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Publications

by members of

Institut für Statistik und Ökonometrie
Christian-Albrechts-Universität Kiel
Kiel, Germany

(Institute for Statistics and Econometrics, University of Kiel))

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

2013

  1. Elsas, Ralf & Carstensen, Kai, 2013. "EBDC Business Investment Panel (2012)," Munich Reprints in Economics, University of Munich, Department of Economics 20565, University of Munich, Department of Economics.
  2. Elsas, Ralf & Carstensen, Kai, 2013. "EBDC Business Expectations Panel (2012)," Munich Reprints in Economics, University of Munich, Department of Economics 20557, University of Munich, Department of Economics.
  3. Elsas, Ralf & Carstensen, Kai, 2013. "EBDC Business Innovation Panel (2012)," Munich Reprints in Economics, University of Munich, Department of Economics 20556, University of Munich, Department of Economics.
  4. Carstensen, Kai & Elstner, Steffen & Paula, Georg, 2013. "How much did oil market developments contribute to the 2009 recession in Germany?," Munich Reprints in Economics, University of Munich, Department of Economics 19935, University of Munich, Department of Economics.

2012

  1. Berg, Tim O. & Carstensen, Kai & Horn, Gustav A. & Lamla, Michael J. & Sturm, Jan-Egbert & Schnabl, Gunther & Weizsäcker, Carl C. von, 2012. "Funktionswandel der EZB?," Munich Reprints in Economics, University of Munich, Department of Economics 20266, University of Munich, Department of Economics.
  2. Hanck, Christoph & Demetrescu, Matei & Tarcolea, Adina, 2012. "IV-Based Cointegration Testing in Dependent Panels with Time-Varying Variance," Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 62072, Verein für Socialpolitik / German Economic Association.
  3. Matei Demetrescu & Robinson Kruse, 2012. "The Power of Unit Root Tests Against Nonlinear Local Alternatives," CREATES Research Papers 2012-01, School of Economics and Management, University of Aarhus.

2011

  1. Kai Carstensen & Steffen Elstner & Georg Paula, 2011. "How Strongly Did the 2007/08 Oil Price Hike Contribute to the Subsequent Recession?," CESifo Working Paper Series 3357, CESifo Group Munich.
  2. Carstensen, Kai & Schenkelberg, Heike, 2011. "Time- or State-Dependence? An Analysis of Inflation Dynamics using German Business Survey Data," Discussion Papers in Economics, University of Munich, Department of Economics 12170, University of Munich, Department of Economics.

2010

  1. Buchen, Teresa & Carstensen, Kai & Henzel, Steffen & Wollmershäuser, Timo, 2010. "Was kostet die Krise? Mittelfristige Wachstumsperspektiven in Deutschland, 2010 - 2014," Discussion Papers in Economics, University of Munich, Department of Economics 11438, University of Munich, Department of Economics.
  2. Carstensen, Kai & Wohlrabe, Klaus & Ziegler, Christina, 2010. "Predictive Ability of Business Cycle Indicators under Test: A Case Study for the Euro Area Industrial Production," Discussion Papers in Economics, University of Munich, Department of Economics 11442, University of Munich, Department of Economics.
  3. Carstensen, Kai, 2010. "Gemeinschaftsdiagnose Herbst 2010: Deutschland im Aufschwung," Munich Reprints in Economics, University of Munich, Department of Economics 19937, University of Munich, Department of Economics.
  4. Buch, Claudia M. & Carstensen, Kai & Schertler, Andrea, 2010. "Macroeconomic shocks and banks’ foreign assets," Munich Reprints in Economics, University of Munich, Department of Economics 19988, University of Munich, Department of Economics.

2009

  1. Kai Carstensen & Oliver Hülsewig & Timo Wollmershäuser, 2009. "Monetary Policy Transmission and House Prices: European Cross-country Evidence," CESifo Working Paper Series 2750, CESifo Group Munich.
  2. Kai Carstensen & Oliver Hülsewig & Timo Wollmershäuser, 2009. "Price Dispersion in the Euro Area: The Case of a Symmetric Oil Price Shock," CESifo Working Paper Series 2718, CESifo Group Munich.
  3. Carstensen, Kai, 2009. "Im Sog der Weltrezession," Munich Reprints in Economics, University of Munich, Department of Economics 19938, University of Munich, Department of Economics.
  4. Broda, Simon & Carstensen, Kai & Paolella, Marc S., 2009. "Assessing and improving the performance of nearly efficient unit root tests in small samples," Munich Reprints in Economics, University of Munich, Department of Economics 20017, University of Munich, Department of Economics.

2008

  1. Kai Carstensen & Erich Gundlach & Susanne Hartmann, 2008. "The Augmented Solow Model with Mincerian Schooling and Externalities," Kiel Working Papers 1408, Kiel Institute for the World Economy.
  2. Kai Carstensen & Jan Hagen & Oliver Hossfeld & Abelardo Salazar Neaves, 2008. "Money Demand Stability and Inflation Prediction in the Four Largest EMU Countries," Ifo Working Paper Series Ifo Working Paper No. 61, Ifo Institute for Economic Research at the University of Munich.
  3. Büttner, Thiess & Carstensen, Kai, 2008. "Stabilisierungsbeitrag der Finanzpolitik," Munich Reprints in Economics, University of Munich, Department of Economics 19973, University of Munich, Department of Economics.
  4. Matei Demetrescu & Helmut Luetkepohl & Pentti Saikkonen, 2008. "Testing for the Cointegrating Rank of a Vector Autoregressive Process with Uncertain Deterministic Trend Term," Economics Working Papers, European University Institute ECO2008/24, European University Institute.

2007

  1. Kai Carstensen, 2007. "Is core money growth a good and stable inflation predictor in the euro area?," Kiel Working Papers 1318, Kiel Institute for the World Economy.
  2. Gern, Klaus-Jürgen & Oskamp, Frank & Sander, Birgit & Scheide, Joachim & Carstensen, Kai & Boss, Alfred & Dovern, Jonas & Meier, Carsten-Patrick, 2007. "Weltkonjunktur und deutsche Konjunktur im Frühjahr 2007," Kiel Discussion Papers 439/440, Kiel Institute for the World Economy (IfW).
  3. Carstensen, Kai & Gern, Klaus-Jürgen & Scheide, Joachim, 2007. "Konjunktur im Euroraum außerhalb Deutschlands bleibt aufwärts gerichtet," Open Access Publications from Kiel Institute for the World Economy, Kiel Institute for the World Economy (IfW) 4002, Kiel Institute for the World Economy (IfW).
  4. Broda, Simon & Paolella, Marc S. & Carstensen, Kai, 2007. "Bias-adjusted estimation in the ARX(1) model," Munich Reprints in Economics, University of Munich, Department of Economics 19992, University of Munich, Department of Economics.

2006

  1. Carstensen, Kai & Gundlach, Erich, 2006. "The primacy of institutions reconsidered: Direct income effects of malaria prevalence," Munich Reprints in Economics, University of Munich, Department of Economics 19929, University of Munich, Department of Economics.
  2. Carstensen, Kai, 2006. "Estimating the ECB policy reaction function," Munich Reprints in Economics, University of Munich, Department of Economics 19941, University of Munich, Department of Economics.
  3. Carstensen, Kai, 2006. "Stock market downswing and the stability of European monetary union money demand," Munich Reprints in Economics, University of Munich, Department of Economics 19940, University of Munich, Department of Economics.

2005

  1. Claudia M. Buch & Kai Carstensen & Andrea Schertler, 2005. "Macroeconomic Shocks and Foreign Bank Assets," Kiel Working Papers 1254, Kiel Institute for the World Economy.

2004

  1. Kai Carstensen & Roberta Colavecchio, 2004. "Did the Revision of the ECB Monetary Policy Strategy Affect the Reaction Function?," Kiel Working Papers 1221, Kiel Institute for the World Economy.
  2. Benner, Joachim & Carstensen, Kai & Gern, Klaus-Jürgen & Oskamp, Frank & Scheide, Joachim, 2004. "Euroland: Recovery will slow down," Kiel Discussion Papers 415, Kiel Institute for the World Economy (IfW).
  3. Benner, Joachim & Carstensen, Kai & Gern, Klaus-Jürgen & Oskamp, Frank & Scheide, Joachim, 2004. "Euroland: Konjunktur verliert wieder an Fahrt," Open Access Publications from Kiel Institute for the World Economy, Kiel Institute for the World Economy (IfW) 3371, Kiel Institute for the World Economy (IfW).
  4. Carstensen, Kai & Hansen, Gerd, 2004. "Inflationary shocks in Germany: A common trends analysis [Inflationäre Schocks in Deutschland: Eine Common Trends Analyse]," Munich Reprints in Economics, University of Munich, Department of Economics 19948, University of Munich, Department of Economics.

2003

  1. Kai Carstensen, 2003. "Is European Money Demand Still Stable?," Kiel Working Papers 1179, Kiel Institute for the World Economy.
  2. Kai Carstensen & Farid Toubal, 2003. "Foreign Direct Investment in Central and Eastern European Countries: A Dynamic Panel Analysis," Kiel Working Papers 1143, Kiel Institute for the World Economy.
  3. Carstensen, Kai & Gern, Klaus-Jürgen & Kamps, Christophe & Scheide, Joachim, 2003. "Gradual recovery in Euroland," Kiel Discussion Papers 405, Kiel Institute for the World Economy (IfW).
  4. Carstensen, Kai & Gern, Klaus-Jürgen & Kamps, Christophe & Scheide, Joachim, 2003. "Euroland: Stagnation wird allmählich überwunden," Open Access Publications from Kiel Institute for the World Economy, Kiel Institute for the World Economy (IfW) 3081, Kiel Institute for the World Economy (IfW).
  5. Carstensen, Kai, 2003. "Forecasting Inflation from the Term Structure," Munich Reprints in Economics, University of Munich, Department of Economics 19945, University of Munich, Department of Economics.
  6. Carstensen, Kai, 2003. "Nonstationary term premia and cointegration of the term structure," Munich Reprints in Economics, University of Munich, Department of Economics 19944, University of Munich, Department of Economics.
  7. Carstensen, Kai, 2003. "The finite-sample performance of robust unit root tests," Munich Reprints in Economics, University of Munich, Department of Economics 19943, University of Munich, Department of Economics.

2002

  1. Carstensen, Kai & Gern, Klaus-Jürgen & Kamps, Christophe & Scheide, Joachim, 2002. "Euroland: Upswing postponed," Kiel Discussion Papers 396, Kiel Institute for the World Economy (IfW).
  2. Carstensen, Kai & Gern, Klaus-Jürgen & Kamps, Christophe & Scheide, Joachim, 2002. "Euroland: Aufschwung verzögert sich," Open Access Publications from Kiel Institute for the World Economy, Kiel Institute for the World Economy (IfW) 2854, Kiel Institute for the World Economy (IfW).

2000

  1. Carstensen, Kai & Hansen, Gerd, 2000. "Cointegration and common trends on the West German labour market," Munich Reprints in Economics, University of Munich, Department of Economics 19947, University of Munich, Department of Economics.

Journal articles

2013

  1. Kai Carstensen & Elisabeth Wieland & Gert G. Wagner & Bruno S. Frey & Martin Zeil & Ludger Wößmann & Edelgard Bulmahn & Ottmar Edenhofer & Michael Jakob & Jan Steckel & Carl Christian von Weizsäcke, 2013. "Wohlstand und Wachstum," Ifo Schnelldienst, Ifo Institute for Economic Research at the University of Munich, vol. 66(15), pages 03-32, 08.
  2. Steffen Henzel & Wolfgang Nierhaus & Tim Oliver Berg & Christian Breuer & Kai Carstensen & Christian Grimme & Oliver Hülsewig & Atanas Hristov & Nikolay Hristov & Michael Kleemann & Wolfgang Meister , 2013. "ifo Konjunkturprognose 2013/2014: Deutsche Konjunkturlokomotive kommt unter Dampf," Ifo Schnelldienst, Ifo Institute for Economic Research at the University of Munich, vol. 66(24), pages 20-67, December.
  3. Kai Carstensen & Wolfgang Nierhaus & Tim Oliver Berg & Christian Breuer & Christian Grimme & Steffen Henzel & Atanas Hristov & Nikolay Hristov & Michael Kleemann & Wolfgang Meister & Johanna Plenk & L, 2013. "ifo Konjunkturprognose 2013/2014: Günstige Perspektiven für die deutsche Konjunktur," Ifo Schnelldienst, Ifo Institute for Economic Research at the University of Munich, vol. 66(13), pages 17-64, 07.
  4. Kai Carstensen & Steffen Elstner & Georg Paula, 2013. "How Much Did Oil Market Developments Contribute to the 2009 Recession in Germany?," Scandinavian Journal of Economics, Wiley Blackwell, Wiley Blackwell, vol. 115(3), pages 695-721, 07.
  5. Tim Oliver Berg & Kai Carstensen, 2013. "Vorteile Deutschlands durch die Währungsunion?," Ifo Schnelldienst, Ifo Institute for Economic Research at the University of Munich, vol. 66(10), pages 50-54, 05.
  6. Matei Demetrescu & Robinson Kruse, 2013. "The power of unit root tests against nonlinear local alternatives," Journal of Time Series Analysis, Wiley Blackwell, vol. 34(1), pages 40-61, 01.
  7. Matei Demetrescu & Christoph Hanck, 2013. "Nonlinear IV panel unit root testing under structural breaks in the error variance," Statistical Papers, Springer, Springer, vol. 54(4), pages 1043-1066, November.

2012

  1. Tim Berg & Kai Carstensen & Gustav Horn & Michael Lamla & Jan-Egbert Sturm & Gunther Schnabl & Carl Weizsäcker, 2012. "Funktionswandel der EZB?," Wirtschaftsdienst, Springer, Springer, vol. 92(2), pages 79-94, February.
  2. Kai Carstensen & Wolfgang Nierhaus & Tim Oliver Berg & Benjamin Born & Christian Breuer & Teresa Buchen & Steffen Elstner & Christian Grimme & Steffen Henzel & Nikolay Hristov & Michael Kleemann & Wol, 2012. "ifo Konjunkturprognose 2012/2013: Erhöhte Unsicherheit dämpft deutsche Konjunktur erneut," Ifo Schnelldienst, Ifo Institute for Economic Research at the University of Munich, vol. 65(13), pages 15-68, 07.
  3. Benjamin Born & Teresa Buchen & Kai Carstensen & Christian Grimme & Michael Kleemann & Klaus Wohlrabe & Timo Wollmershäuser, 2012. "Austritt Griechenlands aus der Europäischen Währungsunion: Historische Erfahrungen, makroökonomische Konsequenzen und organisatorische Umsetzung," Ifo Schnelldienst, Ifo Institute for Economic Research at the University of Munich, vol. 65(10), pages 09-37, 05.
  4. Kai Carstensen & Wolfgang Nierhaus & Tim Oliver Berg & Teresa Buchen & Christian Breuer & Steffen Elstner & Christian Grimme & Steffen Henzel & Atanas Hristov & Nikolay Hristov & Michael Kleemann & Wo, 2012. "ifo Konjunkturprognose 2012/2013: Eurokrise verzögert Aufschwung," Ifo Schnelldienst, Ifo Institute for Economic Research at the University of Munich, vol. 65(24), pages 15-65, December.
  5. Demetrescu, Matei & Hanck, Christoph, 2012. "A simple nonstationary-volatility robust panel unit root test," Economics Letters, Elsevier, Elsevier, vol. 117(1), pages 10-13.

2011

  1. Kai Carstensen & Klaus Wohlrabe & Christina Ziegler, 2011. "Predictive Ability of Business Cycle Indicators under Test - A Case Study for the Euro Area Industrial Production," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 231(1), pages 82-106, February.
  2. Tim Oliver Berg & Kai Carstensen & Hans-Werner Sinn, 2011. "Was kosten Eurobonds?," Ifo Schnelldienst, Ifo Institute for Economic Research at the University of Munich, vol. 64(17), pages 25-33, 09.
  3. K. Carstensen & W. Nierhaus & K. Abberger & T. O. Berg & C. Breuer & T. Buchen & S. Elstner & C. Grimme & S. Henzel & N. Hristov & M. Kleemann & W. Meister & G. Paula & J. Plenk & K. Wohlrabe & A. Wol, 2011. "ifo Konjunkturprognose 2011/2012: Aufschwung geht langsamer voran," Ifo Schnelldienst, Ifo Institute for Economic Research at the University of Munich, vol. 64(13), pages 16-62, 07.
  4. K. Carstensen & W. Nierhaus & K. Abberger & T. O. Berg & B. Born & T. Buchen & C. Breuer & S. Elstner & C. Grimme & S. Henzel & N. Hristov & M. Kleemann & W. Meister & J. Plenk & K. Wohlrabe & T. Woll, 2011. "ifo Konjunkturprognose 2011/2012: Schuldenkrise bremst deutsche Wirtschaft aus," Ifo Schnelldienst, Ifo Institute for Economic Research at the University of Munich, vol. 64(24), pages 26-72, December.
  5. Matei Demetrescu & Uwe Hassler & Vladimir Kuzin, 2011. "Pitfalls of post-model-selection testing: experimental quantification," Empirical Economics, Springer, Springer, vol. 40(2), pages 359-372, April.
  6. Uwe Hassler & Matei Demetrescu & Adina Tarcolea, 2011. "Asymptotic normal tests for integration in panels with cross-dependent units," AStA Advances in Statistical Analysis, Springer, Springer, vol. 95(2), pages 187-204, June.
  7. Matei Demetrescu & Christoph Hanck, 2011. "Unit Root Testing in Heteroscedastic Panels Using the Cauchy Estimator," Journal of Business & Economic Statistics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 30(2), pages 256-264, October.

2010

  1. Claudia M. Buch & Kai Carstensen & Andrea Schertler, 2010. "Macroeconomic Shocks and Banks' Foreign Assets," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 42(1), pages 171-188, 02.
  2. Kai Carstensen & Wolfgang Nierhaus & Klaus Abberger & Christian Breuer & Teresa Buchen & Steffen Elstner & Christian Grimme & Steffen Henzel & Nikolay Hristov & Michael Kleemann & Johannes Mayr & Wolf, 2010. "ifo Konjunkturprognose 2010/2011: Auftriebskräfte verlagern sich nach Deutschland," Ifo Schnelldienst, Ifo Institute for Economic Research at the University of Munich, vol. 63(12), pages 12-63, 06.
  3. Kai Carstensen & Wolfgang Nierhaus & Klaus Abberger & Tim O. Berg & T. Buchen & Chr. Breuer & St. Elstner & Chr. Grimme & St. Henzel & N. Hristov & M. Kleemann & J. Mayr & W. Meister & G. Paula & J. P, 2010. "ifo Konjunkturprognose 2011: Aufschwung setzt sich verlangsamt fort," Ifo Schnelldienst, Ifo Institute for Economic Research at the University of Munich, vol. 63(24), pages 18-68, December.
  4. Kai Carstensen, 2010. "Gemeinschaftsdiagnose Herbst 2010: Deutschland im aufschwung," Wirtschaftsdienst, Springer, Springer, vol. 90(11), pages 772-774, November.
  5. Hans-Werner Sinn & Kai Carstensen, 2010. "Ein Krisenmechanismus für die Eurozone," Ifo Schnelldienst, Ifo Institute for Economic Research at the University of Munich, vol. 63, pages 01-17, November.
  6. Matei Demetrescu, 2010. "On the Dickey–Fuller test with White standard errors," Statistical Papers, Springer, Springer, vol. 51(1), pages 11-25, January.
  7. Alp, Tansel & Demetrescu, Matei, 2010. "Joint forecasts of Dow Jones stocks under general multivariate loss function," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 54(11), pages 2360-2371, November.
  8. Matei Demetrescu & Uwe Hassler & Adina Tarcolea, 2010. "Testing for stationarity in large panels with cross-dependence, and US evidence on unit labor cost," Journal of Applied Statistics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 37(8), pages 1381-1397.

2009

  1. Kai Carstensen & Jan Hagen & Oliver Hossfeld & Abelardo Salazar Neaves, 2009. "Money Demand Stability And Inflation Prediction In The Four Largest Emu Countries," Scottish Journal of Political Economy, Scottish Economic Society, vol. 56(1), pages 73-93, 02.
  2. Simon Broda & Kai Carstensen & Marc Paolella, 2009. "Assessing and Improving the Performance of Nearly Efficient Unit Root Tests in Small Samples," Econometric Reviews, Taylor & Francis Journals, Taylor & Francis Journals, vol. 28(5), pages 468-494.
  3. Kai Carstensen, 2009. "Im Sog der Weltrezession," Wirtschaftsdienst, Springer, Springer, vol. 89(5), pages 284-284, May.
  4. Kai Carstensen & Wolfgang Nierhaus & Oliver Hülsewig & Klaus Abberger & Christian Breuer & Steffen Elstner & Steffen Henzel & Johannes Mayr & Wolfgang Meister & Georg Paula & Anna Stangl & Timo Wollm, 2009. "ifo Konjunkturprognose 2009/2010: Abschwung setzt sich fort," Ifo Schnelldienst, Ifo Institute for Economic Research at the University of Munich, vol. 62(12), pages 11-57, 06.
  5. Kai Carstensen & Erich Gundlach & Susanne Hartmann, 2009. "The Augmented Solow Model with Mincerian Schooling and Externalities," German Economic Review, Verein für Socialpolitik, Verein für Socialpolitik, vol. 10, pages 448-463, November.
  6. Kai Carstensen & Wolfgang Nierhaus & Oliver Hülsewig & Klaus Abberger & Teresa Buchen & Christian Breuer & Steffen Elstner & Steffen Henzel & Nikolay Hristov & Michael Kleemann & Johannes Mayr & Wolf, 2009. "ifo Konjunkturprognose 2010: Deutsche Wirtschaft ohne Dynamik," Ifo Schnelldienst, Ifo Institute for Economic Research at the University of Munich, vol. 62(24), pages 17-64, December.
  7. Kai Carstensen & Steffen Henzel & Johannes Mayr & Klaus Wohlrabe, 2009. "IFOCAST: Methoden der ifo-Kurzfristprognose," Ifo Schnelldienst, Ifo Institute for Economic Research at the University of Munich, vol. 62(23), pages 15-28, December.
  8. Matei Demetrescu & Helmut L�tkepohl & Pentti Saikkonen, 2009. "Testing for the cointegrating rank of a vector autoregressive process with uncertain deterministic trend term," Econometrics Journal, Royal Economic Society, Royal Economic Society, vol. 12(3), pages 414-435, November.
  9. Demetrescu Matei, 2009. "Panel Unit Root Testing with Nonlinear Instruments for Infinite-Order Autoregressive Processes," Journal of Time Series Econometrics, De Gruyter, De Gruyter, vol. 1(2), pages 1-30, December.
  10. Matei Demetrescu, 2009. "Panel unit root testing and the martingale difference hypothesis for German stocks," Economics Bulletin, AccessEcon, vol. 29(3), pages 1749-1759.

2008

  1. K. Carstensen & W. Nierhaus & O. Hülsewig & K. Abberger & Chr. Breuer & T. Büttner & S. Elstner & S. Henzel & R. Hild & J. Mayr & W. Meister & T. Wollmershäuser, 2008. "ifo Konjunkturprognose 2009: Deutsche Wirtschaft in der Rezession," Ifo Schnelldienst, Ifo Institute for Economic Research at the University of Munich, vol. 61(24), pages 21-69, December.
  2. K. Carstensen & W. Nierhaus & K. Abberger & S. Elstner & S. Henzel & O. Hülsewig & J. Mayr & W. Meister & D. Ulbricht & T. Wollmershäuser, 2008. "ifo Konjunkturprognose 2008/2009: Aufschwung geht zu Ende," Ifo Schnelldienst, Ifo Institute for Economic Research at the University of Munich, vol. 61(12), pages 09-54, 06.
  3. Matei Demetrescu & Adina Tarcolea, 2008. "Bias correction for the regression-based LM fractional integration test," AStA Advances in Statistical Analysis, Springer, Springer, vol. 92(1), pages 91-99, February.
  4. Demetrescu, Matei & Kuzin, Vladimir & Hassler, Uwe, 2008. "Long Memory Testing In The Time Domain," Econometric Theory, Cambridge University Press, Cambridge University Press, vol. 24(01), pages 176-215, February.

2007

  1. Broda, Simon & Carstensen, Kai & Paolella, Marc S., 2007. "Bias-adjusted estimation in the ARX(1) model," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 51(7), pages 3355-3367, April.
  2. K. Carstensen & W. Nierhaus & S. Henzel & O. Hülsewig & E. Langmantel & J. Mayr & W. Meister & M. Ruschinski & H.-W. Sinn & A. Stangl & D. Ulbricht & T. Wollmershäuser, 2007. "ifo Konjunkturprognose 2008: Konjunktur verliert an Fahrt," Ifo Schnelldienst, Ifo Institute for Economic Research at the University of Munich, vol. 60(24), pages 09-58, December.
  3. Matei Demetrescu, 2007. "Optimal forecast intervals under asymmetric loss," Journal of Forecasting, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 26(4), pages 227-238.
  4. Matei Demetrescu & Uwe Hassler, 2007. "Effect of neglected deterministic seasonality on unit root tests," Statistical Papers, Springer, Springer, vol. 48(3), pages 385-402, September.
  5. Matei Demetrescu, 2007. "Volatility Clustering in High-Frequency Data: A self-fulfilling prophecy?," Economics Bulletin, AccessEcon, vol. 7(15), pages 1-8.

2006

  1. Kai Carstensen, 2006. "Estimating the ECB Policy Reaction Function," German Economic Review, Verein für Socialpolitik, Verein für Socialpolitik, vol. 7, pages 1-34, 02.
  2. Kai Carstensen & Erich Gundlach, 2006. "The Primacy of Institutions Reconsidered: Direct Income Effects of Malaria Prevalence," World Bank Economic Review, World Bank Group, World Bank Group, vol. 20(3), pages 309-339.
  3. Carstensen, Kai, 2006. "Stock Market Downswing and the Stability of European Monetary Union Money Demand," Journal of Business & Economic Statistics, American Statistical Association, American Statistical Association, vol. 24, pages 395-402, October.
  4. Kai CARSTENSEN & Roberta COLAVECCHIO, 2006. "The ECB Monetary Policy and its Taylor-type Reaction Function," Rivista Italiana degli Economisti, SIE - Societa' Italiana degli Economisti (I), vol. 11(1), pages 51-86, April.
  5. Carstensen Kai & Colavecchio Roberta, 2006. "The EBC Monetary Policy and its Taylor-type Reaction Function," Rivista italiana degli economisti, Società editrice il Mulino, issue 1, pages 51-86.
  6. Matei Demetrescu & Uwe Hassler & Adina-Ioana Tarcolea, 2006. "Combining Significance of Correlated Statistics with Application to Panel Data," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(5), pages 647-663, October.
  7. Demetrescu, Matei, 2006. "An extension of the Gauss-Newton algorithm for estimation under asymmetric loss," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 50(2), pages 379-401, January.
  8. Heike Hans-Dieter & Demetrescu Matei, 2006. "Loss Reduction in Point Estimation Problems," Economic Quality Control, De Gruyter, De Gruyter, vol. 21(2), pages 209-217, January.

2005

  1. Uwe Hassler & Matei Demetrescu, 2005. "Spurious Persistence and Unit Roots due to Seasonal Differencing: The Case of Inflation Rates," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 225(4), pages 413-426, July.
  2. Heike Hans-Dieter & Târcolea Constantin & Demetrescu Matei & Tarcolea Adina-Ioana, 2005. "Determining the Parameters of a Multinomial Distribution: The Fiducial Approach," Economic Quality Control, De Gruyter, De Gruyter, vol. 20(2), pages 177-189, January.

2004

  1. Carstensen, Kai & Toubal, Farid, 2004. "Foreign direct investment in Central and Eastern European countries: a dynamic panel analysis," Journal of Comparative Economics, Elsevier, vol. 32(1), pages 3-22, March.

2003

  1. Carstensen, Kai, 2003. "Nonstationary term premia and cointegration of the term structure," Economics Letters, Elsevier, Elsevier, vol. 80(3), pages 409-413, September.
  2. Kai Carstensen & Julia Hawellek, 2003. "Forecasting inflation from the term structure," Review of World Economics (Weltwirtschaftliches Archiv), Springer, Springer, vol. 139(2), pages 306-323, June.
  3. Kai Carstensen, 2003. "The finite-sample performance of robust unit root tests," Statistical Papers, Springer, Springer, vol. 44(4), pages 469-482, October.

2000

  1. Kai Carstensen & Gerd Hansen, 2000. "Cointegration and common trends on the West German labour market," Empirical Economics, Springer, Springer, vol. 25(3), pages 475-493.