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Information about:
Martin Wagner

Personal Details | Affiliation | Lists | Works
This is information that was supplied by Martin Wagner in registering through RePEc. If you are Martin Wagner , 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: 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

(in no particular order)

Lists

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

Works

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

Working papers

  1. Wagner, Martin & Hlouskova, Jaroslava, 2009. "Growth Regressions, Principal Components and Frequentist Model Averaging," Economics Series 236, Institute for Advanced Studies. [Downloadable!]

  2. Hlouskova, Jaroslava & Wagner, Martin, 2009. "Finite Sample Correction Factors for Panel Cointegration Tests," Economics Series 244, Institute for Advanced Studies. [Downloadable!]

  3. Hong, Seung Hyun & Wagner, Martin, 2008. "Nonlinear Cointegration Analysis and the Environmental Kuznets Curve," Economics Series 224, Institute for Advanced Studies. [Downloadable!]

  4. Schneider, Ulrike & Wagner, Martin, 2008. "Catching Growth Determinants with the Adaptive LASSO," Economics Series 232, Institute for Advanced Studies. [Downloadable!]

  5. 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. [Downloadable!]

  6. Müller-Fürstenberger, Georg & Wagner, Martin, 2006. "Exploring the Environmental Kuznets Hypothesis. Theoretical and Econometric Problems," Economics Series 183, Institute for Advanced Studies. [Downloadable!]
    Published as:

  7. Wagner, Martin, 2005. "The Balassa-Samuelson Effect in 'East & West'. Differences and Similarities," Economics Series 180, Institute for Advanced Studies. [Downloadable!]

  8. Dietmar Bauer & Martin Wagner, 2005. "Autoregressive Approximations of Multiple Frequency I(1) Processes," Economics Working Papers ECO2005/09, European University Institute. [Downloadable!]
    Other versions:

  9. Wagner, Martin, 2005. "On PPP, Unit Roots and Panels," Economics Series 176, Institute for Advanced Studies. [Downloadable!]
    Published as:

  10. 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. [Downloadable!]
    Other versions:

  11. 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. [Downloadable!]

  12. Georg Muller-Furstenberger & Martin Wagner & Benito Muller, 2005. "Exploring the Carbon Kuznets Hypothesis," Others 0506009, EconWPA. [Downloadable!]

  13. Martin Wagner & Jaroslava Hlouskova, 2004. "CEEC Growth Projections: Certainly Necessary and Necessarily Uncertain," Diskussionsschriften dp0403, Universitaet Bern, Departement Volkswirtschaft. [Downloadable!]
    Published as:

  14. 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. [Downloadable!]
    Published as:

  15. Martin Wagner & Jaroslava Hlouskova, 2004. "What's Really the Story with this Balassa-Samuelson Effect in the CEECs?," Diskussionsschriften dp0416, Universitaet Bern, Departement Volkswirtschaft. [Downloadable!]

  16. Martin Wagner & Georg Müller-Fürstenberger, 2004. "The Carbon Kuznets Curve: A Cloudy Picture Emitted by Bad Econometrics?," Diskussionsschriften dp0418, Universitaet Bern, Departement Volkswirtschaft. [Downloadable!]
    Other versions:
    Published as:

  17. Dietmar Bauer & Martin Wagner, 2003. "The Performance of Subspace Algorithm Cointegration Analysis: A Simulation Study," Diskussionsschriften dp0308, Universitaet Bern, Departement Volkswirtschaft. [Downloadable!]

  18. Dietmar Bauer & Martin Wagner, 2003. "On Polynomial Cointegration in the State Space Framework," Diskussionsschriften dp0313, Universitaet Bern, Departement Volkswirtschaft. [Downloadable!]

  19. Martin Wagner, 2002. "A Comparison of Johansen's, Bierens and the Subspace Algorithm Method for Cointegration Analysis," Diskussionsschriften dp0210, Universitaet Bern, Departement Volkswirtschaft. [Downloadable!]
    Published as:

  20. Dietmar Bauer & Martin Wagner, 2002. "Asymptotic Properties of Pseudo Maximum Likelihood Estimates for Multiple Frequency I(1) Processes," Diskussionsschriften dp0205, Universitaet Bern, Departement Volkswirtschaft. [Downloadable!]

  21. Hlouskova, Jaroslava & Wagner, Martin, 2002. "The CEEC10's Real Convergence Prospects," CEPR Discussion Papers 3318, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:

  22. 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. [Downloadable!]

  23. Dietmar Bauer & Martin Wagner, 2002. "A Canonical Form for Unit Root Processes in the State Space Framework," Diskussionsschriften dp0204, Universitaet Bern, Departement Volkswirtschaft.
    Other versions:

  24. Dietmar Bauer & Martin Wagner, 2000. "Estimating Cointegrated Systems Using Subspace Algorithms," Econometric Society World Congress 2000 Contributed Papers 0293, Econometric Society. [Downloadable!]
    Published as:

  25. Wagner, Martin, 1999. "VAR Cointegration in VARMA Models," Economics Series 65, Institute for Advanced Studies. [Downloadable!]

  26. Wagner, Martin, 1999. "Bierens' and Johansen's Method - Complements or Substitutes?," Economics Series 74, Institute for Advanced Studies. [Downloadable!]

  27. Wagner, Martin, 1999. "Capital and Goods Market Integration and the Inequality of Nations," Economics Series 66, Institute for Advanced Studies. [Downloadable!]

Articles

  1. 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. [Downloadable!] (restricted)
    Other versions:

  2. 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. [Downloadable!] (restricted)

  3. 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. [Downloadable!] (restricted)

  4. Martin Wagner, 2008. "On PPP, unit roots and panels," Empirical Economics, Springer, vol. 35(2), pages 229-249, September. [Downloadable!] (restricted)
    Other versions:

  5. 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. [Downloadable!] (restricted)
    Other versions:

  6. 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. [Downloadable!] (restricted)
    Other versions:

  7. 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. [Downloadable!] (restricted)
    Other versions:

  8. David Bradford & Rebecca Fender & Stephen Shore & Martin Wagner, 2005. "The Environmental Kuznets Curve: Exploring a Fresh Specification," Contributions to Economic Analysis & Policy, Berkeley Electronic Press, vol. 4(1), pages 1073-1073. [Downloadable!] (restricted)
    Other versions:

  9. 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, Berkeley Electronic Press, vol. 0(1). [Downloadable!]

  10. 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. [Downloadable!] (restricted)
    Other versions:

  11. Bauer, Dietmar & Wagner, Martin, 2002. "Estimating cointegrated systems using subspace algorithms," Journal of Econometrics, Elsevier, vol. 111(1), pages 47-84, November. [Downloadable!] (restricted)
    Other versions:

NEP Fields

25 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 (3) 2002-10-23 2003-06-16 2007-05-19
  3. NEP-DEV: Development (4) 2003-02-18 2004-03-14 2004-10-18 2005-12-09
  4. NEP-ECM: Econometrics (19) 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 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 (14) 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 Author is listed
  9. NEP-FDG: Financial Development & Growth (1) 2009-03-28
  10. NEP-FIN: Finance (1) 2004-07-18
  11. NEP-FMK: Financial Markets (2) 2002-11-10 2005-10-04
  12. NEP-GEO: Economic Geography (1) 2003-02-18
  13. NEP-IFN: International Finance (4) 2004-10-18 2005-10-04 2005-12-09 2008-07-30
  14. NEP-MAC: Macroeconomics (1) 2005-10-04
  15. NEP-RES: Resource Economics (1) 2006-11-12
  16. NEP-RMG: Risk Management (2) 2002-09-11 2002-11-10
  17. NEP-TRA: Transition Economics (1) 2005-10-04
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This page was last updated on 2009-11-4.

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