Wagner, Martin
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Article in Academic Journal
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.
DOI: 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.
DOI: 10.1016/j.ecosta.2022.03.005
Reynolds, Julia; Sögner, LeopoldORCID: https://orcid.org/0000-0001-5388-0601 and Wagner, Martin
ORCID: 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.
Wagner, Martin and Hong, Seung Hyun (2015) Cointegrating Polynomial Regressions: Fully Modified OLS Estimation and Inference. Econometric Theory. DOI: 10.1017/S0266466615000213
Wagner, Martin (2015) The Environmental Kuznets Curve, Cointegration and Nonlinearity. Journal of Applied Econometrics, 30 (6), pp. 948-967. DOI: 10.1002/jae.2421
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. DOI: 10.1016/j.jeconom.2014.08.013
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. DOI: 10.1016/j.jeconom.2013.10.015
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.
DOI: 10.1111/j.1468-0084.2009.00559.x
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.
DOI: 10.1016/j.jempfin.2008.09.002
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.
DOI: 10.1080/07474930903382182
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.
DOI: 10.1080/07474930500545504
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.
DOI: 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, 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. 122. Springer International Publishing, pp. 363-370. DOI: 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, 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
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, 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. Former 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. Former 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. Former 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. Former 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. Former Series > Working Paper Series > IHS Economics Series 263
Wagner, Martin (February 2010) Cointegration Analysis with State Space Models. Former Series > Working Paper Series > IHS Economics Series 248
Hlouskova, Jaroslava and Wagner, Martin (September 2009) Finite Sample Correction Factors for Panel Cointegration Tests. Former 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.
Former Series > Working Paper Series > IHS Economics Series 236
Schneider, Ulrike and Wagner, Martin (November 2008) Catching Growth Determinants with the Adaptive LASSO. Former Series > Working Paper Series > IHS Economics Series 232
Hong, Seung Hyun and Wagner, Martin (July 2008) Nonlinear Cointegration Analysis and the Environmental Kuznets Curve. Former 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.
Former Series > Working Paper Series > IHS Economics Series 210
Wagner, Martin (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, Martin (January 2006) Exploring the Environmental Kuznets Hypothesis: Theoretical and Econometric Problems. Former Series > Working Paper Series > IHS Economics Series 183
Wagner, Martin (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, Martin (September 2005) Autoregressive Approximations of Multiple Frequency I(1) Processes. Former 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". Former Series > Working Paper Series > IHS Economics Series 175
Wagner, Martin (September 2005) On PPP, Unit Roots and Panels. Former 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.
Former Series > Reihe Transformationsökonomie / Transition Economics Series 20
Felderer, Bernhard; Grozea-Helmenstein, DanielaORCID: https://orcid.org/0000-0003-3904-7423; Helmenstein, Christian; Hlouskova, Jaroslava
ORCID: 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, DanielaORCID: https://orcid.org/0000-0003-3904-7423; Helmenstein, Christian; Hofer, Helmut; Hlouskova, Jaroslava
ORCID: 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? 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, 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. Former Series > Working Paper Series > IHS Economics Series 66
Wagner, Martin (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, 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
IHS Policy Brief
Kimmich, ChristianORCID: https://orcid.org/0000-0001-8638-8808; Koenig, Thomas
ORCID: https://orcid.org/0000-0003-4337-5163; Laa, Elisabeth
ORCID: https://orcid.org/0009-0005-1377-4595; Lappöhn, Sarah
ORCID: https://orcid.org/0000-0002-6097-8153 and Wagner, Martin
(April 2022)
Energiewende beschleunigen? Engpässe berücksichtigen!
IHS Policy Brief 7,
13 p.
Kimmich, ChristianORCID: https://orcid.org/0000-0001-8638-8808; Koch, Sebastian P.
ORCID: https://orcid.org/0000-0002-3946-7551; Koenig, Thomas
ORCID: https://orcid.org/0000-0003-4337-5163; Lappöhn, Sarah
ORCID: https://orcid.org/0000-0002-6097-8153; Schnabl, Alexander
ORCID: https://orcid.org/0000-0003-1100-5010; Wagner, Martin; Weyerstrass, Klaus
ORCID: https://orcid.org/0000-0002-5659-8991 and Zenz, Hannes
ORCID: https://orcid.org/0000-0003-2803-5208
(March 2022)
Abschätzung der wirtschaftlichen Folgen des Kriegs in der Ukraine und der Sanktionen gegen Russland.
IHS Policy Brief 2,
14 p.
Research Report
Weyerstrass, KlausORCID: https://orcid.org/0000-0002-5659-8991; Kluge, Jan
ORCID: https://orcid.org/0000-0002-9294-7255; Lappöhn, Sarah
ORCID: https://orcid.org/0000-0002-6097-8153; Plank, Kerstin
ORCID: https://orcid.org/0000-0001-9235-2246; Schnabl, Alexander
ORCID: https://orcid.org/0000-0003-1100-5010; Wimmer, Lorenz
ORCID: https://orcid.org/0000-0002-0305-6785; Zenz, Hannes
ORCID: https://orcid.org/0000-0003-2803-5208 and Wagner, Martin
(February 2021)
Austria’s Competitiveness and its Determinants.
Concepts, Developments, Relative Performance and Policy Options.
[Research Report]
175 p.
Grozea-Helmenstein, DanielaORCID: https://orcid.org/0000-0003-3904-7423; Helmenstein, Christian; Hlouskova, Jaroslava
ORCID: https://orcid.org/0000-0002-2298-0068; Rauchenwald, Elisabeth; Steinberger, Martina and Wagner, Martin
(October 2000)
Die relative Einkommensentwicklung der EU-Beitrittswerber: Endbericht ; Studie im Auftrag des Bundesministeriums für wirtschaftliche Angelegenheiten.
[Research Report]
204 p.