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Robert M. Kunst

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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: Oskar Morgenstern Platz, A-1090 Wien, Austria
Phone: +43-1-4277-37479

Affiliation

(50%) Institut für Volkswirtschaftslehre
Fakultät für Wirtschaftswissenschaften
Universität Wien
Location: Wien, Austria
Homepage: http://econ.univie.ac.at/
Email:
Phone: [+43] 1-4277-37401
Fax: [+43] 1-4277-9374
Postal: Oskar-Morgenstern-Platz 1, A-1090 Vienna
Handle: RePEc:edi:wiwuwat (more details at EDIRC)
(50%) Department of Economics and Finance Research and Teaching
Institut für Höhere Studien (IHS)
Location: Wien, Austria
Homepage: http://www.ihs.ac.at/ecofin-research-teaching/
Email:
Phone: ++43 - (0)1 - 599 91 - 0
Fax: ++43 - (0)1 - 599 91 - 555
Postal: Stumpergasse 56, A-1060 Vienna
Handle: RePEc:edi:deihsat (more details at EDIRC)

Works

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Working papers

  1. Kunst, Robert M., 2014. "A Combined Nonparametric Test for Seasonal Unit Roots," Economics Series 303, Institute for Advanced Studies.
  2. Costantini, Mauro & Gunter, Ulrich & Kunst, Robert M., 2012. "Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE-VAR System," Economics Series 292, Institute for Advanced Studies.
  3. Nuroglu, Elif & Kunst, Robert M., 2012. "The effects of exchange rate volatility on international trade flows: evidence from panel data analysis and fuzzy approach," MPRA Paper 49952, University Library of Munich, Germany.
  4. Costantini, Mauro & Kunst, Robert M., 2011. "On the Usefulness of the Diebold-Mariano Test in the Selection of Prediction Models," Economics Series 276, Institute for Advanced Studies.
  5. Kunst, Robert M. & Franses, Philip Hans, 2010. "Asymmetric Time Aggregation and its Potential Benefits for Forecasting Annual Data," Economics Series 252, Institute for Advanced Studies.
  6. Costantini, Mauro & Gunter, Ulrich & Kunst, Robert M., 2010. "Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE System," Economics Series 251, Institute for Advanced Studies.
  7. Costantini, Mauro & Kunst, Robert M., 2009. "Combining Forecasts Based on Multiple Encompassing Tests in a Macroeconomic Core System," Economics Series 243, Institute for Advanced Studies.
  8. Jürgen Holl & Robert M. Kunst, 2009. "Unit Root in Unemployment - New Evidence from Nonparametric Tests," Vienna Economics Papers 0915, University of Vienna, Department of Economics.
  9. Klaus Prettner & Robert M. Kunst, 2009. "The Dynamic Interrelations between Unequal Neighbors: An Austro-German Case Study," Vienna Economics Papers 0913, University of Vienna, Department of Economics.
  10. Kunst, Robert M., 2009. "A Nonparametric Test for Seasonal Unit Roots," Economics Series 233, Institute for Advanced Studies.
  11. Kunst, R.M. & Franses, Ph.H.B.F., 2009. "Testing for seasonal unit roots in monthly panels of time series," Econometric Institute Research Papers EI 2009-05, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  12. Jumah, Adusei & Kunst, Robert M., 2008. "Optimizing Time-series Forecasts for Inflation and Interest Rates Using Simulation and Model Averaging," Economics Series 231, Institute for Advanced Studies.
  13. 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.
  14. 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.
  15. Jumah, Adusei & Kunst, Robert M., 2006. "Seasonal Cycles in European Agricultural Commodity Prices," Economics Series 192, Institute for Advanced Studies.
  16. 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.
  17. 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.
  18. 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.
  19. 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.
  20. Kunst, Robert M. & Jumah, Adusei, 2004. "Toward a Theory of Evaluating Predictive Accuracy," Economics Series 162, Institute for Advanced Studies.
  21. 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.
  22. Kunst, Robert M., 2003. "Testing for Relative Predictive Accuracy: A Critical Viewpoint," Economics Series 130, Institute for Advanced Studies.
  23. Kunst, Robert M., 2002. "Testing for Stationarity in a Cointegrated System," Economics Series 117, Institute for Advanced Studies.
  24. Kunst, Robert M., 2002. "Decision Maps for Bivariate Time Series with Potential Thrshold Cointegration," Economics Series 121, Institute for Advanced Studies.
  25. 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.
  26. Jumah, Adusei & Kunst, Robert M., 2001. "The Effects of Exchange-Rate Exposures on Equity Asset Markets," Economics Series 94, Institute for Advanced Studies.
  27. Robert M. Kunst & Michael Reutter, 2000. "Decisions on Seasonal Unit Roots," CESifo Working Paper Series 286, CESifo Group Munich.
  28. Franses, Ph.H.B.F. & Kunst, R.M., 1999. "Testing common deterministic seasonality," Econometric Institute Research Papers EI 9905-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  29. 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.
  30. Franses, Ph.H.B.F. & Kunst, R.M., 1999. "Testing for converging deterministic seasonal variation in European industrial production," Econometric Institute Research Papers EI 9917-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  31. Kunst, Robert M. & Luniku, Rubin, 1998. "Inflation, its Dynamics, and its Possible Causes in Albania," East European Series 57, Institute for Advanced Studies.
  32. Kunst, Robert M., 1998. "Unit Roots, Change, and Decision Bounds," Economics Series 58, Institute for Advanced Studies.
  33. Kunst, Robert M., 1997. "Decision Bounds for Data-Admissible Seasonal Models," Economics Series 51, Institute for Advanced Studies.
  34. Marc Sáez & Robert M. Kunst, 1995. "ARCH patterns in cointegrated systems," Economics Working Papers 110, Department of Economics and Business, Universitat Pompeu Fabra.
  35. Kunst, Robert M., 1995. "Estimating the Number of Unit Roots. A Multiple Decision Approach," Economics Series 16, Institute for Advanced Studies.
  36. Jumah, Adusei & Kunst, Robert M., 1995. "Forecasting Seasonally Cointegrated Systems: Supply Response in Austrian Agriculture," Economics Series 11, Institute for Advanced Studies.
  37. Franses, Philip Hans & Kunst, Robert M., 1995. "On the role of seasonal intercepts in seasonal cointegration," Economics Series 15, Institute for Advanced Studies.
  38. Kunst, Robert M. & Marin, Dalia, 1989. "On Exports and Productivity: A Causal Analysis," Munich Reprints in Economics 3113, University of Munich, Department of Economics.

Articles

  1. Elif Nuroğlu & Robert Kunst, 2014. "Competing specifications of the gravity equation: a three-way model, bilateral interaction effects, or a dynamic gravity model with time-varying country effects?," Empirical Economics, Springer, vol. 46(2), pages 733-741, March.
  2. Muhammad Jamil & Erich W. Streissler & Robert M. Kunst, 2012. "Exchange Rate Volatility and its Impact on Industrial Production, Before and After the Introduction of Common Currency in Europe," International Journal of Economics and Financial Issues, Econjournals, vol. 2(2), pages 85-109.
  3. Elif Nuroglu & Robert M. Kunst, 2012. "The effects of exchange rate volatility on international trade flows: evidence from panel data analysis and fuzzy approach*1," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics, vol. 30(1), pages 9-31.
  4. Klaus Prettner & Robert Kunst, 2012. "The dynamic interrelations between unequal neighbors: an Austro-German case study," Empirical Economics, Springer, vol. 43(2), pages 741-761, October.
  5. Mauro Costantini & Robert M. Kunst, 2011. "Combining forecasts based on multiple encompassing tests in a macroeconomic core system," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 30(6), pages 579-596, September.
  6. Robert M. Kunst & Philip Hans Franses, 2011. "Testing for Seasonal Unit Roots in Monthly Panels of Time Series," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 73(4), pages 469-488, 08.
  7. Jurgen Holl & Robert Kunst, 2011. "Unit root in unemployment - new evidence from nonparametric tests," Applied Economics Letters, Taylor & Francis Journals, vol. 18(6), pages 509-512.
  8. 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.
  9. 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.
  10. Jumah, Adusei & Kunst, Robert M., 2008. "Modeling Macroeconomic Subaggregates: An Application Of Nonlinear Cointegration," Macroeconomic Dynamics, Cambridge University Press, vol. 12(02), pages 151-171, April.
  11. Robert Kunst, 2007. "Report of the editors," Empirical Economics, Springer, vol. 32(1), pages 247-253, April.
  12. 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.
  13. 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.
  14. 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.
  15. 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.
  16. Robert Kunst, 1997. "Augmented ARCH models for financial time series: stability conditions and empirical evidence," Applied Financial Economics, Taylor & Francis Journals, vol. 7(6), pages 575-586.
  17. Jumah, Adusei & Kunst, Robert M, 1996. "Forecasting Seasonally Cointegrated Systems: Supply Response of the Austrian Breeding Sow Herd," European Review of Agricultural Economics, Foundation for the European Review of Agricultural Economics, vol. 23(4), pages 487-507.
  18. Kunst, Robert M, 1993. "Seasonal Cointegration, Common Seasonals, and Forecasting Seasonal Series," Empirical Economics, Springer, vol. 18(4), pages 761-76.
  19. 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.
  20. 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.
  21. 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.
  22. 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..
  23. 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.
  24. Kunst, Robert & Neusser, Klaus, 1986. "A forecasting comparison of some var techniques," International Journal of Forecasting, Elsevier, vol. 2(4), pages 447-456.

Editor

  1. Empirical Economics, Springer.

NEP Fields

13 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-AGR: Agricultural Economics (1) 2006-09-30
  2. NEP-CBA: Central Banking (4) 2007-10-27 2008-12-01 2009-09-19 2010-05-22. Author is listed
  3. NEP-DGE: Dynamic General Equilibrium (2) 2010-05-22 2012-11-11
  4. NEP-ECM: Econometrics (8) 2005-10-04 2006-09-30 2008-12-01 2009-02-14 2009-09-19 2010-05-22 2010-07-24 2014-03-15. Author is listed
  5. NEP-EEC: European Economics (2) 2006-09-30 2009-09-05
  6. NEP-ETS: Econometric Time Series (7) 2005-10-04 2006-09-30 2008-12-01 2009-02-14 2010-05-22 2012-11-11 2014-03-15. Author is listed
  7. NEP-FOR: Forecasting (6) 2006-09-30 2008-12-01 2009-09-19 2010-05-22 2010-07-24 2012-11-11. Author is listed
  8. NEP-LAB: Labour Economics (1) 2009-12-05
  9. NEP-MAC: Macroeconomics (4) 2006-09-30 2007-05-12 2007-10-27 2008-12-01. Author is listed
  10. NEP-MIG: Economics of Human Migration (1) 2007-10-27
  11. NEP-MON: Monetary Economics (2) 2007-10-27 2008-12-01
  12. NEP-ORE: Operations Research (1) 2008-12-01

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