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Details about Klaus Neusser

E-mail:
Homepage:http://www.neusser.ch/
Postal address:Department of Economics University of Bern Schanzeneckstrasse 1 CH-3012 Bern Switzerland
Workplace:Department Volkswirtschaftlehre (Department of Economics), Universität Bern (University of Berne), (more information at EDIRC)

Access statistics for papers by Klaus Neusser.

Last updated 2021-03-24. Update your information in the RePEc Author Service.

Short-id: pne2


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Working Papers

2018

  1. The New Keynesian Model with Stochastically Varying Policies
    Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft Downloads

2017

  1. Time Varying Rational Expectations Models: Solutions, Stability, Numerical Implementation
    Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft Downloads View citations (1)

2016

  1. A Topological View on the Identification of Structural Vector Autoregressions
    Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft Downloads View citations (2)
    See also Journal Article A topological view on the identification of structural vector autoregressions, Economics Letters, Elsevier (2016) Downloads View citations (2) (2016)

2005

  1. A Large Deviation Approach to the Measurement of Mobility
    Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft Downloads View citations (3)
    Also in Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft (2002) Downloads

    See also Journal Article A Large Deviation Approach to the Measurement of Mobility, Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES) (2006) Downloads View citations (3) (2006)

2004

  1. Equilibrium Mobility
    Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft Downloads View citations (1)
  2. Externalities in U.S. Manufacturing
    2004 Meeting Papers, Society for Economic Dynamics Downloads
  3. Prognose uni- und multivariater Zeitreihen
    Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft Downloads

1999

  1. Evaluating Theories of Income Dynamics: A Probabilistic Approach
    Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft Downloads View citations (2)
    Also in Economics Series, Institute for Advanced Studies (1999) Downloads View citations (2)

1992

  1. Dynamics of Total Factor Productivities
    Vienna Economics Papers, University of Vienna, Department of Economics View citations (2)
    See also Journal Article Dynamics of Total Factor Productivities, Revue Économique, Programme National Persée (1993) Downloads View citations (1) (1993)

1991

  1. Savings, Social Security and Bequests in an OLG Model. A Simulation Exercise for Austria
    Vienna Economics Papers, University of Vienna, Department of Economics View citations (2)
    See also Journal Article Savings, social security, and bequests in an OLG model. A simulation exercise for Austria, Journal of Economics, Springer (1993) Downloads View citations (2) (1993)

1990

  1. Business Cycles in Open Economies. Stylized Facts for Austria and Germany
    WIFO Working Papers, WIFO Downloads View citations (2)
    See also Journal Article Business cycles in open economies: Stylized facts for Austria and Germany, Review of World Economics (Weltwirtschaftliches Archiv), Springer (1992) Downloads View citations (52) (1992)
  2. International Real Interest Rate Equalization: A Multivariate Time Series Approach
    Vienna Economics Papers, University of Vienna, Department of Economics View citations (16)
    See also Journal Article International Real Interest Rate Equalization: A Multivariate Time-Series Approach, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (1993) Downloads View citations (34) (1993)
  3. Testing the Long-Run Implications of the Neoclassical Growth Model
    Vienna Economics Papers, University of Vienna, Department of Economics View citations (2)
    See also Journal Article Testing the long-run implications of the neoclassical growth model, Journal of Monetary Economics, Elsevier (1991) Downloads View citations (42) (1991)

1989

  1. Intertemporal Nonseparability, Liquidity Constraints, and Seasonality of Aggregate Consumer Expenditures: An Empirical Investigation
    Vienna Economics Papers, University of Vienna, Department of Economics
    See also Journal Article Intertemporal Nonseparability, Liquidity Constraints, and Seasonality of Aggregate Consumer Expenditures: An Empirical Investigation, Empirical Economics, Springer (1992) View citations (1) (1992)
  2. Testing the Neoclassical Growth Model by Means of Cointegration
    Vienna Economics Papers, University of Vienna, Department of Economics

Journal Articles

2019

  1. Time–varying rational expectations models
    Journal of Economic Dynamics and Control, 2019, 107, (C), - Downloads View citations (2)

2016

  1. A topological view on the identification of structural vector autoregressions
    Economics Letters, 2016, 144, (C), 107-111 Downloads View citations (2)
    See also Working Paper A Topological View on the Identification of Structural Vector Autoregressions, Diskussionsschriften (2016) Downloads View citations (2) (2016)

2013

  1. THE ROLE OF SECTORAL SHIFTS IN THE DECLINE OF REAL GDP VOLATILITY
    Macroeconomic Dynamics, 2013, 17, (3), 477-500 Downloads View citations (3)

2010

  1. Measuring the Natural Output Level by DSGE Models: An Empirical Investigation for Switzerland
    Swiss Journal of Economics and Statistics (SJES), 2010, 146, (I), 275-300 Downloads View citations (2)
  2. The decline in volatility of US GDP growth
    Applied Economics Letters, 2010, 17, (16), 1625-1631 Downloads View citations (2)

2008

  1. Improving Models of Income Dynamics using Cross-Section-Information
    Swiss Journal of Economics and Statistics (SJES), 2008, 144, (II), 117-151 Downloads View citations (1)
  2. Interdependencies of US manufacturing sectoral TFPs: A spatial VAR approach
    Journal of Macroeconomics, 2008, 30, (3), 991-1004 Downloads View citations (5)

2007

  1. On the equivalence of quantitative trade restrictions and tariffs
    Economics Letters, 2007, 96, (3), 331-336 Downloads View citations (1)

2006

  1. A Large Deviation Approach to the Measurement of Mobility
    Swiss Journal of Economics and Statistics (SJES), 2006, 142, (II), 195-222 Downloads View citations (3)
    See also Working Paper A Large Deviation Approach to the Measurement of Mobility, Diskussionsschriften (2005) Downloads View citations (3) (2005)

2001

  1. A Multisectoral Log-Linear Model of Economic Growth with Marshallian Externalities
    Journal of Macroeconomics, 2001, 23, (4), 537-564 Downloads View citations (3)

2000

  1. An algebraic interpretation of cointegration
    Economics Letters, 2000, 67, (3), 273-281 Downloads View citations (3)

1999

  1. An investigation into a non-linear stochastic trend model
    Empirical Economics, 1999, 24, (1), 135-153 Downloads View citations (1)

1998

  1. Manufacturing Growth And Financial Development: Evidence From Oecd Countries
    The Review of Economics and Statistics, 1998, 80, (4), 638-646 Downloads View citations (175)

1994

  1. Business cycles in open economies: A reply
    Review of World Economics (Weltwirtschaftliches Archiv), 1994, 130, (3), 630-633 Downloads

1993

  1. Dynamics of Total Factor Productivities
    Revue Économique, 1993, 44, (2), 389-418 Downloads View citations (1)
    See also Working Paper Dynamics of Total Factor Productivities, Vienna Economics Papers (1992) View citations (2) (1992)
  2. International Real Interest Rate Equalization: A Multivariate Time-Series Approach
    Journal of Applied Econometrics, 1993, 8, (2), 163-74 Downloads View citations (34)
    See also Working Paper International Real Interest Rate Equalization: A Multivariate Time Series Approach, Vienna Economics Papers (1990) View citations (16) (1990)
  3. Savings, social security, and bequests in an OLG model. A simulation exercise for Austria
    Journal of Economics, 1993, 7, (1), 133-155 Downloads View citations (2)
    Also in Journal of Economics, 1993, 58, (1), 133-155 (1993) Downloads View citations (3)

    See also Working Paper Savings, Social Security and Bequests in an OLG Model. A Simulation Exercise for Austria, Vienna Economics Papers (1991) View citations (2) (1991)

1992

  1. Business cycles in open economies: Stylized facts for Austria and Germany
    Review of World Economics (Weltwirtschaftliches Archiv), 1992, 128, (1), 67-87 Downloads View citations (52)
    See also Working Paper Business Cycles in Open Economies. Stylized Facts for Austria and Germany, WIFO Working Papers (1990) Downloads View citations (2) (1990)
  2. Intertemporal Nonseparability, Liquidity Constraints, and Seasonality of Aggregate Consumer Expenditures: An Empirical Investigation
    Empirical Economics, 1992, 17, (3), 363-82 View citations (1)
    See also Working Paper Intertemporal Nonseparability, Liquidity Constraints, and Seasonality of Aggregate Consumer Expenditures: An Empirical Investigation, Vienna Economics Papers (1989) (1989)

1991

  1. Testing the long-run implications of the neoclassical growth model
    Journal of Monetary Economics, 1991, 27, (1), 3-37 Downloads View citations (42)
    See also Working Paper Testing the Long-Run Implications of the Neoclassical Growth Model, Vienna Economics Papers (1990) View citations (2) (1990)

1990

  1. Cointegration in a Macroeconomic System
    Journal of Applied Econometrics, 1990, 5, (4), 351-65 Downloads View citations (25)

1986

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

1985

  1. Multiple partial adjustment of portfolios under rational expectations
    Economics Letters, 1985, 19, (4), 373-376 Downloads View citations (1)

Books

2016

  1. Time Series Econometrics
    Springer Texts in Business and Economics, Springer View citations (22)

Chapters

2016

  1. Autoregressive Moving-Average Models
    Springer View citations (1)
  2. Cointegration
    Springer
  3. Definitions and Stationarity
    Springer
  4. Estimation of ARMA Models
    Springer
  5. Estimation of Mean and Covariance Function
    Springer
  6. Estimation of Vector Autoregressive Models
    Springer
  7. Estimation of the Mean and the Autocorrelation Function
    Springer
  8. Forecasting Stationary Processes
    Springer
  9. Forecasting with VAR Models
    Springer
  10. Generalizations of Linear Time Series Models
    Springer
  11. Integrated Processes
    Springer
  12. Interpretation and Identification of VAR Models
    Springer
  13. Introduction
    Springer
  14. Introduction and Basic Theoretical Concepts
    Springer
  15. Models of Volatility
    Springer
  16. Spectral Analysis and Linear Filters
    Springer
  17. State-Space Models and the Kalman Filter
    Springer
  18. Stationary Time Series Models: Vector Autoregressive Moving-Average Processes (VARMA Processes)
    Springer

Editor

  1. Swiss Journal of Economics and Statistics (SJES)
    Swiss Society of Economics and Statistics (SSES)
 
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