Uwe Hassler

Goethe University Frankfurt - Faculty of Economics and Business Administration

Theodor-W.-Adorno-Platz 4

Frankfurt am Main, D-60323

Germany

SCHOLARLY PAPERS

16

DOWNLOADS

456

SSRN CITATIONS
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Top 25,786

in Total Papers Citations

1

CROSSREF CITATIONS

28

Scholarly Papers (16)

1.

Detecting Multiple Breaks in Long Memory: The Case of U.S. inflation

Number of pages: 42 Posted: 05 Aug 2009 Last Revised: 25 Oct 2011
Uwe Hassler and Barbara Meller
Goethe University Frankfurt - Faculty of Economics and Business Administration and Deutsche Bundesbank
Downloads 181 (174,634)
Citation 4

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Long Memory, break in persistence, unknown break point, Inflation Dynamics

2.

New Panel Evidence on International Interest Rate Linkage

Number of pages: 19 Posted: 30 Dec 2012
Uwe Hassler and Verena Werkmann
Goethe University Frankfurt - Faculty of Economics and Business Administration and Goethe University Frankfurt - Faculty of Economics and Business Administration
Downloads 61 (370,608)

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Panel Unit Root Test, Uncovered Interest Rate Parity, Combination of p-values

3.

Ratio Tests under Limiting Normality

Number of pages: 30 Posted: 19 Feb 2015 Last Revised: 27 Aug 2015
Uwe Hassler and Mehdi Hosseinkouchack
Goethe University Frankfurt - Faculty of Economics and Business Administration and Goethe University Frankfurt - Faculty of Economics and Business Administration
Downloads 58 (379,752)

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Likelihood ratio, variance ratio, scale-invariance, local alternatives, asymptotic power

4.

Harmonically Weighted Processes: The Case of U.S. Inflation

Number of pages: 29 Posted: 10 Jan 2018
Uwe Hassler and Mehdi Hosseinkouchack
Goethe University Frankfurt - Faculty of Economics and Business Administration and Goethe University Frankfurt - Faculty of Economics and Business Administration
Downloads 33 (474,794)

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Long memory; persistence; fractional integration

5.

Panel Cointegration Testing in the Presence of Linear Time Trends

Number of pages: 29 Posted: 06 Dec 2014
Uwe Hassler and Mehdi Hosseinkouchack
Goethe University Frankfurt - Faculty of Economics and Business Administration and Goethe University Frankfurt - Faculty of Economics and Business Administration
Downloads 24 (522,261)

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Single-equations, large N asymptotics, integrated series with drift

6.

Discontinuity of Fully Extended (Local) Whittle Estimation

Number of pages: 16 Posted: 12 Feb 2018
Ying Lun Cheung and Uwe Hassler
Goethe University Frankfurt and Goethe University Frankfurt - Faculty of Economics and Business Administration
Downloads 22 (534,191)

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Nonstationarity, fractional integration

7.

Persistence under Temporal Aggregation and Differencing

Number of pages: 22 Posted: 10 Feb 2014
Uwe Hassler
Goethe University Frankfurt - Faculty of Economics and Business Administration
Downloads 22 (534,191)
Citation 1

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cumulating, skip sampling, difference-stationarity, seasonal differences

8.

Sample Quantiles for Ordinal Data

Number of pages: 13 Posted: 02 Sep 2018
Uwe Hassler
Goethe University Frankfurt - Faculty of Economics and Business Administration
Downloads 16 (571,076)

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Likert Response Format, Interpolated Quantiles, Invariance Under Strictly Monotonous Transformations

9.

Detecting Multiple Breaks in Long Memory: The Case of Us Inflation

Bundesbank Series 1 Discussion Paper No. 2011,26
Number of pages: 56 Posted: 08 Jun 2016
Uwe Hassler and Barbara Meller
Goethe University Frankfurt - Faculty of Economics and Business Administration and Deutsche Bundesbank
Downloads 12 (597,230)

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Fractional integration, break in persistence, unknown break point, inflation dynamics

10.

Combining Significance of Correlated Statistics with Application to Panel Data

Oxford Bulletin of Economics and Statistics, Vol. 68, No. 5, pp. 647-663, October 2006
Number of pages: 17 Posted: 17 Sep 2006
Goethe University Frankfurt - Faculty of Economics and Business Administration, Goethe University Frankfurt - Faculty of Economics and Business Administration and Goethe University Frankfurt - Faculty of Economics and Business Administration
Downloads 11 (603,802)
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11.

Seasonal Unit Root Tests Under Structural Breaks

Journal of Time Series Analysis, Vol. 25, No. 1, pp. 33-53, January 2004
Number of pages: 21 Posted: 26 Apr 2004
Uwe Hassler and Paulo M.M. Rodrigues
Goethe University Frankfurt - Faculty of Economics and Business Administration and Banco de Portugal
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12.

Fractional Cointegration in the Presence of Linear Trends

Journal of Time Series Analysis, Vol. 29, Issue 6, pp. 1088-1103, November 2008
Number of pages: 16 Posted: 27 Oct 2008
Uwe Hassler, Francesc Marmol and Carlos Velasco
Goethe University Frankfurt - Faculty of Economics and Business Administration, Universidad Carlos III de Madrid - Department of Economics and Universidad Carlos III de Madrid - Department of Economics
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13.

On Critical Values of Tests Against a Change in Persistence

Oxford Bulletin of Economics and Statistics, Vol. 70, Issue 5, pp. 705-710, October 2008
Number of pages: 6 Posted: 16 Sep 2008
Uwe Hassler and Jan Scheithauer
Goethe University Frankfurt - Faculty of Economics and Business Administration and Deutsche Bundesbank - Economics Department
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14.

Powerful Unit Root Tests Free of Nuisance Parameters

Journal of Time Series Analysis, Vol. 37, Issue 4, pp. 533-554, 2016
Number of pages: 22 Posted: 09 Jun 2016
Mehdi Hosseinkouchack and Uwe Hassler
Goethe University Frankfurt - Faculty of Economics and Business Administration and Goethe University Frankfurt - Faculty of Economics and Business Administration
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Variance ratio, tuning parameter free, local‐to‐unity, Karhunen–Loève. JEL. C12

15.

Effect of Temporal Aggregation on Multiple Time Series in the Frequency Domain

Journal of Time Series Analysis, Vol. 34, Issue 5, pp. 562-573, 2013
Number of pages: 12 Posted: 24 Aug 2013
Uwe Hassler
Goethe University Frankfurt - Faculty of Economics and Business Administration
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Cumulating, skip sampling, mixed aggregation, low‐frequency regression coefficient, coherency, phase, difference stationarity, aliasing

16.

(When) Should Cointegrating Regressions Be Detrended? The Case of a German Money Demand Function

Empirical Economics, Vol. 24, No. 1, 1999
Posted: 15 Mar 1999
Uwe Hassler
Goethe University Frankfurt - Faculty of Economics and Business Administration

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