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Klaus Neusser

Personal Details

First Name:Klaus
Middle Name:
Last Name:Neusser
Suffix:
RePEc Short-ID:pne2
http://www.neusser.ch/
Department of Economics University of Bern Schanzeneckstrasse 1 CH-3012 Bern Switzerland

Affiliation

Department Volkswirtschaftlehre
Universität Bern

Bern, Switzerland
http://www-vwi.unibe.ch/
RePEc:edi:vwibech (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books Editorship

Working papers

  1. Klaus Neusser, 2018. "The New Keynesian Model with Stochastically Varying Policies," Diskussionsschriften dp1801, Universitaet Bern, Departement Volkswirtschaft.
  2. Klaus Neusser, 2017. "Time Varying Rational Expectations Models: Solutions, Stability, Numerical Implementation," Diskussionsschriften dp1701, Universitaet Bern, Departement Volkswirtschaft.
  3. Klaus Neusser, 2016. "A Topological View on the Identification of Structural Vector Autoregressions," Diskussionsschriften dp1604, Universitaet Bern, Departement Volkswirtschaft.
  4. Robert Aebi & Klaus Neusser & Peter Steiner, 2004. "Equilibrium Mobility," Diskussionsschriften dp0408, Universitaet Bern, Departement Volkswirtschaft.
  5. Klaus Neusser, 2004. "Externalities in U.S. Manufacturing," 2004 Meeting Papers 346, Society for Economic Dynamics.
  6. Manfred Deistler & Klaus Neusser, 2004. "Prognose uni- und multivariater Zeitreihen," Diskussionsschriften dp0401, Universitaet Bern, Departement Volkswirtschaft.
  7. Robert Aebi & Klaus Neusser & Peter Steiner, 2002. "A Large Deviation Approach to the Measurement of Mobility," Diskussionsschriften dp0220, Universitaet Bern, Departement Volkswirtschaft.
  8. Robert Aebi & Klaus Neusser & Peter Steiner, 1999. "Evaluating Theories of Income Dynamics: A Probabilistic Approach," Diskussionsschriften dp9905, Universitaet Bern, Departement Volkswirtschaft.
  9. Klaus NEUSSER, 1992. "Dynamics of Total Factor Productivities," Vienna Economics Papers vie9206, University of Vienna, Department of Economics.
  10. Klaus NEUSSER, 1991. "Savings, Social Security and Bequests in an OLG Model. A Simulation Exercise for Austria," Vienna Economics Papers vie9201, University of Vienna, Department of Economics.
  11. Peter KUGLER & Klaus NEUSSER, 1990. "International Real Interest Rate Equalization: A Multivariate Time Series Approach," Vienna Economics Papers vie9003, University of Vienna, Department of Economics.
  12. Peter Brandner & Klaus Neusser, 1990. "Business Cycles in Open Economies. Stylized Facts for Austria and Germany," WIFO Working Papers 40, WIFO.
  13. Klaus NEUSSER, 1990. "Testing the Long-Run Implications of the Neoclassical Growth Model," Vienna Economics Papers vie9002, University of Vienna, Department of Economics.
  14. Klaus NEUSSER, 1989. "Testing the Neoclassical Growth Model by Means of Cointegration," Vienna Economics Papers vie8903, University of Vienna, Department of Economics.
  15. Klaus NEUSSER, 1989. "Intertemporal Nonseparability, Liquidity Constraints, and Seasonality of Aggregate Consumer Expenditures: An Empirical Investigation," Vienna Economics Papers vie8901, University of Vienna, Department of Economics.

Articles

  1. Neusser, Klaus, 2019. "Time–varying rational expectations models," Journal of Economic Dynamics and Control, Elsevier, vol. 107(C), pages 1-1.
  2. Neusser, Klaus, 2016. "A topological view on the identification of structural vector autoregressions," Economics Letters, Elsevier, vol. 144(C), pages 107-111.
  3. Burren, Daniel & Neusser, Klaus, 2013. "The Role Of Sectoral Shifts In The Decline Of Real Gdp Volatility," Macroeconomic Dynamics, Cambridge University Press, vol. 17(3), pages 477-500, April.
  4. Daniel Burren & Klaus Neusser, 2010. "The decline in volatility of US GDP growth," Applied Economics Letters, Taylor & Francis Journals, vol. 17(16), pages 1625-1631.
  5. Stefan Leist & Klaus Neusser, 2010. "Measuring the Natural Output Level by DSGE Models: An Empirical Investigation for Switzerland," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 146(I), pages 275-300, March.
  6. Robert Aebi & Klaus Neusser & Peter Steiner, 2008. "Improving Models of Income Dynamics using Cross-Section-Information," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 144(II), pages 117-151, June.
  7. Neusser, Klaus, 2008. "Interdependencies of US manufacturing sectoral TFPs: A spatial VAR approach," Journal of Macroeconomics, Elsevier, vol. 30(3), pages 991-1004, September.
  8. Dellas, Harris & Fernandes, Ana & Neusser, Klaus, 2007. "On the equivalence of quantitative trade restrictions and tariffs," Economics Letters, Elsevier, vol. 96(3), pages 331-336, September.
  9. Robert Aebi & Klaus Neusser & Peter Steiner, 2006. "A Large Deviation Approach to the Measurement of Mobility," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 142(II), pages 195-222, June.
  10. Neusser, Klaus, 2001. "A Multisectoral Log-Linear Model of Economic Growth with Marshallian Externalities," Journal of Macroeconomics, Elsevier, vol. 23(4), pages 537-564, October.
  11. Neusser, Klaus, 2000. "An algebraic interpretation of cointegration," Economics Letters, Elsevier, vol. 67(3), pages 273-281, June.
  12. Klaus Neusser, 1999. "An investigation into a non-linear stochastic trend model," Empirical Economics, Springer, vol. 24(1), pages 135-153.
  13. Klaus Neusser & Maurice Kugler, 1998. "Manufacturing Growth And Financial Development: Evidence From Oecd Countries," The Review of Economics and Statistics, MIT Press, vol. 80(4), pages 638-646, November.
  14. Peter Brandner & Klaus Neusser, 1994. "Business cycles in open economies: A reply," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 130(3), pages 630-633, September.
  15. Klaus Neusser, 1993. "Savings, social security, and bequests in an OLG model. A simulation exercise for Austria," Journal of Economics, Springer, vol. 7(1), pages 133-155, December.
  16. Kugler, Peter & Neusser, K, 1993. "International Real Interest Rate Equalization: A Multivariate Time-Series Approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 8(2), pages 163-174, April-Jun.
  17. Klaus Neusser, 1993. "Dynamics of Total Factor Productivities," Revue Économique, Programme National Persée, vol. 44(2), pages 389-418.
  18. Peter Brandner & Klaus Neusser, 1992. "Business cycles in open economies: Stylized facts for Austria and Germany," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 128(1), pages 67-87, March.
  19. Neusser, Klaus, 1992. "Intertemporal Nonseparability, Liquidity Constraints, and Seasonality of Aggregate Consumer Expenditures: An Empirical Investigation," Empirical Economics, Springer, vol. 17(3), pages 363-382.
  20. Neusser, Klaus, 1991. "Testing the long-run implications of the neoclassical growth model," Journal of Monetary Economics, Elsevier, vol. 27(1), pages 3-37, February.
  21. Kunst, Robert & Neusser, Klaus, 1990. "Cointegration in a Macroeconomic System," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 5(4), pages 351-365, Oct.-Dec..
  22. Kunst, Robert & Neusser, Klaus, 1986. "A forecasting comparison of some var techniques," International Journal of Forecasting, Elsevier, vol. 2(4), pages 447-456.
  23. Neusser, Klaus, 1985. "Multiple partial adjustment of portfolios under rational expectations," Economics Letters, Elsevier, vol. 19(4), pages 373-376.

Chapters

  1. Klaus Neusser, 2016. "Forecasting Stationary Processes," Springer Texts in Business and Economics, in: Time Series Econometrics, chapter 3, pages 45-66, Springer.
  2. Klaus Neusser, 2016. "Cointegration," Springer Texts in Business and Economics, in: Time Series Econometrics, chapter 16, pages 295-324, Springer.
  3. Klaus Neusser, 2016. "Estimation of Vector Autoregressive Models," Springer Texts in Business and Economics, in: Time Series Econometrics, chapter 13, pages 225-239, Springer.
  4. Klaus Neusser, 2016. "Estimation of the Mean and the Autocorrelation Function," Springer Texts in Business and Economics, in: Time Series Econometrics, chapter 4, pages 67-85, Springer.
  5. Klaus Neusser, 2016. "Introduction," Springer Texts in Business and Economics, in: Time Series Econometrics, chapter 9, pages 197-199, Springer.
  6. Klaus Neusser, 2016. "Stationary Time Series Models: Vector Autoregressive Moving-Average Processes (VARMA Processes)," Springer Texts in Business and Economics, in: Time Series Econometrics, chapter 12, pages 215-224, Springer.
  7. Klaus Neusser, 2016. "State-Space Models and the Kalman Filter," Springer Texts in Business and Economics, in: Time Series Econometrics, chapter 17, pages 325-352, Springer.
  8. Klaus Neusser, 2016. "Estimation of ARMA Models," Springer Texts in Business and Economics, in: Time Series Econometrics, chapter 5, pages 87-108, Springer.
  9. Klaus Neusser, 2016. "Forecasting with VAR Models," Springer Texts in Business and Economics, in: Time Series Econometrics, chapter 14, pages 241-253, Springer.
  10. Klaus Neusser, 2016. "Introduction and Basic Theoretical Concepts," Springer Texts in Business and Economics, in: Time Series Econometrics, chapter 1, pages 3-24, Springer.
  11. Klaus Neusser, 2016. "Spectral Analysis and Linear Filters," Springer Texts in Business and Economics, in: Time Series Econometrics, chapter 6, pages 109-132, Springer.
  12. Klaus Neusser, 2016. "Estimation of Mean and Covariance Function," Springer Texts in Business and Economics, in: Time Series Econometrics, chapter 11, pages 207-214, Springer.
  13. Klaus Neusser, 2016. "Interpretation and Identification of VAR Models," Springer Texts in Business and Economics, in: Time Series Econometrics, chapter 15, pages 255-294, Springer.
  14. Klaus Neusser, 2016. "Generalizations of Linear Time Series Models," Springer Texts in Business and Economics, in: Time Series Econometrics, chapter 18, pages 353-367, Springer.
  15. Klaus Neusser, 2016. "Definitions and Stationarity," Springer Texts in Business and Economics, in: Time Series Econometrics, chapter 10, pages 201-206, Springer.
  16. Klaus Neusser, 2016. "Autoregressive Moving-Average Models," Springer Texts in Business and Economics, in: Time Series Econometrics, chapter 2, pages 25-44, Springer.
  17. Klaus Neusser, 2016. "Integrated Processes," Springer Texts in Business and Economics, in: Time Series Econometrics, chapter 7, pages 133-165, Springer.
  18. Klaus Neusser, 2016. "Models of Volatility," Springer Texts in Business and Economics, in: Time Series Econometrics, chapter 8, pages 167-193, Springer.

Books

  1. Klaus Neusser, 2016. "Time Series Econometrics," Springer Texts in Business and Economics, Springer, number 978-3-319-32862-1, December.

Editorship

  1. Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES).

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Record of graduates

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 4 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 (2) 2006-03-11 2016-04-09
  2. NEP-ORE: Operations Research (2) 2017-12-03 2018-05-14
  3. NEP-UPT: Utility Models and Prospect Theory (2) 2017-12-03 2018-05-14
  4. NEP-DGE: Dynamic General Equilibrium (1) 2018-05-14
  5. NEP-ETS: Econometric Time Series (1) 2016-04-09
  6. NEP-MAC: Macroeconomics (1) 2018-05-14

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