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Information about:
Robert M. Kunst

Personal Details | Affiliation | Works
This is information that was supplied by Robert Kunst in registering through RePEc. If you are Robert M. Kunst , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Robert
Middle Name: M.
Last Name: Kunst
Suffix:

RePEc Short-ID: pku13

Email:
Homepage: http://homepage.univie.ac.at/robert.kunst/english.html
Postal Address: BWZ, Bruenner Strasse 72 A-1210 Wien, Austria
Phone: +43-1-4277-37479

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Hofer, Helmut & Kunst, Robert M. & Schwarzbauer, Wolfgang & Schuh, Ulrich & Snower, Dennis J., 2007. "Some Evidence on the Relevance of the Chain-reaction Theory in Selected Countries," Economics Series 207, Institute for Advanced Studies. [Downloadable!]

  2. Jumah, Adusei & Kunst, Robert M., 2007. "Inflation in the West African Countries. The Impact of Cocoa Prices, Budget Deficits, and Migrant Remittances," Economics Series 219, Institute for Advanced Studies. [Downloadable!]

  3. Jumah, Adusei & Kunst, Robert M., 2006. "Seasonal Cycles in European Agricultural Commodity Prices," Economics Series 192, Institute for Advanced Studies. [Downloadable!]

  4. Nagaev, Alexander V. & Nagaev, Sergei A. & Kunst, Robert M., 2005. "A Diffusion Approximation for the Riskless Profit Under Selling of Discrete Time Call Options. Non-identically Distributed Jumps," Economics Series 164, Institute for Advanced Studies. [Downloadable!]

  5. Jumah, Adusei & Kunst, Robert M., 2005. "Forecasting Aggregate Demand in West African Economies. The Influence of Immigrant Remittance Flows and of Asymmetric Error Correction," Economics Series 168, Institute for Advanced Studies. [Downloadable!]

  6. Nagaev, Alexander V. & Nagaev, Sergei A. & Kunst, Robert M., 2005. "A Diffusion Approximation to the Markov Chains Model of the Financial Market and the Expected Riskless Profit Under Selling of Call and Put Options," Economics Series 165, Institute for Advanced Studies. [Downloadable!]

  7. Kunst, Robert M., 2005. "Approaches for the Joint Evaluation of Hypothesis Tests: Classical Testing, Bayes Testing, and Joint Confirmation," Economics Series 177, Institute for Advanced Studies. [Downloadable!]

  8. Jumah, Adusei & Kunst, Robert M., 2004. "Modeling National Accounts Sub-Aggregates. An Application of Non-Linear Error Correction," Economics Series 149, Institute for Advanced Studies. [Downloadable!]

  9. Kunst, Robert M. & Jumah, Adusei, 2004. "Toward a Theory of Evaluating Predictive Accuracy," Economics Series 162, Institute for Advanced Studies. [Downloadable!]

  10. Kunst, Robert M., 2003. "Testing for Relative Predictive Accuracy: A Critical Viewpoint," Economics Series 130, Institute for Advanced Studies. [Downloadable!]

  11. Kunst, Robert M., 2002. "Decision Maps for Bivariate Time Series with Potential Thrshold Cointegration," Economics Series 121, Institute for Advanced Studies. [Downloadable!]

  12. Kunst, Robert M., 2002. "Testing for Stationarity in a Cointegrated System," Economics Series 117, Institute for Advanced Studies. [Downloadable!]

  13. Jumah, Adusei & Kunst, Robert M., 2002. "On Mean Reversion in Real Interest Rates: An Application of Threshold Cointegtation," Economics Series 109, Institute for Advanced Studies. [Downloadable!]

  14. Jumah, Adusei & Kunst, Robert M., 2001. "The Effects of Exchange-Rate Exposures on Equity Asset Markets," Economics Series 94, Institute for Advanced Studies. [Downloadable!]

  15. Kunst, Robert M. & Reutter, Michael, 2000. "Decisions on Seasonal Unit Roots," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]

  16. Jumah, Adusei & Kunst, Robert M., 1999. "The Effects of Dollar/Sterling Exchange Rate Volatility on Futures Markets for Coffee and Cocoa," Economics Series 73, Institute for Advanced Studies. [Downloadable!]

  17. Ph.H.B.F. Franses & R.M. Kunst, 1999. "Testing common deterministic seasonality, with an application to industrial production," Econometric Institute Report 106, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
    Other versions:

  18. R.M. Kunst & Ph.H.B.F. Franses, 1999. "Testing for converging deterministic seasonal variation in European industrial production," Econometric Institute Report 153, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
    Other versions:

  19. Kunst, Robert M. & Luniku, Rubin, 1998. "Inflation, its Dynamics, and its Possible Causes in Albania," East European Series 57, Institute for Advanced Studies. [Downloadable!]

  20. Kunst, Robert M., 1998. "Unit Roots, Change, and Decision Bounds," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH.
    Other versions:

  21. Kunst, Robert M., 1997. "Decision Bounds for Data-Admissible Seasonal Models," Economics Series 51, Institute for Advanced Studies. [Downloadable!]

  22. Philip Hans Franses & Robert M. Kunst, 1996. "On the Role of Seasonal Intercepts in Seasonal Cointegration," Tinbergen Institute Discussion Papers 96-175/7, Tinbergen Institute.
    Other versions:
    Published as:

  23. Jumah, Adusei & Kunst, Robert M., 1995. "Forecasting Seasonally Cointegrated Systems: Supply Response in Austrian Agriculture," Economics Series 11, Institute for Advanced Studies. [Downloadable!]

  24. Kunst, Robert M., 1995. "Estimating the Number of Unit Roots. A Multiple Decision Approach," Economics Series 16, Institute for Advanced Studies. [Downloadable!]

  25. Marc Sáez & Robert M. Kunst, 1995. "ARCH Patterns in Cointegrated Systems," Economics Working Papers 110, Department of Economics and Business, Universitat Pompeu Fabra.

  26. Robert M. Kunst, 1992. "Threshold Cointegration in Interest Rates," University of California at San Diego, Economics Working Paper Series 92-26, Department of Economics, UC San Diego.

Articles

  1. Jumah, Adusei & Kunst, Robert M., 2008. "Immigrant remittance flows and aggregate demand forecasts in West African economies," Journal of Policy Modeling, Elsevier, vol. 30(2), pages 377-380. [Downloadable!] (restricted)

  2. Adusei Jumah & Robert M. Kunst, 2008. "Seasonal prediction of European cereal prices: good forecasts using bad models?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(5), pages 391-406. [Downloadable!]

  3. Jumah, Adusei & Kunst, Robert M., 2007. "Modeling Macroeconomic Subaggregates: An Application Of Nonlinear Cointegration," Macroeconomic Dynamics, Cambridge University Press, vol. 12(02), pages 151-171, November. [Downloadable!]

  4. Franses, Philip Hans & Kunst, Robert M., 2007. "Analyzing a panel of seasonal time series: Does seasonality in industrial production converge across Europe?," Economic Modelling, Elsevier, vol. 24(6), pages 954-968, November. [Downloadable!] (restricted)

  5. Robert Kunst, 2007. "Report of the editors," Empirical Economics, Springer, vol. 32(1), pages 247-253, April. [Downloadable!] (restricted)

  6. Hauser, Michael A & Kunst, Robert M, 2001. "Forecasting High-Frequency Financial Data with the ARFIMA-ARCH Model," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 20(7), pages 501-18, November.

  7. Franses, Philip Hans & Kunst, Robert M, 1999. " On the Role of Seasonal Intercepts in Seasonal Cointegration," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 61(3), pages 409-33, August. [Downloadable!] (restricted)
    Other versions:

  8. Hauser, Michael A & Kunst, Robert M, 1998. " Fractionally Integrated Models with ARCH Errors: With an Application to the Swiss One-Month Euromarket Interest Rate," Review of Quantitative Finance and Accounting, Springer, vol. 10(1), pages 95-113, January. [Downloadable!] (restricted)

  9. Kunst, Robert M, 1997. "Augmented ARCH Models for Financial Time Series: Stability Conditions and Empirical Evidence," Applied Financial Economics, Taylor and Francis Journals, vol. 7(6), pages 575-86, December. [Downloadable!] (restricted)

  10. Jumah, Adusei & Kunst, Robert M, 1996. "Forecasting Seasonally Cointegrated Systems: Supply Response of the Austrian Breeding Sow Herd," European Review of Agricultural Economics, Oxford University Press for the Foundation for the European Review of Agricultural Economics, vol. 23(4), pages 487-507.

  11. Hauser, Michael A & Kunst, Robert M & Reschenhofer, Erhard, 1994. "Modelling Exchange Rates: Long-Run Dependence versus Conditional Heteroscedasticity," Applied Financial Economics, Taylor and Francis Journals, vol. 4(3), pages 233-39, June. [Downloadable!] (restricted)

  12. Kunst, Robert M, 1993. "Seasonal Cointegration in Macroeconomic Systems: Case Studies for Small and Large European Countries," The Review of Economics and Statistics, MIT Press, vol. 75(2), pages 325-30, May. [Downloadable!] (restricted)

  13. Kunst, Robert M, 1993. "Seasonal Cointegration, Common Seasonals, and Forecasting Seasonal Series," Empirical Economics, Springer, vol. 18(4), pages 761-76.

  14. Kunst, Robert M & Reschenhofer, Erhard & Rodler, Kurt, 1991. "Analysis of Austrian Stocks: Testing for Stability and Randomness," Empirical Economics, Springer, vol. 16(4), pages 465-77.

  15. Jaeger, Albert & Kunst, Robert M, 1990. "Seasonal Adjustment and Measuring Persistence in Output," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 5(1), pages 47-58, January-M. [Downloadable!] (restricted)

  16. Kunst, Robert & Neusser, Klaus, 1990. "Cointegration in a Macroeconomic System," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 5(4), pages 351-65, Oct.-Dec.. [Downloadable!] (restricted)

  17. Kunst, Robert M & Marin, Dalia, 1989. "On Exports and Productivity: A Causal Analysis," The Review of Economics and Statistics, MIT Press, vol. 71(4), pages 699-703, November. [Downloadable!] (restricted)

  18. Kunst, Robert & Neusser, Klaus, 1986. "A forecasting comparison of some var techniques," International Journal of Forecasting, Elsevier, vol. 2(4), pages 447-456. [Downloadable!] (restricted)

NEP Fields

6 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-AFR: Africa (1) 2007-10-27
  2. NEP-AGR: Agricultural Economics (1) 2006-09-30
  3. NEP-CBA: Central Banking (1) 2007-10-27
  4. NEP-ECM: Econometrics (4) 2000-01-31 2000-01-31 2005-10-04 2006-09-30 Author is listed
  5. NEP-EEC: European Economics (1) 2006-09-30
  6. NEP-ETS: Econometric Time Series (4) 2000-01-31 2000-01-31 2005-10-04 2006-09-30 Author is listed
  7. NEP-FOR: Forecasting (1) 2006-09-30
  8. NEP-MAC: Macroeconomics (3) 2006-09-30 2007-05-12 2007-10-27 Author is listed
  9. NEP-MIG: Economics of Human Migration (1) 2007-10-27
  10. NEP-MON: Monetary Economics (1) 2007-10-27
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This page was last updated on 2008-8-6.

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