Details about Marian Vavra

Access statistics for papers by Marian Vavra.

Last updated 2022-02-03. Update your information in the RePEc Author Service.

Short-id: pva627

Working Papers

2020

1. On Using Triples to Assess Symmetry Under Weak Dependence
   Working and Discussion Papers, Research Department, National Bank of Slovakia

2018

2. Assessing Distributional Properties of Forecast Errors
   Working and Discussion Papers, Research Department, National Bank of Slovakia
   See also Journal Article Assessing distributional properties of forecast errors for fan-chart modelling, Empirical Economics, Springer (2020) (2020)
3. Bootstrap Assisted Tests of Symmetry for Dependent Data
   Working and Discussion Papers, Research Department, National Bank of Slovakia
   Also in Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics (2018)

2017

4. Normality Tests for Dependent Data
   Working and Discussion Papers, Research Department, National Bank of Slovakia View citations (3)
   Also in Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics (2017)

2016

5. Portmanteau Tests for Linearity of Stationary Time Series
   Working and Discussion Papers, Research Department, National Bank of Slovakia
   Also in Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics (2012)
   Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics (2015)
   See also Journal Article Portmanteau tests for linearity of stationary time series, Econometric Reviews, Taylor & Francis Journals (2019) View citations (1) (2019)

2015

6. A Distance Test of Normality for a Wide Class of Stationary Processes
   Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics
   Also in Working and Discussion Papers, Research Department, National Bank of Slovakia (2015)
   See also Journal Article A distance test of normality for a wide class of stationary processes, Econometrics and Statistics, Elsevier (2017) View citations (2) (2017)
7. On a Bootstrap Test for Forecast Evaluations
   Working and Discussion Papers, Research Department, National Bank of Slovakia
8. Short-term Forecasting of Real GDP Using Monthly Data
   Working and Discussion Papers, Research Department, National Bank of Slovakia View citations (3)

2013

9. Testing for linear and Markov switching DSGE models
   Working and Discussion Papers, Research Department, National Bank of Slovakia
10. Testing for marginal asymmetry of weakly dependent processes
    Working and Discussion Papers, Research Department, National Bank of Slovakia
    See also Journal Article A Quantile-based Test for Symmetry of Weakly Dependent Processes, Journal of Time Series Analysis, Wiley Blackwell (2015) View citations (4) (2015)
11. Testing for non-linearity in multivariate stochastic processes
    Working and Discussion Papers, Research Department, National Bank of Slovakia View citations (1)
    See also Journal Article On testing for nonlinearity in multivariate time series, Economics Letters, Elsevier (2014) (2014)

2012

12. Robustness of Power Properties of Non-linearity Tests
    Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics

Journal Articles

2020

1. Assessing distributional properties of forecast errors for fan-chart modelling
   Empirical Economics, 2020, 59, (6), 2841-2858
   See also Working Paper Assessing Distributional Properties of Forecast Errors, Working and Discussion Papers (2018) (2018)

2019

2. Portmanteau tests for linearity of stationary time series
   Econometric Reviews, 2019, 38, (2), 248-262 View citations (1)
   See also Working Paper Portmanteau Tests for Linearity of Stationary Time Series, Working and Discussion Papers (2016) (2016)

2017

3. A distance test of normality for a wide class of stationary processes
   Econometrics and Statistics, 2017, 2, (C), 50-60 View citations (2)
   See also Working Paper A Distance Test of Normality for a Wide Class of Stationary Processes, Birkbeck Working Papers in Economics and Finance (2015) (2015)

2015

4. A Quantile-based Test for Symmetry of Weakly Dependent Processes
   Journal of Time Series Analysis, 2015, 36, (4), 587-598 View citations (4)
   See also Working Paper Testing for marginal asymmetry of weakly dependent processes, Working and Discussion Papers (2013) (2013)
5. Empirical evidence of joint nonlinearity in economic area and US economic variables using two modified multivariate nonlinearity tests
   Applied Economics Letters, 2015, 22, (14), 1094-1099

2014

6. On testing for nonlinearity in multivariate time series
   Economics Letters, 2014, 125, (1), 1-4
   See also Working Paper Testing for non-linearity in multivariate stochastic processes, Working and Discussion Papers (2013) View citations (1) (2013)