Details about Roland Jucknewitz

Access statistics for papers by Roland Jucknewitz.

Last updated 2020-12-21. 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)

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. 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 (1)
   Also in VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association (2016) View citations (1)
   See also Journal Article in Economics Bulletin (2018)

2015

4. 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 (2)
   See also Journal Article in Journal of Official Statistics (2018)
5. 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 (7)
   See also Journal Article in Journal for Labour Market Research (2016)

2014

6. 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 (1)
   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)
7. Matrix Box-Cox Models for Multivariate Realized Volatility
   University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics View citations (3)
   Also in Working Papers, Bavarian Graduate Program in Economics (BGPE) (2014) View citations (3)
8. 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 (10)

2013

9. 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 (2)

2010

10. 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

2018

1. 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)
2. Identifying macroeconomic effects of refugee migration to Germany
   Economics Bulletin, 2018, 38, (2), 852-862 View citations (2)
   See also Working Paper (2016)

2016

3. 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)
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

2014

5. Long- versus medium-run identification in fractionally integrated VAR models
   Economics Letters, 2014, 122, (2), 299-302 View citations (1)
   See also Working Paper (2014)

2013

6. 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)