Vávra Marián
2024
VÁVRA, Marián. 2024. A Growth-at-Risk Model in Slovakia. Working Paper NBS 7/2024. 22 pages.
2019
VÁVRA, Marián. 2019. On statistical measures of underlying inflation. Discussion Note NBS 65.
2018
VÁVRA, Marián. 2018. Putting new fan-charts into use. Discussion Note NBS 57.
2015
VÁVRA, Marián. 2015. On a Bootstrap: Test for Forecast Evaluations. Working Paper NBS 5/2015. 23 pages.
2015
HUČEK, Juraj – KARSAY, Alexandr – VÁVRA, Marián. 2015. Short-term forecasting of Slovak GDP using monthly data. Occasional Paper NBS 1/2015. 25 pages.
2021
PSARADAKIS, Zacharias – VÁVRA, Marián. 2021. Using Triples to Assess Symmetry Under Weak Dependence. In Journal of Business and Economic Statistics.
2020
VÁVRA, Marián. 2020. Assessing distributional properties of forecast errors for fan-chart modelling. In Empirical Economics, 2020, vol. 59.
2020
PSARADAKIS, Zacharias – VÁVRA, Marián. 2020. Normality tests for dependent data. In Communications in Statistics – Simulation and Computation, 2020, vol. 49.
2019
PSARADAKIS, Zacharias – VÁVRA, Marián. 2019. Bootstrap-assisted tests of symmetry for dependent data. In Journal of Statistical Computation and Simulation, 2019, vol. 89.
2019
PSARADAKIS, Zacharias – VÁVRA, Marián. 2019. Generalized portmanteau tests for linearity of stationary time series. In Econometric Reviews, 2019, vol. 38.
2017
PSARADAKIS, Zacharias – VÁVRA, Marián. 2017. A distance test of normality for a wide class of stationary processes. In Econometrics and Statistics, 2017, vol. 2.
2015
PSARADAKIS, Zacharias – VÁVRA, Marián. 2015. A quantile-based test for symmetry of weakly dependent processes. In Journal of Time Series Analysis, 2015, vol. 36.
2014
PSARADAKIS, Zacharias – VÁVRA, Marián. 2014. On testing for nonlinearity in multivariate time series. In Economics Letters, 2014, vol. 125.
2014
VÁVRA, Marián. 2014. Empirical evidence of joint nonlinearity in EA and US economic variables using two modified multivariate nonlinearity tests. In Applied Economics Letters, 2014, vol. 14.
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