Publikationen

Auf dieser Seite finden Sie die aktuellen Einreichungen, Arbeits- und Diskussionspapiere sowie Publikationen des Fachgebiets Ökonometrie.

Arbeits- und Diskussionspapiere

Pappert, S. und Arsova, A. (2023). Forecasting Natural Gas Prices with Spatio-Temporal Copula-based Time Series Models. Contributions to Statistics. DOI.
Arsova, A. (2019). Exchange rate pass-through to import prices in Europe: A panel cointegration approach. Working Paper 384, Working Paper Series in Economics, Leuphana Universität Lüneburg. Link.
Arsova, A. und Karaman Örsal, D. D. (2016). A panel cointegration rank test with structural breaks and cross-sectional dependence. In Jahrestagung des Vereins für Socialpolitik 2016: Demographischer Wandel: Session: Time Series Econometrics, No. D01-V3, Deutsche Zentralbibliothek für Wirtschaftswissenschaften (ZBW). Link.
Arsova A. und Karaman Örsal D. D. (2016). An intersection test for the cointegrating rank in dependent panel data. Working Paper 357, Working Paper Series in Economics, Leuphana Universität Lüneburg. Link.
Karaman Örsal, D. D. und Arsova A. (2015). Meta-analytic cointegrating rank tests for dependent panels. Working Paper 349, Working Paper Series in Economics, Leuphana Universität Lüneburg. Link.
Arsova, A. und Karaman Örsal, D. D. (2013). Likelihood-based panel cointegration test in the presence of a linear time trend and cross-sectional dependence. Working Paper 280, Working Paper Series in Economics, Leuphana Universität Lüneburg. Link.

Berrisch, J., Pappert, S., Ziel, F. und Arsova, A. (2022). Modeling volatility and dependence of European carbon and energy prices. Finance Research Letters 52, 103503. DOI.
Arsova, A. (2021). Exchange rate pass-through to import prices in Europe: a panel cointegration approach. Empirical Economics 61, 61-100. DOI.
Arsova, A. und Karaman Örsal, D. D. (2020). A panel cointegrating rank test with structural breaks and cross-sectional dependence. Econometrics and Statistics 17, 107-129. DOI.
Arsova, A. und Karaman Örsal, D. D. (2020). Intersection tests for the cointegrating rank in dependent panel data. Communications in Statistics - Simulation and Computation 49, 918-941. DOI.
Arsova, A. und Karaman Örsal, D. D. (2018). Likelihood-based panel cointegration test in the presence of a linear time trend and cross-sectional dependence. Econometric Reviews 37, 1033-1050. DOI.
Karaman Örsal, D. D. und Arsova, A. (2017). Meta-analytic cointegrating rank tests for dependent panels. Econometrics and Statistics 2, 61-72. DOI.