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Details about Robert M. Kunst

E-mail:
Homepage:http://homepage.univie.ac.at/robert.kunst/english.html
Phone:+43-1-4277-37479
Postal address:Oskar Morgenstern Platz, A-1090 Wien, Austria
Workplace:Institut für Volkswirtschaftslehre (Department of Economics), Fakultät für Wirtschaftswissenschaften (Faculty of Economics), Universität Wien (University of Vienna), (more information at EDIRC)
Institut für Höhere Studien (IHS) (Institute for Advanced Studies), (more information at EDIRC)

Access statistics for papers by Robert M. Kunst.

Last updated 2017-03-09. Update your information in the RePEc Author Service.

Short-id: pku13


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Working Papers

2014

  1. A Combined Nonparametric Test for Seasonal Unit Roots
    Economics Series, Institute for Advanced Studies Downloads
  2. Forecast combinations in a DSGE-VAR lab
    Economics Series, Institute for Advanced Studies Downloads

2012

  1. Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE-VAR System
    Economics Series, Institute for Advanced Studies Downloads
  2. The effects of exchange rate volatility on international trade flows: evidence from panel data analysis and fuzzy approach
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
    See also Journal Article in Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics (2012)

2011

  1. On the Usefulness of the Diebold-Mariano Test in the Selection of Prediction Models
    Economics Series, Institute for Advanced Studies Downloads View citations (5)

2010

  1. Asymmetric Time Aggregation and its Potential Benefits for Forecasting Annual Data
    Economics Series, Institute for Advanced Studies Downloads
    See also Journal Article in Empirical Economics (2015)
  2. Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE System
    Economics Series, Institute for Advanced Studies Downloads

2009

  1. A Nonparametric Test for Seasonal Unit Roots
    Economics Series, Institute for Advanced Studies Downloads View citations (4)
  2. Combining Forecasts Based on Multiple Encompassing Tests in a Macroeconomic Core System
    Economics Series, Institute for Advanced Studies Downloads View citations (1)
    See also Journal Article in Journal of Forecasting (2011)
  3. Testing for seasonal unit roots in monthly panels of time series
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2011)
  4. The Dynamic Interrelations between Unequal Neighbors: An Austro-German Case Study
    Vienna Economics Papers, University of Vienna, Department of Economics Downloads View citations (7)
    See also Journal Article in Empirical Economics (2012)
  5. Unit Root in Unemployment - New Evidence from Nonparametric Tests
    Vienna Economics Papers, University of Vienna, Department of Economics Downloads
    See also Journal Article in Applied Economics Letters (2011)

2008

  1. Optimizing Time-series Forecasts for Inflation and Interest Rates Using Simulation and Model Averaging
    Economics Series, Institute for Advanced Studies Downloads

2007

  1. Inflation in the West African Countries. The Impact of Cocoa Prices, Budget Deficits, and Migrant Remittances
    Economics Series, Institute for Advanced Studies Downloads View citations (1)
  2. Some Evidence on the Relevance of the Chain-reaction Theory in Selected Countries
    Economics Series, Institute for Advanced Studies Downloads

2006

  1. Seasonal Cycles in European Agricultural Commodity Prices
    Economics Series, Institute for Advanced Studies Downloads

2005

  1. A Diffusion Approximation for the Riskless Profit Under Selling of Discrete Time Call Options. Non-identically Distributed Jumps
    Economics Series, Institute for Advanced Studies Downloads
  2. A Diffusion Approximation to the Markov Chains Model of the Financial Market and the Expected Riskless Profit Under Selling of Call and Put Options
    Economics Series, Institute for Advanced Studies Downloads View citations (1)
  3. Approaches for the Joint Evaluation of Hypothesis Tests: Classical Testing, Bayes Testing, and Joint Confirmation
    Economics Series, Institute for Advanced Studies Downloads
  4. Forecasting Aggregate Demand in West African Economies. The Influence of Immigrant Remittance Flows and of Asymmetric Error Correction
    Economics Series, Institute for Advanced Studies Downloads

2004

  1. Modeling National Accounts Sub-Aggregates. An Application of Non-Linear Error Correction
    Economics Series, Institute for Advanced Studies Downloads View citations (1)
  2. Toward a Theory of Evaluating Predictive Accuracy
    Economics Series, Institute for Advanced Studies Downloads

2003

  1. Testing for Relative Predictive Accuracy: A Critical Viewpoint
    Economics Series, Institute for Advanced Studies Downloads View citations (10)

2002

  1. Decision Maps for Bivariate Time Series with Potential Thrshold Cointegration
    Economics Series, Institute for Advanced Studies Downloads View citations (2)
  2. On Mean Reversion in Real Interest Rates: An Application of Threshold Cointegtation
    Economics Series, Institute for Advanced Studies Downloads View citations (2)
  3. Testing for Stationarity in a Cointegrated System
    Economics Series, Institute for Advanced Studies Downloads View citations (1)

2001

  1. The Effects of Exchange-Rate Exposures on Equity Asset Markets
    Economics Series, Institute for Advanced Studies Downloads

2000

  1. Decisions on Seasonal Unit Roots
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (4)

1999

  1. Testing common deterministic seasonality
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  2. Testing for converging deterministic seasonal variation in European industrial production
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  3. The Effects of Dollar/Sterling Exchange Rate Volatility on Futures Markets for Coffee and Cocoa
    Economics Series, Institute for Advanced Studies Downloads View citations (4)

1998

  1. Inflation, its Dynamics, and its Possible Causes in Albania
    East European Series, Institute for Advanced Studies Downloads
  2. On the role of seasonal intercepts in seasonal cointegration
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
    Also in Economics Series, Institute for Advanced Studies (1995) Downloads View citations (3)

    See also Journal Article in Oxford Bulletin of Economics and Statistics (1999)
  3. Unit Roots, Change, and Decision Bounds
    Economics Series, Institute for Advanced Studies Downloads

1997

  1. Decision Bounds for Data-Admissible Seasonal Models
    Economics Series, Institute for Advanced Studies Downloads

1995

  1. ARCH patterns in cointegrated systems
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads View citations (2)
  2. Estimating the Number of Unit Roots. A Multiple Decision Approach
    Economics Series, Institute for Advanced Studies Downloads
  3. Forecasting Seasonally Cointegrated Systems: Supply Response in Austrian Agriculture
    Economics Series, Institute for Advanced Studies Downloads View citations (1)

1989

  1. On Exports and Productivity: A Causal Analysis
    Munich Reprints in Economics, University of Munich, Department of Economics Downloads View citations (34)
    See also Journal Article in The Review of Economics and Statistics (1989)

Journal Articles

2015

  1. Asymmetric time aggregation and its potential benefits for forecasting annual data
    Empirical Economics, 2015, 49, (1), 363-387 Downloads
    See also Working Paper (2010)

2014

  1. Competing specifications of the gravity equation: a three-way model, bilateral interaction effects, or a dynamic gravity model with time-varying country effects?
    Empirical Economics, 2014, 46, (2), 733-741 Downloads
  2. Report of the Editors
    Empirical Economics, 2014, 46, (1), 393-395 Downloads
    Also in Empirical Economics, 2007, 32, (1), 247-253 (2007) Downloads
    Empirical Economics, 2008, 35, (1), 193-205 (2008) Downloads
    Empirical Economics, 2012, 42, (1), 363-364 (2012) Downloads

2012

  1. Exchange Rate Volatility and its Impact on Industrial Production, Before and After the Introduction of Common Currency in Europe
    International Journal of Economics and Financial Issues, 2012, 2, (2), 85-109 Downloads View citations (2)
  2. The dynamic interrelations between unequal neighbors: an Austro-German case study
    Empirical Economics, 2012, 43, (2), 741-761 Downloads View citations (4)
    See also Working Paper (2009)
  3. The effects of exchange rate volatility on international trade flows: evidence from panel data analysis and fuzzy approach
    Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, 2012, 30, (1), 9-31 Downloads View citations (1)
    See also Working Paper (2012)

2011

  1. Combining forecasts based on multiple encompassing tests in a macroeconomic core system
    Journal of Forecasting, 2011, 30, (6), 579-596 Downloads View citations (10)
    See also Working Paper (2009)
  2. Testing for Seasonal Unit Roots in Monthly Panels of Time Series
    Oxford Bulletin of Economics and Statistics, 2011, 73, (4), 469-488 View citations (4)
    See also Working Paper (2009)
  3. Unit root in unemployment - new evidence from nonparametric tests
    Applied Economics Letters, 2011, 18, (6), 509-512 Downloads View citations (1)
    See also Working Paper (2009)

2008

  1. Immigrant remittance flows and aggregate demand forecasts in West African economies
    Journal of Policy Modeling, 2008, 30, (2), 377-380 Downloads
  2. MODELING MACROECONOMIC SUBAGGREGATES: AN APPLICATION OF NONLINEAR COINTEGRATION
    Macroeconomic Dynamics, 2008, 12, (02), 151-171 Downloads
  3. Seasonal prediction of European cereal prices: good forecasts using bad models?
    Journal of Forecasting, 2008, 27, (5), 391-406 Downloads View citations (3)

2007

  1. Analyzing a panel of seasonal time series: Does seasonality in industrial production converge across Europe?
    Economic Modelling, 2007, 24, (6), 954-968 Downloads View citations (1)

2001

  1. Forecasting High-Frequency Financial Data with the ARFIMA-ARCH Model
    Journal of Forecasting, 2001, 20, (7), 501-18 View citations (2)

1999

  1. On the Role of Seasonal Intercepts in Seasonal Cointegration
    Oxford Bulletin of Economics and Statistics, 1999, 61, (3), 409-33 Downloads View citations (18)
    See also Working Paper (1998)

1998

  1. Fractionally Integrated Models with ARCH Errors: With an Application to the Swiss One-Month Euromarket Interest Rate
    Review of Quantitative Finance and Accounting, 1998, 10, (1), 95-113 Downloads View citations (6)

1997

  1. Augmented ARCH models for financial time series: stability conditions and empirical evidence
    Applied Financial Economics, 1997, 7, (6), 575-586 Downloads View citations (2)

1996

  1. Forecasting Seasonally Cointegrated Systems: Supply Response of the Austrian Breeding Sow Herd
    European Review of Agricultural Economics, 1996, 23, (4), 487-507 View citations (1)

1993

  1. Seasonal Cointegration in Macroeconomic Systems: Case Studies for Small and Large European Countries
    The Review of Economics and Statistics, 1993, 75, (2), 325-30 Downloads View citations (8)
  2. Seasonal Cointegration, Common Seasonals, and Forecasting Seasonal Series
    Empirical Economics, 1993, 18, (4), 761-76 View citations (13)

1991

  1. Analysis of Austrian Stocks: Testing for Stability and Randomness
    Empirical Economics, 1991, 16, (4), 465-77

1990

  1. Cointegration in a Macroeconomic System
    Journal of Applied Econometrics, 1990, 5, (4), 351-65 Downloads View citations (16)
  2. Seasonal Adjustment and Measuring Persistence in Output
    Journal of Applied Econometrics, 1990, 5, (1), 47-58 Downloads View citations (11)

1989

  1. On Exports and Productivity: A Causal Analysis
    The Review of Economics and Statistics, 1989, 71, (4), 699-703 Downloads View citations (44)
    See also Working Paper (1989)

1986

  1. A forecasting comparison of some var techniques
    International Journal of Forecasting, 1986, 2, (4), 447-456 Downloads View citations (10)

Editor

  1. Empirical Economics
    Springer
 
Page updated 2017-03-27