Marian Vavra
Personal Details
First Name: | Marian |
Middle Name: | |
Last Name: | Vavra |
Suffix: | |
RePEc Short-ID: | pva627 |
| |
http://www.applied-econometrics.com | |
Research output
Jump to: Working papers ArticlesWorking papers
- Zacharias Psaradakis & Marian Vavra, 2020.
"On Using Triples to Assess Symmetry Under Weak Dependence,"
Working and Discussion Papers
WP 7/2020, Research Department, National Bank of Slovakia.
- Zacharias Psaradakis & Marián Vávra, 2022. "Using Triples to Assess Symmetry Under Weak Dependence," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(4), pages 1538-1551, October.
- Zacharias Psaradakis & Márian Vávra, 2018.
"Bootstrap-Assisted Tests of Symmetry for Dependent Data,"
Birkbeck Working Papers in Economics and Finance
1806, Birkbeck, Department of Economics, Mathematics & Statistics.
- Zacharias Psaradakis & Marian Vavra, 2018. "Bootstrap Assisted Tests of Symmetry for Dependent Data," Working and Discussion Papers WP 5/2018, Research Department, National Bank of Slovakia.
- Marian Vavra, 2018.
"Assessing Distributional Properties of Forecast Errors,"
Working and Discussion Papers
WP 3/2018, Research Department, National Bank of Slovakia.
- Marián Vávra, 2020. "Assessing distributional properties of forecast errors for fan-chart modelling," Empirical Economics, Springer, vol. 59(6), pages 2841-2858, December.
- Zacharias Psaradakis & Marian Vavra, 2017.
"Normality Tests for Dependent Data,"
Working and Discussion Papers
WP 12/2017, Research Department, National Bank of Slovakia.
- Zacharias Psaradakis & Marián Vávra, 2017. "Normality Tests for Dependent Data: Large-Sample and Bootstrap Approaches," Birkbeck Working Papers in Economics and Finance 1706, Birkbeck, Department of Economics, Mathematics & Statistics.
- Juraj Hucek & Alexander Karsay & Marian Vavra, 2015. "Short-term Forecasting of Real GDP Using Monthly Data," Working and Discussion Papers OP 1/2015, Research Department, National Bank of Slovakia.
- Marian Vavra, 2015. "On a Bootstrap Test for Forecast Evaluations," Working and Discussion Papers WP 5/2015, Research Department, National Bank of Slovakia.
- Marian Vavra, 2015.
"Testing for normality with applications,"
Working and Discussion Papers
WP 1/2015, Research Department, National Bank of Slovakia.
- Psaradakis, Zacharias & Vávra, Marián, 2017. "A distance test of normality for a wide class of stationary processes," Econometrics and Statistics, Elsevier, vol. 2(C), pages 50-60.
- Zacharias Psaradakis & Marián Vávra, 2015. "A Distance Test of Normality for a Wide Class of Stationary Processes," Birkbeck Working Papers in Economics and Finance 1513, Birkbeck, Department of Economics, Mathematics & Statistics.
- Marian Vavra, 2013. "Testing for linear and Markov switching DSGE models," Working and Discussion Papers WP 3/2013, Research Department, National Bank of Slovakia.
- Marian Vavra, 2013.
"Testing for non-linearity in multivariate stochastic processes,"
Working and Discussion Papers
WP 2/2013, Research Department, National Bank of Slovakia.
- Psaradakis, Zacharias & Vávra, Marián, 2014. "On testing for nonlinearity in multivariate time series," Economics Letters, Elsevier, vol. 125(1), pages 1-4.
- Marian Vavra, 2013.
"Testing for marginal asymmetry of weakly dependent processes,"
Working and Discussion Papers
WP 1/2013, Research Department, National Bank of Slovakia.
- Zacharias Psaradakis & Marián Vávra, 2015. "A Quantile-based Test for Symmetry of Weakly Dependent Processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(4), pages 587-598, July.
- Marian Vavra, 2012.
"Testing Non-linearity Using a Modified Q Test,"
Birkbeck Working Papers in Economics and Finance
1204, Birkbeck, Department of Economics, Mathematics & Statistics.
- Zacharias Psaradakis & Marián Vávra, 2019. "Portmanteau tests for linearity of stationary time series," Econometric Reviews, Taylor & Francis Journals, vol. 38(2), pages 248-262, February.
- Zacharias Psaradakis & Marián Vávra, 2015. "Portmanteau Tests for Linearity of Stationary Time Series," Birkbeck Working Papers in Economics and Finance 1514, Birkbeck, Department of Economics, Mathematics & Statistics.
- Zacharias Psaradakis & Marian Vavra, 2016. "Portmanteau Tests for Linearity of Stationary Time Series," Working and Discussion Papers WP 1/2016, Research Department, National Bank of Slovakia.
- Marian Vavra, 2012. "Robustness of Power Properties of Non-linearity Tests," Birkbeck Working Papers in Economics and Finance 1205, Birkbeck, Department of Economics, Mathematics & Statistics.
Articles
- Marián Vávra, 2020.
"Assessing distributional properties of forecast errors for fan-chart modelling,"
Empirical Economics, Springer, vol. 59(6), pages 2841-2858, December.
- Marian Vavra, 2018. "Assessing Distributional Properties of Forecast Errors," Working and Discussion Papers WP 3/2018, Research Department, National Bank of Slovakia.
- Zacharias Psaradakis & Marián Vávra, 2019.
"Portmanteau tests for linearity of stationary time series,"
Econometric Reviews, Taylor & Francis Journals, vol. 38(2), pages 248-262, February.
- Zacharias Psaradakis & Marián Vávra, 2015. "Portmanteau Tests for Linearity of Stationary Time Series," Birkbeck Working Papers in Economics and Finance 1514, Birkbeck, Department of Economics, Mathematics & Statistics.
- Zacharias Psaradakis & Marian Vavra, 2016. "Portmanteau Tests for Linearity of Stationary Time Series," Working and Discussion Papers WP 1/2016, Research Department, National Bank of Slovakia.
- Marian Vavra, 2012. "Testing Non-linearity Using a Modified Q Test," Birkbeck Working Papers in Economics and Finance 1204, Birkbeck, Department of Economics, Mathematics & Statistics.
- Psaradakis, Zacharias & Vávra, Marián, 2017.
"A distance test of normality for a wide class of stationary processes,"
Econometrics and Statistics, Elsevier, vol. 2(C), pages 50-60.
- Zacharias Psaradakis & Marián Vávra, 2015. "A Distance Test of Normality for a Wide Class of Stationary Processes," Birkbeck Working Papers in Economics and Finance 1513, Birkbeck, Department of Economics, Mathematics & Statistics.
- Marian Vavra, 2015. "Testing for normality with applications," Working and Discussion Papers WP 1/2015, Research Department, National Bank of Slovakia.
- Mari�n V�vra, 2015. "Empirical evidence of joint nonlinearity in economic area and US economic variables using two modified multivariate nonlinearity tests," Applied Economics Letters, Taylor & Francis Journals, vol. 22(14), pages 1094-1099, September.
- Zacharias Psaradakis & Marián Vávra, 2015.
"A Quantile-based Test for Symmetry of Weakly Dependent Processes,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 36(4), pages 587-598, July.
- Marian Vavra, 2013. "Testing for marginal asymmetry of weakly dependent processes," Working and Discussion Papers WP 1/2013, Research Department, National Bank of Slovakia.
- Psaradakis, Zacharias & Vávra, Marián, 2014.
"On testing for nonlinearity in multivariate time series,"
Economics Letters, Elsevier, vol. 125(1), pages 1-4.
- Marian Vavra, 2013. "Testing for non-linearity in multivariate stochastic processes," Working and Discussion Papers WP 2/2013, Research Department, National Bank of Slovakia.
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.Blog mentions
As found by EconAcademics.org, the blog aggregator for Economics research:- Zacharias Psaradakis & Marian Vavra, 2016.
"Portmanteau Tests for Linearity of Stationary Time Series,"
Working and Discussion Papers
WP 1/2016, Research Department, National Bank of Slovakia.
- Zacharias Psaradakis & Marián Vávra, 2019. "Portmanteau tests for linearity of stationary time series," Econometric Reviews, Taylor & Francis Journals, vol. 38(2), pages 248-262, February.
- Zacharias Psaradakis & Marián Vávra, 2015. "Portmanteau Tests for Linearity of Stationary Time Series," Birkbeck Working Papers in Economics and Finance 1514, Birkbeck, Department of Economics, Mathematics & Statistics.
- Marian Vavra, 2012. "Testing Non-linearity Using a Modified Q Test," Birkbeck Working Papers in Economics and Finance 1204, Birkbeck, Department of Economics, Mathematics & Statistics.
Mentioned in:
- November Reading
by Dave Giles in Econometrics Beat: Dave Giles' Blog on 2016-11-04 20:28:00
Working papers
- Zacharias Psaradakis & Marian Vavra, 2017.
"Normality Tests for Dependent Data,"
Working and Discussion Papers
WP 12/2017, Research Department, National Bank of Slovakia.
- Zacharias Psaradakis & Marián Vávra, 2017. "Normality Tests for Dependent Data: Large-Sample and Bootstrap Approaches," Birkbeck Working Papers in Economics and Finance 1706, Birkbeck, Department of Economics, Mathematics & Statistics.
Cited by:
- Marian Vavra, 2018.
"Assessing Distributional Properties of Forecast Errors,"
Working and Discussion Papers
WP 3/2018, Research Department, National Bank of Slovakia.
- Marián Vávra, 2020. "Assessing distributional properties of forecast errors for fan-chart modelling," Empirical Economics, Springer, vol. 59(6), pages 2841-2858, December.
- Bogdan Włodarczyk & Daniela Firoiu & George H. Ionescu & Florin Ghiocel & Marek Szturo & Lesław Markowski, 2021. "Assessing the Sustainable Development and Renewable Energy Sources Relationship in EU Countries," Energies, MDPI, vol. 14(8), pages 1-16, April.
- Elena Jianu & Ramona Pîrvu & Gheorghe Axinte & Ovidiu Toma & Andrei Valentin Cojocaru & Flavia Murtaza, 2021. "EU Labor Market Inequalities and Sustainable Development Goals," Sustainability, MDPI, vol. 13(5), pages 1-17, March.
- Juraj Hucek & Alexander Karsay & Marian Vavra, 2015.
"Short-term Forecasting of Real GDP Using Monthly Data,"
Working and Discussion Papers
OP 1/2015, Research Department, National Bank of Slovakia.
Cited by:
- Tóth, Peter, 2014.
"Malý dynamický faktorový model na krátkodobé prognózovanie slovenského HDP [A Small Dynamic Factor Model for the Short-Term Forecasting of Slovak GDP],"
MPRA Paper
63713, University Library of Munich, Germany.
- Tóth, Peter, 2017. "Nowcasting Slovak GDP by a Small Dynamic Factor Model," MPRA Paper 77245, University Library of Munich, Germany.
- Tomas Adam & Filip Novotny, 2018. "Assessing the External Demand of the Czech Economy: Nowcasting Foreign GDP Using Bridge Equations," Working Papers 2018/18, Czech National Bank.
- Nataliia Ostapenko, 2022. "Do output gap estimates improve inflation forecasts in Slovakia?," Working and Discussion Papers WP 4/2022, Research Department, National Bank of Slovakia.
- Tóth, Peter, 2014.
"Malý dynamický faktorový model na krátkodobé prognózovanie slovenského HDP [A Small Dynamic Factor Model for the Short-Term Forecasting of Slovak GDP],"
MPRA Paper
63713, University Library of Munich, Germany.
- Marian Vavra, 2015.
"Testing for normality with applications,"
Working and Discussion Papers
WP 1/2015, Research Department, National Bank of Slovakia.
- Psaradakis, Zacharias & Vávra, Marián, 2017. "A distance test of normality for a wide class of stationary processes," Econometrics and Statistics, Elsevier, vol. 2(C), pages 50-60.
- Zacharias Psaradakis & Marián Vávra, 2015. "A Distance Test of Normality for a Wide Class of Stationary Processes," Birkbeck Working Papers in Economics and Finance 1513, Birkbeck, Department of Economics, Mathematics & Statistics.
Cited by:
- Zacharias Psaradakis & Marian Vavra, 2017.
"Normality Tests for Dependent Data,"
Working and Discussion Papers
WP 12/2017, Research Department, National Bank of Slovakia.
- Zacharias Psaradakis & Marián Vávra, 2017. "Normality Tests for Dependent Data: Large-Sample and Bootstrap Approaches," Birkbeck Working Papers in Economics and Finance 1706, Birkbeck, Department of Economics, Mathematics & Statistics.
- Marian Vavra, 2018.
"Assessing Distributional Properties of Forecast Errors,"
Working and Discussion Papers
WP 3/2018, Research Department, National Bank of Slovakia.
- Marián Vávra, 2020. "Assessing distributional properties of forecast errors for fan-chart modelling," Empirical Economics, Springer, vol. 59(6), pages 2841-2858, December.
- Marian Vavra, 2013.
"Testing for non-linearity in multivariate stochastic processes,"
Working and Discussion Papers
WP 2/2013, Research Department, National Bank of Slovakia.
- Psaradakis, Zacharias & Vávra, Marián, 2014. "On testing for nonlinearity in multivariate time series," Economics Letters, Elsevier, vol. 125(1), pages 1-4.
Cited by:
- Marian Vavra, 2013. "Testing for linear and Markov switching DSGE models," Working and Discussion Papers WP 3/2013, Research Department, National Bank of Slovakia.
- Marian Vavra, 2013.
"Testing for marginal asymmetry of weakly dependent processes,"
Working and Discussion Papers
WP 1/2013, Research Department, National Bank of Slovakia.
- Zacharias Psaradakis & Marián Vávra, 2015. "A Quantile-based Test for Symmetry of Weakly Dependent Processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(4), pages 587-598, July.
Cited by:
- Luke Hartigan, 2016. "Testing for Symmetry in Weakly Dependent Time Series," Discussion Papers 2016-18, School of Economics, The University of New South Wales.
- Marian Vavra, 2018.
"Assessing Distributional Properties of Forecast Errors,"
Working and Discussion Papers
WP 3/2018, Research Department, National Bank of Slovakia.
- Marián Vávra, 2020. "Assessing distributional properties of forecast errors for fan-chart modelling," Empirical Economics, Springer, vol. 59(6), pages 2841-2858, December.
- Zacharias Psaradakis & Marian Vavra, 2018.
"Bootstrap Assisted Tests of Symmetry for Dependent Data,"
Working and Discussion Papers
WP 5/2018, Research Department, National Bank of Slovakia.
- Zacharias Psaradakis & Márian Vávra, 2018. "Bootstrap-Assisted Tests of Symmetry for Dependent Data," Birkbeck Working Papers in Economics and Finance 1806, Birkbeck, Department of Economics, Mathematics & Statistics.
- Zacharias Psaradakis & Marian Vavra, 2020.
"On Using Triples to Assess Symmetry Under Weak Dependence,"
Working and Discussion Papers
WP 7/2020, Research Department, National Bank of Slovakia.
- Zacharias Psaradakis & Marián Vávra, 2022. "Using Triples to Assess Symmetry Under Weak Dependence," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(4), pages 1538-1551, October.
- Marian Vavra, 2012.
"Testing Non-linearity Using a Modified Q Test,"
Birkbeck Working Papers in Economics and Finance
1204, Birkbeck, Department of Economics, Mathematics & Statistics.
- Zacharias Psaradakis & Marián Vávra, 2019. "Portmanteau tests for linearity of stationary time series," Econometric Reviews, Taylor & Francis Journals, vol. 38(2), pages 248-262, February.
- Zacharias Psaradakis & Marián Vávra, 2015. "Portmanteau Tests for Linearity of Stationary Time Series," Birkbeck Working Papers in Economics and Finance 1514, Birkbeck, Department of Economics, Mathematics & Statistics.
- Zacharias Psaradakis & Marian Vavra, 2016. "Portmanteau Tests for Linearity of Stationary Time Series," Working and Discussion Papers WP 1/2016, Research Department, National Bank of Slovakia.
Cited by:
- Grivas, Charisios, 2021. "An Automatic Portmanteau Test For Nonlinear Dependence," MPRA Paper 114312, University Library of Munich, Germany, revised 22 Aug 2022.
Articles
- Zacharias Psaradakis & Marián Vávra, 2019.
"Portmanteau tests for linearity of stationary time series,"
Econometric Reviews, Taylor & Francis Journals, vol. 38(2), pages 248-262, February.
See citations under working paper version above.
- Zacharias Psaradakis & Marián Vávra, 2015. "Portmanteau Tests for Linearity of Stationary Time Series," Birkbeck Working Papers in Economics and Finance 1514, Birkbeck, Department of Economics, Mathematics & Statistics.
- Zacharias Psaradakis & Marian Vavra, 2016. "Portmanteau Tests for Linearity of Stationary Time Series," Working and Discussion Papers WP 1/2016, Research Department, National Bank of Slovakia.
- Marian Vavra, 2012. "Testing Non-linearity Using a Modified Q Test," Birkbeck Working Papers in Economics and Finance 1204, Birkbeck, Department of Economics, Mathematics & Statistics.
- Psaradakis, Zacharias & Vávra, Marián, 2017.
"A distance test of normality for a wide class of stationary processes,"
Econometrics and Statistics, Elsevier, vol. 2(C), pages 50-60.
See citations under working paper version above.
- Zacharias Psaradakis & Marián Vávra, 2015. "A Distance Test of Normality for a Wide Class of Stationary Processes," Birkbeck Working Papers in Economics and Finance 1513, Birkbeck, Department of Economics, Mathematics & Statistics.
- Marian Vavra, 2015. "Testing for normality with applications," Working and Discussion Papers WP 1/2015, Research Department, National Bank of Slovakia.
- Zacharias Psaradakis & Marián Vávra, 2015.
"A Quantile-based Test for Symmetry of Weakly Dependent Processes,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 36(4), pages 587-598, July.
See citations under working paper version above.
- Marian Vavra, 2013. "Testing for marginal asymmetry of weakly dependent processes," Working and Discussion Papers WP 1/2013, Research Department, National Bank of Slovakia.
- Psaradakis, Zacharias & Vávra, Marián, 2014.
"On testing for nonlinearity in multivariate time series,"
Economics Letters, Elsevier, vol. 125(1), pages 1-4.
See citations under working paper version above.Sorry, no citations of articles recorded.
- Marian Vavra, 2013. "Testing for non-linearity in multivariate stochastic processes," Working and Discussion Papers WP 2/2013, Research Department, National Bank of Slovakia.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
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 13 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 (13) 2012-04-03 2012-04-03 2013-10-18 2014-01-24 2014-01-24 2015-04-11 2015-07-11 2015-08-13 2016-06-04 2018-01-01 2018-01-08 2018-10-15 2021-03-01. Author is listed
- NEP-ETS: Econometric Time Series (5) 2012-04-03 2012-04-03 2015-07-11 2018-01-01 2018-10-15. Author is listed
- NEP-ORE: Operations Research (4) 2014-01-24 2014-01-24 2015-08-13 2021-03-01
- NEP-FOR: Forecasting (2) 2015-07-11 2015-08-13
- NEP-DGE: Dynamic General Equilibrium (1) 2014-01-24
- NEP-MAC: Macroeconomics (1) 2015-08-13
Corrections
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