Carsten Trenkler
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Carsten |
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Trenkler |
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Affiliations
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Universität Mannheim
/ Abteilung für Volkswirtschaftslehre
Research profile
author of:
- On the Identification of Codependent VAR and VEC Models (RePEc:bay:rdwiwi:16477)
by Trenkler, Carsten & Weber, Enzo - Testing for Codependence of Non-Stationary Variables (RePEc:bay:rdwiwi:16478)
by Trenkler, Carsten & Weber, Enzo - Identifying the Shocks behind Business Cycle Asynchrony in Euroland (RePEc:bay:rdwiwi:24774)
by Trenkler, Carsten & Weber, Enzo - Codependent VAR Models and the Pseudo-Structural Form (RePEc:bay:rdwiwi:24776)
by Trenkler, Carsten & Weber, Enzo - Codependence and Cointegration (RePEc:bay:rdwiwi:9852)
by Trenkler, Carsten & Weber, Enzo - Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break (RePEc:bla:jtsera:v:29:y:2008:i:2:p:331-358)
by Carsten Trenkler & Pentti Saikkonen & Helmut Lütkepohl - Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates (RePEc:bla:obuest:v:77:y:2015:i:5:p:740-759)
by Giuseppe Cavaliere & A. M. Robert Taylor & Carsten Trenkler - Which factors were behind Germany's labour market upswing? A data‐driven approach (RePEc:bla:obuest:v:84:y:2022:i:5:p:1052-1076)
by Christian Hutter & Francesco Carbonero & Sabine Klinger & Carsten Trenkler & Enzo Weber - Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order (RePEc:bno:worpap:2009_12)
by Christian Kascha & Carsten Trenkler - Economic integration across borders: The Polish interwar economy 1921–1937 (RePEc:cup:ereveh:v:9:y:2005:i:02:p:199-231_00)
by Trenkler, Carsten & Wolf, Nikolaus - On The Properties Of Some Tests For Common Stochastic Trends (RePEc:cup:etheor:v:18:y:2002:i:06:p:1336-1349_18)
by Breitung, Jörg & Trenkler, Carsten - Break Date Estimation For Var Processes With Level Shift With An Application To Cointegration Testing (RePEc:cup:etheor:v:22:y:2006:i:01:p:15-68_06)
by Saikkonen, Pentti & Lütkepohl, Helmut & Trenkler, Carsten - Bootstrapping Systems Cointegration Tests With A Prior Adjustment For Deterministic Terms (RePEc:cup:etheor:v:25:y:2009:i:01:p:243-269_09)
by Trenkler, Carsten - A new set of critical values for systems cointegration tests with a prior adjustment for deterministic terms (RePEc:ebl:ecbull:eb-03c10003)
by Carsten Trenkler - Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time (RePEc:ecm:emetrp:v:72:y:2004:i:2:p:647-662)
by Helmut Lütkepohl & Pentti Saikkonen & Carsten Trenkler - Comparison of Tests for the Cointegrating Rank of a VAR Process with a Structural Shift (RePEc:ecm:wc2000:0364)
by Helmut Luetkepohl & Pentti Saikkonen & Carsten Trenkler - Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process (RePEc:ect:emjrnl:v:4:y:2001:i:2:p:8)
by Helmut Lütkepohl & Pentti Saikkonen & Carsten Trenkler - Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order (RePEc:eee:csdana:v:55:y:2011:i:2:p:1008-1017)
by Kascha, Christian & Trenkler, Carsten - On the identification of multivariate correlated unobserved components models (RePEc:eee:ecolet:v:138:y:2016:i:c:p:15-18)
by Trenkler, Carsten & Weber, Enzo - Comparison of tests for the cointegrating rank of a VAR process with a structural shift (RePEc:eee:econom:v:113:y:2003:i:2:p:201-229)
by Lutkepohl, Helmut & Saikkonen, Pentti & Trenkler, Carsten - Inference in VARs with conditional heteroskedasticity of unknown form (RePEc:eee:econom:v:191:y:2016:i:1:p:69-85)
by Brüggemann, Ralf & Jentsch, Carsten & Trenkler, Carsten - Structural inference in sparse high-dimensional vector autoregressions (RePEc:eee:econom:v:234:y:2023:i:1:p:276-300)
by Krampe, J. & Paparoditis, E. & Trenkler, C. - Economic Integration in Interwar Poland - A Threshold Cointegration Analysis of the Law of One Price for Poland (1924-1937) (RePEc:eui:euiwps:eco2003/05)
by Carsten TRENKLER & Nikolaus WOLF - A New Set of Critical Values for Systems Cointegration Tests with a Prior Adjustment for Deterministic Terms (RePEc:eui:euiwps:eco2003/07)
by Casten TRENKLER - Break Date Estimation and Cointegration Testing in VAR Processes with Level Shift (RePEc:eui:euiwps:eco2004/21)
by Pentti SAIKKONEN & Helmut LUETKEPOHL & Carsten TRENKLER - Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break (RePEc:eui:euiwps:eco2006/29)
by Carsten Trenkler & Pentti Saikkonen & Helmut Luetkepohl - Are Eastern European Countries Catching Up? Time Series Evidence for Czech Republic, Hungary, and Poland (RePEc:hum:wpaper:sfb649dp2005-014)
by Ralf Brüggemann & Carsten Trenkler - VAR Modeling for Dynamic Semiparametric Factors of Volatility Strings (RePEc:hum:wpaper:sfb649dp2006-011)
by Ralf Brüggemann & Wolfgang Härdle & Julius Mungo & Carsten Trenkler - Bootstrapping Systems Cointegration Tests with a Prior Adjustment for Deterministic Terms (RePEc:hum:wpaper:sfb649dp2006-012)
by Carsten Trenkler - Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break (RePEc:hum:wpaper:sfb649dp2006-067)
by Carsten Trenkler & Pentti Saikkonen & Helmut Lütkepohl - Which factors are behind Germany's labour market upswing? (RePEc:iab:iabdpa:201920)
by Hutter, Christian & Klinger, Sabine & Trenkler, Carsten & Weber, Enzo - Inference in VARs with Conditional Heteroskedasticity of Unknown Form (RePEc:knz:dpteco:1413)
by Ralf Brüggemann & Carsten Jentsch & Carsten Trenkler - Codependent VAR Models and the Pseudo-Structural Form (RePEc:mnh:wpaper:31690)
by Trenkler, Carsten & Weber, Enzo - Identifying the Shocks behind Business Cycle Asynchrony in Euroland (RePEc:mnh:wpaper:31708)
by Trenkler, Carsten & Weber, Enzo - Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates (RePEc:mnh:wpaper:32993)
by Cavaliere, Giuseppe & Taylor, A. M. Robert & Trenkler, Carsten - Inference in VARs with Conditional Heteroskedasticity of Unknown Form (RePEc:mnh:wpaper:36858)
by Brüggemann, Ralf & Jentsch, Carsten & Trenkler, Carsten - Forecasting VARs, model selection, and shrinkage (RePEc:mnh:wpaper:38872)
by Kascha, Christian & Trenkler, Carsten - On the identification of multivariate correlated unobserved components models (RePEc:mnh:wpaper:39656)
by Trenkler, Carsten & Weber, Enzo - Bootstrap co-integration rank testing: the role of deterministic variables and initial values in the bootstrap recursion (RePEc:not:notgts:10/04)
by Giuseppe Cavaliere & A. M. Robert Taylor & Carsten Trenkler - VAR Modeling for Dynamic Loadings Driving Volatility Strings (RePEc:oup:jfinec:v:6:y:2008:i:3:p:361-381)
by Ralf Brüggemann & Wolfgang Härdle & Julius Mungo & Carsten Trenkler - The Effects of Ignoring Level Shifts on Systems Cointegration Tests (RePEc:spr:alstar:v:89:y:2005:i:3:p:281-301)
by Carsten Trenkler* - Codependent VAR models and the pseudo-structural form (RePEc:spr:alstar:v:97:y:2013:i:3:p:287-295)
by Carsten Trenkler & Enzo Weber - Determining p-values for systems cointegration tests with a prior adjustment for deterministic terms (RePEc:spr:compst:v:23:y:2008:i:1:p:19-39)
by Carsten Trenkler - The Polish exchange rate system: A unit root and cointegration analysis (RePEc:spr:empeco:v:28:y:2003:i:4:p:839-860)
by Carsten Trenkler - Identifying shocks to business cycles with asynchronous propagation (RePEc:spr:empeco:v:58:y:2020:i:4:d:10.1007_s00181-018-1563-z)
by Carsten Trenkler & Enzo Weber - Are Eastern European Countries Catching Up? Time Series Evidence for Czech Republic, Hungary and Poland (RePEc:taf:apeclt:v:14:y:2007:i:4:p:245-249)
by Ralf Bruggemann & Carsten Trenkler - Testing for codependence of cointegrated variables (RePEc:taf:applec:45:y:2013:i:15:p:1953-1964)
by Carsten Trenkler & Enzo Weber - Bootstrap Cointegration Rank Testing: The Role of Deterministic Variables and Initial Values in the Bootstrap Recursion (RePEc:taf:emetrv:v:32:y:2013:i:7:p:814-847)
by Giuseppe Cavaliere & A. M. Robert Taylor & Carsten Trenkler - Simple Identification and Specification of Cointegrated Varma Models (RePEc:wly:japmet:v:30:y:2015:i:4:p:675-702)
by Christian Kascha & Carsten Trenkler - Determining p-values for Systems Cointegration Tests With a Prior Adjustment for Deterministic Terms (RePEc:zbw:caseps:200437)
by Trenkler, Carsten - Economic integration across borders : the Polish interwar economy 1921-1937 (RePEc:zbw:caseps:200438)
by Trenkler, Carsten & Wolf, Nikolaus - Comparison of tests for the cointegrating rank of a VAR process with a structural shift (RePEc:zbw:sfb373:200010)
by Lütkepohl, Helmut & Saikkonen, Pentti & Trenkler, Carsten - The Polish crawling peg system: A cointegration analysis (RePEc:zbw:sfb373:200071)
by Trenkler, Carsten - Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process (RePEc:zbw:sfb373:200083)
by Lütkepohl, Helmut & Saikkonen, Pentti & Trenkler, Carsten - Testing for the cointegrating rank of a VAR process with level shift at unknown time (RePEc:zbw:sfb373:200163)
by Lütkepohl, Helmut & Saikkonen, Pentti & Trenkler, Carsten - The effects of ignoring level shifts on systems cointegration tests (RePEc:zbw:sfb373:200268)
by Trenkler, Carsten - Cointegrated VARMA models and forecasting US interest rates (RePEc:zur:econwp:033)
by Christian Kascha & Carsten Trenkler