Kirstin Hubrich : Citation Profile

Are you Kirstin Hubrich?

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

15

H index

17

i10 index

972

Citations

RESEARCH PRODUCTION:

16

Articles

35

Papers

1

Chapters

RESEARCH ACTIVITY:

   26 years (1996 - 2022). See details.
   Cites by year: 37
   Journals where Kirstin Hubrich has often published
   Relations with other researchers
   Recent citing documents: 96.    Total self citations: 23 (2.31 %)

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   Permalink: http://citec.repec.org/phu89
   Updated: 2023-03-02    RAS profile: 2022-12-31    
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Relations with other researchers

Works with:

Waggoner, Daniel (2)

Holm-Hadulla, Fédéric (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 (23)

Schleer, Frauke (18)

Semmler, Willi (17)

Espasa, Antoni (17)

Cobb, Marcus (14)

Carstensen, Kai (13)

Eickmeier, Sandra (12)

Tena, Juan de Dios (11)

Pino, Gabriel (11)

Hossfeld, Oliver (11)

Fritsche, Ulrich (10)

Cites to:

Watson, Mark (33)

Hendry, David (32)

Kilian, Lutz (24)

Marcellino, Massimiliano (24)

Reichlin, Lucrezia (21)

Lütkepohl, Helmut (20)

Stock, James (18)

Forni, Mario (18)

Teräsvirta, Timo (17)

Pesaran, M (16)

Saikkonen, Pentti (15)

Main data

Where Kirstin Hubrich has published?

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

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.)5
SFB 373 Discussion Papers / Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes2
Occasional Paper Series / European Central Bank2
CEPR Discussion Papers / C.E.P.R. Discussion Papers2
CFS Working Paper Series / Center for Financial Studies (CFS)2

Recent works citing Kirstin Hubrich (2022 and 2021)

YearTitle of citing document
2021Inflation Forecasting in the Western Balkans and EU: A Comparison of Holt-Winters, ARIMA and NNAR Models. (2021). Pejovic, Bojan ; Karadzic, Vesna . In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:23:y:2021:i:57:p:517.

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2021Dynamic Networks in Large Financial and Economic Systems. (2020). Baruník, Jozef ; Ellington, Michael. In: Papers. RePEc:arx:papers:2007.07842.

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2021Decoupling Shrinkage and Selection for the Bayesian Quantile Regression. (2021). Kohns, David ; Szendrei, Tibor. In: Papers. RePEc:arx:papers:2107.08498.

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2022Bayesian forecast combination using time-varying features. (2021). Li, Feng ; Kang, Yanfei. In: Papers. RePEc:arx:papers:2108.02082.

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2022Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP. (2022). Zhu, Dan ; Rossini, Luca ; Poon, Aubrey ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:2209.01910.

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2022A smooth transition autoregressive model for matrix-variate time series. (2022). Bucci, Andrea. In: Papers. RePEc:arx:papers:2212.08615.

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2023The 2021–22 Surge in Inflation. (2023). Uzeda, Luis ; MacGee, James (Jim) ; Kryvtsov, Oleksiy. In: Discussion Papers. RePEc:bca:bocadp:23-3.

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2022Risk and State-Dependent Financial Frictions. (2022). Wouters, Rafael ; Harding, Martin. In: Staff Working Papers. RePEc:bca:bocawp:22-37.

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2021External demand and export performance: regression residuals during the Covid-19 pandemic. (2021). Felettigh, Alberto ; Allione, Gloria. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_643_21.

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2022Financial Conditions and Macroeconomic Downside Risks in the Euro Area. (2022). Lhuissier, Stéphane. In: Working papers. RePEc:bfr:banfra:863.

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2022The EA-BDF Model and Government Spending Multipliers in a Monetary Union. (2022). Anastasia, Zhutova ; Harri, Turunen ; Pierre-Antoine, Robert ; Matthieu, Lemoine ; Guillaume, Gaulier. In: Working papers. RePEc:bfr:banfra:883.

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2021Forecasting Regional Indicators Based on the Quarterly Projection Model. (2021). Nelyubina, Alyona. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:80:y:2021:i:2:p:50-75.

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2022Financial stress and economic growth: The moderating role of trust. (2022). Tasiou, Menelaos ; Pasiouras, Fotios ; Makrychoriti, Panagiota. In: Kyklos. RePEc:bla:kyklos:v:75:y:2022:i:1:p:48-74.

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2022Credit, output and financial stress: A non?linear LVSTAR application to Brazil. (2022). Semmler, Willi ; Bastos, Jose Pedro. In: Metroeconomica. RePEc:bla:metroe:v:73:y:2022:i:3:p:900-923.

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2021Discovering Specific Common Trends in a Large Set of Disaggregates: Statistical Procedures, their Properties and an Empirical Application. (2021). Carlomagno, Guillermo ; Espasa, Antoni. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:3:p:641-662.

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2021Euro Area Income and Wealth Effects: Aggregation Issues. (2021). Zekaite, Zivile ; de Bondt, Gabe ; Herrero, Pablo ; Gieseck, Arne. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:6:p:1454-1474.

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2022Systemic Financial Stress and Macroeconomic Amplifications in the United Kingdom. (2022). Duprey, Thibaut ; Hacioluhoke, Sinem ; Chiu, Chingwai ; Chatterjee, Somnath. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:2:p:380-400.

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2022Financial Cycles in Euro Area Economies: A Cross?Country Perspective Using Wavelet Analysis. (2022). Mandler, Martin ; Scharnagl, Michael. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:3:p:569-593.

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2022Spatiotemporal analysis of regional inflation in an emerging country: The case of Indonesia. (2022). Aginta, Harry. In: Regional Science Policy & Practice. RePEc:bla:rgscpp:v:14:y:2022:i:3:p:667-688.

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2022Nonlinear transmission of financial shocks: Some new evidence. (2022). Sala, Luca ; Maffei-Faccioli, Nicolo ; Gambetti, Luca ; Forni, Mario. In: Working Paper. RePEc:bno:worpap:2022_3.

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2022Aggregate density forecast of models using disaggregate data - A copula approach. (2022). Ingebrigtsen, Tobias ; Fastbo, Tuva Marie ; Paulsen, Kenneth Saterhagen . In: Working Paper. RePEc:bno:worpap:2022_5.

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2021Forecasting UK inflation bottom up. (2021). Potjagailo, Galina ; Kapetanios, George ; Kalamara, Eleni ; Joseph, Andreas. In: Bank of England working papers. RePEc:boe:boeewp:0915.

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2021Stochastic model specification in Markov switching vector error correction models. (2021). Huber, Florian ; Niko, Hauzenberger ; Thomas, Zorner ; Michael, Pfarrhofer ; Florian, Huber. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:2:p:17:n:7.

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2021Dynamic factor models: does the specification matter?. (2021). Miranda, Karen Alejandra ; Poncela, Pilar ; Ortega, Esther Ruiz. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:32210.

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2021Foreign demand for euro banknotes JEL Classification: E41, E47, E49, E59, F24. (2021). Delmas, Martial ; Politronacci, Emmanuelle ; Bartzsch, Nikolaus ; Rusu, Codruta ; Zamora-Perez, Alejandro ; Lalouette, Laure ; Naksi, Martti ; Brandi, Marco ; Rua, Antonio. In: Occasional Paper Series. RePEc:ecb:ecbops:2021253.

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2022The Impact of Financial, Economic and Environmental Factors on Energy Efficiency, Intensity, and Dependence: The Moderating Role of Governance and Institutional Quality. (2022). Chughtai, Sumayya ; Ijaz, Syeda Tayyaba. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-04-3.

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2021Fiscal stance and the sovereign risk pass-through. (2021). Tancioni, Massimiliano ; Patella, Valeria ; Beqiraj, Elton. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001620.

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2022Measuring systemic risk in the global banking sector: A cross-quantilogram network approach. (2022). Výrost, Tomᚠ; Baumohl, Eduard ; Vrost, Toma ; Hussain, Syed Jawad ; Hoang, Thi-Hong-Van, ; Bouri, Elie. In: Economic Modelling. RePEc:eee:ecmode:v:109:y:2022:i:c:s0264999322000219.

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2021House price synchronization across the US states: The role of structural oil shocks. (2021). Ji, Qiang ; GUPTA, RANGAN ; Marfatia, Hardik A ; Sheng, Xin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000127.

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2021Measuring real–financial connectedness in the U.S. economy. (2021). Yilmaz, Kamil ; Uluceviz, Erhan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001637.

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2022Multi-scale systemic risk and spillover networks of commodity markets in the bullish and bearish regimes. (2022). He, Qizhi ; Yang, Xian ; Zhang, XU. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001115.

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2021Estimation and inference for multi-dimensional heterogeneous panel datasets with hierarchical multi-factor error structure. (2021). shin, yongcheol ; Serlenga, Laura ; Kapetanios, George. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:2:p:504-531.

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2022Macroeconomic responses of emerging market economies to oil price shocks: An analysis by region and resource profile. (2022). Kočenda, Evžen ; Koenda, Even ; Togonidze, Sophio. In: Economic Systems. RePEc:eee:ecosys:v:46:y:2022:i:3:s0939362522000504.

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2022Financial conditions and macroeconomic downside risks in the euro area. (2022). Lhuissier, Stephane. In: European Economic Review. RePEc:eee:eecrev:v:143:y:2022:i:c:s0014292122000101.

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2021Financial stress, economic policy uncertainty, and oil price uncertainty. (2021). Apostolakis, George ; Wohar, Mark ; Gkillas, Konstantinos ; Floros, Christos. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321005405.

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2021On the China factor in the world oil market: A regime switching approach11We thank Hilde Bjørnland, Tatsuyoshi Okimoto, Ippei Fujiwara, Knut Aastveit, Leif Anders Thorsrud, Francesco Ravazzolo, Renee . (2021). Nguyen, Bao H ; Hou, Chenghan ; Cross, Jamie L. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000244.

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2021Moving out of the linear rut: A period-specific and regime-dependent exchange rate and oil price pass-through in the BRICS countries. (2021). USMAN, OJONUGWA ; Balcilar, Mehmet ; Wohar, Mark E ; Roubaud, David. In: Energy Economics. RePEc:eee:eneeco:v:98:y:2021:i:c:s0140988321001547.

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2022Whether to abandon or continue the petroleum product price regulation in China?. (2022). Wang, Zanxin ; Fan, Wenrui. In: Energy Policy. RePEc:eee:enepol:v:165:y:2022:i:c:s030142152200115x.

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2021Predicting equity premium using news-based economic policy uncertainty: Not all uncertainty changes are equally important. (2021). Nonejad, Nima. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001526.

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2022International financial stress spillovers to bank lending: Do internal characteristics matter?. (2022). Haddou, Samira . In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002459.

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2022News sentiment and stock return: Evidence from managers’ news coverages. (2022). Xu, Yongan ; Liang, Chao. In: Finance Research Letters. RePEc:eee:finlet:v:48:y:2022:i:c:s154461232200215x.

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2021Two decades of contagion effect on stock markets: Which events are more contagious?. (2021). Smaga, Pawe ; Kurowski, Ukasz ; Rogowicz, Karol ; Iwanicz-Drozdowska, Magorzata. In: Journal of Financial Stability. RePEc:eee:finsta:v:55:y:2021:i:c:s157230892100067x.

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2021Identifying indicators of systemic risk. (2021). Schüler, Yves ; Meinerding, Christoph ; Schuler, Yves S ; Hartwig, Benny. In: Journal of International Economics. RePEc:eee:inecon:v:132:y:2021:i:c:s0022199621000921.

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2021Nowcasting Russian GDP using forecast combination approach. (2021). Zhemkov, Michael. In: International Economics. RePEc:eee:inteco:v:168:y:2021:i:c:p:10-24.

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2021Data snooping in equity premium prediction. (2021). Wendt, Viktoria-Sophie ; Neuhierl, Andreas ; Drobetz, Wolfgang ; Dichtl, Hubert. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:1:p:72-94.

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2021Nowcasting GDP and its components in a data-rich environment: The merits of the indirect approach. (2021). Tinti, Cristina ; Tegami, Christian ; Citton, Ambra ; Ricchi, Ottavio ; Giovannelli, Alessandro ; Proietti, Tommaso. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1376-1398.

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2022High-frequency monitoring of growth at risk. (2022). Sahuc, Jean-Guillaume ; Mogliani, Matteo ; Ferrara, Laurent. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:2:p:582-595.

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2022Nowcasting unemployment insurance claims in the time of COVID-19. (2022). Sinclair, Tara ; Larson, William D. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:2:p:635-647.

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2023Does the Phillips curve help to forecast euro area inflation?. (2023). BOBEICA, Elena ; Babura, Marta. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:364-390.

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2022Early warning or too late? A (pseudo-)real-time identification of leading indicators of financial stress. (2022). Duprey, Thibaut ; Klaus, Benjamin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426621001552.

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2021Stock market volatility and jumps in times of uncertainty. (2021). Triantafyllou, Athanasios ; Vlastakis, Nikolaos ; Megaritis, Anastasios. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:113:y:2021:i:c:s0261560621000048.

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2022Land holdings and outward foreign direct investment: Evidence from China. (2022). Zhang, Xiaoyu ; Xue, Chang ; Ni, Bei ; Ding, Haoyuan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:124:y:2022:i:c:s026156062200033x.

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2022Uncertainty-dependent and sign-dependent effects of oil market shocks. (2022). Okimoto, Tatsuyoshi ; Tran, Trung Duc ; Nguyen, Bao H. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:26:y:2022:i:c:s2405851321000404.

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2021The time-varying effects of financial and geopolitical uncertainties on commodity market dynamics: A TVP-SVAR-SV analysis. (2021). Huang, Jianbai ; Ding, Qian ; Zhang, Hongwei. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000945.

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2022Economic policy uncertainty, financial development, and financial constraints: Evidence from China. (2022). Hao, Dapeng ; Ma, Huanyu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:79:y:2022:i:c:p:368-386.

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2021Trend Capital when Goods and Capital Market Frictions Exist. (2021). Roeger, Werner ; Vandermeulen, Valerie. In: European Economy - Discussion Papers 2015 -. RePEc:euf:dispap:145.

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2021Dynamic Econometrics in Action: A Biography of David F. Hendry. (2021). Ericsson, Neil. In: International Finance Discussion Papers. RePEc:fip:fedgif:1311.

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2022Forecasting Industrial Production Using Its Aggregated and Disaggregated Series or a Combination of Both: Evidence from One Emerging Market Economy. (2022). Valls Pereira, Pedro ; Mendonça, Diogo ; de Prince, Diogo ; Maral, Emerson Fernandes ; FernandesMaral, Emerson . In: Econometrics. RePEc:gam:jecnmx:v:10:y:2022:i:2:p:27-:d:839662.

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2021Forecasting US Inflation in Real Time. (2021). Hubrich, Kirstin ; Fulton, Chad. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:4:p:36-:d:652685.

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2022An Empirical Analysis of the Effects of Energy Price Shocks for Sustainable Energy on the Macro-Economy of South Asian Countries. (2022). Sengan, Sudhakar ; Varadarajan, Vijayakumar ; Vairavasundaram, Subramaniyaswamy ; Alharbi, Meshal ; Pustokhina, Irina V ; Gupta, Ravi Kumar ; Kondamudi, Bhavana Raj ; Karn, Arodh Lal. In: Energies. RePEc:gam:jeners:v:16:y:2022:i:1:p:363-:d:1018196.

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2021.

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2021Total Investment in Fixed Assets and the Later Stage of Urbanization: A Case Study of Shanghai. (2021). Chen, Chen ; Wang, Can ; Luo, Yulong ; Zeng, Weiliang ; Ding, Kangle. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:7:p:3661-:d:524169.

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2022Measuring Financial Sustainability and Social Adequacy of the Italian NDC Pension System under the COVID-19 Pandemic. (2022). Menzietti, Massimiliano ; Levantesi, Susanna ; Fratoni, Lorenzo. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:23:p:16274-:d:994843.

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2022Macroeconomic effects of systemic stress: a rolling spillover index approach. (2022). Škrinjarić, Tihana ; Skrinjaric, Tihana. In: Public Sector Economics. RePEc:ipf:psejou:v:46:y:2022:i:1:p:109-140.

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2022Density forecasts of inflation using Gaussian process regression models.. (2022). Claveria, Oscar ; Torra, Salvador ; Monte, Enric ; Soric, Petar. In: IREA Working Papers. RePEc:ira:wpaper:202210.

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2022Does Domestic Demand Matter for Firms’ Exports?. (2022). Rua, Antonio ; Portela, Miguel ; Esteves, Paulo Soares. In: Open Economies Review. RePEc:kap:openec:v:33:y:2022:i:2:d:10.1007_s11079-021-09623-9.

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2022Macroeconomic Responses of Emerging Market Economies to Oil Price Shocks: An Analysis by Region and Resource Profile. (2022). Kočenda, Evžen ; Togonidze, Sophio ; Koenda, Even. In: FFA Working Papers. RePEc:prg:jnlwps:v:4:y:2022:id:4.005.

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2022Macroeconomic implications of oil price shocks to emerging economies: a Markov regime-switching approach. (2022). Koenda, Even ; Togonidze, Sophio. In: FFA Working Papers. RePEc:prg:jnlwps:v:4:y:2022:id:4.009.

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2022Big data forecasting of South African inflation. (2022). Steenkamp, Daan ; Rankin, Neil ; Kotze, Kevin ; Botha, Byron ; Burger, Rulof. In: Working Papers. RePEc:rbz:wpaper:11022.

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2022Financial Stability Surveillance Tools: Evaluating the Performance of Stress Indices. (2022). Chiyaba, Grivas ; Mtwaepelo, Kaelo. In: Economics Discussion Papers. RePEc:rdg:emxxdp:em-dp2022-06.

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2022Spillovers in the Presence of Financial Stress – An Application to Romania. (2022). Horobet, Alexandra ; Copaciu, Anca Mihaela. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2022:i:2:p:29-43.

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2021Do Mutual Funds’ Exposure to Financial Stress Predict Their Future Returns? Evidence From China. (2021). Deng, Jie ; Lai, Fujun ; Zhu, Sha ; Wang, Qian. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:4:p:21582440211054130.

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2021Regime dependent interconnectedness among fuzzy clusters of financial time series. (2021). de Luca, Giovanni ; Zuccolotto, Paola. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:15:y:2021:i:2:d:10.1007_s11634-020-00405-8.

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2021Spatial dynamics of consumer price in Indonesia: convergence clubs and conditioning factors. (2021). Aginta, Harry. In: Asia-Pacific Journal of Regional Science. RePEc:spr:apjors:v:5:y:2021:i:2:d:10.1007_s41685-020-00178-0.

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2021Financial distress and real economic activity in Lithuania: a Granger causality test based on mixed-frequency VAR. (2021). Mikaliunaite, Ieva ; Cipollini, Andrea. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:2:d:10.1007_s00181-020-01888-2.

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2021A model selection approach to jointly testing for structural breaks and cointegration with application to the Eurocurrency interest rates market. (2021). Wang, Zijun ; Qian, Yan. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:2:d:10.1007_s00181-020-01916-1.

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2021Forecasting inflation in the euro area: countries matter!. (2021). Capolongo, Angela ; Pacella, Claudia. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:5:d:10.1007_s00181-020-01959-4.

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2021Crude oil price point forecasts of the Norwegian GDP growth rate. (2021). Nonejad, Nima. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:5:d:10.1007_s00181-020-01964-7.

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2021Explaining the lead–lag pattern in the money–inflation relationship: a microsimulation approach. (2021). Ponomarenko, Alexey ; Deryugina, Elena. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:31:y:2021:i:4:d:10.1007_s00191-021-00741-8.

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2021Forecasting High-Frequency River Level Series Using Double Switching Regression with ARMA Errors. (2021). Salillas, Ricardo ; Cebrian, Ana C. In: Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA). RePEc:spr:waterr:v:35:y:2021:i:1:d:10.1007_s11269-020-02733-y.

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2021Vector Autoregressions with Dynamic Factor Coefficients and Conditionally Heteroskedastic Errors. (2021). Schaumburg, Julia ; Koopman, Siem Jan ; Gorgi, Paolo. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20210056.

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2022Moments, Shocks and Spillovers in Markov-switching VAR Models. (2022). van Dijk, Dick ; Kole, Erik. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20210080.

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2021Density Forecast of Financial Returns Using Decomposition and Maximum Entropy. (2021). Zhang, RU ; Wang, HE ; Lee, Tae-Hwy. In: Working Papers. RePEc:ucr:wpaper:202115.

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2021Forecasting 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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2022The impact of the inflation-targeting regime on the economic development of an industrial region. (2022). Ilyashenko, Vladimir V ; Kuklinova, Polina S. In: Journal of New Economy. RePEc:url:izvest:v:23:y:2022:i:2:p:125-141.

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2022Forecasting Ination: A GARCH-in-Mean-Level Model with Time Varying Predictability.. (2022). Chini, Emilio Zanetti ; Paraskevopoulos, Athanasios ; Karanasos, Menelaos ; Canepa, Alessandra. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. RePEc:uto:dipeco:202212.

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2021The Impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach. (2021). Billio, Monica ; Mistry, Malcolm ; de Cian, Enrica ; DeCian, Enrica ; Casarin, Roberto ; Osuntuyi, Anthony. In: Working Papers. RePEc:ven:wpaper:2021:03.

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2021MULTIMODALITY IN MACROFINANCIAL DYNAMICS. (2021). Giannone, Domenico ; Boyarchenko, Nina ; Adrian, Tobias. In: International Economic Review. RePEc:wly:iecrev:v:62:y:2021:i:2:p:861-886.

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2021The role of financial stress in the economic activity: Fresh evidence from a Granger?causality in quantiles analysis for the UK and Germany. (2021). Bahramian, Pejman ; Saliminezhad, Andisheh. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:1670-1680.

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2022Does crude oil futures price really help to predict spot oil price? New evidence from density forecasting. (2022). Wei, Guiwu ; Li, Xiafei ; Bai, Lan. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:3:p:3694-3712.

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2022Intersectoral network?based channel of aggregate TFP shocks. (2022). , Anh ; Barauskaite, Kristina. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:4:p:3897-3910.

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2022The impact of macro economy on the oil price volatility from the perspective of mixing frequency. (2022). Wang, Mingchao ; Gong, XU ; Shao, Liuguo. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:4:p:4487-4514.

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2021Forecasting the production side of GDP. (2021). Steiner, Elizabeth ; Zullig, Gabriel ; Baurle, Gregor. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:3:p:458-480.

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2021Forecasting US stock market volatility: How to use international volatility information. (2021). Ma, Feng ; Wang, Yudong ; Zhang, Yaojie. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:5:p:733-768.

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2021Regime?dependent effects of uncertainty shocks: A structural interpretation. (2021). Tripier, Fabien ; Lhuissier, Stéphane. In: Quantitative Economics. RePEc:wly:quante:v:12:y:2021:i:4:p:1139-1170.

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2022Measuring systemic risk in the global banking sector: A cross-quantilogram network approach. (2022). Výrost, Tomᚠ; Baumohl, Eduard ; Vrost, Toma ; Hussain, Syed Jawad ; Hoang, Thi-Hong-Van, ; Bouri, Elie. In: EconStor Open Access Articles and Book Chapters. RePEc:zbw:espost:249340.

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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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2011Forecasting inflation with gradual regime shifts and exogenous information.(2011) In: Working Paper Series.
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2013Thresholds and Smooth Transitions in Vector Autoregressive Models In: CREATES Research Papers.
[Full Text][Citation analysis]		paper58
2011Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article121
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: 121		paper
2011Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate.(2011) In: Journal of Business & Economic Statistics.
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2006Forecasting Economic Aggregates by Disaggregates In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper46
2006Forecasting economic aggregates by disaggregates.(2006) In: Working Paper Series.
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This paper has another version. Agregated cites: 46		paper
2011On the importance of sectoral and regional shocks for price-setting In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper29
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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2010Trade consistency in the context of the Eurosystem projection exercises - an overview In: Occasional Paper Series.
[Full Text][Citation analysis]		paper61
2013Financial shocks and the macroeconomy: heterogeneity and non-linearities In: Occasional Paper Series.
[Full Text][Citation analysis]		paper45
2008Regional inflation dynamics within and across euro area countries and a comparison with the United States In: Research Bulletin.
[Full Text][Citation analysis]		article53
2009Regional inflation dynamics within and across euro area countries and a comparison with the United States.(2009) In: Economic Policy.
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2003Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy? In: Working Paper Series.
[Full Text][Citation analysis]		paper113
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: 113		article
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: 113		paper
2006Regional inflation dynamics within and across euro area countries and a comparison with the US In: Working Paper Series.
[Full Text][Citation analysis]		paper47
2000Regional Inflation Dynamics within and across Euro Area Countries and a Comparison with the US.(2000) In: Regional and Urban Modeling.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 47		paper
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: 47		paper
2009Forecast evaluation of small nested model sets In: Working Paper Series.
[Full Text][Citation analysis]		paper32
2010Forecast evaluation of small nested model sets.(2010) In: Journal of Applied Econometrics.
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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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2014A predictability test for a small number of nested models.(2014) In: Journal of Econometrics.
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2014Financial stress and economic dynamics: the transmission of crises In: Working Paper Series.
[Full Text][Citation analysis]		paper174
2015Financial stress and economic dynamics: The transmission of crises.(2015) In: Journal of Monetary Economics.
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This paper has another version. Agregated cites: 174		article
2012Financial stress and economic dynamics: the transmission of crises.(2012) In: Finance and Economics Discussion Series.
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2013Financial stress and economic dynamics: The transmission of crises.(2013) In: 2013 Meeting Papers.
[Citation analysis]
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2016Forecast combination for euro area inflation: a cure in times of crisis? In: Working Paper Series.
[Full Text][Citation analysis]		paper7
2016Forecast Combination for Euro Area Inflation - A Cure in Times of Crisis?.(2016) In: Finance and Economics Discussion Series.
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2017Forecast Combination for Euro Area Inflation: A Cure in Times of Crisis?.(2017) In: Journal of Forecasting.
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This paper has another version. Agregated cites: 7		article
2017Macroeconomic implications of oil price fluctuations: a regime-switching framework for the euro area In: Working Paper Series.
[Full Text][Citation analysis]		paper18
2017Macroeconomic Implications of Oil Price Fluctuations : A Regime-Switching Framework for the Euro Area.(2017) In: Finance and Economics Discussion Series.
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2000Germany and the Euro Area: Differences in the Transmission Process of Monetary Policy In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]		paper8
2022The Transmission of Financial Shocks and Leverage of Financial Institutions: An Endogenous Regime-Switching Framework In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]		paper0
2022The transmission of financial shocks and leverage of financial institutions: An endogenous regime switching framework.(2022) In: Finance and Economics Discussion Series.
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2021Forecasting US Inflation in Real Time In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper0
2010Forecast uncertainty: sources, measurement and evaluation In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article6
2012Comment on Global House Price Fluctuations: Synchronization and Determinants In: NBER Chapters.
[Full Text][Citation analysis]		chapter0
2005Forecasting Aggregates by Disaggregates In: Computing in Economics and Finance 2005.
[Full Text][Citation analysis]		paper15
2006Regional Inflation Dynamics within and across Euro Area and a Comparison with the US In: Computing in Economics and Finance 2006.
[Full Text][Citation analysis]		paper23
1999Estimation of a German money demand system - a long-run analysis In: Empirical Economics.
[Full Text][Citation analysis]		article17
2004Monetary transmission in Germany: Lessons for the Euro area In: Empirical Economics.
[Full Text][Citation analysis]		article4
2001A REVIEW OF SYSTEMS COINTEGRATION TESTS In: Econometric Reviews.
[Full Text][Citation analysis]		article68
1998A review of systemscointegration tests.(1998) In: SFB 373 Discussion Papers.
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2014Comment In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article0
2013Comment In: NBER International Seminar on Macroeconomics.
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2009On the importance of sectoral shocks for price-setting In: CFS Working Paper Series.
[Full Text][Citation analysis]		paper3
1996System estimation of the German money demand - a long-run analysis In: SFB 373 Discussion Papers.
[Citation analysis]		paper3

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