews, Taylor & Francis Journals, vol. 25(1), pages 85-116.
  36. Bradford David F. & Fender Rebecca A & Shore Stephen H. & Wagner Martin, 2005. "The Environmental Kuznets Curve: Exploring a Fresh Specification," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 4(1), pages 1-28, June.
  37. Martin Wagner & Jaroslava Hlouskova, 2005. "CEEC growth projections: Certainly necessary and necessarily uncertain," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 13(2), pages 341-372, April.
  38. Martin Wagner, 2004. "A Comparison of Johansen's, Bierens’ and the Subspace Algorithm Method for Cointegration Analysis," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 66(3), pages 399-424, July.
  39. B. Bohm & A. Gleiss & M. Wagner & D. Ziegler, 2002. "Disaggregated capital stock estimation for Austria - methods, concepts and results," Applied Economics, Taylor & Francis Journals, vol. 34(1), pages 23-37.
  40. Bauer, Dietmar & Wagner, Martin, 2002. "Estimating cointegrated systems using subspace algorithms," Journal of Econometrics, Elsevier, vol. 111(1), pages 47-84, November.

Chapters

  1. Anindya Banerjee & Martin Wagner, 2009. "Panel Methods to Test for Unit Roots and Cointegration," Palgrave Macmillan Books, in: Terence C. Mills & Kerry Patterson (ed.), Palgrave Handbook of Econometrics, chapter 13, pages 632-726, Palgrave Macmillan.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Journal Pages
  2. Number of Journal Pages, Weighted by Number of Authors
  3. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  4. Wu-Index

Co-authorship network on CollEc

Featured entries

This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki entries:
  1. Network of Swiss Economists Abroad

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 43 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.
  1. NEP-ECM: Econometrics (31) 2002-06-13 2002-09-11 2002-10-23 2002-11-13 2003-06-19 2003-10-05 2003-10-05 2004-07-18 2005-03-20 2005-08-13 2005-08-13 2005-10-04 2005-10-04 2006-11-12 2007-05-19 2008-07-30 2008-12-01 2009-03-28 2009-09-26 2010-02-05 2010-02-20 2011-01-30 2011-03-26 2011-06-18 2011-08-02 2015-02-22 2017-10-29 2021-01-18 2023-01-30 2024-05-13 2024-06-17. Author is listed
  2. NEP-ETS: Econometric Time Series (24) 2002-06-13 2002-09-11 2002-10-23 2002-11-10 2003-10-05 2003-10-05 2004-07-18 2005-03-20 2005-08-13 2005-08-13 2005-10-04 2005-10-04 2007-05-19 2009-09-26 2010-02-20 2011-01-30 2011-03-26 2011-06-18 2011-08-02 2015-02-22 2017-10-29 2021-01-18 2023-01-30 2024-06-17. Author is listed
  3. NEP-ENE: Energy Economics (6) 2004-12-12 2005-06-14 2006-01-24 2006-11-12 2008-07-30 2021-01-18. Author is listed
  4. NEP-ENV: Environmental Economics (6) 2004-12-12 2005-06-14 2006-01-24 2006-11-12 2008-07-30 2021-01-18. Author is listed
  5. NEP-CMP: Computational Economics (4) 2002-10-23 2003-06-16 2007-05-19 2010-02-05
  6. NEP-DEV: Development (4) 2003-02-18 2004-03-14 2004-10-18 2005-12-09
  7. NEP-EEC: European Economics (4) 2003-02-18 2005-12-09 2022-01-10 2022-06-27
  8. NEP-IFN: International Finance (3) 2004-10-18 2005-10-04 2005-12-09
  9. NEP-FDG: Financial Development and Growth (2) 2009-03-28 2012-10-06
  10. NEP-FMK: Financial Markets (2) 2002-11-10 2005-10-04
  11. NEP-GEO: Economic Geography (2) 2003-02-18 2012-10-06
  12. NEP-MAC: Macroeconomics (2) 2005-10-04 2022-06-27
  13. NEP-MON: Monetary Economics (2) 2022-01-10 2022-06-27
  14. NEP-RMG: Risk Management (2) 2002-09-11 2002-11-10
  15. NEP-AGR: Agricultural Economics (1) 2006-11-12
  16. NEP-EUR: Microeconomic European Issues (1) 2012-10-06
  17. NEP-FIN: Finance (1) 2004-07-18
  18. NEP-INT: International Trade (1) 2022-01-10
  19. NEP-OPM: Open Economy Macroeconomics (1) 2022-01-10
  20. NEP-ORE: Operations Research (1) 2021-01-18
  21. NEP-PAY: Payment Systems and Financial Technology (1) 2020-07-27
  22. NEP-RES: Resource Economics (1) 2006-11-12
  23. NEP-TRA: Transition Economics (1) 2005-10-04
  24. NEP-URE: Urban and Real Estate Economics (1) 2012-10-06

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Martin Wagner should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.