Karsten Schweikert

University of Hohenheim

Schloss 1C

Stuttgart, 70593

Germany

SCHOLARLY PAPERS

9

DOWNLOADS

919

SSRN CITATIONS
Rank 36,144

SSRN RANKINGS

Top 36,144

in Total Papers Citations

29

CROSSREF CITATIONS

0

Scholarly Papers (9)

1.

Multiple Structural Breaks in Cointegrating Regressions: A Model Selection Approach

Number of pages: 49 Posted: 05 Dec 2019
Alexander Schmidt and Karsten Schweikert
Normative and University of Hohenheim
Downloads 156 (356,394)

Abstract:

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Adaptive lasso, Cointegration, Penalized estimation, Purchasing power parity, Structural breaks

2.

Spatial Panel Count Data: Modeling and Forecasting of Urban Crimes

Number of pages: 31 Posted: 15 Nov 2020 Last Revised: 21 Mar 2021
Stephanie Glaser, Robert Jung and Karsten Schweikert
affiliation not provided to SSRN, University of Hohenheim - Institute of Economics and University of Hohenheim
Downloads 154 (360,119)

Abstract:

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count data, spatial panel models, fixed effects, predictive modeling

3.

Flight to Quality - Gold Mining Shares versus Gold Bullion

Journal of International Financial Markets, Institutions and Money, Forthcoming
Number of pages: 50 Posted: 02 Dec 2019 Last Revised: 16 Feb 2021
Dirk G. Baur, Philipp Prange and Karsten Schweikert
University of Western Australia - Business School, Zeppelin University and University of Hohenheim
Downloads 110 (467,060)
Citation 1

Abstract:

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gold, safe haven, flight to quality, gold mining, financial shocks

4.

A Note on Adaptive Group Lasso for Structural Break Time Series

Number of pages: 32 Posted: 25 Nov 2019 Last Revised: 31 Mar 2020
Simon Behrendt and Karsten Schweikert
Zeppelin University and University of Hohenheim
Downloads 110 (467,060)
Citation 17

Abstract:

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change-points, model selection, nonstationary autoregressive process, structural breaks

5.

Detecting a Copycat Effect in School Shootings Using Spatio-Temporal Panel Count Models

Contemporary Economic Policy
Number of pages: 40 Posted: 26 May 2020 Last Revised: 22 Apr 2021
Karsten Schweikert, Manuel Huth and Mark Gius
University of Hohenheim, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 106 (479,745)

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Criminology, gun control, linear feedback model, state-level

6.

Price Effects of the Austrian Fuel Price Fixing Act: A Synthetic Control Study

CESifo Working Paper No. 8819
Number of pages: 45 Posted: 20 Jan 2021
Maike Becker, Gregor Pfeifer and Karsten Schweikert
University of Hohenheim, The University of Sydney and University of Hohenheim
Downloads 92 (527,545)
Citation 2

Abstract:

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7.

Price Discovery in Equity Markets: A State-Dependent Analysis of Spot and Futures Markets

Number of pages: 38 Posted: 24 Oct 2022 Last Revised: 11 Feb 2023
Konstantin Kuck and Karsten Schweikert
University of Hohenheim - Institute for Economics (520K) - Department of Econometrics and Statistics and University of Hohenheim
Downloads 85 (554,255)

Abstract:

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Cointegration, High-frequency, Markov-switching, Volatility, Index price formation

8.

Nowcasting Macroeconomic Variables with a Sparse Mixed Frequency Dynamic Factor Model

Number of pages: 45 Posted: 19 Mar 2024
Domenic Franjic and Karsten Schweikert
University of Hohenheim - Institute of Economics and University of Hohenheim
Downloads 65 (643,691)

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Sparse principal components, Regularisation, High-dimensional, Kalman filter smoother

9.

Integrated Variance Estimation for Assets Traded in Multiple Venues

Number of pages: 46 Posted: 24 Oct 2022 Last Revised: 04 Mar 2024
Gustavo Fruet Dias and Karsten Schweikert
University of East Anglia (UEA) - School of Economics and University of Hohenheim
Downloads 41 (789,365)

Abstract:

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High-frequency data, Cointegration, Market microstructure, Ornstein-Uhlenbeck process, Realized variance; Realized kernel estimators, Price discovery