Authors | Prof. Dr. Uwe Hassler

Faculty of Economics and Business Administration Publications Database

Author

Prof. Dr. Uwe Hassler

Department

Applied Econometrics and International Economic Policy

Chair

Chair of Statistics and Econometric Methods

Academic / Professional Positions

Since 2003: Professor, Goethe University Frankfurt, Germany
2002 - 2003: Associate Professor, TU Darmstadt, Germany
1999 - 2000: Visiting Professor, Öudwigs-Maximilians-University Munich, Germany
1999: Visiting Professor, Universidad Carlos III de Madrid, Spain
1994 - 2001: Assistant Professor, Freie Universität (FU) Berlin, Germany

Education

1998: Habilitation, Freie Universität (FU) Berlin, Thesis: Regressionen trendbehafteter Zeitreihen in der Ökonometrie
1993: Dr. rer. pol., Freie Universität Berlin, Germany, Thesis: Fraktional integrierte Prozesse in der Ökonometrie – Mit einer empirischen Analyse von Inflations- und Zinsdaten
1989: Diplom in Economics, Freie Universität (FU) Berlin, Germany

Research Interests

Econometrics of nonstationary time series (cointegration)
Inflation and interest rate dynamics
Univariate time series analysis (e.g. long memory, seasonality)
Structural breaks
Nonstationary panels
Measurement errors
Model selection

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Author Publications

Panel Cointegration Testing in the Presence of Linear Time Trends Econometrics	2016	Hassler, Uwe Hassler, Uwe Hosseinkouchack, Mehdi Hosseinkouchack, Mehdi
Powerful Unit Root Tests Free of Nuisance Parameters Journal of Time Series Analysis	2016	Hosseinkouchack, Mehdi Hosseinkouchack, Mehdi Hassler, Uwe Hassler, Uwe
Distribution of the Durbin–Watson Statistic in Near Integrated Processes Springer International Publishing	2015	Hassler, Uwe Hassler, Uwe Hosseinkouchack, Mehdi Hosseinkouchack, Mehdi
Effect of the order of fractional integration on impulse responses Economics Letters	2014	Hassler, Uwe Hassler, Uwe Hosseinkouchack, Mehdi Hosseinkouchack, Mehdi
Persistence in the banking industry: Fractional integration and breaks in memory Journal of Empirical Finance	2014	Hassler, Uwe Hassler, Uwe Rodrigues, Paulo M.M. Rubia, Antonio
Multiple Comparisons and Joint Significance in Panel Unit Root Testing with Evidence on International Interest Rate Linkage Journal of Economics and Statistics	2013	Hassler, Uwe Hassler, Uwe Werkmann, Verena
Semiparametric Inference and Bandwidth Choice under Long Memory: Experimental Evidence Journal of the Turkish Statistical Association	2013	Hassler, Uwe Hassler, Uwe Olivares, Maya
Effect of Temporal Aggregation on Multiple Time Series in the Frequency Domain Journal of Time Series Analysis	2013	Hassler, Uwe Hassler, Uwe
Asymptotic Behavior of Temporal Aggregates in the Frequency Domain Journal of Time Series Econometrics	2013	Hassler, Uwe Hassler, Uwe Tsai, Henghsiu
Detecting Multiple Breaks in Long Memory the Case of U.S. Inflation Empirical Economics	2013	Hassler, Uwe Hassler, Uwe Meller, Barbara
Impulse Responses of Antipersistent Processes Economics Letters	2012	Hassler, Uwe Hassler, Uwe
Estimation of Fractional Integration under Temporal Aggregation Journal of Econometrics Selected	2011	Hassler, Uwe Hassler, Uwe
Asymptotic Normal Tests for Integration in Panels with Cross-Dependent Units AStA: Advances in Statistical Analysis	2011	Hassler, Uwe Hassler, Uwe Demetrescu, Matei Tarcolea, Adina I.
Detecting Changes from Short to Long Memory Statistical Papers	2011	Hassler, Uwe Hassler, Uwe Scheithauer, Jan
Pitfalls of Post-Model-Selection Testing: Experimental Quantification Empirical Economics	2011	Demetrescu, Matei Hassler, Uwe Hassler, Uwe Kuzin, Vladimir
Impulse Responses of Fractionally Integrated Processes with Long Memory Econometric Theory Selected	2010	Hassler, Uwe Hassler, Uwe Kokoszka, Piotr
Testing for Stationarity in Large Panels with Cross-Dependence, and US Evidence on Unit Labor Cost Journal of Applied Statistics	2010	Demetrescu, Matei Hassler, Uwe Hassler, Uwe Tarcolea, Adina I.
Testing Regression Coefficients after Model Selection through Sign Restrictions Economics Letters	2010	Hassler, Uwe Hassler, Uwe
Testing for General Fractional Integration in the Time Domain Econometric Theory Selected	2009	Hassler, Uwe Hassler, Uwe Rodrigues, Paulo M.M. Rubia, Antonio
Cointegration Analysis under Measurement Errors Advances in Econometrics	2009	Hassler, Uwe Hassler, Uwe Kuzin, Vladimir
Hysteresis in Unemployment Rates? A Comparison between Germany and the US. Jahrbücher für Nationalökonomie und Statistik / Journal of Economics and Statistics	2009	Hassler, Uwe Hassler, Uwe Wolters, Jürgen
Long Memory Testing in the Time Domain Econometric Theory Selected	2008	Demetrescu, Matei Kuzin, Vladimir Hassler, Uwe Hassler, Uwe
D. N. DeJong and C. Dave: Structural Macroeconometrics Jahrbücher für Nationalökonomie und Statistik / Journal of Economics and Statistics	2008	Hassler, Uwe Hassler, Uwe
Fractional Cointegration in the Presence of Linear Trends Journal of Time Series Analysis	2008	Hassler, Uwe Hassler, Uwe Marmol, Francesc Velasco, Carlos
Long-Run Relationships between Labor and Capital: Indirect Evidence on the Elasticity of Substitution: Comment Journal of Macroeconomics	2008	Hassler, Uwe Hassler, Uwe
On Critical Values of Tests against a Change in Persistence Oxford Bulletin of Economics and Statistics	2008	Hassler, Uwe Hassler, Uwe Scheithauer, Jan
On the Persistence of the Eonia Spread Economics Letters	2008	Hassler, Uwe Hassler, Uwe Nautz, Dieter
Effect of Neglected Deterministic Seasonality on Unit Root Tests Statistical Papers	2007	Demetrescu, Matei Hassler, Uwe Hassler, Uwe
Multicointegration under Measurement Errors Economics Letters	2007	Hassler, Uwe Hassler, Uwe
Residual log-periodogram inference for long-run relationships Journal of Econometrics Selected	2006	Hassler, Uwe Hassler, Uwe Marmol, Francesc Velasco, Carlos
A Residual-Based LM-Type Test against Fractional Cointegration Econometric Theory Selected	2006	Hassler, Uwe Hassler, Uwe Breitung, Jörg
A Note on Phillips-Perron-Type Statistics for Cointegration Testing Economics Bulletin	2006	Hassler, Uwe Hassler, Uwe
Autoregressive Distributed Lag Models and Cointegration AStA: Advances in Statistical Analysis	2006	Hassler, Uwe Hassler, Uwe Wolters, Jürgen
Combining Significance of Correlated Statistics with Application to Panel Data Oxford Bulletin of Economics and Statistics	2006	Demetrescu, Matei Hassler, Uwe Hassler, Uwe Tarcolea, Adina I.
Unit Root Testing AStA: Advances in Statistical Analysis	2006	Wolters, Jürgen Hassler, Uwe Hassler, Uwe
Combining Multi-country Evidence on Unit Roots: The Case of Long-Term Interest Rates Applied Economics Quarterly	2005	Hassler, Uwe Hassler, Uwe Tarcolea, Adina I.
Spurious Persistence and Unit Roots Due to Seasonal Differencing: The Case of Inflation Rates Jahrbücher für Nationalökonomie und Statistik / Journal of Economics and Statistics	2005	Hassler, Uwe Hassler, Uwe Demetrescu, Matei
Seasonal Unit Root Tests under Structural Breaks Journal of Time Series Analysis	2004	Hassler, Uwe Hassler, Uwe Rodrigues, Paulo M.M.
Time-Varying Volatility and Non-stationary Time Series - A Contribution to the Nobel Prize for Robert F. Engle and Clive W. J. Granger Journal of European Economy	2004	Hassler, Uwe Hassler, Uwe
Inflation-Unemployment Tradeoff and Regional Labor Market Data Empirical Economics	2003	Hassler, Uwe Hassler, Uwe Neugart, Michael
Nonsense Correlation and Biased Correlation due to Heterogeneous Samples Journal of the Royal Statistical Society. Series D: Econometric Journal	2003	Hassler, Uwe Hassler, Uwe Thadewald, Thorsten
Nonsense Regressions Due to Neglected Time-Varying Means Statistical Papers	2003	Hassler, Uwe Hassler, Uwe
Inference on the Cointegration Rank in Fractionally Integrated Processes Journal of Econometrics Selected	2002	Breitung, Jörg Hassler, Uwe Hassler, Uwe
Dickey-Fuller Cointegration Tests in the Presence of Regime Shifts at Known Time AStA: Advances in Statistical Analysis	2002	Hassler, Uwe Hassler, Uwe
The Effect of Linear Time Trends on Residual-Based Tests for the Null of Cointegration Journal of Time Series Analysis	2001	Hassler, Uwe Hassler, Uwe
Wealth and Consumption: A Multicointegrated Model for the Unified Germany Jahrbücher für Nationalökonomie und Statistik / Journal of Economics and Statistics	2001	Hassler, Uwe Hassler, Uwe
The KPSS Test for Cointegration in Case of Bivariate Regressions with Linear Trends Econometric Theory Selected	2000	Hassler, Uwe Hassler, Uwe
Cointegration Testing in Single Error-Correction Equations in the Presence of Linear Time Trends Oxford Bulletin of Economics and Statistics	2000	Hassler, Uwe Hassler, Uwe
Simple Regressions in the Presence of Linear Time Trends Journal of Time Series Analysis	2000	Hassler, Uwe Hassler, Uwe
(When) Should Cointegrating Regressions be Detrended? The Case of a German Money Demand Function Empirical Economics	1999	Hassler, Uwe Hassler, Uwe
A Note on Correlation in Regressions without Cointegration Jahrbücher für Nationalökonomie und Statistik / Journal of Economics and Statistics	1998	Hassler, Uwe Hassler, Uwe
A Note on Spurious Seasonality When Time Series Have Linear Trends IFO-Studien: Zeitschrift für empirische Wirtschaftsforschung	1998	Hassler, Uwe Hassler, Uwe Nautz, Dieter
Die Zinsstruktur am deutschen Interbanken-Geldmarkt: Eine empirische Analyse fur das vereinigte Deutschland. (The Term Structure in the German Interbank Money Market: An Empirical Analysis for the Unified Germany) CESifo Economic Studies	1998	Hassler, Uwe Hassler, Uwe Wolters, Jürgen
Limiting Efficiency of OLS vs. GLS When Regressors Are Fractionally Integrated Economics Letters	1998	Hassler, Uwe Hassler, Uwe Krämer, Walter
The Link between German Short- and Long-term Interest Rates: Some Evidence against a Term Structure Oriented Monetary Policy Jahrbücher für Nationalökonomie und Statistik / Journal of Economics and Statistics	1998	Hassler, Uwe Hassler, Uwe Nautz, Dieter
On the Effect of Seasonal Adjustment on the Log-Periodogram Regression Economics Letters	1997	Hassler, Uwe Hassler, Uwe Ooms, Marius
Sample Autocorrelations of Nonstationary Fractionally Integrated Series Statistical Papers	1997	Hassler, Uwe Hassler, Uwe
Reasonable Spurious Regression Econometric Theory Selected	1996	Hassler, Uwe Hassler, Uwe
Nonsense Correlation between Time Series with Linear Trends AStA: Advances in Statistical Analysis	1996	Hassler, Uwe Hassler, Uwe
Spurious Regressions When Stationary Regressors Are Included Economics Letters	1996	Hassler, Uwe Hassler, Uwe
Long Memory in Inflation Rates: International Evidence Journal of Business & Economic Statistics Selected	1995	Hassler, Uwe Hassler, Uwe Wolters, Jürgen
The Periodogram Regression: Correction and Comments Communications in Statistics. Theory and Methods	1995	Hassler, Uwe Hassler, Uwe
(Mis)Specification of Long Memory in Seasonal Time Series Journal of Time Series Analysis	1994	Hassler, Uwe Hassler, Uwe
On the Power of Unit Root Tests Against Fractional Alternatives Economics Letters	1994	Hassler, Uwe Hassler, Uwe Wolters, Jürgen
The Sample Autocorrelation Function of I(1) Processes Statistical Papers	1994	Hassler, Uwe Hassler, Uwe
Regression of Spectral Estimators with Fractionally Integrated Time Series Journal of Time Series Analysis	1993	Hassler, Uwe Hassler, Uwe
Unit Root Testing: The Autoregressive Approach in Comparison with the Periodogramm Statistical Papers	1993	Hassler, Uwe Hassler, Uwe

Contact

Goethe University Frankfurt
Faculty of Economics and Business Administration

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