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Martin Wagner

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Personal Details

First Name: Martin
Middle Name:
Last Name: Wagner
Suffix:

RePEc Short-ID: pwa66

Email: [This author has chosen not to make the email address public]
Homepage:
Postal Address: Martin Wagner Department of Economics and Finance Institute for Advanced Studies Stumpergasse 56 A-1060 Vienna, Austria
Phone:

Affiliation

Department of Economics & Finance
Institut für Höhere Studien (IHS)
Location: Wien, Austria
Homepage: http://www.ihs.ac.at/vienna/IHS-Departments-2/Economics-and-Finance-2.htm
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)

Lists

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. Network of Swiss Economists Abroad

Works

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Working papers

  1. Martin Wagner & Achim Zeileis, 2012. "Heterogeneity of Regional Growth in the European Union," Working Papers 2012-20, Faculty of Economics and Statistics, University of Innsbruck.
  2. Hong, Seung Hyun & Wagner, Martin, 2011. "Cointegrating Polynomial Regressions," Economics Series 264, Institute for Advanced Studies.
  3. Vogelsang, Timothy J. & Wagner, Martin, 2011. "Integrated Modified OLS Estimation and Fixed-b Inference for Cointegrating Regressions," Economics Series 263, Institute for Advanced Studies.
  4. Vogelsang, Timothy J. & Wagner, Martin, 2011. "A Fixed-b Perspective on the Phillips-Perron Unit Root Tests," Economics Series 272, Institute for Advanced Studies.
  5. Pedroni, Peter & Vogelsang, Timothy J. & Wagner, Martin & Westerlund, Joakim, 2011. "Nonparametric Rank Tests for Non-stationary Panels," Economics Series 270, Institute for Advanced Studies.
  6. Wagner, Martin, 2010. "Cointegration Analysis with State Space Models," Economics Series 248, Institute for Advanced Studies.
  7. Hlouskova, Jaroslava & Wagner, Martin, 2009. "Finite Sample Correction Factors for Panel Cointegration Tests," Economics Series 244, Institute for Advanced Studies.
  8. Wagner, Martin & Hlouskova, Jaroslava, 2009. "Growth Regressions, Principal Components and Frequentist Model Averaging," Economics Series 236, Institute for Advanced Studies.
  9. Hong, Seung Hyun & Wagner, Martin, 2008. "Nonlinear Cointegration Analysis and the Environmental Kuznets Curve," Economics Series 224, Institute for Advanced Studies.
  10. Schneider, Ulrike & Wagner, Martin, 2008. "Catching Growth Determinants with the Adaptive LASSO," Economics Series 232, Institute for Advanced Studies.
  11. Wagner, Martin & Hlouskova, Jaroslava, 2007. "The Performance of Panel Cointegration Methods. Results from a Large Scale Simulation Study," Economics Series 210, Institute for Advanced Studies.
  12. Müller-Fürstenberger, Georg & Wagner, Martin, 2006. "Exploring the Environmental Kuznets Hypothesis. Theoretical and Econometric Problems," Economics Series 183, Institute for Advanced Studies.
  13. Dietmar Bauer & Martin Wagner, 2005. "Autoregressive Approximations of Multiple Frequency I(1) Processes," Economics Working Papers ECO2005/09, European University Institute.
  14. Wagner, Martin, 2005. "On PPP, Unit Roots and Panels," Economics Series 176, Institute for Advanced Studies.
  15. Wagner, Martin, 2005. "The Balassa-Samuelson Effect in 'East & West'. Differences and Similarities," Economics Series 180, Institute for Advanced Studies.
  16. Jaroslava Hlouskova & Martin Wagner, 2005. "The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study," Economics Working Papers ECO2005/05, European University Institute.
  17. Nævdal, Eric & Wagner, Martin, 2005. "On Aghion's and Blanchard's "On the Speed of Transition in Central Europe"," Economics Series 175, Institute for Advanced Studies.
  18. Georg Muller-Furstenberger & Martin Wagner & Benito Muller, 2005. "Exploring the Carbon Kuznets Hypothesis," Others 0506009, EconWPA.
  19. Martin Wagner & Jaroslava Hlouskova, 2004. "CEEC Growth Projections: Certainly Necessary and Necessarily Uncertain," Diskussionsschriften dp0403, Universitaet Bern, Departement Volkswirtschaft.
  20. Jaroslava HLOUSKOVA & Kurt SCHMIDHEINY & Martin WAGNER, 2004. "Multistep Predictions for Multivariate GARCH Models: Closed Form Solution and the Value for Portfolio Management," Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) 04.10, Université de Lausanne, Faculté des HEC, DEEP.
  21. Martin Wagner & Jaroslava Hlouskova, 2004. "What's Really the Story with this Balassa-Samuelson Effect in the CEECs?," Diskussionsschriften dp0416, Universitaet Bern, Departement Volkswirtschaft.
  22. Martin Wagner & Georg Müller-Fürstenberger, 2004. "The Carbon Kuznets Curve: A Cloudy Picture Emitted by Bad Econometrics?," Diskussionsschriften dp0418, Universitaet Bern, Departement Volkswirtschaft.
  23. Dietmar Bauer & Martin Wagner, 2003. "On Polynomial Cointegration in the State Space Framework," Diskussionsschriften dp0313, Universitaet Bern, Departement Volkswirtschaft.
  24. Dietmar Bauer & Martin Wagner, 2003. "The Performance of Subspace Algorithm Cointegration Analysis: A Simulation Study," Diskussionsschriften dp0308, Universitaet Bern, Departement Volkswirtschaft.
  25. Hlouskova, Jaroslava & Wagner, Martin, 2002. "The CEEC10's Real Convergence Prospects," CEPR Discussion Papers 3318, C.E.P.R. Discussion Papers.
  26. Jaroslava Hlouskova & Kurt Schmidheiny & Martin Wagner, 2002. "Multistep Predictions from Multivariate ARMA-GARCH: Models and their Value for Portfolio Management," Diskussionsschriften dp0212, Universitaet Bern, Departement Volkswirtschaft.
  27. Dietmar Bauer & Martin Wagner, 2002. "A Canonical Form for Unit Root Processes in the State Space Framework," Diskussionsschriften dp0204, Universitaet Bern, Departement Volkswirtschaft.
  28. Martin Wagner, 2002. "A Comparison of Johansen's, Bierens and the Subspace Algorithm Method for Cointegration Analysis," Diskussionsschriften dp0210, Universitaet Bern, Departement Volkswirtschaft.
  29. Dietmar Bauer & Martin Wagner, 2002. "Asymptotic Properties of Pseudo Maximum Likelihood Estimates for Multiple Frequency I(1) Processes," Diskussionsschriften dp0205, Universitaet Bern, Departement Volkswirtschaft.
  30. Dietmar Bauer & Martin Wagner, 2000. "Estimating Cointegrated Systems Using Subspace Algorithms," Econometric Society World Congress 2000 Contributed Papers 0293, Econometric Society.
  31. Wagner, Martin, 1999. "VAR Cointegration in VARMA Models," Economics Series 65, Institute for Advanced Studies.
  32. Wagner, Martin, 1999. "Bierens' and Johansen's Method - Complements or Substitutes?," Economics Series 74, Institute for Advanced Studies.
  33. Wagner, Martin, 1999. "Capital and Goods Market Integration and the Inequality of Nations," Economics Series 66, Institute for Advanced Studies.

Articles

  1. Ulrike Schneider & Martin Wagner, 2012. "Catching Growth Determinants with the Adaptive Lasso," German Economic Review, Verein für Socialpolitik, vol. 13(1), pages 71-85, 02.
  2. Wagner, Martin, 2012. "The Phillips unit root tests for polynomials of integrated processes," Economics Letters, Elsevier, vol. 114(3), pages 299-303.
  3. Martin Wagner, 2010. "Cointegration analysis with state space models," AStA Advances in Statistical Analysis, Springer, vol. 94(3), pages 273-305, September.
  4. Martin Wagner & Jaroslava Hlouskova, 2010. "The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study," Econometric Reviews, Taylor and Francis Journals, vol. 29(2), pages 182-223.
  5. Hlouskova, Jaroslava & Schmidheiny, Kurt & Wagner, Martin, 2009. "Multistep predictions for multivariate GARCH models: Closed form solution and the value for portfolio management," Journal of Empirical Finance, Elsevier, vol. 16(2), pages 330-336, March.
  6. Jaroslava Hlouskova & Martin Wagner, 2009. "Finite Sample Correction Factors for Panel Cointegration Tests," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(6), pages 851-881, December.
  7. Bauer, Dietmar & Wagner, Martin, 2009. "Using subspace algorithm cointegration analysis: Simulation performance and application to the term structure," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 1954-1973, April.
  8. Martin Wagner, 2008. "On PPP, unit roots and panels," Empirical Economics, Springer, vol. 35(2), pages 229-249, September.
  9. Wagner, Martin, 2008. "The carbon Kuznets curve: A cloudy picture emitted by bad econometrics?," Resource and Energy Economics, Elsevier, vol. 30(3), pages 388-408, August.
  10. Muller-Furstenberger, Georg & Wagner, Martin, 2007. "Exploring the environmental Kuznets hypothesis: Theoretical and econometric problems," Ecological Economics, Elsevier, vol. 62(3-4), pages 648-660, May.
  11. Jaroslava Hlouskova & Martin Wagner, 2006. "The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study," Econometric Reviews, Taylor and Francis Journals, vol. 25(1), pages 85-116.
  12. Martin Wagner & Jaroslava Hlouskova, 2005. "CEEC growth projections: Certainly necessary and necessarily uncertain," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 13(2), pages 341-372, 04.
  13. David F. Bradford & Rebecca A. Fender & Stephen H. Shore & Martin Wagner, 2005. "The Environmental Kuznets Curve: Exploring a Fresh Specification," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 0(1), pages 5.
  14. Martin Wagner, 2004. "A Comparison of Johansen's, Bierens' and the Subspace Algorithm Method for Cointegration Analysis," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 66(3), pages 399-424, 07.
  15. Bauer, Dietmar & Wagner, Martin, 2002. "Estimating cointegrated systems using subspace algorithms," Journal of Econometrics, Elsevier, vol. 111(1), pages 47-84, November.
  16. B. Bohm & A. Gleiss & M. Wagner & D. Ziegler, 2002. "Disaggregated capital stock estimation for Austria - methods, concepts and results," Applied Economics, Taylor and Francis Journals, vol. 34(1), pages 23-37.

NEP Fields

32 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-AGR: Agricultural Economics (1) 2006-11-12
  2. NEP-CMP: Computational Economics (4) 2002-10-23 2003-06-16 2007-05-19 2010-02-05
  3. NEP-DEV: Development (4) 2003-02-18 2004-03-14 2004-10-18 2005-12-09
  4. NEP-ECM: Econometrics (25) 2002-06-13 2002-09-11 2002-10-23 2002-11-13 2003-06-19 2003-10-05 2003-10-05 2004-07-18 2005-03-20 2005-08-13 2005-08-13 2005-10-04 2005-10-04 2006-11-12 2007-05-19 2008-07-30 2008-12-01 2009-03-28 2009-09-26 2010-02-05 2010-02-20 2011-01-30 2011-03-26 2011-06-18 2011-08-02. Author is listed
  5. NEP-EEC: European Economics (2) 2003-02-18 2005-12-09
  6. NEP-ENE: Energy Economics (5) 2004-12-12 2005-06-14 2006-01-24 2006-11-12 2008-07-30. Author is listed
  7. NEP-ENV: Environmental Economics (5) 2004-12-12 2005-06-14 2006-01-24 2006-11-12 2008-07-30. Author is listed
  8. NEP-ETS: Econometric Time Series (19) 2002-06-13 2002-09-11 2002-10-23 2002-11-10 2003-10-05 2003-10-05 2004-07-18 2005-03-20 2005-08-13 2005-08-13 2005-10-04 2005-10-04 2007-05-19 2009-09-26 2010-02-20 2011-01-30 2011-03-26 2011-06-18 2011-08-02. Author is listed
  9. NEP-EUR: Microeconomic European Issues (1) 2012-10-06
  10. NEP-FDG: Financial Development & Growth (2) 2009-03-28 2012-10-06
  11. NEP-FIN: Finance (1) 2004-07-18
  12. NEP-FMK: Financial Markets (2) 2002-11-10 2005-10-04
  13. NEP-GEO: Economic Geography (2) 2003-02-18 2012-10-06
  14. NEP-IFN: International Finance (3) 2004-10-18 2005-10-04 2005-12-09
  15. NEP-MAC: Macroeconomics (1) 2005-10-04
  16. NEP-RES: Resource Economics (1) 2006-11-12
  17. NEP-RMG: Risk Management (2) 2002-09-11 2002-11-10
  18. NEP-TRA: Transition Economics (1) 2005-10-04
  19. NEP-URE: Urban & Real Estate Economics (1) 2012-10-06

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