TRENKLER, Carsten

WOLF, Nikolaus

English

Research Papers in Economics

A heteroskedastic-consistent covariance matrix estimator and a direct test for heteroskedasticity,

Are seasonal patterns constant over time? A test for seasonal stability,

Cointegration analysis in the presence of structural breaks in the deterministic trend,

Cointegration and threshold adjustment,

Deﬂacja Polska 1930-1935,

Estimating multiple breaks one at a time,

Finanse Polski w latach 1924 i

Geografja Gospodarcza Polski [Economic Geography of Poland],

Handel regelmentowany w Polsce 1918-1921 [Reglemented trade

How wide is the border?,

Integracja Gospodarcza Polski w Latach 1918-1923,

Koleje Polskie (1842-1972),

Likelihood-Based Inference in Cointegrated Vector Autoregressive Models,

MaÃ ly Rocznik Statystyczny,

Mechanical refrigeration and the integration of perishable commodity markets,

Modelling Dynamic Systems Using PcFiml 9 for Windows,

Nonlinear aspects of goods-market arbitrage and adjustment: Heckscher’s commodity points revisited,

Obraz Polski dzisiejszej

Odbudowa i utrzymanie kolei [Rebuilding and maintenance of railways],

Organizowanie administracji skarbowej w Polsce (1918-1927) [The Organization of Financial Administration in

Polityka taryfowa [The politics of freight rates], Inzynier Kolejowy,

Potential pitfalls for the Purchasing-Power-Parity puzzle? Sampling and speciﬁcation bias in mean-reversion tests of the law of one price,

Problemy gospodarcze Drugiej Rzeczeypospolitej [Economic Problems Of The Second Republic],

Rocznik Handlu Zagranicznego RP

Rozw´ oj Organizacji Wladz Skarbowych na Sl , asku [Development of ﬁ-nancial authorities in Silesia],

Rozw´ oj transportu w polsce w latach 1918-1939 [The Development Of Transport in Poland 1918-1939],

Rozwoj gospodarczy Polski od rozbiorow do niepodleglosci [Economic development of Poland from the partition to independence],

Skarbow´ s´ c Polska [Polish Finance],

Spatial market integration in the presence of threshold eﬀects,

Struktura rynku zbo˙ zowego w Polsce. Referat opracowany dla Komisji Kontroli Cen [The structure of agricultural markets in Poland. Report at the Commission for Price Regulations],

Testing and modeling multivariate threshold models,

Testing and modeling threshold autorgressive processes,

Testing for linearity,

Testing for two-regime threshold cointegration in vector error correction model,

The European Economy between the Wars,

The great crash, the oil price shock, and the unit root hypothesis,

The reconstruction of the government and state apparatus in the second Polish republic,

The role of the constant and linear terms in cointegration analysis of nonstaionary time series,

Treshold cointegration and nonlinear adjustment to the law of on price,

Unit root tests and asymmetric adjustment: A reassessment, Working paper,

Unit-root tests and asymmetric adjustment with an example using the term structure of interest rates,

Waluta Polska [Polish currency],

Economic Integration in Interwar Poland - A Threshold Cointegration Analysis of the Law of One Price for Poland (1924-1937).

http://cadmus.eui.eu/bitstream/1814/805/1/ECO2003-5.pdf

Economic Integration in Interwar Poland - A Threshold Cointegration Analysis of the Law of One Price for Poland (1924-1937).

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Research Papers in Economics