Details about Robert M. Kunst

E-mail:
Homepage:	https://homepage.univie.ac.at/robert.kunst/english.html
Phone:	+43 59991 255
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.

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Working Papers

2024

1. Cointegrated portfolios and volatility modeling in the cryptocurrency market
   IHS Working Paper Series, Institute for Advanced Studies
2. Inflation Forecasting in Turbulent Times
   IHS Working Paper Series, Institute for Advanced Studies
   See also Journal Article Inflation forecasting in turbulent times, Empirica, Springer (2025) (2025)

2018

3. On Using Predictive-ability Tests in the Selection of Time-series Prediction Models: A Monte Carlo Evaluation
   Economics Series, Institute for Advanced Studies
   See also Journal Article On using predictive-ability tests in the selection of time-series prediction models: A Monte Carlo evaluation, International Journal of Forecasting, Elsevier (2021) (2021)

2014

4. A Combined Nonparametric Test for Seasonal Unit Roots
   Economics Series, Institute for Advanced Studies
5. Forecast combinations in a DSGE-VAR lab
   Economics Series, Institute for Advanced Studies
   See also Journal Article Forecast Combinations in a DSGE‐VAR Lab, Journal of Forecasting, John Wiley & Sons, Ltd. (2017) View citations (4) (2017)

2012

6. Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE-VAR System
   Economics Series, Institute for Advanced Studies
7. 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 View citations (2)
   See also Journal Article 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, University of Rijeka, Faculty of Economics and Business (2012) View citations (2) (2012)

2011

8. On the Usefulness of the Diebold-Mariano Test in the Selection of Prediction Models
   Economics Series, Institute for Advanced Studies View citations (8)

2010

9. Asymmetric Time Aggregation and its Potential Benefits for Forecasting Annual Data
   Economics Series, Institute for Advanced Studies
   See also Journal Article Asymmetric time aggregation and its potential benefits for forecasting annual data, Empirical Economics, Springer (2015) (2015)
10. Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE System
    Economics Series, Institute for Advanced Studies

2009

11. A Nonparametric Test for Seasonal Unit Roots
    Economics Series, Institute for Advanced Studies View citations (4)
12. Combining Forecasts Based on Multiple Encompassing Tests in a Macroeconomic Core System
    Economics Series, Institute for Advanced Studies View citations (1)
    See also Journal Article Combining forecasts based on multiple encompassing tests in a macroeconomic core system, Journal of Forecasting, John Wiley & Sons, Ltd. (2011) View citations (18) (2011)
13. 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
    See also Journal Article Testing for Seasonal Unit Roots in Monthly Panels of Time Series, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2011) View citations (5) (2011)
14. The Dynamic Interrelations between Unequal Neighbors: An Austro-German Case Study
    Vienna Economics Papers, University of Vienna, Department of Economics
    See also Journal Article The dynamic interrelations between unequal neighbors: an Austro-German case study, Empirical Economics, Springer (2012) View citations (7) (2012)
15. Unit Root in Unemployment - New Evidence from Nonparametric Tests
    Vienna Economics Papers, University of Vienna, Department of Economics
    See also Journal Article Unit root in unemployment - new evidence from nonparametric tests, Applied Economics Letters, Taylor & Francis Journals (2011) View citations (2) (2011)

2008

16. Optimizing Time-series Forecasts for Inflation and Interest Rates Using Simulation and Model Averaging
    Economics Series, Institute for Advanced Studies View citations (1)
    See also Journal Article Optimizing time-series forecasts for inflation and interest rates using simulation and model averaging, Applied Economics, Taylor & Francis Journals (2016) View citations (1) (2016)

2007

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

2006

19. Seasonal Cycles in European Agricultural Commodity Prices
    Economics Series, Institute for Advanced Studies View citations (1)

2005

20. A Diffusion Approximation for the Riskless Profit Under Selling of Discrete Time Call Options. Non-identically Distributed Jumps
    Economics Series, Institute for Advanced Studies View citations (1)
21. 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 View citations (1)
22. Approaches for the Joint Evaluation of Hypothesis Tests: Classical Testing, Bayes Testing, and Joint Confirmation
    Economics Series, Institute for Advanced Studies
23. Forecasting Aggregate Demand in West African Economies. The Influence of Immigrant Remittance Flows and of Asymmetric Error Correction
    Economics Series, Institute for Advanced Studies

2004

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

2003

26. Testing for Relative Predictive Accuracy: A Critical Viewpoint
    Economics Series, Institute for Advanced Studies View citations (14)

2002

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

2001

30. The Effects of Exchange-Rate Exposures on Equity Asset Markets
    Economics Series, Institute for Advanced Studies View citations (1)

2000

31. Decisions on Seasonal Unit Roots
    CESifo Working Paper Series, CESifo View citations (4)

1999

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

1998

35. Inflation, its Dynamics, and its Possible Causes in Albania
    East European Series, Institute for Advanced Studies View citations (2)
36. On the role of seasonal intercepts in seasonal cointegration
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (6)
    Also in Economics Series, Institute for Advanced Studies (1995) View citations (8)
    See also Journal Article On the Role of Seasonal Intercepts in Seasonal Cointegration, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (1999) View citations (18) (1999)
37. Unit Roots, Change, and Decision Bounds
    Economics Series, Institute for Advanced Studies
    Also in CESifo Working Paper Series, CESifo (1998)

1997

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

1995

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

1989

42. On Exports and Productivity: A Causal Analysis
    Munich Reprints in Economics, University of Munich, Department of Economics View citations (66)
    See also Journal Article On Exports and Productivity: A Causal Analysis, The Review of Economics and Statistics, MIT Press (1989) View citations (77) (1989)

Journal Articles

2025

1. Inflation forecasting in turbulent times
   Empirica, 2025, 52, (1), 5-37
   See also Working Paper Inflation Forecasting in Turbulent Times, IHS Working Paper Series (2024) (2024)

2023

2. Modeling nonlinear in Bowman’s paradox: the case of Pakistan
   Empirical Economics, 2023, 64, (5), 2357-2372
3. The Role of Natural Gas in Mitigating Greenhouse Gas Emissions: The Environmental Kuznets Curve Hypothesis for Major Gas-Producing Countries
   Sustainability, 2023, 15, (5), 1-20 View citations (2)

2021

4. On using predictive-ability tests in the selection of time-series prediction models: A Monte Carlo evaluation
   International Journal of Forecasting, 2021, 37, (2), 445-460
   See also Working Paper On Using Predictive-ability Tests in the Selection of Time-series Prediction Models: A Monte Carlo Evaluation, Economics Series (2018) (2018)
5. Total factor productivity, its components and drivers
   Empirica, 2021, 48, (2), 283-327 View citations (9)

2020

6. Castle, Jennifer, Clements, Mike and Hendry, David: Forecasting: an essential introduction
   Journal of Economics, 2020, 129, (3), 297-299
7. Economic forecasting: editors’ introduction
   Empirical Economics, 2020, 58, (1), 1-5 View citations (2)

2019

8. Report of the Editors
   Empirical Economics, 2019, 56, (1), 397-398
   Also in Empirical Economics, 2012, 42, (1), 363-364 (2012)
   Empirical Economics, 2007, 32, (1), 247-253 (2007) View citations (1)
   Empirical Economics, 2008, 35, (1), 193-205 (2008)
   Empirical Economics, 2014, 46, (1), 393-395 (2014)

2017

9. Forecast Combinations in a DSGE‐VAR Lab
   Journal of Forecasting, 2017, 36, (3), 305-324 View citations (4)
   See also Working Paper Forecast combinations in a DSGE-VAR lab, Economics Series (2014) (2014)

2016

10. Optimizing time-series forecasts for inflation and interest rates using simulation and model averaging
    Applied Economics, 2016, 48, (45), 4366-4378 View citations (1)
    See also Working Paper Optimizing Time-series Forecasts for Inflation and Interest Rates Using Simulation and Model Averaging, Economics Series (2008) View citations (1) (2008)
11. THE EFFECTS OF OWNERSHIP CONCENTRATION ON PERFORMANCE OF PAKISTANI LISTED COMPANIES
    CBU International Conference Proceedings, 2016, 4, 214-222 View citations (2)

2015

12. Asymmetric time aggregation and its potential benefits for forecasting annual data
    Empirical Economics, 2015, 49, (1), 363-387
    See also Working Paper Asymmetric Time Aggregation and its Potential Benefits for Forecasting Annual Data, Economics Series (2010) (2010)

2014

13. 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 View citations (1)

2012

14. 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 View citations (6)
15. The dynamic interrelations between unequal neighbors: an Austro-German case study
    Empirical Economics, 2012, 43, (2), 741-761 View citations (7)
    See also Working Paper The Dynamic Interrelations between Unequal Neighbors: An Austro-German Case Study, Vienna Economics Papers (2009) (2009)
16. 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 View citations (2)
    See also Working Paper The effects of exchange rate volatility on international trade flows: evidence from panel data analysis and fuzzy approach, MPRA Paper (2012) View citations (2) (2012)

2011

17. Combining forecasts based on multiple encompassing tests in a macroeconomic core system
    Journal of Forecasting, 2011, 30, (6), 579-596 View citations (18)
    See also Working Paper Combining Forecasts Based on Multiple Encompassing Tests in a Macroeconomic Core System, Economics Series (2009) View citations (1) (2009)
18. Testing for Seasonal Unit Roots in Monthly Panels of Time Series
    Oxford Bulletin of Economics and Statistics, 2011, 73, (4), 469-488 View citations (5)
    See also Working Paper Testing for seasonal unit roots in monthly panels of time series, Econometric Institute Research Papers (2009) (2009)
19. Unit root in unemployment - new evidence from nonparametric tests
    Applied Economics Letters, 2011, 18, (6), 509-512 View citations (2)
    See also Working Paper Unit Root in Unemployment - New Evidence from Nonparametric Tests, Vienna Economics Papers (2009) (2009)

2008

20. Immigrant remittance flows and aggregate demand forecasts in West African economies
    Journal of Policy Modeling, 2008, 30, (2), 377-380
21. MODELING MACROECONOMIC SUBAGGREGATES: AN APPLICATION OF NONLINEAR COINTEGRATION
    Macroeconomic Dynamics, 2008, 12, (2), 151-171
22. Seasonal prediction of European cereal prices: good forecasts using bad models?
    Journal of Forecasting, 2008, 27, (5), 391-406 View citations (7)

2007

23. Analyzing a panel of seasonal time series: Does seasonality in industrial production converge across Europe?
    Economic Modelling, 2007, 24, (6), 954-968 View citations (2)

2001

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

1999

25. On the Role of Seasonal Intercepts in Seasonal Cointegration
    Oxford Bulletin of Economics and Statistics, 1999, 61, (3), 409-433 View citations (18)
    See also Working Paper On the role of seasonal intercepts in seasonal cointegration, Econometric Institute Research Papers (1998) View citations (6) (1998)

1998

26. 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 View citations (9)

1997

27. Augmented ARCH models for financial time series: stability conditions and empirical evidence
    Applied Financial Economics, 1997, 7, (6), 575-586 View citations (5)
28. TESTING FOR CYCLICAL NON‐STATIONARITY IN AUTOREGRESSIVE PROCESSES
    Journal of Time Series Analysis, 1997, 18, (2), 123-135 View citations (8)

1996

29. Forecasting Seasonally Cointegrated Systems: Supply Response of the Austrian Breeding Sow Herd
    European Review of Agricultural Economics, 1996, 23, (4), 487-507 View citations (2)

1993

30. Seasonal Cointegration in Macroeconomic Systems: Case Studies for Small and Large European Countries
    The Review of Economics and Statistics, 1993, 75, (2), 325-30 View citations (9)
31. Seasonal Cointegration, Common Seasonals, and Forecasting Seasonal Series
    Empirical Economics, 1993, 18, (4), 761-76 View citations (13)

1991

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

1990

33. Cointegration in a Macroeconomic System
    Journal of Applied Econometrics, 1990, 5, (4), 351-65 View citations (25)
34. Seasonal Adjustment and Measuring Persistence in Output
    Journal of Applied Econometrics, 1990, 5, (1), 47-58 View citations (12)

1989

35. On Exports and Productivity: A Causal Analysis
    The Review of Economics and Statistics, 1989, 71, (4), 699-703 View citations (77)
    See also Working Paper On Exports and Productivity: A Causal Analysis, Munich Reprints in Economics (1989) View citations (66) (1989)

1986

36. A forecasting comparison of some var techniques
    International Journal of Forecasting, 1986, 2, (4), 447-456 View citations (11)

Editor

1. Empirical Economics
   Springer
2. Studies in Empirical Economics
   Springer