Uwe Hassler

Goethe University Frankfurt - Faculty of Economics and Business Administration

Theodor-W.-Adorno-Platz 4

Frankfurt am Main, D-60323

Germany

SCHOLARLY PAPERS

17

DOWNLOADS

518

SSRN CITATIONS
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Top 28,820

in Total Papers Citations

3

CROSSREF CITATIONS

28

Scholarly Papers (17)

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 184 (209,021)
Citation 5

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

2.

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 62 (440,423)

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

3.

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 62 (440,423)

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

4.

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 54 (469,947)

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

5.

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 38 (540,901)

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Long memory; persistence; fractional integration

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 28 (596,293)

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Nonstationarity, fractional integration

7.

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 (622,568)

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

8.

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 23 (629,428)
Citation 1

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cumulating, skip sampling, difference-stationarity, seasonal differences

9.

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

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 16 (679,555)

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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 (718,397)
Citation 1
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11.

Seasonal Unit Root Tests Under Structural Breaks

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
Downloads 10 (726,194)
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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
Downloads 3 (781,288)
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14.

Harmonically Weighted Processes

Journal of Time Series Analysis, Vol. 41, Issue 1, pp. 41-66, 2020
Number of pages: 26 Posted: 29 May 2020
Uwe Hassler and Mehdi Hosseinkouchack
Goethe University Frankfurt - Faculty of Economics and Business Administration and Goethe University Frankfurt - Faculty of Economics and Business Administration
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Long memory, persistence, fractional integration, inflation

15.

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

16.

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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Citation 1
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Cumulating, skip sampling, mixed aggregation, low‐frequency regression coefficient, coherency, phase, difference stationarity, aliasing

17.

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

Posted: 15 Mar 1999
Uwe Hassler
Goethe University Frankfurt - Faculty of Economics and Business Administration

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