Kirstin Hubrich : Citation Profile


Are you Kirstin Hubrich?

Federal Reserve Board (Board of Governors of the Federal Reserve System)

13

H index

16

i10 index

761

Citations

RESEARCH PRODUCTION:

16

Articles

36

Papers

1

Chapters

RESEARCH ACTIVITY:

   21 years (1996 - 2017). See details.
   Cites by year: 36
   Journals where Kirstin Hubrich has often published
   Relations with other researchers
   Recent citing documents: 77.    Total self citations: 24 (3.06 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/phu89
   Updated: 2020-10-17    RAS profile: 2020-07-06    
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Relations with other researchers


Works with:

Holm-Hadulla, Fédéric (2)

Skudelny, Frauke (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Kirstin Hubrich.

Is cited by:

Lütkepohl, Helmut (22)

Espasa, Antoni (15)

Cobb, Marcus (14)

Semmler, Willi (12)

Schleer, Frauke (12)

Carstensen, Kai (12)

Pino Saldías, Gabriel (11)

Marcellino, Massimiliano (11)

Eickmeier, Sandra (11)

Aron, Janine (10)

muellbauer, john (10)

Cites to:

Watson, Mark (26)

Kilian, Lutz (23)

Hendry, David (23)

Reichlin, Lucrezia (20)

Lütkepohl, Helmut (18)

Forni, Mario (17)

Marcellino, Massimiliano (17)

Stock, James (16)

Pesaran, M (16)

Lippi, Marco (14)

Saikkonen, Pentti (14)

Main data


Where Kirstin Hubrich has published?


Journals with more than one article published# docs
Journal of Business & Economic Statistics2
Empirical Economics2
Journal of Applied Econometrics2

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank11
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)3
SFB 373 Discussion Papers / Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes2
CFS Working Paper Series / Center for Financial Studies (CFS)2
Occasional Paper Series / European Central Bank2

Recent works citing Kirstin Hubrich (2020 and 2019)


YearTitle of citing document
2020Predicting bond return predictability. (2020). Thyrsgaard, Martin ; Kjar, Mads M ; Eriksen, Jonas N ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2020-09.

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2019Does macroeconomics help in predicting stock markets volatility comovements? A nonlinear approach. (2019). Rossi, Eduardo ; Palomba, Giulio ; Bucci, Andrea. In: Working Papers. RePEc:anc:wpaper:440.

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2019Improved Inference on the Rank of a Matrix. (2019). Fang, Zheng ; Chen, Qihui. In: Papers. RePEc:arx:papers:1812.02337.

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2020Dynamic Networks in Large Financial and Economic Systems. (2020). Baruník, Jozef ; Ellington, Michael. In: Papers. RePEc:arx:papers:2007.07842.

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2019Forecasting inflation in the euro area: countries matter!. (2019). Pacella, Claudia ; Capolongo, Angela. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1224_19.

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2019The FR-BDF Model and an Assessment of Monetary Policy Transmission in France. (2019). Aldama, Pierre ; Turunen, Harri ; Chahad, Mohammed ; Lepetit, Antoine ; Clerc, Pierrick ; Laffargue, Jean-Pierre ; Lemoine, Matthieu ; Zhutova, Anastasia. In: Working papers. RePEc:bfr:banfra:736.

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2019Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2019). Rossi, Barbara. In: Working Papers. RePEc:bge:wpaper:1162.

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2020Inventory Shock and Price-Setting. (2020). Vu, Nam ; Talavera, Oleksandr. In: Discussion Papers. RePEc:bir:birmec:20-14.

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2019DISAGGREGATED SHORT-TERM INFLATION FORECAST (STIF) FOR MONETARY POLICY DECISION IN SIERRA LEONE. (2019). Jackson, Emerson ; Mohamed, Jabbie ; Edmund, Tamuke ; Abraham, Jackson Emerson. In: Revista Economica. RePEc:blg:reveco:v:71:y:2019:i:3:p:31-53.

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2020The role of households’ borrowing constraints in the transmission of monetary policy. (2019). Hubert, Paul ; Cumming, Fergus. In: Bank of England working papers. RePEc:boe:boeewp:0836.

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2019State-dependent Monetary Policy Regimes. (2019). Zakipour-Saber, Shayan. In: Research Technical Papers. RePEc:cbi:wpaper:4/rt/19.

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2019A system for forecasting Chilean cash demand – the role of forecast combinations. (2019). Pedersen, Michael ; Figueroa, Camila . In: Journal Economía Chilena (The Chilean Economy). RePEc:chb:bcchec:v:22:y:2019:i:2:p:040-068.

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2020Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2020). Rossi, Barbara. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14472.

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2019Markov-switching score-driven multivariate models: outlier-robust measurement of the relationships between world crude oil production and US industrial production. (2019). Escribano, Alvaro ; Blazsek, Szabolcs ; Licht, Adrian. In: UC3M Working papers. Economics. RePEc:cte:werepe:29030.

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2019The Short-Run Effect of Monetary Policy Shocks on Credit Risk: An Analysis of the Euro Area. (2019). Kim, Chi Hyun ; Other, Lars. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1781.

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2019Financial integration in Europe through the lens of composite indicators. (2019). Kremer, Manfred ; Zaharia, Sonia ; Hoffmann, Peter. In: Working Paper Series. RePEc:ecb:ecbwps:20192319.

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2019Forecasting and stress testing with quantile vector autoregression. (2019). Manganelli, Simone ; Chavleishvili, Sulkhan. In: Working Paper Series. RePEc:ecb:ecbwps:20192330.

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2020Monetary policy and regional inequality. (2020). Hauptmeier, Sebastian ; Nikalexi, Katerina ; Holm-Hadulla, Federic. In: Working Paper Series. RePEc:ecb:ecbwps:20202385.

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2019Persistence of prices in the Eurozone capital cities: Evidence from the Economist Intelligence Unit City Data. (2019). Ogrokhina, Olena. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:330-338.

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2019The macro determinants of firms and households investment: Evidence from Italy. (2019). Silvestrini, Andrea ; Marinucci, Marco ; Giordano, Claire. In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:118-133.

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2020Regime changes and fiscal sustainability in Kenya. (2020). Chevallier, Julien ; Ndiritu, Simon Wagura ; Irungu, William Nganga. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:1-9.

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2019Complexity of financial stress spillovers: Asymmetry and interaction effects of institutional quality and foreign bank ownership. (2019). Hamori, Shigeyuki ; Kinkyo, Takuji ; Chen, Wang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:567-581.

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2019Determination of vector error correction models in high dimensions. (2019). Schienle, Melanie ; Liang, Chong. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:2:p:418-441.

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2020Global hemispheric temperatures and co-shifting: A vector shifting-mean autoregressive analysis. (2020). Teräsvirta, Timo ; Holt, Matthew ; Terasvirta, Timo. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:1:p:198-215.

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2019Asymmetric reactions of the US natural gas market and economic activity. (2019). Okimoto, Tatsuyoshi ; Nguyen, Bao H. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:86-99.

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2019The effects of petroleum product price regulation on macroeconomic stability in China. (2019). Luo, Junwen ; Wei, Wei ; Wang, Zanxin ; Calderon, Margaret. In: Energy Policy. RePEc:eee:enepol:v:132:y:2019:i:c:p:96-105.

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2019The financial market effects of the ECBs asset purchase programs. (2019). Roth, Markus ; Lewis, Vivien. In: Journal of Financial Stability. RePEc:eee:finsta:v:43:y:2019:i:c:p:40-52.

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2020The cross-border credit channel and lending standards surveys. (2020). Siklos, Pierre L ; Filardo, Andrew J. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:67:y:2020:i:c:s1042443120300901.

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2019Polls to probabilities: Comparing prediction markets and opinion polls. (2019). Reade, J ; VaughanWilliams, Leighton . In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:336-350.

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2019Anomalies in macroeconomic prediction errors–evidence from Chilean private forecasters. (2019). Pedersen, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:1100-1107.

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2019Predicting relative forecasting performance: An empirical investigation. (2019). Sekhposyan, Tatevik ; Granziera, Eleonora. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1636-1657.

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2019Forecasting GDP growth with NIPA aggregates: In search of core GDP. (2019). Knotek, Edward S ; Garciga, Christian . In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1814-1828.

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2020Forecasting commodity prices out-of-sample: Can technical indicators help?. (2020). Wang, Yudong ; Wu, Chongfeng ; Liu, LI. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:666-683.

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2019Decomposing global yield curve co-movement. (2019). Korobilis, Dimitris ; Cao, Shuo ; Byrne, Joseph P. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:106:y:2019:i:c:p:500-513.

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2019Stock vs. Bond yields and demographic fluctuations. (2019). Morin, Annaig ; Gozluklu, Arie . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:109:y:2019:i:c:s0378426619302572.

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2020Financial cycles: Characterisation and real-time measurement. (2020). Peltonen, Tuomas A ; Hiebert, Paul P ; Schuler, Yves S. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:100:y:2020:i:c:s0261560619301597.

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2020Radial basis functions neural networks for nonlinear time series analysis and time-varying effects of supply shocks. (2020). Kanazawa, Nobuyuki. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:64:y:2020:i:c:s0164070420301361.

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2020The impact of fiscal shocks on real GDP and income inequality: What do Australian data say?. (2020). Selvanathan, EA ; Gunasinghe, Chandika ; Forster, John ; Naranpanawa, Athula. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:42:y:2020:i:2:p:250-270.

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2019Financial regimes and uncertainty shocks. (2019). Alessandri, Piergiorgio ; Mumtaz, Haroon. In: Journal of Monetary Economics. RePEc:eee:moneco:v:101:y:2019:i:c:p:31-46.

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2019Fed’s Unconventional Monetary Policy and Risk Spillover in the US Financial Markets. (2019). Wohar, Mark ; Ozdemir, Zeynel ; Balcilar, Mehmet. In: Working Papers. RePEc:emu:wpaper:15-47.pdf.

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2019Uncertainty-Dependent and Sign-Dependent Effects of Oil Market Shocks. (2019). Tran, Trung Duc ; Tatsuyoshi, Okimoto ; Nguyen, Bao H. In: Discussion papers. RePEc:eti:dpaper:19042.

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2019The Role of Households Borrowing Constraints in the Transmission of Monetary Policy This paper investigates how the transmission of monetary policy to the real economy depends on the distribution of h. (2019). Hubert, Paul ; Cumming, Fergus. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:1920.

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2019Cyclical versus Acyclical Inflation: A Deeper Dive. (2019). Zaman, Saeed. In: Economic Commentary. RePEc:fip:fedcec:00105.

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2019Detection of Lead-Lag Relationships Using Both Time Domain and Time-Frequency Domain; An Application to Wealth-To-Income Ratio. (2019). Skoura, Angeliki. In: Economies. RePEc:gam:jecomi:v:7:y:2019:i:2:p:28-:d:219048.

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2020Nowcasting Unemployment Insurance Claims in the Time of COVID-19. (2020). Sinclair, Tara ; Larson, William D. In: Working Papers. RePEc:gwc:wpaper:2020-004.

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2019The FR-BDF Model and an Assessment of Monetary Policy Transmission in France, Working Paper Series no. 736, Banque de France. (2019). Lemoine, Matthieu ; Aldama, Pierre ; Antoine, Lepetit ; Mohammed, Chahad ; Harri, Turunen ; Laffargue, Jean-Pierre ; Pierrick, Clerc ; Anastasia, Zhutova. In: Working Papers. RePEc:hal:wpaper:hal-02400611.

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2020Financial Conditions and Monetary Policy in Uruguay: An MS-VAR Approach. (2017). Bucacos, Elizabeth . In: IDB Publications (Working Papers). RePEc:idb:brikps:8275.

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2019The Influence of Financial Stress on Economic Activity and Monetary Policy in Belarus. (2019). Mazol, Aleh . In: Journal of Economic Development. RePEc:jed:journl:v:44:y:2019:i:2:p:49-75.

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2019The role of regional and sectoral factors in Russian inflation developments. (2019). Tsvetkova, Anna ; Ponomarenko, Alexey ; Deryugina, Elena ; Karlova, Natalia . In: Economic Change and Restructuring. RePEc:kap:ecopln:v:52:y:2019:i:4:d:10.1007_s10644-018-9232-y.

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2020Financial channels and economic activity in the euro area: a large-scale Bayesian VAR approach. (2020). Vašíček, Bořek ; Vaiek, Boek ; Balta, Narcissa . In: Empirica. RePEc:kap:empiri:v:47:y:2020:i:2:d:10.1007_s10663-019-09432-x.

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2020The Sustainability of External Imbalances in the European Periphery. (2020). Monastiriotis, Vassilis ; Tunali, Cigdem Borke. In: Open Economies Review. RePEc:kap:openec:v:31:y:2020:i:2:d:10.1007_s11079-019-09560-8.

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2020Short-Term Inflation Projections Model and Its Assessment in Latvia. (2020). Krasnopjorovs, Olegs ; Bessonovs, Andrejs. In: Working Papers. RePEc:ltv:wpaper:202001.

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2019How useful are time-varying parameter models for forecasting economic growth in CESEE?. (2019). Feldkircher, Martin ; Hauzenberger, Nico. In: Focus on European Economic Integration. RePEc:onb:oenbfi:y:2019:i:q1/19:b:2.

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2019The causal linkages among money growth, inflaion and interest rates in Ghana. (2019). Amankwah, Ernest ; Sarfo, Prince Atta. In: MPRA Paper. RePEc:pra:mprapa:96485.

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2019Disaggregated Short-Term Inflation Forecast (STIF) for Monetary Policy Decision in Sierra Leone. (2019). Jabbie, Mohamed ; Tamuke, Edmund ; Jackson, Emerson Abraham. In: MPRA Paper. RePEc:pra:mprapa:96735.

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2020The impact of Israeli Geopolitical Risks on the Lebanese Financial Market: A Destabilizer Multiplier. (2020). Mansour-Ichrakieh, Layal. In: MPRA Paper. RePEc:pra:mprapa:99376.

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2020The Impact of Uncertainty Shocks in South Africa: The Role of Financial Regimes. (2020). Kisten, Theshne ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:202046.

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2020A non-hierarchical dynamic factor model for three-way data. (2020). Pinheiro, Maximiano ; Dias, Francisco ; Rua, Antonio. In: Working Papers. RePEc:ptu:wpaper:w202007.

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2019State-dependent Monetary Policy Regimes. (2019). Zakipour-Saber, Shayan. In: Working Papers. RePEc:qmw:qmwecw:882.

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2019Structural Changes of the 21st Century and their Impact on the Gold Price. (2019). Singogo, Fwasa K ; Kaulihowa, Teresa ; Grynberg, Roman. In: Journal of Economics and Behavioral Studies. RePEc:rnd:arjebs:v:11:y:2019:i:3:p:72-83.

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2020Canonical Correlation-based Model Selection for the Multilevel Factors. (2020). Shin, Yongcheol ; Lin, Rui ; Choi, IN. In: Working Papers. RePEc:sgo:wpaper:2008.

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2019Critical slowing down as an early warning signal for financial crises?. (2019). Hommes, Cars ; Wang, Juanxi ; Diks, Cees. In: Empirical Economics. RePEc:spr:empeco:v:57:y:2019:i:4:d:10.1007_s00181-018-1527-3.

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2020Aggregate density forecasting from disaggregate components using Bayesian VARs. (2020). Cobb, Marcus. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:1:d:10.1007_s00181-019-01720-6.

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2020Persistence and unit root in $$\text {CO}_{2}$$CO2 emissions: evidence from disaggregated global and regional data. (2020). Fallahi, Firouz. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:5:d:10.1007_s00181-018-1608-3.

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2019Inflation Forecast: Just use the Disaggregate or Combine it with the Aggregate. (2019). Bhaduri, Saumitra ; Chaudhuri, Kausik. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:17:y:2019:i:2:d:10.1007_s40953-019-00155-1.

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2019Long-run Cointegration and Market Equilibrium in Large Cap Stocks. (2019). Yu, Huaibing. In: Journal of Finance and Investment Analysis. RePEc:spt:fininv:v:8:y:2019:i:1:f:8_1_2.

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2019News Shocks: Different Effects in Boom and Recession?. (2019). Bolboaca, Maria ; Fischer, Sarah. In: Working Papers. RePEc:szg:worpap:1901.

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2019Time-Series Momentum: A Monte-Carlo Approach. (2019). Struck, Clemens C ; Cheng, Enoch. In: Working Papers. RePEc:ucn:wpaper:201906.

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2019Short-Run Forecasting of Core Inflation in Ukraine: a Combined ARMA Approach. (2019). Krukovets, Dmytro ; Verchenko, Olesia . In: Visnyk of the National Bank of Ukraine. RePEc:ukb:journl:y:2019:i:248:p:11-20.

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2019Forecasting in the presence of instabilities: How do we know whether models predict well and how to improve them. (2019). Rossi, Barbara. In: Economics Working Papers. RePEc:upf:upfgen:1711.

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2020Labor Market and Financial Shocks: A Time‐Varying Analysis. (2020). Landi, Valerio Nispi ; Corsello, Francesco. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:52:y:2020:i:4:p:777-801.

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2019The Impact of CHF/EUR Exchange Rate Uncertainty on Swiss Exports to the Eurozone: Evidence from a Threshold VAR. (2019). Loermann, Julius. In: FIW Working Paper series. RePEc:wsr:wpaper:y:2019:i:189.

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2019Financial cycles across G7 economies: A view from wavelet analysis. (2019). Mandler, Martin ; Scharnagl, Michael. In: Discussion Papers. RePEc:zbw:bubdps:222019.

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2019Determination of vector error correction models in high dimensions. (2019). Schienle, Melanie ; Liang, Chong. In: Working Paper Series in Economics. RePEc:zbw:kitwps:124.

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2019Macro-financial linkages: The role of the institutional framework. (2019). Leroy, Aurélien ; Pop, Adrian. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:92:y:2019:i:c:p:75-97.

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2019Global inflation dynamics and inflation expectations. (2019). Feldkircher, Martin ; Siklos, Pierre L. In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:217-241.

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Works by Kirstin Hubrich:


YearTitleTypeCited
2009Forecasting inflation with gradual regime shifts and exogenous information In: CREATES Research Papers.
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paper13
2011Forecasting inflation with gradual regime shifts and exogenous information.(2011) In: Working Paper Series.
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This paper has another version. Agregated cites: 13
paper
2013Thresholds and Smooth Transitions in Vector Autoregressive Models In: CREATES Research Papers.
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paper36
2011Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate In: Journal of Business & Economic Statistics.
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article99
2010Combining disaggregate forecasts or combining disaggregate information to forecast an aggregate.(2010) In: Working Paper Series.
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This paper has another version. Agregated cites: 99
paper
2011Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate.(2011) In: Journal of Business & Economic Statistics.
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This paper has another version. Agregated cites: 99
article
2009Regional inflation dynamics within and across euro area countries and a comparison with the United States In: Economic Policy.
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article67
2006Forecasting Economic Aggregates by Disaggregates In: CEPR Discussion Papers.
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paper36
2006Forecasting economic aggregates by disaggregates.(2006) In: Working Paper Series.
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This paper has another version. Agregated cites: 36
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2011On the importance of sectoral and regional shocks for price-setting In: CEPR Discussion Papers.
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2011On the importance of sectoral and regional shocks for price-setting.(2011) In: Working Paper Series.
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2016On the Importance of Sectoral and Regional Shocks for Price‐Setting.(2016) In: Journal of Applied Econometrics.
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2012On the importance of sectoral and regional shocks for price setting.(2012) In: IMFS Working Paper Series.
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2001Performance of core inflation measures In: DNB Staff Reports (discontinued).
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2000Performance of core inflation measures.(2000) In: WO Research Memoranda (discontinued).
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2000Germany and the euro area: differences in the transmission process of monetary policy In: WO Research Memoranda (discontinued).
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2000Germany and the Euro Area: Differences in the Transmission Process of Monetary Policy.(2000) In: Econometric Society World Congress 2000 Contributed Papers.
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2001Forecasting euro area inflation: Does contemponaneous aggregration improve the forecasting performance In: WO Research Memoranda (discontinued).
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2010Trade consistency in the context of the Eurosystem projection exercises - an overview In: Occasional Paper Series.
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2013Financial shocks and the macroeconomy: heterogeneity and non-linearities In: Occasional Paper Series.
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2008Regional inflation dynamics within and across euro area countries and a comparison with the United States In: Research Bulletin.
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2003Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy? In: Working Paper Series.
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2005Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?.(2005) In: International Journal of Forecasting.
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This paper has another version. Agregated cites: 99
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2004Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?.(2004) In: Computing in Economics and Finance 2004.
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This paper has another version. Agregated cites: 99
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2006Regional inflation dynamics within and across euro area countries and a comparison with the US In: Working Paper Series.
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2000Regional Inflation Dynamics within and across Euro Area Countries and a Comparison with the US.(2000) In: Regional and Urban Modeling.
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This paper has another version. Agregated cites: 43
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2006Regional inflation dynamics within and across euro area countries and a comparison with the US.(2006) In: CFS Working Paper Series.
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This paper has another version. Agregated cites: 43
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2009Forecast evaluation of small nested model sets In: Working Paper Series.
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paper28
2010Forecast evaluation of small nested model sets.(2010) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 28
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2008Forecast Evaluation of Small Nested Model Sets.(2008) In: NBER Working Papers.
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2013A predictability test for a small number of nested models In: Working Paper Series.
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paper6
2014A predictability test for a small number of nested models.(2014) In: Journal of Econometrics.
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