# Marian Vavra

## Personal Details

First Name: | Marian |

Middle Name: | |

Last Name: | Vavra |

Suffix: | |

RePEc Short-ID: | pva627 |

http://www.applied-econometrics.com | |

## Affiliation

### (95%) Národná Banka Slovenska

Bratislava, Slovakiahttp://www.nbs.sk/

: ++421/2/5787 1111

++421/2/6787 1100

Imricha Karvasa 1, 813 25 Bratislava

RePEc:edi:nbsgvsk (more details at EDIRC)

### (5%) Birkbeck Center for Applied Macroeconomics

Department of Economics, Mathematics and Statistics

Birkbeck College

London, United Kingdomhttp://www.bbk.ac.uk/ems/research/BirkCAM

: 4420-7631-6406

4420-7631-6416

4420-7631-6406

RePEc:edi:cabbkuk (more details at EDIRC)

## Research output

Jump to: Working papers Articles### Working papers

- Zacharias Psaradakis & Marián Vávra, 2017.
"
**Normality Tests for Dependent Data: Large-Sample and Bootstrap Approaches**," Birkbeck Working Papers in Economics and Finance 1706, Birkbeck, Department of Economics, Mathematics & Statistics.- Zacharias Psaradakis & Marian Vavra, 2017.
"
**Normality Tests for Dependent Data**," Working and Discussion Papers WP 12/2017, Research Department, National Bank of Slovakia.

- Zacharias Psaradakis & Marian Vavra, 2017.
"
- Marian Vavra, 2016.
"
**Testing the Validity of Assumptions of UC-ARIMA Models for Trend-Cycle Decompositions**," Working and Discussion Papers WP 4/2016, Research Department, National Bank of Slovakia. - 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. - Marian Vavra, 2015.
"
**On a Bootstrap Test for Forecast Evaluations**," Working and Discussion Papers WP 5/2015, Research Department, National Bank of Slovakia. - Marian Vavra, 2015.
"
**Testing for normality with applications**," Working and Discussion Papers WP 1/2015, Research Department, National Bank of Slovakia.- Psaradakis, Zacharias & Vávra, Marián, 2017.
"
**A distance test of normality for a wide class of stationary processes**," Econometrics and Statistics, Elsevier, vol. 2(C), pages 50-60.

- Zacharias Psaradakis & Marián Vávra, 2015.
"
**A Distance Test of Normality for a Wide Class of Stationary Processes**," Birkbeck Working Papers in Economics and Finance 1513, Birkbeck, Department of Economics, Mathematics & Statistics.

- Psaradakis, Zacharias & Vávra, Marián, 2017.
"
- Marian Vavra, 2013.
"
**Testing for linear and Markov switching DSGE models**," Working and Discussion Papers WP 3/2013, Research Department, National Bank of Slovakia. - Marian Vavra, 2013.
"
**Testing for marginal asymmetry of weakly dependent processes**," Working and Discussion Papers WP 1/2013, Research Department, National Bank of Slovakia.- 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, July.

- Zacharias Psaradakis & Marián Vávra, 2015.
"
- Marian Vavra, 2013.
"
**Testing for non-linearity in multivariate stochastic processes**," Working and Discussion Papers WP 2/2013, Research Department, National Bank of Slovakia.- Psaradakis, Zacharias & Vávra, Marián, 2014.
"
**On testing for nonlinearity in multivariate time series**," Economics Letters, Elsevier, vol. 125(1), pages 1-4.

- Psaradakis, Zacharias & Vávra, Marián, 2014.
"
- 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. - 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. - 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.- 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. - Zacharias Psaradakis & Marian Vavra, 2016.
"
**Portmanteau Tests for Linearity of Stationary Time Series**," Working and Discussion Papers WP 1/2016, Research Department, National Bank of Slovakia.

- Zacharias Psaradakis & Marián Vávra, 2015.
"

### Articles

- Psaradakis, Zacharias & Vávra, Marián, 2017.
"
**A distance test of normality for a wide class of stationary processes**," Econometrics and Statistics, Elsevier, vol. 2(C), pages 50-60.- Zacharias Psaradakis & Marián Vávra, 2015.
"
**A Distance Test of Normality for a Wide Class of Stationary Processes**," Birkbeck Working Papers in Economics and Finance 1513, Birkbeck, Department of Economics, Mathematics & Statistics. - Marian Vavra, 2015.
"
**Testing for normality with applications**," Working and Discussion Papers WP 1/2015, Research Department, National Bank of Slovakia.

- Zacharias Psaradakis & Marián Vávra, 2015.
"
- 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. - 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, July.- Marian Vavra, 2013.
"
**Testing for marginal asymmetry of weakly dependent processes**," Working and Discussion Papers WP 1/2013, Research Department, National Bank of Slovakia.

- Marian Vavra, 2013.
"
- Psaradakis, Zacharias & Vávra, Marián, 2014.
"
**On testing for nonlinearity in multivariate time series**," Economics Letters, Elsevier, vol. 125(1), pages 1-4.- Marian Vavra, 2013.
"
**Testing for non-linearity in multivariate stochastic processes**," Working and Discussion Papers WP 2/2013, Research Department, National Bank of Slovakia.

- Marian Vavra, 2013.
"

## 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.### Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:- Zacharias Psaradakis & Marian Vavra, 2016.
"
**Portmanteau Tests for Linearity of Stationary Time Series**," Working and Discussion Papers WP 1/2016, Research Department, National Bank of Slovakia.- 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. - 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.

Mentioned in:

- November Reading

by Dave Giles in Econometrics Beat: Dave Giles' Blog on 2016-11-04 20:28:00

- Zacharias Psaradakis & Marián Vávra, 2015.
"

### Working papers

- 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.Cited by:

- Tóth, Peter, 2014.
"
**Malý dynamický faktorový model na krátkodobé prognózovanie slovenského HDP**," MPRA Paper 63713, University Library of Munich, Germany.

[A Small Dynamic Factor Model for the Short-Term Forecasting of Slovak GDP]- Tóth, Peter, 2017.
"
**Nowcasting Slovak GDP by a Small Dynamic Factor Model**," MPRA Paper 77245, University Library of Munich, Germany.

- Tóth, Peter, 2017.
"

- Tóth, Peter, 2014.
"
- Marian Vavra, 2015.
"
**Testing for normality with applications**," Working and Discussion Papers WP 1/2015, Research Department, National Bank of Slovakia.- Psaradakis, Zacharias & Vávra, Marián, 2017.
"
**A distance test of normality for a wide class of stationary processes**," Econometrics and Statistics, Elsevier, vol. 2(C), pages 50-60.

- Zacharias Psaradakis & Marián Vávra, 2015.
"
**A Distance Test of Normality for a Wide Class of Stationary Processes**," Birkbeck Working Papers in Economics and Finance 1513, Birkbeck, Department of Economics, Mathematics & Statistics.

Cited by:

- Zacharias Psaradakis & Marián Vávra, 2017.
"
**Normality Tests for Dependent Data: Large-Sample and Bootstrap Approaches**," Birkbeck Working Papers in Economics and Finance 1706, Birkbeck, Department of Economics, Mathematics & Statistics.- Zacharias Psaradakis & Marian Vavra, 2017.
"
**Normality Tests for Dependent Data**," Working and Discussion Papers WP 12/2017, Research Department, National Bank of Slovakia.

- Zacharias Psaradakis & Marian Vavra, 2017.
"

- Psaradakis, Zacharias & Vávra, Marián, 2017.
"
- Marian Vavra, 2013.
"
**Testing for marginal asymmetry of weakly dependent processes**," Working and Discussion Papers WP 1/2013, Research Department, National Bank of Slovakia.- 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, July.

Cited by:

- Luke Hartigan, 2016.
"
**Testing for Symmetry in Weakly Dependent Time Series**," Discussion Papers 2016-18, School of Economics, The University of New South Wales.

- Zacharias Psaradakis & Marián Vávra, 2015.
"
- Marian Vavra, 2013.
"
**Testing for non-linearity in multivariate stochastic processes**," Working and Discussion Papers WP 2/2013, Research Department, National Bank of Slovakia.- Psaradakis, Zacharias & Vávra, Marián, 2014.
"
**On testing for nonlinearity in multivariate time series**," Economics Letters, Elsevier, vol. 125(1), pages 1-4.

Cited by:

- Marian Vavra, 2013.
"
**Testing for linear and Markov switching DSGE models**," Working and Discussion Papers WP 3/2013, Research Department, National Bank of Slovakia.

- Psaradakis, Zacharias & Vávra, Marián, 2014.
"

### Articles

- Psaradakis, Zacharias & Vávra, Marián, 2017.
"
**A distance test of normality for a wide class of stationary processes**," Econometrics and Statistics, Elsevier, vol. 2(C), pages 50-60.See citations under working paper version above.- Zacharias Psaradakis & Marián Vávra, 2015.
"
**A Distance Test of Normality for a Wide Class of Stationary Processes**," Birkbeck Working Papers in Economics and Finance 1513, Birkbeck, Department of Economics, Mathematics & Statistics. - Marian Vavra, 2015.
"
**Testing for normality with applications**," Working and Discussion Papers WP 1/2015, Research Department, National Bank of Slovakia.

- Zacharias Psaradakis & Marián Vávra, 2015.
"
- 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, July.See citations under working paper version above.- Marian Vavra, 2013.
"
**Testing for marginal asymmetry of weakly dependent processes**," Working and Discussion Papers WP 1/2013, Research Department, National Bank of Slovakia.

- Marian Vavra, 2013.
"
- Psaradakis, Zacharias & Vávra, Marián, 2014.
"
**On testing for nonlinearity in multivariate time series**," Economics Letters, Elsevier, vol. 125(1), pages 1-4.See citations under working paper version above.Sorry, no citations of articles recorded.- Marian Vavra, 2013.
"
**Testing for non-linearity in multivariate stochastic processes**," Working and Discussion Papers WP 2/2013, Research Department, National Bank of Slovakia.

- Marian Vavra, 2013.
"

## More information

Research fields, statistics, top rankings, if available.### Statistics

#### Access and download statistics for all items

### 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 13 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.- NEP-ECM:
**Econometrics**(12) 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 2018-01-01 2018-01-08. Author is listed - NEP-ETS:
**Econometric Time Series**(5) 2012-04-03 2012-04-03 2012-04-03 2015-07-11 2018-01-01. Author is listed - NEP-ORE: Operations Research (3) 2014-01-24 2014-01-24 2015-08-13
- NEP-FOR: Forecasting (2) 2015-07-11 2015-08-13
- NEP-MAC: Macroeconomics (2) 2015-08-13 2017-05-07
- NEP-DGE: Dynamic General Equilibrium (1) 2014-01-24

## Corrections

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