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Bernd Funovits

Personal Details

First Name:Bernd
Middle Name:
Last Name:Funovits
Suffix:
RePEc Short-ID:pfu222
https://sites.google.com/site/berndfunovits/

Affiliation

(50%) Politiikan ja Talouden Tutkimuksen Laitos
Valtiotieteellinen tiedekunta
Helsingin Yliopisto

Helsinki, Finland
http://www.helsinki.fi/politiikkajatalous/
RePEc:edi:valhefi (more details at EDIRC)

(25%) Institut für Stochastik und Wirtschaftsmathematik
Technische Universität Wien

Wien, Austria
https://swm.tuwien.ac.at/
RePEc:edi:imtuwat (more details at EDIRC)

(25%) Helsinki Graduate School of Economics

Helsinki, Finland
https://www.helsinkigse.fi/
RePEc:edi:hgsehfi (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Bernd Funovits, 2020. "Comment on Gouri\'eroux, Monfort, Renne (2019): Identification and Estimation in Non-Fundamental Structural VARMA Models," Papers 2010.02711, arXiv.org.
  2. Bernd Funovits, 2020. "Identifiability and Estimation of Possibly Non-Invertible SVARMA Models: A New Parametrisation," Papers 2002.04346, arXiv.org, revised Feb 2021.
  3. Bernd Funovits, 2020. "The Dimension of the Set of Causal Solutions of Linear Multivariate Rational Expectations Models," Papers 2002.04369, arXiv.org.
  4. Bernd Funovits & Alexander Braumann, 2019. "Identifiability of Structural Singular Vector Autoregressive Models," Papers 1910.04096, arXiv.org, revised Oct 2020.

Articles

  1. Funovits, Bernd, 2017. "The full set of solutions of linear rational expectations models," Economics Letters, Elsevier, vol. 161(C), pages 47-51.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Bernd Funovits, 2020. "The Dimension of the Set of Causal Solutions of Linear Multivariate Rational Expectations Models," Papers 2002.04369, arXiv.org.

    Cited by:

    1. Majid M. Al-Sadoon, 2020. "The Spectral Approach to Linear Rational Expectations Models," Papers 2007.13804, arXiv.org, revised Feb 2021.

Articles

  1. Funovits, Bernd, 2017. "The full set of solutions of linear rational expectations models," Economics Letters, Elsevier, vol. 161(C), pages 47-51.

    Cited by:

    1. Marco M. Sorge, 2020. "Arbitrary initial conditions and the dimension of indeterminacy in linear rational expectations models," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 43(1), pages 363-372, June.
    2. Majid M. Al-Sadoon, 2020. "Regularized Solutions to Linear Rational Expectations Models," Papers 2009.05875, arXiv.org, revised Oct 2020.
    3. Bernd Funovits & Alexander Braumann, 2021. "Identifiability of structural singular vector autoregressive models," Journal of Time Series Analysis, Wiley Blackwell, vol. 42(4), pages 431-441, July.
    4. Majid M. Al-Sadoon, 2020. "The Spectral Approach to Linear Rational Expectations Models," Papers 2007.13804, arXiv.org, revised Feb 2021.
    5. John G. Thistle, 2018. "The Origin and the Resolution of Nonuniqueness in Linear Rational Expectations," Papers 1806.06657, arXiv.org, revised Apr 2019.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 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 (3) 2019-10-14 2020-03-09 2020-10-26. Author is listed
  2. NEP-ETS: Econometric Time Series (3) 2019-10-14 2020-03-09 2020-10-26. Author is listed
  3. NEP-ORE: Operations Research (1) 2020-03-09. Author is listed

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