18
H index
25
i10 index
1681
Citations
Hans-Martin Krolzig : Citation Profile
University of Kent | RESEARCH PRODUCTION: 20 Articles 40 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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20 years (1995 - 2015). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Hans-Martin Krolzig. | Is cited by:
| Cites to:
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Main data
Where Hans-Martin Krolzig has published?
| Journals with more than one article published | # docs |
|---|---|
| Oxford Bulletin of Economics and Statistics | 3 |
| Econometrics Journal | 2 |
| Empirical Economics | 2 |
Recent works citing Hans-Martin Krolzig (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | A time-varying finance-led model for U.S. business cycles. (2023). Santetti, Marcio. In: Papers. RePEc:arx:papers:2310.05153. Full description at Econpapers || Download paper |
| 2024 | . Full description at Econpapers || Download paper |
| 2024 | Responses of financial stress and monetary policy to global warming: Evidence from China. (2024). Lin, Boqiang ; Zhang, Zuopeng ; Wu, Nan. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000243. Full description at Econpapers || Download paper |
| 2024 | Green transition and macroeconomic stabilization. (2024). Lessmann, Kai ; Tahri, Ibrahim ; Yanovski, Boyan. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:221:y:2024:i:c:p:586-601. Full description at Econpapers || Download paper |
| 2024 | A bank-level analysis of interest rate pass-through in South Africa. (2024). Steenkamp, Daan ; van Jaarsveld, Rossouw ; Greenwood-Nimmo, Matthew. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:82:y:2024:i:c:s0164070424000545. Full description at Econpapers || Download paper |
| 2024 | Testing and Quantifying Economic Resilience. (2024). Hara, Naoko ; Yamamoto, Yohei. In: Discussion paper series. RePEc:hit:hiasdp:hias-e-142. Full description at Econpapers || Download paper |
| 2025 | Forecasting Markov switching vector autoregressions: Evidence from simulation and application. (2025). Cavicchioli, Maddalena. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:1:p:136-152. Full description at Econpapers || Download paper |
Works by Hans-Martin Krolzig:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2003 | Business Cycle Asymmetries: Characterization and Testing Based on Markov-Switching Autoregressions. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 106 |
| 1999 | Business Cycle Asymmetries: Characterisationand Testing Based on Markov-Switching Autoregression..(1999) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 106 | paper | |
| 2003 | General‐to‐Specific Model Selection Procedures for Structural Vector Autoregressions* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 22 |
| 2003 | General-to-Specific Model Selection Procedures for Structural Vector Autoregressions.(2003) In: Economics Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
| 2003 | Consistent Model Selection by an Automatic Gets Approach* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 44 |
| 2004 | We Ran One Regression In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 123 |
| 2004 | We Ran One Regression.(2004) In: Economics Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 123 | paper | |
| 2012 | Effects of Monetary Policy on the US Dollar/UK Pound Exchange Rate. Is There a “Delayed Overshooting Puzzle”? In: Review of International Economics. [Full Text][Citation analysis] | article | 15 |
| 2002 | The European Business Cycle In: Economic Working Papers at Centro de Estudios Andaluces. [Full Text][Citation analysis] | paper | 371 |
| 1999 | The European Business Cycle.(1999) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 371 | paper | |
| 1999 | The European Business Cycle..(1999) In: Economics Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 371 | paper | |
| 2004 | The European business cycle.(2004) In: Oxford Economic Papers. [Citation analysis] This paper has nother version. Agregated cites: 371 | article | |
| 2002 | Classical and Modern Business Cycle Measurement: The European Case In: Economic Working Papers at Centro de Estudios Andaluces. [Full Text][Citation analysis] | paper | 32 |
| 2001 | Classical and Modern Business Cycle Measurement: The European Case.(2001) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | paper | |
| 2001 | CLASSICAL AND MODERN BUSINESS CYCLE MEASUREMENT: THE EUROPEAN CASE..(2001) In: Economics Series Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 32 | paper | |
| 2004 | Classical and modern business cycle measurement: The European case.(2004) In: Spanish Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | article | |
| 2001 | Markov-Switching Procedures for Dating the Euro-Zone Business Cycle In: Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research. [Full Text][Citation analysis] | article | 37 |
| 2003 | The Properties of Automatic Gets Modelling In: Royal Economic Society Annual Conference 2003. [Full Text][Citation analysis] | paper | 190 |
| 2005 | The Properties of Automatic GETS Modelling.(2005) In: Economic Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 190 | article | |
| 2003 | The Properties of Automatic Gets Modelling.(2003) In: Economics Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 190 | paper | |
| 2003 | Wage and Price Phillips Curves In: Royal Economic Society Annual Conference 2003. [Full Text][Citation analysis] | paper | 17 |
| 2000 | Computer Automation of General-to-Specific Model Selection Procedures In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 172 |
| 2001 | Computer automation of general-to-specific model selection procedures.(2001) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 172 | article | |
| 2000 | Computer Automation of General-to-Specific Model Selection Procedures.(2000) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 172 | paper | |
| 1999 | Computer Automation of General-to-Specific Model Selection Procedures.(1999) In: Computing in Economics and Finance 1999. [Citation analysis] This paper has nother version. Agregated cites: 172 | paper | |
| 1998 | A comparison of the forecast performance of Markov-switching and threshold autoregressive models of US GNP In: Econometrics Journal. [Citation analysis] | article | 132 |
| 1999 | Improving on Data mining reconsidered by K.D. Hoover and S.J. Perez In: Econometrics Journal. [Citation analysis] | article | 58 |
| 2001 | Business cycle measurement in the presence of structural change: international evidence In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 32 |
| 2002 | Comparison of Model Reduction Methods for VAR Processes In: Economics Working Papers. [Full Text][Citation analysis] | paper | 18 |
| 2003 | Comparison of Model Reduction Methods for VAR Processes.(2003) In: Economics Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
| 2002 | Comparison of model reduction methods for VAR processes.(2002) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
| 1999 | A New Approach to the Analysis of Shocks and the Cycle in a Model of Output and Employment. In: Economics Working Papers. [Citation analysis] | paper | 24 |
| A Markov-Switching Vector Equilibrium Correction Model of the UK Labour Market In: Working Papers. [Full Text][Citation analysis] | paper | 77 | |
| 2002 | A Markov-switching vector equilibrium correction model of the UK labour market.(2002) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 77 | article | |
| 2004 | Can regime-switching models reproduce the business cycle features of US aggregate consumption, investment and output? In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 10 |
| 2013 | Credit Driven Investment, Heterogeneous Labor Markets and Macroeconomic Dynamics In: IMK Working Paper. [Full Text][Citation analysis] | paper | 9 |
| 2013 | Credit-Driven Investment, Heterogeneous Labor Markets and Macroeconomic Dynamics.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2015 | Credit-driven investment, heterogeneous labor markets and macroeconomic dynamics.(2015) In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
| 2011 | Reconsidering the Dynamic Interaction between Real Wages and Macroeconomic Activity In: Research in World Economy. [Full Text][Citation analysis] | article | 11 |
| 1999 | Learning-by-Doing, Human Capital, and Growth: An Integrated Perspective In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 0 |
| 2003 | Wage and Price Phillips Curves An empirical analysis of destabilizing wage-price spirals In: Economics Papers. [Full Text][Citation analysis] | paper | 14 |
| 2003 | Sub-sample Model Selection Procedures in Gets Modelling In: Economics Papers. [Full Text][Citation analysis] | paper | 2 |
| 2011 | Monetary policy and macroeconomic stability under alternative demand regimes In: Cambridge Journal of Economics. [Full Text][Citation analysis] | article | 15 |
| 2001 | Modelling Business Cycle Features Using Switching Regime Models In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2001 | MODELLING BUSINESS CYCLE FEATURES USING SWITCHING REGIME MODELS..(2001) In: Economics Series Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2001 | A New Approach to the Analysis of Business Cycle Transitions in a Model of Output and Employment In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 20 |
| 2001 | A NEW APPROACH TO THE ANALYSIS OF BUSINESS CYCLE TRANSITIONS IN A MODEL OF OUTPUT AND EMPLOYMENT..(2001) In: Economics Series Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
| 1996 | Seignorage, Government Spending and Growth in a Lucasian General Equilibrium Model. In: Economics Series Working Papers. [Citation analysis] | paper | 1 |
| 1997 | International Monetary Policy Coordination and Credibility Under Incomplete Information. In: Economics Series Working Papers. [Citation analysis] | paper | 0 |
| 2001 | General--to--Specific Reductions of Vector Autoregressive Processes In: Computing in Economics and Finance 2001. [Full Text][Citation analysis] | paper | 13 |
| 1999 | Statistical Analysis of Cointegrated VAR Processes with Markovian Regime Shifts In: Computing in Economics and Finance 1999. [Citation analysis] | paper | 63 |
| 1996 | Statistical Analysis of Cointegrated VAR Processes with Markovian Regime Shifts.(1996) In: SFB 373 Discussion Papers. [Citation analysis] This paper has nother version. Agregated cites: 63 | paper | |
| 2002 | Can oil shocks explain asymmetries in the US Business Cycle? In: Empirical Economics. [Full Text][Citation analysis] | article | 41 |
| 2011 | Effects of monetary policy on the $/£ exchange rate. Is there a delayed overshooting puzzle? In: Studies in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Monetary Policy and Exchange Rates: A Balanced Two-Country Cointegrated VAR Model Approach In: Studies in Economics. [Full Text][Citation analysis] | paper | 2 |
| 2013 | Global stochastic trends in growth, interest and inflation. Is the post-Bretton-Woods era driven by the Volcker disinflation? In: Studies in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Symmetry and Separability in Two-Country Cointegrated VAR Models: Representation and Testing In: Studies in Economics. [Full Text][Citation analysis] | paper | 1 |
| 1997 | A Comparison of the Forecasting Performance of Markov-Switching and Threshold Autoregressive Models of US GNP In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] | paper | 5 |
| 1995 | Konjunkturanalyse mit Markov-Regimewechselmodellen In: SFB 373 Discussion Papers. [Citation analysis] | paper | 1 |
| 2012 | On the construction of two-country cointegrated VAR models with an application to the UK and US In: VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team