Wagner, Martin

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Number of items: 45.

Article in Academic Journal

Wagner, Martin and Hong, Seung Hyun (2015) Cointegrating Polynomial Regressions: Fully Modified OLS Estimation and Inference. Econometric Theory.

Wagner, Martin (2015) The Environmental Kuznets Curve, Cointegration and Nonlinearity. Journal of Applied Econometrics, 30 (6), pp. 948-967.

Wagner, Martin 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, Martin and Westerlund, Joakim (2015) Nonparametric rank tests for non-stationary panels. Journal of Econometrics, 185 (2), pp. 378-391.

Vogelsang, Timothy J. and Wagner, Martin (2014) Integrated modified OLS estimation and fixed-b inference for cointegrating regressions. Journal of Econometrics, 178 (2), pp. 741-760.

Hlouskova, JaroslavaORCID: https://orcid.org/0000-0002-2298-0068 and Wagner, Martin (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, Martin (2009) Finite Sample Correction Factors for Panel Cointegration Tests. Oxford Bulletin of Economics and Statistics, 71 (6), pp. 851-881.

Hlouskova, JaroslavaORCID: https://orcid.org/0000-0002-2298-0068; Schmidheiny, Kurt and Wagner, Martin (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.

Wagner, Martin 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.

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

Wagner, Martin 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.

Book Contribution

Aschersleben, Philipp; Wagner, Martin 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. Springer International Publishing, pp. 363-370.

Discussion/ Working Paper

Wagner, Martin 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, Martin 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, Martin (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

Knorre, Fabian; Wagner, Martin 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, Martin (July 2020) Deviations from Triangular Arbitrage Parity in Foreign Exchange and Bitcoin Markets. IHS Working Paper Series 17, 47 p.

Stypka, Oliver; Wagner, Martin; Grabarczyk, Peter and Kawka, Rafael (October 2017) The Asymptotic Validity of "Standard" Fully Modified OLS Estimation and Inference in Cointegrating Polynomial Regressions. Closed Series > Working Paper Series > IHS Economics Series 333, 48 p.

Vogelsang, Timothy J. and Wagner, Martin (July 2011) A Fixed-b Perspective on the Phillips-Perron Unit Root Tests. Closed Series > Working Paper Series > IHS Economics Series 272

Pedroni, Peter; Vogelsang, Timothy J. and Wagner, Martin (June 2011) Nonparametric Rank Tests for Non-stationary Panels. Closed Series > Working Paper Series > IHS Economics Series 270

Hong, Seung Hyun and Wagner, Martin (March 2011) Cointegrating Polynomial Regressions: Fully Modified OLS Estimation and Inference. Closed Series > Working Paper Series > IHS Economics Series 264

Vogelsang, Timothy J. and Wagner, Martin (January 2011) Integrated Modified OLS Estimation and Fixed-b Inference for Cointegrating Regressions. Closed Series > Working Paper Series > IHS Economics Series 263

Wagner, Martin (February 2010) Cointegration Analysis with State Space Models. Closed Series > Working Paper Series > IHS Economics Series 248

Hlouskova, Jaroslava and Wagner, Martin (September 2009) Finite Sample Correction Factors for Panel Cointegration Tests. Closed Series > Working Paper Series > IHS Economics Series 244

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

Schneider, Ulrike and Wagner, Martin (November 2008) Catching Growth Determinants with the Adaptive LASSO. Closed Series > Working Paper Series > IHS Economics Series 232

Hong, Seung Hyun and Wagner, Martin (July 2008) Nonlinear Cointegration Analysis and the Environmental Kuznets Curve. Closed Series > Working Paper Series > IHS Economics Series 224

Wagner, Martin 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. Closed Series > Working Paper Series > IHS Economics Series 210

Wagner, Martin (November 2006) The Carbon Kuznets Curve: A Cloudy Picture Emitted by Bad Econometrics? Closed Series > Working Paper Series > IHS Economics Series 197

Müller-Fürstenberger, Georg and Wagner, Martin (January 2006) Exploring the Environmental Kuznets Hypothesis: Theoretical and Econometric Problems. Closed Series > Working Paper Series > IHS Economics Series 183

Wagner, Martin (November 2005) The Balassa-Samuelson Effect in 'East & West': Differences and Similarities. Closed Series > Working Paper Series > IHS Economics Series 180

Bauer, Dietmar and Wagner, Martin (September 2005) Autoregressive Approximations of Multiple Frequency I(1) Processes. Closed Series > Working Paper Series > IHS Economics Series 174

Nævdal, Eric and Wagner, Martin (September 2005) On Aghion's and Blanchard's "On the Speed of Transition in Central Europe". Closed Series > Working Paper Series > IHS Economics Series 175

Wagner, Martin (September 2005) On PPP, Unit Roots and Panels. Closed Series > Working Paper Series > IHS Economics Series 176

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

Felderer, Bernhard; Grozea-Helmenstein, Daniela; 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, Martin, 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, Daniela; 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, Martin, 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, Martin (October 1999) Bierens' and Johansen's Method - Complements or Substitutes? Closed 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, Martin 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, Martin (June 1999) Capital and Goods Market Integration and the Inequality of Nations. Closed Series > Working Paper Series > IHS Economics Series 66

Wagner, Martin (May 1999) VAR Cointegration in VARMA Models. Closed 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, Martin (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, Martin 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

Research Report

Weyerstrass, KlausORCID: https://orcid.org/0000-0002-5659-8991; Kluge, JanORCID: https://orcid.org/0000-0002-9294-7255; Lappöhn, Sarah; Plank, Kerstin; Schnabl, Alexander; Wimmer, Lorenz; Zenz, Hannes and Wagner, Martin (2021) Austria’s Competitiveness and its Determinants. Concepts, Developments, Relative Performance and Policy Options. [Research Report] 175 p.

Grozea-Helmenstein, Daniela; Helmenstein, Christian; Hlouskova, JaroslavaORCID: https://orcid.org/0000-0002-2298-0068; Rauchenwald, Elisabeth; Steinberger, Martina and Wagner, Martin (2000) Die relative Einkommensentwicklung der EU-Beitrittswerber: Endbericht ; Studie im Auftrag des Bundesministeriums für wirtschaftliche Angelegenheiten. [Research Report] 204 p.

This list was generated on Sat Apr 17 10:44:52 2021 CEST.