← All authors Karsten Schweikert University of Hohenheim (from arXiv:2201.05430, 2022) · ORCID · OpenAlex
27 papers in scope · 27 published · 2 on the econ.EM arXiv · 233 citations · h-index 8 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Pierre Perrón Ulrike Schneider Karsten Reichold Thilo Reinschlüssel Martin C. Arnold Alessandro Casini Tatsushi Oka Taosong Deng Lorenzo Trapani Leopoldo Catania Federico Belotti Zhentao Shi Lajos Horváth Ji Hyung Lee Luca Mattia Rolla B. Cooper Boniece Fabrizio Ghezzi Eduardo Rossi Anton Skrobotov Zijian Zeng Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (2 of 27)
Coherent Forecasting of Realized Volatility
published 2026 · Journal of Forecasting · first circulated 2025
Asymptotic inference for Hasbrouck information shares
published 2025 · Economics Letters · 1 citations
Multiple Structural Breaks in Vector Error Correction Models
published 2025 · Studies in Nonlinear Dynamics and Econometrics · 1 citations
with Domenic Franjic, Markus Mößler, Markus Moessler
published 2025 · Oxford Bulletin of Economics and Statistics · 2 citations · first circulated 2022
Predictor Preselection for Mixed‐Frequency Dynamic Factor Models: A Simulation Study With an Empirical Application to GDP Nowcasting
published 2024 · Journal of Forecasting · 3 citations
with Domenic Franjic
Information shares for markets with partially overlapping trading hours
published 2023 · Journal of Banking & Finance · 5 citations
Price discovery in equity markets: A state-dependent analysis of spot and futures markets
published 2023 · Journal of Banking & Finance · 3 citations · first circulated 2022
with Konstantin Kuck
Spatial panel count data: modeling and forecasting of urban crimes
published 2022 · Journal of Spatial Econometrics · 11 citations · first circulated 2020
with Stephanie Glaser, Robert C. Jung
Integrated Variance Estimation for Assets Traded in Multiple Venues
published 2022 · Journal of Econometrics · 1 citations
with Gustavo Fruet Dias
Investigating the environmental Kuznets curve between economic growth and chemical fertilizer surpluses in China: a provincial panel cointegration approach
published 2021 · Environmental Science and Pollution Research · 12 citations
with Xiao-Min Yu, Reiner Doluschitz
published 2021 · Journal of Time Series Analysis · 2 citations · first circulated 2020
Detecting a copycat effect in school shootings using spatio‐temporal panel count models
published 2021 · Contemporary Economic Policy · 3 citations · first circulated 2020
with Manuel Huth, Mark Gius
Multiple structural breaks in cointegrating regressions: a model selection approach
published 2021 · Studies in Nonlinear Dynamics and Econometrics · 5 citations · first circulated 2019
with Alexander R. Schmidt
Price Effects of the Austrian Fuel Price Fixing Act: A Synthetic Control Study
published 2021 · Energy Economics · 2 citations
with Maike Becker, Gregor Pfeifer
A Comparison of Different Data-driven Procedures to Determine the Bunching Window
published 2021 · Public Finance Review · 2 citations
with Vincent Dekker
Flight to quality – Gold mining shares versus gold bullion
published 2021 · Journal of International Financial Markets Institutions and Money · 15 citations · first circulated 2019
with Dirk G. Baur, Philipp Prange
Forecasting Baden‐Württemberg's GDP growth: MIDAS regressions versus dynamic mixed‐frequency factor models
published 2020 · Journal of Forecasting · 15 citations
with Konstantin Kuck
A Note on Adaptive Group Lasso for Structural Break Time Series
published 2020 · Econometrics and Statistics · 13 citations · first circulated 2019
with Simon Behrendt
The trisaccharide melezitose impacts honey bees and their intestinal microbiota
published 2020 · PLoS ONE · 32 citations
with Victoria Seeburger, Paul D’Alvise, Basel Shaaban, Gertrud Lohaus, Annette Schroeder, Martin Hasselmann
Price Regulations and Price Adjustment Dynamics: Evidence from the Austrian Retail Fuel Market
published 2020 · Journal of Transport Economics and Policy · 6 citations
with Evanthia Fasoula
Bootstrap Confidence Intervals and Hypothesis Testing for Market Information Shares
published 2019 · Journal of Financial Econometrics · 8 citations
Testing for cointegration with threshold adjustment in the presence of structural breaks
published 2019 · Studies in Nonlinear Dynamics and Econometrics · 7 citations · first circulated 2018
On the Validity of Tests for Asymmetry in Residual-Based Threshold Cointegration Models
published 2019 · Econometrics · 2 citations
with Karl-Heinz Schild
Asymmetric price transmission in the US and German fuel markets: a quantile autoregression approach
published 2017 · Empirical Economics · 5 citations
Are gold and silver cointegrated? New evidence from quantile cointegrating regressions
published 2017 · Journal of Banking & Finance · 33 citations
A Markov regime-switching model of crude oil market integration
published 2017 · Journal of commodity markets · 37 citations
with Konstantin Kuck
Asymmetric over-and undershooting of major exchange rates: Evidence from quantile regressions
published 2014 · Economics Letters · 7 citations
with Konstantin Kuck, Robert Maderitsch
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
Built from arXiv and OpenAlex. Supported by UKRI grant APP47921 (Martin Weidner, UCL · Francis J. DiTraglia, Oxford).