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Marián Vávra - Central bank research hub

Papers by year: All | 2018 | 2017 | 2016

Bootstrap Assisted Tests of Symmetry for Dependent Data

by Zacharias Psaradakis and Marián Vávra

National Bank of Slovakia Working Papers (Paper: WP 5/2018, 01.10.2018)

JEL: C12, C15, C22
Assessing Distributional Properties of Forecast Errors

by Marián Vávra

National Bank of Slovakia Working Papers (Paper: WP 3/2018, 01.03.2018)

JEL: C12, C15, C22, C53
Normality Tests for Dependent Data

by Zacharias Psaradakis and Marián Vávra

National Bank of Slovakia Working Papers (Paper: WP 12/2017, 01.12.2017)

JEL: C12, C15, C32
Testing the Validity of Assumptions of UC-ARIMA Models for Trend-Cycle Decompositions

by Marián Vávra

National Bank of Slovakia Working Papers (Paper: WP 4/2016, 01.09.2016)

JEL: C12, C22, E32
Portmanteau Tests for Linearity of Stationary Time Series

by Zacharias Psaradakis and Marián Vávra

National Bank of Slovakia Working Papers (Paper: WP 1/2016, 01.05.2016)

JEL: C12, C22, C52
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