Wagner, Martin

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Number of items: 57.

Article in Academic Journal

Wagner, MartinORCID: https://orcid.org/0000-0002-6123-4797 and Reichold, Karsten (2023) Panel cointegrating polynomial regressions: group-mean fully modified OLS estimation and inference. Econometric Reviews, 42 (4), pp. 358-392. https://doi.org/10.1080/07474938.2023.2178141

Wagner, MartinORCID: https://orcid.org/0000-0002-6123-4797 (2023) Residual-based cointegration and non-cointegration tests for cointegrating polynomial regressions. Empirical Economics, 65 (1), pp. 1-31. https://doi.org/10.1007/s00181-022-02332-3

de Jong, Robert M. and Wagner, MartinORCID: https://orcid.org/0000-0002-6123-4797 (2022) Panel cointegrating polynomial regression analysis and an illustration with the environmental kuznets curve. Econometrics and Statistics. https://doi.org/10.1016/j.ecosta.2022.03.005

Reynolds, Julia; Sögner, LeopoldORCID: https://orcid.org/0000-0001-5388-0601 and Wagner, MartinORCID: https://orcid.org/0000-0002-6123-4797 (2021) Deviations from Triangular Arbitrage Parity in Foreign Exchange and Bitcoin Markets. Central European Journal of Economic Modelling and Econometrics, 13 (2), pp. 105-146. https://doi.org/10.24425/cejeme.2021.137358

Wagner, MartinORCID: https://orcid.org/0000-0002-6123-4797 and Hong, Seung Hyun (2015) Cointegrating Polynomial Regressions: Fully Modified OLS Estimation and Inference. Econometric Theory. https://doi.org/10.1017/S0266466615000213

Wagner, MartinORCID: https://orcid.org/0000-0002-6123-4797 (2015) The Environmental Kuznets Curve, Cointegration and Nonlinearity. Journal of Applied Econometrics, 30 (6), pp. 948-967. https://doi.org/10.1002/jae.2421

Wagner, MartinORCID: https://orcid.org/0000-0002-6123-4797 and Hlouskova, JaroslavaORCID: https://orcid.org/0000-0002-2298-0068 (2015) Growth Regressions, Principal Components Augmented Regressions and Frequentist Model Averaging. Jahrbücher für Nationalökonomie und Statistik = Journal of Economics and Statistics, 235 (6), pp. 642-662.

Pedroni, Peter L.; Vogelsang, Timothy J.; Wagner, MartinORCID: https://orcid.org/0000-0002-6123-4797 and Westerlund, Joakim (2015) Nonparametric rank tests for non-stationary panels. Journal of Econometrics, 185 (2), pp. 378-391. https://doi.org/10.1016/j.jeconom.2014.08.013

Vogelsang, Timothy J. and Wagner, MartinORCID: https://orcid.org/0000-0002-6123-4797 (2014) Integrated modified OLS estimation and fixed-b inference for cointegrating regressions. Journal of Econometrics, 178 (2), pp. 741-760. https://doi.org/10.1016/j.jeconom.2013.10.015

Hlouskova, JaroslavaORCID: https://orcid.org/0000-0002-2298-0068 and Wagner, MartinORCID: https://orcid.org/0000-0002-6123-4797 (2013) The Determinants of Long-Run Economic Growth: A Conceptually and Computationally Simple Approach. Swiss Journal of Economics and Statistics, 149 (4), pp. 445-492.

Hlouskova, JaroslavaORCID: https://orcid.org/0000-0002-2298-0068 and Wagner, MartinORCID: https://orcid.org/0000-0002-6123-4797 (2009) Finite Sample Correction Factors for Panel Cointegration Tests. Oxford Bulletin of Economics and Statistics, 71 (6), pp. 851-881. https://doi.org/10.1111/j.1468-0084.2009.00559.x

Hlouskova, JaroslavaORCID: https://orcid.org/0000-0002-2298-0068; Schmidheiny, Kurt and Wagner, MartinORCID: https://orcid.org/0000-0002-6123-4797 (2009) Multistep predictions for multivariate GARCH models: Closed form solution and the value for portfolio management. Journal of Empirical Finance, 16 (2), pp. 330-336. https://doi.org/10.1016/j.jempfin.2008.09.002

Wagner, MartinORCID: https://orcid.org/0000-0002-6123-4797 and Hlouskova, JaroslavaORCID: https://orcid.org/0000-0002-2298-0068 (2009) The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study. Econometric Reviews, 29 (2), pp. 182-223. https://doi.org/10.1080/07474930903382182

Hlouskova, JaroslavaORCID: https://orcid.org/0000-0002-2298-0068 and Wagner, MartinORCID: https://orcid.org/0000-0002-6123-4797 (2006) The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study. Econometric Reviews, 25 (1), pp. 85-116. https://doi.org/10.1080/07474930500545504

Wagner, MartinORCID: https://orcid.org/0000-0002-6123-4797 and Hlouskova, JaroslavaORCID: https://orcid.org/0000-0002-2298-0068 (2005) CEEC growth projections: Certainly necessary and necessarily uncertain. The Economics of Transition, 13 (2), pp. 341-372. https://doi.org/10.1111/j.1468-0351.2005.00215.x

Monograph

Neusser, Klaus and Wagner, MartinORCID: https://orcid.org/0000-0002-6123-4797 (2022) Zeitreihenanalyse in den Wirtschaftswissenschaften. Einführung und Grundlagen für den Einstieg in die aktuelle Forschung. Studienbücher Wirtschaftsmathematik. Springer. 405 p.

Book Contribution

Aschersleben, Philipp; Wagner, MartinORCID: https://orcid.org/0000-0002-6123-4797 and Wied, Dominik (2015) Monitoring Euro Area Real Exchange Rates. In: Steland, Ansgar; Rafajłowicz, Ewaryst and Szajowski, Krzysztof, (eds.) Stochastic Models, Statistics and Their Applications. 122. Springer International Publishing, pp. 363-370. https://doi.org/10.1007/978-3-319-13881-7_40

Discussion/ Working Paper

Osbat, Chiara; Sun, Yiqiao and Wagner, MartinORCID: https://orcid.org/0000-0002-6123-4797 (2022) Sectoral exchange rate pass-through in the euro area. SUERF Policy Brief 347

Wagner, MartinORCID: https://orcid.org/0000-0002-6123-4797 and Hlouskova, JaroslavaORCID: https://orcid.org/0000-0002-2298-0068 (2004) What's Really the Story with this Balassa-Samuelson Effect in the CEECs? Universität Bern, Volkswirtschaftliches Institut, Diskussionsschriften 2004 (04-16), 76 p.

Wagner, MartinORCID: https://orcid.org/0000-0002-6123-4797 and Hlouskova, JaroslavaORCID: https://orcid.org/0000-0002-2298-0068 (2004) CEEC Growth Projections: Certainly Necessary and Necessarily Uncertain. Universität Bern, Volkswirtschaftliches Institut, Diskussionsschriften 2004 (04-03), 32 p.

Hlouskova, JaroslavaORCID: https://orcid.org/0000-0002-2298-0068; Schmidheiny, Kurt and Wagner, MartinORCID: https://orcid.org/0000-0002-6123-4797 (2002) Multistep Predictions from Multivariate ARMA-GARCH Models and their Value for Portfolio Management. Universität Bern, Volkswirtschaftliches Institut, Diskussionsschriften 2002 (02-12), 29 p.

IHS Series

Veldhuis, Sebastian and Wagner, MartinORCID: https://orcid.org/0000-0002-6123-4797 (May 2024) Integrated Modiﬁed Least Squares Estimation and (Fixed-b) Inference for Systems of Cointegrating Multivariate Polynomial Regressions. IHS Working Paper Series 54, 16 p.

Vogelsang, Timothy J. and Wagner, MartinORCID: https://orcid.org/0000-0002-6123-4797 (April 2024) Integrated Modified OLS Estimation and Fixed-b Inference for Cointegrating Multivariate Polynomial Regressions. IHS Working Paper Series 53, 35 p.

Wagner, MartinORCID: https://orcid.org/0000-0002-6123-4797 (January 2023) Fully Modified Least Squares Estimation and Inference for Systems of Cointegrating Polynomial Regressions. IHS Working Paper Series 44, 13 p.

Reichold, Karsten; Wagner, MartinORCID: https://orcid.org/0000-0002-6123-4797; Damjanović, Milan and Drenkovska, Marija (May 2022) Sources and Channels of Nonlinearities and Instabilities of the Phillips Curve: Results for the Euro Area and Its Member States. IHS Working Paper Series 40, 40 p.

Knorre, Fabian; Wagner, MartinORCID: https://orcid.org/0000-0002-6123-4797 and Grupe, Maximilian (December 2020) Monitoring Cointegrating Polynomial Regressions: Theory and Application to the Environmental Kuznets Curves for Carbon and Sulfur Dioxide Emissions. IHS Working Paper Series 27, 53 p.

Reynolds, Julia; Sögner, LeopoldORCID: https://orcid.org/0000-0001-5388-0601 and Wagner, MartinORCID: https://orcid.org/0000-0002-6123-4797 (July 2020) Deviations from Triangular Arbitrage Parity in Foreign Exchange and Bitcoin Markets. IHS Working Paper Series 17, 47 p.

Stypka, Oliver; Wagner, MartinORCID: https://orcid.org/0000-0002-6123-4797; Grabarczyk, Peter and Kawka, Rafael (October 2017) The Asymptotic Validity of "Standard" Fully Modified OLS Estimation and Inference in Cointegrating Polynomial Regressions. Former Series > Working Paper Series > IHS Economics Series 333, 48 p.

Vogelsang, Timothy J. and Wagner, MartinORCID: https://orcid.org/0000-0002-6123-4797 (July 2011) A Fixed-b Perspective on the Phillips-Perron Unit Root Tests. Former Series > Working Paper Series > IHS Economics Series 272

Pedroni, Peter; Vogelsang, Timothy J. and Wagner, MartinORCID: https://orcid.org/0000-0002-6123-4797 (June 2011) Nonparametric Rank Tests for Non-stationary Panels. Former Series > Working Paper Series > IHS Economics Series 270

Hong, Seung Hyun and Wagner, MartinORCID: https://orcid.org/0000-0002-6123-4797 (March 2011) Cointegrating Polynomial Regressions: Fully Modified OLS Estimation and Inference. Former Series > Working Paper Series > IHS Economics Series 264

Vogelsang, Timothy J. and Wagner, MartinORCID: https://orcid.org/0000-0002-6123-4797 (January 2011) Integrated Modified OLS Estimation and Fixed-b Inference for Cointegrating Regressions. Former Series > Working Paper Series > IHS Economics Series 263

Wagner, MartinORCID: https://orcid.org/0000-0002-6123-4797 (February 2010) Cointegration Analysis with State Space Models. Former Series > Working Paper Series > IHS Economics Series 248

Hlouskova, JaroslavaORCID: https://orcid.org/0000-0002-2298-0068 and Wagner, MartinORCID: https://orcid.org/0000-0002-6123-4797 (September 2009) Finite Sample Correction Factors for Panel Cointegration Tests. Former Series > Working Paper Series > IHS Economics Series 244

Wagner, MartinORCID: https://orcid.org/0000-0002-6123-4797 and Hlouskova, JaroslavaORCID: https://orcid.org/0000-0002-2298-0068 (March 2009) Growth Regressions, Principal Components and Frequentist Model Averaging. Former Series > Working Paper Series > IHS Economics Series 236

Schneider, Ulrike and Wagner, MartinORCID: https://orcid.org/0000-0002-6123-4797 (November 2008) Catching Growth Determinants with the Adaptive LASSO. Former Series > Working Paper Series > IHS Economics Series 232

Hong, Seung Hyun and Wagner, MartinORCID: https://orcid.org/0000-0002-6123-4797 (July 2008) Nonlinear Cointegration Analysis and the Environmental Kuznets Curve. Former Series > Working Paper Series > IHS Economics Series 224

Wagner, MartinORCID: https://orcid.org/0000-0002-6123-4797 and Hlouskova, JaroslavaORCID: https://orcid.org/0000-0002-2298-0068 (May 2007) The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study. Former Series > Working Paper Series > IHS Economics Series 210

Wagner, MartinORCID: https://orcid.org/0000-0002-6123-4797 (November 2006) The Carbon Kuznets Curve: A Cloudy Picture Emitted by Bad Econometrics? Former Series > Working Paper Series > IHS Economics Series 197

Müller-Fürstenberger, Georg and Wagner, MartinORCID: https://orcid.org/0000-0002-6123-4797 (January 2006) Exploring the Environmental Kuznets Hypothesis: Theoretical and Econometric Problems. Former Series > Working Paper Series > IHS Economics Series 183

Wagner, MartinORCID: https://orcid.org/0000-0002-6123-4797 (November 2005) The Balassa-Samuelson Effect in 'East & West': Differences and Similarities. Former Series > Working Paper Series > IHS Economics Series 180

Bauer, Dietmar and Wagner, MartinORCID: https://orcid.org/0000-0002-6123-4797 (September 2005) Autoregressive Approximations of Multiple Frequency I(1) Processes. Former Series > Working Paper Series > IHS Economics Series 174

Nævdal, Eric and Wagner, MartinORCID: https://orcid.org/0000-0002-6123-4797 (September 2005) On Aghion's and Blanchard's "On the Speed of Transition in Central Europe". Former Series > Working Paper Series > IHS Economics Series 175

Wagner, MartinORCID: https://orcid.org/0000-0002-6123-4797 (September 2005) On PPP, Unit Roots and Panels. Former Series > Working Paper Series > IHS Economics Series 176

Wagner, MartinORCID: https://orcid.org/0000-0002-6123-4797 and Hlouskova, JaroslavaORCID: https://orcid.org/0000-0002-2298-0068 (April 2001) The CEEC10's Real Convergence Prospects. Former Series > Reihe Transformationsökonomie / Transition Economics Series 20

Felderer, Bernhard; Grozea-Helmenstein, DanielaORCID: https://orcid.org/0000-0003-3904-7423; Helmenstein, Christian; Hlouskova, JaroslavaORCID: https://orcid.org/0000-0002-2298-0068; Hofer, Helmut; Koman, Reinhard; Krylova, Elizaveta; Kunst, Robert M.ORCID: https://orcid.org/0000-0001-6831-2471; Riedel, Monika; Wagner, MartinORCID: https://orcid.org/0000-0002-6123-4797, et al. (December 2000) Prognose der österreichischen Wirtschaft 2000-2002: Jahresmodell LIMA/99 ; Ökonometrisches Forschungsprogramm des Instituts für Höhere Studien. Wirtschaftsprognose / Economic Forecast 16

Felderer, Bernhard; Grozea-Helmenstein, DanielaORCID: https://orcid.org/0000-0003-3904-7423; Helmenstein, Christian; Hofer, Helmut; Hlouskova, JaroslavaORCID: https://orcid.org/0000-0002-2298-0068; Koman, Reinhard; Krylova, Elizaveta; Kunst, Robert M.ORCID: https://orcid.org/0000-0001-6831-2471; Riedel, Monika; Wagner, MartinORCID: https://orcid.org/0000-0002-6123-4797, et al. (October 2000) Prognose der österreichischen Wirtschaft 2000/2001: Jahresmodell LIMA/99 ; Ökonometrisches Forschungsprogramm des Instituts für Höhere Studien. Wirtschaftsprognose / Economic Forecast 15

Wagner, MartinORCID: https://orcid.org/0000-0002-6123-4797 (October 1999) Bierens' and Johansen's Method - Complements or Substitutes? Former Series > Working Paper Series > IHS Economics Series 74

Felderer, Bernhard; Fidrmuc, Jarko; Helmenstein, Christian; Hofer, Helmut; Koman, Reinhard; Krylova, Elizaveta; Kunst, Robert M.ORCID: https://orcid.org/0000-0001-6831-2471; Skriner, Edith; Wagner, MartinORCID: https://orcid.org/0000-0002-6123-4797 and Wörz, Julia (July 1999) Prognose der österreichischen Wirtschaft 1999/2000: Jahresmodell LIMA/97 ; Ökonometrisches Forschungsprogramm des Instituts für Höhere Studien. Wirtschaftsprognose / Economic Forecast 9

Wagner, MartinORCID: https://orcid.org/0000-0002-6123-4797 (June 1999) Capital and Goods Market Integration and the Inequality of Nations. Former Series > Working Paper Series > IHS Economics Series 66

Wagner, MartinORCID: https://orcid.org/0000-0002-6123-4797 (May 1999) VAR Cointegration in VARMA Models. Former Series > Working Paper Series > IHS Economics Series 65

Boss, Michael; Felderer, Bernhard; Fidrmuc, Jarko; Helmenstein, Christian; Hofer, Helmut; Koman, Reinhard; Kunst, Robert M.ORCID: https://orcid.org/0000-0001-6831-2471; Mayrhuber, Christine and Wagner, MartinORCID: https://orcid.org/0000-0002-6123-4797 (December 1998) Prognose der österreichischen Wirtschaft 1998/99: Jahresmodell LIMA/97 ; Ökonometrisches Forschungsprogramm des Instituts für Höhere Studien. Wirtschaftsprognose / Economic Forecast 6

Boss, Michael; Felderer, Bernhard; Fidrmuc, Jarko; Helmenstein, Christian; Hofer, Helmut; Kunst, Robert M.ORCID: https://orcid.org/0000-0001-6831-2471; Pichelmann, Karl; Wagner, MartinORCID: https://orcid.org/0000-0002-6123-4797 and Wörgötter, Andreas (October 1998) Prognose der österreichischen Wirtschaft 1998/99: Jahresmodell LIMA/97 ; Ökonometrisches Forschungsprogramm des Instituts für Höhere Studien. Wirtschaftsprognose / Economic Forecast 5

IHS Policy Brief

Kimmich, ChristianORCID: https://orcid.org/0000-0001-8638-8808; Koenig, ThomasORCID: https://orcid.org/0000-0003-4337-5163; Laa, ElisabethORCID: https://orcid.org/0009-0005-1377-4595; Lappöhn, SarahORCID: https://orcid.org/0000-0002-6097-8153 and Wagner, MartinORCID: https://orcid.org/0000-0002-6123-4797 (April 2022) Energiewende beschleunigen? Engpässe berücksichtigen! IHS Policy Brief 7, 13 p.

Research Report

Grozea-Helmenstein, DanielaORCID: https://orcid.org/0000-0003-3904-7423; Helmenstein, Christian; Hlouskova, JaroslavaORCID: https://orcid.org/0000-0002-2298-0068; Rauchenwald, Elisabeth; Steinberger, Martina and Wagner, MartinORCID: https://orcid.org/0000-0002-6123-4797 (October 2000) Die relative Einkommensentwicklung der EU-Beitrittswerber. [Research Report] 204 p.

This list was generated on Tue Dec 3 18:17:48 2024 CET.