Details about Roland Jucknewitz

Access statistics for papers by Roland Jucknewitz.

Last updated 2022-05-09. Update your information in the RePEc Author Service.

Short-id: pwe354

Working Papers

2020

1. Approximate State Space Modelling of Unobserved Fractional Components
   Papers, arXiv.org View citations (5)
   See also Journal Article in Econometric Reviews (2022)

2019

2. Multivariate Fractional Components Analysis
   University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics View citations (1)
   Also in Papers, arXiv.org (2019) View citations (2)

2016

3. IAB-Prognose 2016/2017: Arbeitslosigkeit sinkt weiter
   IAB-Kurzbericht, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany]
4. IAB-Prognose 2016: Beschäftigung und Arbeitskräfteangebot so hoch wie nie (IAB forecast 2016: Employment and labour supply are higher than ever before)
   IAB-Kurzbericht, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany]
5. Identifying macroeconomic effects of refugee migration to Germany
   IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany] View citations (3)
   Also in VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association (2016) View citations (3)
   See also Journal Article in Economics Bulletin (2018)

2015

6. Factor structural time series models for official statistics with an application to hours worked in Germany
   IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany] View citations (8)
   See also Journal Article in Journal of Official Statistics (2018)
7. Frost und Schnee: Wie das Wetter den Arbeitsmarkt beeinflusst (Frost and snow: How the weather influences the labour market)
   IAB-Kurzbericht, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany]
8. IAB-Prognose 2015/2016: Arbeitsmarkt weiter robust
   IAB-Kurzbericht, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany]
9. IAB-Prognose 2015: Der Arbeitsmarkt bleibt auf Erfolgskurs (The labour market remains on track for success)
   IAB-Kurzbericht, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany]
10. Measuring hours worked in Germany: contents, data and methodological essentials of the IAB working time measurement concept
    IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany] View citations (14)
    See also Journal Article in Journal for Labour Market Research (2016)

2014

11. Arbeitsmarkt 2014/2015: Robust, aber risikobehaftet
    IAB-Kurzbericht, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany] View citations (1)
12. Arbeitsmarkt 2014: Zwischen Bestmarken und Herausforderungen (Labour market 2014: Between records and challenges)
    IAB-Kurzbericht, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany]
13. Long- versus medium-run identification in fractionally integrated VAR models
    University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics View citations (2)
    Also in University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics (2013) View citations (1)
    See also Journal Article in Economics Letters (2014)
14. Matrix Box-Cox Models for Multivariate Realized Volatility
    Working Papers, Bavarian Graduate Program in Economics (BGPE) View citations (4)
    Also in University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics (2014) View citations (4)
15. Revision der IAB-Arbeitszeitrechnung 2014: Grundlagen, methodische Weiterentwicklungen sowie ausgewählte Ergebnisse im Rahmen der Revision der Volkswirtschaftlichen Gesamtrechnungen
    IAB-Forschungsbericht, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany] View citations (13)

2013

16. Fractionally Integrated VAR Models with a Fractional Lag Operator and Deterministic Trends: Finite Sample Identification and Two-step Estimation
    University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics View citations (4)
17. IAB-Prognose 2013/2014: Arbeitslosigkeit sinkt trotz Beschäftigungsrekord nur wenig
    IAB-Kurzbericht, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany]
18. IAB-Prognose 2013: Der Arbeitsmarkt bekommt konjunkturellen Rückenwind (Cyclical tailwinds for German labor market)
    IAB-Kurzbericht, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany]

2010

19. Long-run Identification in a Fractionally Integrated System
    University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics View citations (3)
    See also Journal Article in Journal of Business & Economic Statistics (2013)

Journal Articles

2022

1. Approximate state space modelling of unobserved fractional components
   Econometric Reviews, 2022, 41, (1), 75-98
   See also Working Paper (2020)

2018

2. Factor Structural Time Series Models for Official Statistics with an Application to Hours Worked in Germany
   Journal of Official Statistics, 2018, 34, (1), 265-301
   See also Working Paper (2015)
3. Identifying macroeconomic effects of refugee migration to Germany
   Economics Bulletin, 2018, 38, (2), 852-862 View citations (2)
   See also Working Paper (2016)

2016

4. Measuring hours worked in Germany – Contents, data and methodological essentials of the IAB working time measurement concept
   (Die Berechnung der geleisteten Arbeitsstunden in Deutschland – Inhalte, Daten und methodische Grundlagen der IAB Arbeitszeitrechnung)
   Journal for Labour Market Research, 2016, 49, (3), 213-238
   See also Working Paper (2015)
5. Measuring hours worked in Germany: contents, data and methodological essentials of the IAB working time measurement concept (Die Berechnung der geleisteten Arbeitsstunden in Deutschland: Inhalte, Daten und methodische Grundlagen der IAB Arbeitszeitrechnung)
   Journal for Labour Market Research, 2016, 49, (3), 213-238

2014

6. Long- versus medium-run identification in fractionally integrated VAR models
   Economics Letters, 2014, 122, (2), 299-302 View citations (2)
   See also Working Paper (2014)

2013

7. Long-Run Identification in a Fractionally Integrated System
   Journal of Business & Economic Statistics, 2013, 31, (4), 438-450 View citations (14)
   See also Working Paper (2010)