Univ.-Prof. Dipl.-Ing. Dr. Robert Kunst
Summer term 2022
Winter term 2021
040211 KU Forecasting (MA)
1 - 20 out of 27









Costantini, M., Gunter, U., & Kunst, R. (2014). Forecast combinations in a DSGE-VAR lab. IHS economics series : working paper Vol. 309


Kunst, R. (2014). A combined nonparametric test for seasonal unit roots. 369 - 378. Paper presented at 21st International Conference on Computational Statistics (COMPSTAT 2014), Genf, Switzerland.


Costantini, M., Gunter, U., & Kunst, R. (2012). Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE-VAR System. IHS economics series : working paper Vol. 292







1 - 20 out of 27

On the use of mean square error and directional forecast accuracy for model selection: a Monte Carlo investigation

Robert Kunst (Speaker) & Mauro Costantini (Contributor)

13 Jul 2022

Activity: Talks and presentationsTalk or oral contributionScience to Science


On the use of mean square error and directional forecast accuracy for model selection: a Monte Carlo investigation

Robert Kunst (Speaker) & Mauro Costantini (Contributor)

20 Dec 2021

Activity: Talks and presentationsTalk or oral contributionScience to Science


Forecasting Aggregate Household Consumption and Aggregate Income: A Simulation-Based Model Selection Approach

Robert Kunst (Speaker) & Adusei Jumah (Contributor)

8 Sep 2021

Activity: Talks and presentationsTalk or oral contributionScience to Science


Prediction of Consumption and Income in National Accounts: Simulation-Based Forecast Model Selection

Robert Kunst (Speaker) & Adusei Jumah (Contributor)

21 Jul 2021

Activity: Talks and presentationsTalk or oral contributionScience to Science


Forecasting agricultural product and energy prices: A simulation-based model selection approach

Robert Kunst (Speaker) & Adusei Jumah (Contributor)

30 Oct 2020

Activity: Talks and presentationsTalk or oral contributionScience to Science


Forecasting agricultural product and energy prices: A simulation-based model selection approach

Robert Kunst (Speaker) & Adusei Jumah (Contributor)

16 Dec 2019

Activity: Talks and presentationsTalk or oral contributionScience to Science


Forecasting agricultural product and energy prices: A simulation-based model selection approach

Robert Kunst (Speaker) & Adusei Jumah (Contributor)

4 Sep 2019

Activity: Talks and presentationsTalk or oral contributionScience to Science


Simulation-based selection of prediction models in development-economics panels

Robert Kunst (Speaker)

Dec 2018

Activity: Talks and presentationsTalk or oral contributionScience to Science


On using predictive-ability tests in the selection of time-series prediction models

Robert Kunst (Speaker) & Mauro Costantini (Contributor)

5 Sep 2018

Activity: Talks and presentationsTalk or oral contributionOther


Simulation-based selection of prediction models

Robert Kunst (Speaker)

Sep 2018

Activity: Talks and presentationsTalk or oral contributionScience to Science


Simulation-based selection of prediction models

Robert Kunst (Speaker)

Feb 2018

Activity: Talks and presentationsTalk or oral contributionOther


Simulation-based selection of prediction models

Robert Kunst (Speaker)

Dec 2017

Activity: Talks and presentationsTalk or oral contributionScience to Science


Simulation-based selection of prediction models

Robert Kunst (Speaker)

Sep 2017

Activity: Talks and presentationsTalk or oral contributionOther


On using predictive-ability tests in the selection of time-series prediction models

Robert Kunst (Speaker)

Aug 2017

Activity: Talks and presentationsTalk or oral contributionScience to Science


A combined non-parametric test for seasonal unit roots

Robert Kunst (Speaker)

24 May 201727 May 2017

Activity: Talks and presentationsTalk or oral contributionScience to Science


Distance measures implied by forecast evaluation criteria

Robert Kunst (Speaker)

Dec 2016

Activity: Talks and presentationsTalk or oral contributionOther


Distance measures implied by forecast evaluation criteria

Robert Kunst (Speaker)

Sep 2016

Activity: Talks and presentationsTalk or oral contributionOther


Visualization of distance measures implied by forecast evaluation criteria

Robert Kunst (Speaker)

Sep 2016

Activity: Talks and presentationsTalk or oral contributionOther


Visualization of distance measures implied by forecast evaluation criteria

Robert Kunst (Speaker)

20 Jun 2016

Activity: Talks and presentationsTalk or oral contributionOther


On using predictive-ability tests in the selection of time-series prediction models

Robert Kunst (Speaker)

Jul 2015

Activity: Talks and presentationsTalk or oral contributionOther


On using predictive-ability tests in the selection of time-series prediction models

Robert Kunst (Speaker)

May 2015

Activity: Talks and presentationsTalk or oral contributionOther


Forecasting seasonal data and nonparametric unit-root tests

Robert Kunst (Speaker)

6 Dec 2014

Activity: Talks and presentationsTalk or oral contributionOther


Forecasting seasonal data and nonparametric unit-root tests

Robert Kunst (Speaker)

Jul 2014

Activity: Talks and presentationsTalk or oral contributionOther


A combined nonparametric test for seasonal unit roots

Robert Kunst (Speaker)

Dec 2013 → …

Activity: Talks and presentationsTalk or oral contributionOther


Jittered phase diagrams for seasonal patterns in time series

Robert Kunst (Speaker)

20 Jul 201325 Jul 2013

Activity: Talks and presentationsTalk or oral contributionOther


Jittered phase diagrams for seasonal patterns in time series

Robert Kunst (Speaker)

17 Jun 201319 Jun 2013

Activity: Talks and presentationsTalk or oral contributionOther


Jittered phase diagrams for seasonal patterns in time series

Robert Kunst (Speaker)

1 Dec 2012

Activity: Talks and presentationsTalk or oral contributionOther


Jittered phase diagrams for seasonal patterns in time series

Robert Kunst (Speaker)

3 Sep 2012

Activity: Talks and presentationsTalk or oral contributionOther


Forecast combination based on multiple encompassing tests in a macroeconomic DSGE-VAR system

Robert Kunst (Speaker)

27 Aug 2012

Activity: Talks and presentationsTalk or oral contributionOther


On the usefulness of the Diebold-Mariano test in the selection of prediction models: Some Monte Carlo evidence

Robert Kunst (Speaker)

9 Dec 2010

Activity: Talks and presentationsTalk or oral contributionOther


Department of Economics

Oskar-Morgenstern-Platz 1
1090 Wien
Room: 05.304

T: +43-1-4277-37479

robert.kunst@univie.ac.at