Details about Bernd Funovits

Access statistics for papers by Bernd Funovits.

Last updated 2025-01-16. Update your information in the RePEc Author Service.

Short-id: pfu222

Working Papers

2022

1. Estimation of Impulse-Response Functions with Dynamic Factor Models: A New Parametrization
   Papers, arXiv.org

2021

2. Identifiability and Estimation of Possibly Non-Invertible SVARMA Models: A New Parametrisation
   Papers, arXiv.org

2020

3. Comment on Gouri\'eroux, Monfort, Renne (2019): Identification and Estimation in Non-Fundamental Structural VARMA Models
   Papers, arXiv.org View citations (1)
4. Identifiability of Structural Singular Vector Autoregressive Models
   Papers, arXiv.org
   See also Journal Article Identifiability of structural singular vector autoregressive models, Journal of Time Series Analysis, Wiley Blackwell (2021) View citations (1) (2021)
5. The Dimension of the Set of Causal Solutions of Linear Multivariate Rational Expectations Models
   Papers, arXiv.org View citations (1)

2014

6. Implications of Stochastic Singularity in Linear Multivariate Rational Expectations Models
   Vienna Economics Papers, University of Vienna, Department of Economics View citations (2)

Journal Articles

2024

1. Identifiability and estimation of possibly non-invertible SVARMA Models: The normalised canonical WHF parametrisation
   Journal of Econometrics, 2024, 241, (2) View citations (1)

2021

2. Identifiability of structural singular vector autoregressive models
   Journal of Time Series Analysis, 2021, 42, (4), 431-441 View citations (1)
   See also Working Paper Identifiability of Structural Singular Vector Autoregressive Models, Papers (2020) (2020)

2017

3. The full set of solutions of linear rational expectations models
   Economics Letters, 2017, 161, (C), 47-51 View citations (7)

2016

4. MULTIVARIATE AR SYSTEMS AND MIXED FREQUENCY DATA: G-IDENTIFIABILITY AND ESTIMATION
   Econometric Theory, 2016, 32, (4), 793-826 View citations (9)