Robert M. Kunst

Names

first:	Robert
middle:	M.
last:	Kunst

Identifer

RePEc Short-ID:

pku13

Contact

email:	robert.kunst at domain univie.ac.at
homepage:	https://homepage.univie.ac.at/robert.kunst/english.html
postal address:	Oskar Morgenstern Platz, A-1090 Wien, Austria

Affiliations

Universität Wien / Fakultät für Wirtschaftswissenschaften / Institut für Volkswirtschaftslehre (weight: 50%)
- EDIRC entry
- location:
Institut für Höhere Studien (IHS) (weight: 50%)
- EDIRC entry
- location:

Research profile

author of:

The Effects Of Ownership Concentration On Performance Of Pakistani Listed Companies (RePEc:aad:iseicj:v:4:y:2016:i:0:p:214-222)
by Nouman Afgan & Klaus Gugler & Robert Kunst
Testing For Cyclical Non‐Stationarity In Autoregressive Processes (RePEc:bla:jtsera:v:18:y:1997:i:2:p:123-135)
by Robert M. Kunst
On the Role of Seasonal Intercepts in Seasonal Cointegration (RePEc:bla:obuest:v:61:y:1999:i:3:p:409-433)
by Philip Hans Franses & Robert M. Kunst
Testing for Seasonal Unit Roots in Monthly Panels of Time Series (RePEc:bla:obuest:v:73:y:2011:i:4:p:469-488)
by Robert M. Kunst & Philip Hans Franses
Unit Roots, Change, and Decision Bounds (RePEc:ces:ceswps:_157)
by Robert M. Kunst
Decisions on Seasonal Unit Roots (RePEc:ces:ceswps:_286)
by Robert M. Kunst & Michael Reutter
Modeling Macroeconomic Subaggregates: An Application Of Nonlinear Cointegration (RePEc:cup:macdyn:v:12:y:2008:i:02:p:151-171_06)
by Jumah, Adusei & Kunst, Robert M.
Exchange Rate Volatility and its Impact on Industrial Production, Before and After the Introduction of Common Currency in Europe (RePEc:eco:journ1:2012-02-1)
by Muhammad Jamil & Erich W. Streissler & Robert M. Kunst
Analyzing a panel of seasonal time series: Does seasonality in industrial production converge across Europe? (RePEc:eee:ecmode:v:24:y:2007:i:6:p:954-968)
by Franses, Philip Hans & Kunst, Robert M.
A forecasting comparison of some var techniques (RePEc:eee:intfor:v:2:y:1986:i:4:p:447-456)
by Kunst, Robert & Neusser, Klaus
On using predictive-ability tests in the selection of time-series prediction models: A Monte Carlo evaluation (RePEc:eee:intfor:v:37:y:2021:i:2:p:445-460)
by Costantini, Mauro & Kunst, Robert M.
Immigrant remittance flows and aggregate demand forecasts in West African economies (RePEc:eee:jpolmo:v:30:y:2008:i:2:p:377-380)
by Jumah, Adusei & Kunst, Robert M.
Testing for seasonal unit roots in monthly panels of time series (RePEc:ems:eureir:14861)
by Kunst, R.M. & Franses, Ph.H.B.F.
On the role of seasonal intercepts in seasonal cointegration (RePEc:ems:eureir:1552)
by Franses, Ph.H.B.F. & Kunst, R.M.
Testing common deterministic seasonality (RePEc:ems:eureir:1560)
by Franses, Ph.H.B.F. & Kunst, R.M.
Testing for converging deterministic seasonal variation in European industrial production (RePEc:ems:eureir:1587)
by Franses, Ph.H.B.F. & Kunst, R.M.
The Role of Natural Gas in Mitigating Greenhouse Gas Emissions: The Environmental Kuznets Curve Hypothesis for Major Gas-Producing Countries (RePEc:gam:jsusta:v:15:y:2023:i:5:p:4266-:d:1082358)
by Hussein Moghaddam & Robert M. Kunst
On Mean Reversion in Real Interest Rates: An Application of Threshold Cointegtation (RePEc:ihs:ihsesp:109)
by Jumah, Adusei & Kunst, Robert M.
Forecasting Seasonally Cointegrated Systems: Supply Response in Austrian Agriculture (RePEc:ihs:ihsesp:11)
by Jumah, Adusei & Kunst, Robert M.
Testing for Stationarity in a Cointegrated System (RePEc:ihs:ihsesp:117)
by Kunst, Robert M.
Decision Maps for Bivariate Time Series with Potential Thrshold Cointegration (RePEc:ihs:ihsesp:121)
by Kunst, Robert M.
Testing for Relative Predictive Accuracy: A Critical Viewpoint (RePEc:ihs:ihsesp:130)
by Kunst, Robert M.
Modeling National Accounts Sub-Aggregates. An Application of Non-Linear Error Correction (RePEc:ihs:ihsesp:149)
by Jumah, Adusei & Kunst, Robert M.
On the role of seasonal intercepts in seasonal cointegration (RePEc:ihs:ihsesp:15)
by Franses, Philip Hans & Kunst, Robert M.
Estimating the Number of Unit Roots. A Multiple Decision Approach (RePEc:ihs:ihsesp:16)
by Kunst, Robert M.
Toward a Theory of Evaluating Predictive Accuracy (RePEc:ihs:ihsesp:162)
by Kunst, Robert M. & Jumah, Adusei
A Diffusion Approximation for the Riskless Profit Under Selling of Discrete Time Call Options. Non-identically Distributed Jumps (RePEc:ihs:ihsesp:164)
by Nagaev, Alexander V. & Nagaev, Sergei A. & Kunst, Robert M.
A Diffusion Approximation to the Markov Chains Model of the Financial Market and the Expected Riskless Profit Under Selling of Call and Put Options (RePEc:ihs:ihsesp:165)
by Nagaev, Alexander V. & Nagaev, Sergei A. & Kunst, Robert M.
Forecasting Aggregate Demand in West African Economies. The Influence of Immigrant Remittance Flows and of Asymmetric Error Correction (RePEc:ihs:ihsesp:168)
by Jumah, Adusei & Kunst, Robert M.
Approaches for the Joint Evaluation of Hypothesis Tests: Classical Testing, Bayes Testing, and Joint Confirmation (RePEc:ihs:ihsesp:177)
by Kunst, Robert M.
Seasonal Cycles in European Agricultural Commodity Prices (RePEc:ihs:ihsesp:192)
by Jumah, Adusei & Kunst, Robert M.
Some Evidence on the Relevance of the Chain-reaction Theory in Selected Countries (RePEc:ihs:ihsesp:207)
by Hofer, Helmut & Kunst, Robert M. & Schwarzbauer, Wolfgang & Schuh, Ulrich & Snower, Dennis J.
Inflation in the West African Countries. The Impact of Cocoa Prices, Budget Deficits, and Migrant Remittances (RePEc:ihs:ihsesp:219)
by Jumah, Adusei & Kunst, Robert M.
Optimizing Time-series Forecasts for Inflation and Interest Rates Using Simulation and Model Averaging (RePEc:ihs:ihsesp:231)
by Jumah, Adusei & Kunst, Robert M.
A Nonparametric Test for Seasonal Unit Roots (RePEc:ihs:ihsesp:233)
by Kunst, Robert M.
Combining Forecasts Based on Multiple Encompassing Tests in a Macroeconomic Core System (RePEc:ihs:ihsesp:243)
by Costantini, Mauro & Kunst, Robert M.
Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE System (RePEc:ihs:ihsesp:251)
by Costantini, Mauro & Gunter, Ulrich & Kunst, Robert M.
Asymmetric Time Aggregation and its Potential Benefits for Forecasting Annual Data (RePEc:ihs:ihsesp:252)
by Kunst, Robert M. & Franses, Philip Hans
On the Usefulness of the Diebold-Mariano Test in the Selection of Prediction Models (RePEc:ihs:ihsesp:276)
by Costantini, Mauro & Kunst, Robert M.
Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE-VAR System (RePEc:ihs:ihsesp:292)
by Costantini, Mauro & Gunter, Ulrich & Kunst, Robert M.
A Combined Nonparametric Test for Seasonal Unit Roots (RePEc:ihs:ihsesp:303)
by Kunst, Robert M.
Forecast combinations in a DSGE-VAR lab (RePEc:ihs:ihsesp:309)
by Costantini, Mauro & Gunter, Ulrich & Kunst, Robert M.
On Using Predictive-ability Tests in the Selection of Time-series Prediction Models: A Monte Carlo Evaluation (RePEc:ihs:ihsesp:341)
by Costantini, Mauro & Kunst, Robert M.
Decision Bounds for Data-Admissible Seasonal Models (RePEc:ihs:ihsesp:51)
by Kunst, Robert M.
Unit Roots, Change, and Decision Bounds (RePEc:ihs:ihsesp:58)
by Kunst, Robert M.
The Effects of Dollar/Sterling Exchange Rate Volatility on Futures Markets for Coffee and Cocoa (RePEc:ihs:ihsesp:73)
by Jumah, Adusei & Kunst, Robert M.
The Effects of Exchange-Rate Exposures on Equity Asset Markets (RePEc:ihs:ihsesp:94)
by Jumah, Adusei & Kunst, Robert M.
Inflation, its Dynamics, and its Possible Causes in Albania (RePEc:ihs:ihsrop:57)
by Kunst, Robert M. & Luniku, Rubin
Cointegrated portfolios and volatility modeling in the cryptocurrency market (RePEc:ihs:ihswps:52)
by Gabriel, Stefan & Kunst, Robert M.
Seasonal Adjustment and Measuring Persistence in Output (RePEc:jae:japmet:v:5:y:1990:i:1:p:47-58)
by Jaeger, Albert & Kunst, Robert M
Cointegration in a Macroeconomic System (RePEc:jae:japmet:v:5:y:1990:i:4:p:351-65)
by Kunst, Robert & Neusser, Klaus
Forecasting High-Frequency Financial Data with the ARFIMA-ARCH Model (RePEc:jof:jforec:v:20:y:2001:i:7:p:501-18)
by Hauser, Michael A & Kunst, Robert M
Seasonal prediction of European cereal prices: good forecasts using bad models? (RePEc:jof:jforec:v:27:y:2008:i:5:p:391-406)
by Adusei Jumah & Robert M. Kunst
Combining forecasts based on multiple encompassing tests in a macroeconomic core system (RePEc:jof:jforec:v:30:y:2011:i:6:p:579-596)
by Mauro Costantini & Robert M. Kunst
Total factor productivity, its components and drivers (RePEc:kap:empiri:v:48:y:2021:i:2:d:10.1007_s10663-020-09476-4)
by Franz Haider & Robert Kunst & Franz Wirl
Castle, Jennifer, Clements, Mike and Hendry, David: Forecasting: an essential introduction (RePEc:kap:jeczfn:v:129:y:2020:i:3:d:10.1007_s00712-020-00694-9)
by Robert M. Kunst
Fractionally Integrated Models with ARCH Errors: With an Application to the Swiss One-Month Euromarket Interest Rate (RePEc:kap:rqfnac:v:10:y:1998:i:1:p:95-113)
by Hauser, Michael A & Kunst, Robert M
On Exports and Productivity: A Causal Analysis (RePEc:lmu:muenar:3113)
by Kunst, Robert M. & Marin, Dalia
Forecasting Seasonally Cointegrated Systems: Supply Response of the Austrian Breeding Sow Herd (RePEc:oup:erevae:v:23:y:1996:i:4:p:487-507)
by Jumah, Adusei & Kunst, Robert M
The effects of exchange rate volatility on international trade flows: evidence from panel data analysis and fuzzy approach (RePEc:pra:mprapa:49952)
by Nuroglu, Elif & Kunst, Robert M.
The effects of exchange rate volatility on international trade flows: evidence from panel data analysis and fuzzy approach (RePEc:rfe:zbefri:v:30:y:2012:i:1:p:9-31)
by Elif Nuroglu & Robert M. Kunst
Empirical Economics (RePEc:spr:empeco)
from Springer as editor
Analysis of Austrian Stocks: Testing for Stability and Randomness (RePEc:spr:empeco:v:16:y:1991:i:4:p:465-77)
by Kunst, Robert M & Reschenhofer, Erhard & Rodler, Kurt
Seasonal Cointegration, Common Seasonals, and Forecasting Seasonal Series (RePEc:spr:empeco:v:18:y:1993:i:4:p:761-76)
by Kunst, Robert M
Report of the editors (RePEc:spr:empeco:v:32:y:2007:i:1:p:247-253)
by Robert Kunst
Report of the Editors (RePEc:spr:empeco:v:35:y:2008:i:1:p:193-205)
by Robert Kunst
Report of the editors (RePEc:spr:empeco:v:42:y:2012:i:1:p:363-364)
by Robert Kunst
The dynamic interrelations between unequal neighbors: an Austro-German case study (RePEc:spr:empeco:v:43:y:2012:i:2:p:741-761)
by Klaus Prettner & Robert Kunst
Report of the Editors (RePEc:spr:empeco:v:46:y:2014:i:1:p:393-395)
by Robert Kunst
Competing specifications of the gravity equation: a three-way model, bilateral interaction effects, or a dynamic gravity model with time-varying country effects? (RePEc:spr:empeco:v:46:y:2014:i:2:p:733-741)
by Elif Nuroğlu & Robert Kunst
Asymmetric time aggregation and its potential benefits for forecasting annual data (RePEc:spr:empeco:v:49:y:2015:i:1:p:363-387)
by Robert Kunst & Philip Franses
Report of the Editors (RePEc:spr:empeco:v:56:y:2019:i:1:d:10.1007_s00181-018-01621-0)
by Robert M. Kunst
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
Modeling nonlinear in Bowman’s paradox: the case of Pakistan (RePEc:spr:empeco:v:64:y:2023:i:5:d:10.1007_s00181-022-02308-3)
by Farrukh Mahmood & Robert M. Kunst
Studies in Empirical Economics (RePEc:spr:stemec)
from Springer as editor
Unit root in unemployment - new evidence from nonparametric tests (RePEc:taf:apeclt:v:18:y:2011:i:6:p:509-512)
by Jurgen Holl & Robert Kunst
Unknown item RePEc:taf:apfiec:v:7:y:1997:i:6:p:575-586 (article)
Optimizing time-series forecasts for inflation and interest rates using simulation and model averaging (RePEc:taf:applec:v:48:y:2016:i:45:p:4366-4378)
by Adusei Jumah & Robert M. Kunst
On Exports and Productivity: A Causal Analysis (RePEc:tpr:restat:v:71:y:1989:i:4:p:699-703)
by Kunst, Robert M & Marin, Dalia
Seasonal Cointegration in Macroeconomic Systems: Case Studies for Small and Large European Countries (RePEc:tpr:restat:v:75:y:1993:i:2:p:325-30)
by Kunst, Robert M
ARCH patterns in cointegrated systems (RePEc:upf:upfgen:110)
by Marc Sáez & Robert M. Kunst
The Dynamic Interrelations between Unequal Neighbors: An Austro-German Case Study (RePEc:vie:viennp:vie0913)
by Klaus Prettner & Robert M. Kunst
Unit Root in Unemployment - New Evidence from Nonparametric Tests (RePEc:vie:viennp:vie0915)
by Jürgen Holl & Robert M. Kunst
Forecast Combinations in a DSGE‐VAR Lab (RePEc:wly:jforec:v:36:y:2017:i:3:p:305-324)
by Mauro Costantini & Ulrich Gunter & Robert M. Kunst

The profile is maintained by Robert M. Kunst

Permanent link: http://authors.repec.org/pro/pku13/