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Marian Vavra

This is information that was supplied by Marian Vavra in registering through RePEc. If you are Marian Vavra , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Marian
Middle Name:
Last Name:Vavra
Suffix:
RePEc Short-ID:pva627
http://www.applied-econometrics.com
Bratislava, Slovakia
http://www.nbs.sk/

: ++421/2/5787 1111
++421/2/6787 1100
Imricha Karvasa 1, 813 25 Bratislava
RePEc:edi:nbsgvsk (more details at EDIRC)
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  1. Marian Vavra, 2015. "On a Bootstrap Test for Forecast Evaluations," Working and Discussion Papers WP 5/2015, Research Department, National Bank of Slovakia.
  2. Zacharias Psaradakis & Marián Vávra, 2015. "Portmanteau Tests for Linearity of Stationary Time Series," Birkbeck Working Papers in Economics and Finance 1514, Birkbeck, Department of Economics, Mathematics & Statistics.
  3. Juraj Hucek & Alexander Karsay & Marian Vavra, 2015. "Short-term Forecasting of Real GDP Using Monthly Data," Working and Discussion Papers OP 1/2015, Research Department, National Bank of Slovakia.
  4. Marian Vavra, 2015. "Testing for normality with applications," Working and Discussion Papers WP 1/2015, Research Department, National Bank of Slovakia.
  5. Marian Vavra, 2013. "Testing for linear and Markov switching DSGE models," Working and Discussion Papers WP 3/2013, Research Department, National Bank of Slovakia.
  6. Marian Vavra, 2013. "Testing for marginal asymmetry of weakly dependent processes," Working and Discussion Papers WP 1/2013, Research Department, National Bank of Slovakia.
  7. Marian Vavra, 2013. "Testing for non-linearity in multivariate stochastic processes," Working and Discussion Papers WP 2/2013, Research Department, National Bank of Slovakia.
  8. Marian Vavra, 2012. "A Note on the Finite Sample Properties of the CLS Method of TAR Models," Birkbeck Working Papers in Economics and Finance 1206, Birkbeck, Department of Economics, Mathematics & Statistics.
  9. Marian Vavra, 2012. "Testing Non-linearity Using a Modified Q Test," Birkbeck Working Papers in Economics and Finance 1204, Birkbeck, Department of Economics, Mathematics & Statistics.
  10. Marian Vavra, 2012. "Robustness of Power Properties of Non-linearity Tests," Birkbeck Working Papers in Economics and Finance 1205, Birkbeck, Department of Economics, Mathematics & Statistics.
  1. Zacharias Psaradakis & Marián Vávra, 2015. "A Quantile-based Test for Symmetry of Weakly Dependent Processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(4), pages 587-598, 07.
  2. Marián Vávra, 2015. "Empirical evidence of joint nonlinearity in economic area and US economic variables using two modified multivariate nonlinearity tests," Applied Economics Letters, Taylor & Francis Journals, vol. 22(14), pages 1094-1099, September.
  3. Psaradakis, Zacharias & Vávra, Marián, 2014. "On testing for nonlinearity in multivariate time series," Economics Letters, Elsevier, vol. 125(1), pages 1-4.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 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 (10) 2012-04-03 2012-04-03 2012-04-03 2013-10-18 2014-01-24 2014-01-24 2015-04-11 2015-07-11 2015-08-13 2016-06-04. Author is listed
  2. NEP-ETS: Econometric Time Series (4) 2012-04-03 2012-04-03 2012-04-03 2015-07-11. Author is listed
  3. NEP-ORE: Operations Research (3) 2014-01-24 2014-01-24 2015-08-13. Author is listed
  4. NEP-FOR: Forecasting (2) 2015-07-11 2015-08-13
  5. NEP-DGE: Dynamic General Equilibrium (1) 2014-01-24
  6. NEP-MAC: Macroeconomics (1) 2015-08-13

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