Martin Wagner

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Affiliations

• Banka Slovenije (weight: 20%)
  • EDIRC entry
  • location:
• Institut für Höhere Studien (IHS) (weight: 10%)
  • EDIRC entry
  • location:
• Alpen-Adria-Universität Klagenfurt / Fakultät für Wirtschafts- und Rechtswissenschaften / Institut für Volkswirtschaftslehre (weight: 70%)
  • EDIRC entry
  • location:

Research profile

author of:

• CEEC growth projections: Certainly necessary and necessarily uncertain (RePEc:bla:etrans:v:13:y:2005:i:2:p:341-372)
  by Martin Wagner & Jaroslava Hlouskova
• Catching Growth Determinants with the Adaptive Lasso (RePEc:bla:germec:v:13:y:2012:i:1:p:71-85)
  by Ulrike Schneider & Martin Wagner
• Heterogeneity and Spatial Dependence of Regional Growth in the EU: A Recursive Partitioning Approach (RePEc:bla:germec:v:20:y:2019:i:1:p:67-82)
  by Martin Wagner & Achim Zeileis
• Consistent Monitoring of Cointegrating Relationships: The US Housing Market and the Subprime Crisis (RePEc:bla:jtsera:v:38:y:2017:i:6:p:960-980)
  by Martin Wagner & Dominik Wied
• A Comparison of Johansen's, Bierens’ and the Subspace Algorithm Method for Cointegration Analysis (RePEc:bla:obuest:v:66:y:2004:i:3:p:399-424)
  by Martin Wagner
• Finite Sample Correction Factors for Panel Cointegration Tests (RePEc:bla:obuest:v:71:y:2009:i:6:p:851-881)
  by Jaroslava Hlouskova & Martin Wagner
• The Environmental Kuznets Curve: Exploring a Fresh Specification (RePEc:bpj:bejeap:v:contributions.4:y:2005:i:1:n:5)
  by Bradford David F. & Fender Rebecca A & Shore Stephen H. & Wagner Martin
• Catching Growth Determinants with the Adaptive Lasso (RePEc:bpj:germec:v:13:y:2012:i:1:p:71-85)
  by Schneider Ulrike & Wagner Martin
• Heterogeneity and Spatial Dependence of Regional Growth in the EU: A Recursive Partitioning Approach (RePEc:bpj:germec:v:20:y:2019:i:1:p:67-82)
  by Wagner Martin & Zeileis Achim
• The CEEC10's Real Convergence Prospects (RePEc:cpr:ceprdp:3318)
  by Wagner, Martin & Hlouskova, Jaroslava
• A State Space Canonical Form For Unit Root Processes (RePEc:cup:etheor:v:28:y:2012:i:06:p:1313-1349_00)
  by Bauer, Dietmar & Wagner, Martin
• A FIXED-b PERSPECTIVE ON THE PHILLIPS–PERRON UNIT ROOT TESTS (RePEc:cup:etheor:v:29:y:2013:i:03:p:609-628_00)
  by Vogelsang, Timothy J. & Wagner, Martin
• Cointegrating Polynomial Regressions: Fully Modified Ols Estimation And Inference (RePEc:cup:etheor:v:32:y:2016:i:05:p:1289-1315_00)
  by Wagner, Martin & Hong, Seung Hyun
• Sectoral exchange rate pass-through in the euro area (RePEc:ecb:ecbwps:20212634)
  by Osbat, Chiara & Sun, Yiqiao & Wagner, Martin
• Estimating Cointegrated Systems Using Subspace Algorithms (RePEc:ecm:wc2000:0293)
  by Dietmar Bauer & Martin Wagner
• Using subspace algorithm cointegration analysis: Simulation performance and application to the term structure (RePEc:eee:csdana:v:53:y:2009:i:6:p:1954-1973)
  by Bauer, Dietmar & Wagner, Martin
• Exploring the environmental Kuznets hypothesis: Theoretical and econometric problems (RePEc:eee:ecolec:v:62:y:2007:i:3-4:p:648-660)
  by Muller-Furstenberger, Georg & Wagner, Martin
• The Phillips unit root tests for polynomials of integrated processes (RePEc:eee:ecolet:v:114:y:2012:i:3:p:299-303)
  by Wagner, Martin
• Cointegration in singular ARMA models (RePEc:eee:ecolet:v:155:y:2017:i:c:p:39-42)
  by Deistler, Manfred & Wagner, Martin
• The Phillips unit root tests for polynomials of integrated processes revisited (RePEc:eee:ecolet:v:176:y:2019:i:c:p:109-113)
  by Stypka, Oliver & Wagner, Martin
• Fully modified least squares estimation and inference for systems of cointegrating polynomial regressions (RePEc:eee:ecolet:v:228:y:2023:i:c:s0165176523002112)
  by Wagner, Martin
• Estimating cointegrated systems using subspace algorithms (RePEc:eee:econom:v:111:y:2002:i:1:p:47-84)
  by Bauer, Dietmar & Wagner, Martin
• Integrated modified OLS estimation and fixed-b inference for cointegrating regressions (RePEc:eee:econom:v:178:y:2014:i:2:p:741-760)
  by Vogelsang, Timothy J. & Wagner, Martin
• Nonparametric rank tests for non-stationary panels (RePEc:eee:econom:v:185:y:2015:i:2:p:378-391)
  by Pedroni, Peter L. & Vogelsang, Timothy J. & Wagner, Martin & Westerlund, Joakim
• Fully modified OLS estimation and inference for seemingly unrelated cointegrating polynomial regressions and the environmental Kuznets curve for carbon dioxide emissions (RePEc:eee:econom:v:214:y:2020:i:1:p:216-255)
  by Wagner, Martin & Grabarczyk, Peter & Hong, Seung Hyun
• Multistep predictions for multivariate GARCH models: Closed form solution and the value for portfolio management (RePEc:eee:empfin:v:16:y:2009:i:2:p:330-336)
  by Hlouskova, Jaroslava & Schmidheiny, Kurt & Wagner, Martin
• A cointegrating polynomial regression analysis of the material kuznets curve hypothesis (RePEc:eee:jrpoli:v:57:y:2018:i:c:p:236-245)
  by Grabarczyk, Peter & Wagner, Martin & Frondel, Manuel & Sommer, Stephan
• The carbon Kuznets curve: A cloudy picture emitted by bad econometrics? (RePEc:eee:resene:v:30:y:2008:i:3:p:388-408)
  by Wagner, Martin
• The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study (RePEc:eui:euiwps:eco2005/05)
  by Jaroslava Hlouskova & Martin Wagner
• Autoregressive Approximations of Multiple Frequency I(1) Processes (RePEc:eui:euiwps:eco2005/09)
  by Dietmar Bauer & Martin Wagner
• Introduction to the Special Issue “High-Dimensional Time Series in Macroeconomics and Finance” (RePEc:gam:jecnmx:v:12:y:2024:i:1:p:6-:d:1343341)
  by Benedikt M. Pötscher & Leopold Sögner & Martin Wagner
• A Parameterization of Models for Unit Root Processes: Structure Theory and Hypothesis Testing (RePEc:gam:jecnmx:v:8:y:2020:i:4:p:42-:d:442543)
  by Dietmar Bauer & Lukas Matuschek & Patrick de Matos Ribeiro & Martin Wagner
• Monitoring Cointegrating Polynomial Regressions: Theory and Application to the Environmental Kuznets Curves for Carbon and Sulfur Dioxide Emissions (RePEc:gam:jecnmx:v:9:y:2021:i:1:p:12-:d:516201)
  by Fabian Knorre & Martin Wagner & Maximilian Grupe
• Autoregressive Approximations of Multiple Frequency I(1) Processes (RePEc:ihs:ihsesp:174)
  by Bauer, Dietmar & Wagner, Martin
• On Aghion's and Blanchard's "On the Speed of Transition in Central Europe" (RePEc:ihs:ihsesp:175)
  by Nævdal, Eric & Wagner, Martin
• On PPP, Unit Roots and Panels (RePEc:ihs:ihsesp:176)
  by Wagner, Martin
• The Balassa-Samuelson Effect in 'East & West'. Differences and Similarities (RePEc:ihs:ihsesp:180)
  by Wagner, Martin
• Exploring the Environmental Kuznets Hypothesis. Theoretical and Econometric Problems (RePEc:ihs:ihsesp:183)
  by Müller-Fürstenberger, Georg & Wagner, Martin
• The Carbon Kuznets Curve. A Cloudy Picture Emitted by Bad Econometrics? (RePEc:ihs:ihsesp:197)
  by Wagner, Martin
• The Performance of Panel Cointegration Methods. Results from a Large Scale Simulation Study (RePEc:ihs:ihsesp:210)
  by Wagner, Martin & Hlouskova, Jaroslava
• Nonlinear Cointegration Analysis and the Environmental Kuznets Curve (RePEc:ihs:ihsesp:224)
  by Hong, Seung Hyun & Wagner, Martin
• Catching Growth Determinants with the Adaptive LASSO (RePEc:ihs:ihsesp:232)
  by Schneider, Ulrike & Wagner, Martin
• Growth Regressions, Principal Components and Frequentist Model Averaging (RePEc:ihs:ihsesp:236)
  by Wagner, Martin & Hlouskova, Jaroslava
• Finite Sample Correction Factors for Panel Cointegration Tests (RePEc:ihs:ihsesp:244)
  by Hlouskova, Jaroslava & Wagner, Martin
• Cointegration Analysis with State Space Models (RePEc:ihs:ihsesp:248)
  by Wagner, Martin
• Integrated Modified OLS Estimation and Fixed-b Inference for Cointegrating Regressions (RePEc:ihs:ihsesp:263)
  by Vogelsang, Timothy J. & Wagner, Martin
• Cointegrating Polynomial Regressions (RePEc:ihs:ihsesp:264)
  by Hong, Seung Hyun & Wagner, Martin
• Nonparametric Rank Tests for Non-stationary Panels (RePEc:ihs:ihsesp:270)
  by Pedroni, Peter & Vogelsang, Timothy J. & Wagner, Martin & Westerlund, Joakim
• A Fixed-b Perspective on the Phillips-Perron Unit Root Tests (RePEc:ihs:ihsesp:272)
  by Vogelsang, Timothy J. & Wagner, Martin
• The Asymptotic Validity of "Standard" Fully Modified OLS Estimation and Inference in Cointegrating Polynomial Regressions (RePEc:ihs:ihsesp:333)
  by Stypka, Oliver & Wagner, Martin & Grabarczyk, Peter & Kawka, Rafael
• VAR Cointegration in VARMA Models (RePEc:ihs:ihsesp:65)
  by Wagner, Martin
• Capital and Goods Market Integration and the Inequality of Nations (RePEc:ihs:ihsesp:66)
  by Wagner, Martin
• Bierens' and Johansen's Method - Complements or Substitutes? (RePEc:ihs:ihsesp:74)
  by Wagner, Martin
• The CEEC10's Real Convergence Prospects (RePEc:ihs:ihstep:20)
  by Wagner, Martin & Hlouskova, Jaroslava
• Deviations from Triangular Arbitrage Parity in Foreign Exchange and Bitcoin Markets (RePEc:ihs:ihswps:17)
  by Reynolds, Julia & Soegner, Leopold & Wagner, Martin
• Monitoring Cointegrating Polynomial Regressions: Theory and Application to the Environmental Kuznets Curves for Carbon and Sulfur Dioxide Emissions (RePEc:ihs:ihswps:27)
  by Knorre, Fabian & Wagner, Martin & Grupe, Maximilian
• Sources and Channels of Nonlinearities and Instabilities of the Phillips Curve: Results for the Euro Area and Its Member States (RePEc:ihs:ihswps:40)
  by Reichold, Karsten & Wagner, Martin & Damjanovic, Milan & Drenkovska, Marija
• Fully Modified Least Squares Estimation and Inference for Systems of Cointegrating Polynomial Regressions (RePEc:ihs:ihswps:44)
  by Wagner, Martin
• Heterogeneity of Regional Growth in the European Union (RePEc:inn:wpaper:2012-20)
  by Martin Wagner & Achim Zeileis
• Growth Regressions, Principal Components Augmented Regressions and Frequentist Model Averaging (RePEc:jns:jbstat:v:235:y:2015:i:6:p:642-662)
  by Wagner Martin & Hlouskova Jaroslava
• Multistep Predictions for Multivariate GARCH Models: Closed Form Solution and the Value for Portfolio Management (RePEc:lau:crdeep:04.10)
  by Jaroslava HLOUSKOVA & Kurt SCHMIDHEINY & Martin WAGNER
• Panel Methods to Test for Unit Roots and Cointegration (RePEc:pal:palchp:978-0-230-24440-5_13)
  by Anindya Banerjee & Martin Wagner
• Deviations from Triangular Arbitrage Parity in Foreign Exchange and Bitcoin Markets (RePEc:psc:journl:v:13:y:2021:i:2:p:105-146)
  by Julia Reynolds & Leopold Sögner & Martin Wagner
• The Determinants of Long-Run Economic Growth: A Conceptually and Computationally Simple Approach (RePEc:ses:arsjes:2013-iv-2)
  by Jaroslava Hlouskova & Martin Wagner
• Cointegration analysis with state space models (RePEc:spr:alstar:v:94:y:2010:i:3:p:273-305)
  by Martin Wagner
• On PPP, unit roots and panels (RePEc:spr:empeco:v:35:y:2008:i:2:p:229-249)
  by Martin Wagner
• Economic forecasting: editors’ introduction (RePEc:spr:empeco:v:58:y:2020:i:1:d:10.1007_s00181-019-01820-3)
  by Robert M. Kunst & Martin Wagner
• Residual-based cointegration and non-cointegration tests for cointegrating polynomial regressions (RePEc:spr:empeco:v:65:y:2023:i:1:d:10.1007_s00181-022-02332-3)
  by Martin Wagner
• Correction to: Residual-based cointegration and non-cointegration tests for cointegrating polynomial regressions (RePEc:spr:empeco:v:65:y:2023:i:3:d:10.1007_s00181-022-02343-0)
  by Martin Wagner
• Jose Casals, Alfredo Garcia-Hiernaux, Miguel Jerez, Sonia Sotoca and A. Alexandre Trindade (2016): State-space methods for time series analysis: theory, applications and software (RePEc:spr:stpapr:v:58:y:2017:i:2:d:10.1007_s00362-017-0906-8)
  by Patrick de Matos Ribeiro & Lukas Matuschek & Martin Wagner
• Disaggregated capital stock estimation for Austria - methods, concepts and results (RePEc:taf:applec:v:34:y:2002:i:1:p:23-37)
  by B. Bohm & A. Gleiss & M. Wagner & D. Ziegler
• The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study (RePEc:taf:emetrv:v:25:y:2006:i:1:p:85-116)
  by Jaroslava Hlouskova & Martin Wagner
• The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study (RePEc:taf:emetrv:v:29:y:2010:i:2:p:182-223)
  by Martin Wagner & Jaroslava Hlouskova
• Panel cointegrating polynomial regressions: group-mean fully modified OLS estimation and inference (RePEc:taf:emetrv:v:42:y:2023:i:4:p:358-392)
  by Martin Wagner & Karsten Reichold
• A Canonical Form for Unit Root Processes in the State Space Framework (RePEc:ube:dpvwib:dp0204)
  by Dietmar Bauer & Martin Wagner
• Asymptotic Properties of Pseudo Maximum Likelihood Estimates for Multiple Frequency I(1) Processes (RePEc:ube:dpvwib:dp0205)
  by Dietmar Bauer & Martin Wagner
• A Comparison of Johansen's, Bierens and the Subspace Algorithm Method for Cointegration Analysis (RePEc:ube:dpvwib:dp0210)
  by Martin Wagner
• Multistep Predictions from Multivariate ARMA-GARCH: Models and their Value for Portfolio Management (RePEc:ube:dpvwib:dp0212)
  by Jaroslava Hlouskova & Kurt Schmidheiny & Martin Wagner
• The Performance of Subspace Algorithm Cointegration Analysis: A Simulation Study (RePEc:ube:dpvwib:dp0308)
  by Dietmar Bauer & Martin Wagner
• A Canonical Form for Unit Root Processes in the State Space Framework (RePEc:ube:dpvwib:dp0312)
  by Dietmar Bauer & Martin Wagner
• On Polynomial Cointegration in the State Space Framework (RePEc:ube:dpvwib:dp0313)
  by Dietmar Bauer & Martin Wagner
• CEEC Growth Projections: Certainly Necessary and Necessarily Uncertain (RePEc:ube:dpvwib:dp0403)
  by Martin Wagner & Jaroslava Hlouskova
• What's Really the Story with this Balassa-Samuelson Effect in the CEECs? (RePEc:ube:dpvwib:dp0416)
  by Martin Wagner & Jaroslava Hlouskova
• The Carbon Kuznets Curve: A Cloudy Picture Emitted by Bad Econometrics? (RePEc:ube:dpvwib:dp0418)
  by Martin Wagner & Georg M ller-F rstenberger
• The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study (RePEc:ube:dpvwib:dp0503)
  by Jaroslava Hlouskova & Martin Wagner
• Catching Growth Determinants with the Adaptive Lasso (RePEc:wii:wpaper:55)
  by Ulrike Schneider & Martin Wagner
• The Environmental Kuznets Curve, Cointegration and Nonlinearity (RePEc:wly:japmet:v:30:y:2015:i:6:p:948-967)
  by Martin Wagner
• Exploring the Carbon Kuznets Hypothesis (RePEc:wpa:wuwpot:0506009)
  by Georg Muller-Furstenberger & Martin Wagner & Benito Muller
• Monitoring Stationarity and Cointegration (RePEc:zbw:vfsc14:100386)
  by Wagner, Martin & Wied, Dominik