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Robert M. Kunst

Personal Details

First Name:Robert
Middle Name:M.
Last Name:Kunst
Suffix:
RePEc Short-ID:pku13
https://homepage.univie.ac.at/robert.kunst/english.html
Oskar Morgenstern Platz, A-1090 Wien, Austria
Terminal Degree:1984 Abteilung für Ökonometrie und Systemtheorie; Technische Universität Wien (from RePEc Genealogy)

Affiliation

(50%) Institut für Volkswirtschaftslehre
Fakultät für Wirtschaftswissenschaften
Universität Wien

Wien, Austria
http://econ.univie.ac.at/
RePEc:edi:wiwuwat (more details at EDIRC)

(50%) Institut für Höhere Studien (IHS)

Wien, Austria
http://www.ihs.ac.at/
RePEc:edi:deihsat (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Editorship

Working papers

  1. Gabriel, Stefan & Kunst, Robert M., 2024. "Cointegrated portfolios and volatility modeling in the cryptocurrency market," IHS Working Paper Series 52, Institute for Advanced Studies.
  2. Costantini, Mauro & Kunst, Robert M., 2018. "On Using Predictive-ability Tests in the Selection of Time-series Prediction Models: A Monte Carlo Evaluation," Economics Series 341, Institute for Advanced Studies.
  3. Costantini, Mauro & Gunter, Ulrich & Kunst, Robert M., 2014. "Forecast combinations in a DSGE-VAR lab," Economics Series 309, Institute for Advanced Studies.
  4. Kunst, Robert M., 2014. "A Combined Nonparametric Test for Seasonal Unit Roots," Economics Series 303, Institute for Advanced Studies.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. Jürgen Holl & Robert M. Kunst, 2009. "Unit Root in Unemployment - New Evidence from Nonparametric Tests," Vienna Economics Papers vie0915, University of Vienna, Department of Economics.
  12. Klaus Prettner & Robert M. Kunst, 2009. "The Dynamic Interrelations between Unequal Neighbors: An Austro-German Case Study," Vienna Economics Papers vie0913, University of Vienna, Department of Economics.
  13. 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.
  14. Kunst, Robert M., 2009. "A Nonparametric Test for Seasonal Unit Roots," Economics Series 233, Institute for Advanced Studies.
  15. 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.
  16. 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.
  17. 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.
  18. Jumah, Adusei & Kunst, Robert M., 2006. "Seasonal Cycles in European Agricultural Commodity Prices," Economics Series 192, Institute for Advanced Studies.
  19. 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.
  20. 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.
  21. 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.
  22. 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.
  23. 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.
  24. Kunst, Robert M. & Jumah, Adusei, 2004. "Toward a Theory of Evaluating Predictive Accuracy," Economics Series 162, Institute for Advanced Studies.
  25. Kunst, Robert M., 2003. "Testing for Relative Predictive Accuracy: A Critical Viewpoint," Economics Series 130, Institute for Advanced Studies.
  26. Kunst, Robert M., 2002. "Testing for Stationarity in a Cointegrated System," Economics Series 117, Institute for Advanced Studies.
  27. 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.
  28. Kunst, Robert M., 2002. "Decision Maps for Bivariate Time Series with Potential Thrshold Cointegration," Economics Series 121, Institute for Advanced Studies.
  29. Jumah, Adusei & Kunst, Robert M., 2001. "The Effects of Exchange-Rate Exposures on Equity Asset Markets," Economics Series 94, Institute for Advanced Studies.
  30. Robert M. Kunst & Michael Reutter, 2000. "Decisions on Seasonal Unit Roots," CESifo Working Paper Series 286, CESifo.
  31. 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.
  32. 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.
  33. 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.
  34. Robert M. Kunst, 1998. "Unit Roots, Change, and Decision Bounds," CESifo Working Paper Series 157, CESifo.
  35. Kunst, Robert M. & Luniku, Rubin, 1998. "Inflation, its Dynamics, and its Possible Causes in Albania," East European Series 57, Institute for Advanced Studies.
  36. Franses, Ph.H.B.F. & Kunst, R.M., 1998. "On the role of seasonal intercepts in seasonal cointegration," Econometric Institute Research Papers EI 9820, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  37. Kunst, Robert M., 1997. "Decision Bounds for Data-Admissible Seasonal Models," Economics Series 51, Institute for Advanced Studies.
  38. Kunst, Robert M., 1995. "Estimating the Number of Unit Roots. A Multiple Decision Approach," Economics Series 16, Institute for Advanced Studies.
  39. Jumah, Adusei & Kunst, Robert M., 1995. "Forecasting Seasonally Cointegrated Systems: Supply Response in Austrian Agriculture," Economics Series 11, Institute for Advanced Studies.
  40. Marc Sáez & Robert M. Kunst, 1995. "ARCH patterns in cointegrated systems," Economics Working Papers 110, Department of Economics and Business, Universitat Pompeu Fabra.
  41. 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. Farrukh Mahmood & Robert M. Kunst, 2023. "Modeling nonlinear in Bowman’s paradox: the case of Pakistan," Empirical Economics, Springer, vol. 64(5), pages 2357-2372, May.
  2. Hussein Moghaddam & Robert M. Kunst, 2023. "The Role of Natural Gas in Mitigating Greenhouse Gas Emissions: The Environmental Kuznets Curve Hypothesis for Major Gas-Producing Countries," Sustainability, MDPI, vol. 15(5), pages 1-20, February.
  3. Costantini, Mauro & Kunst, Robert M., 2021. "On using predictive-ability tests in the selection of time-series prediction models: A Monte Carlo evaluation," International Journal of Forecasting, Elsevier, vol. 37(2), pages 445-460.
  4. Franz Haider & Robert Kunst & Franz Wirl, 2021. "Total factor productivity, its components and drivers," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 48(2), pages 283-327, May.
  5. Robert M. Kunst, 2020. "Castle, Jennifer, Clements, Mike and Hendry, David: Forecasting: an essential introduction," Journal of Economics, Springer, vol. 129(3), pages 297-299, April.
  6. Robert M. Kunst & Martin Wagner, 2020. "Economic forecasting: editors’ introduction," Empirical Economics, Springer, vol. 58(1), pages 1-5, January.
  7. Mauro Costantini & Ulrich Gunter & Robert M. Kunst, 2017. "Forecast Combinations in a DSGE‐VAR Lab," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 36(3), pages 305-324, April.
  8. Nouman Afgan & Klaus Gugler & Robert Kunst, 2016. "The Effects Of Ownership Concentration On Performance Of Pakistani Listed Companies," CBU International Conference Proceedings, ISE Research Institute, vol. 4(0), pages 214-222, September.
  9. Adusei Jumah & Robert M. Kunst, 2016. "Optimizing time-series forecasts for inflation and interest rates using simulation and model averaging," Applied Economics, Taylor & Francis Journals, vol. 48(45), pages 4366-4378, September.
  10. Robert Kunst & Philip Franses, 2015. "Asymmetric time aggregation and its potential benefits for forecasting annual data," Empirical Economics, Springer, vol. 49(1), pages 363-387, August.
  11. 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.
  12. Elif Nuroglu & Robert M. Kunst, 2012. "The effects of exchange rate volatility on international trade flows: evidence from panel data analysis and fuzzy approach," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 30(1), pages 9-31.
  13. 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.
  14. 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.
  15. 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.
  16. 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, August.
  17. 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.
  18. 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.
  19. 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.
  20. Jumah, Adusei & Kunst, Robert M., 2008. "Modeling Macroeconomic Subaggregates: An Application Of Nonlinear Cointegration," Macroeconomic Dynamics, Cambridge University Press, vol. 12(2), pages 151-171, April.
  21. 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.
  22. Robert Kunst, 2007. "Report of the editors," Empirical Economics, Springer, vol. 32(1), pages 247-253, April.
  23. 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 501-518, November.
  24. Philip Hans Franses & Robert M. Kunst, 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 409-433, August.
  25. 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.
  26. Robert M. Kunst, 1997. "Testing For Cyclical Non‐Stationarity In Autoregressive Processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 18(2), pages 123-135, March.
  27. 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 and the European Agricultural and Applied Economics Publications Foundation, vol. 23(4), pages 487-507.
  28. Kunst, Robert M, 1993. "Seasonal Cointegration, Common Seasonals, and Forecasting Seasonal Series," Empirical Economics, Springer, vol. 18(4), pages 761-776.
  29. 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 325-330, May.
  30. Kunst, Robert M & Reschenhofer, Erhard & Rodler, Kurt, 1991. "Analysis of Austrian Stocks: Testing for Stability and Randomness," Empirical Economics, Springer, vol. 16(4), pages 465-477.
  31. 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.
  32. Kunst, Robert & Neusser, Klaus, 1990. "Cointegration in a Macroeconomic System," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 5(4), pages 351-365, Oct.-Dec..
  33. 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.
  34. Kunst, Robert & Neusser, Klaus, 1986. "A forecasting comparison of some var techniques," International Journal of Forecasting, Elsevier, vol. 2(4), pages 447-456.
    RePEc:taf:apfiec:v:7:y:1997:i:6:p:575-586 is not listed on IDEAS

Editorship

  1. Empirical Economics, Springer.
  2. Studies in Empirical Economics, Springer.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Record of graduates

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 15 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (11) 2005-10-04 2006-09-30 2008-12-01 2009-02-14 2009-03-28 2009-09-19 2010-05-22 2010-07-24 2014-03-15 2015-01-14 2018-08-27. Author is listed
  2. NEP-ETS: Econometric Time Series (9) 2005-10-04 2006-09-30 2008-12-01 2009-02-14 2010-05-22 2012-11-11 2014-03-15 2018-08-27 2024-03-25. Author is listed
  3. NEP-FOR: Forecasting (8) 2006-09-30 2008-12-01 2009-09-19 2010-05-22 2010-07-24 2012-11-11 2015-01-14 2018-08-27. Author is listed
  4. NEP-CBA: Central Banking (4) 2007-10-27 2008-12-01 2009-09-19 2010-05-22
  5. NEP-MAC: Macroeconomics (4) 2006-09-30 2007-05-12 2007-10-27 2008-12-01
  6. NEP-DGE: Dynamic General Equilibrium (3) 2010-05-22 2012-11-11 2015-01-14
  7. NEP-MON: Monetary Economics (2) 2007-10-27 2008-12-01
  8. NEP-ORE: Operations Research (2) 2008-12-01 2018-08-27
  9. NEP-AFR: Africa (1) 2007-10-27
  10. NEP-AGR: Agricultural Economics (1) 2006-09-30
  11. NEP-EEC: European Economics (1) 2006-09-30
  12. NEP-MIG: Economics of Human Migration (1) 2007-10-27
  13. NEP-PAY: Payment Systems and Financial Technology (1) 2024-03-25
  14. NEP-RMG: Risk Management (1) 2024-03-25

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