18
H index
24
i10 index
1663
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 (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | 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 |
| 2023 | Directed graphs and variable selection in large vector autoregressive models. (2023). Kascha, Christian ; Bruggemann, Ralf ; Bertsche, Dominik. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:44:y:2023:i:2:p:223-246. Full description at Econpapers || Download paper |
| 2023 | Global money supply and energy and non-energy commodity prices: A MS-TV-VAR approach. (2023). Vespignani, Joaquin ; Vocalelli, Giorgio ; Ravazzolo, Francesco ; Grassi, Stefano. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps100. Full description at Econpapers || Download paper |
| 2023 | Relative Impact of the U.S. Energy Market Sentiments on Stocks and ESG Index Returns: Evidence from GCC Countries. (2023). Mohnot, Rajesh ; Verma, Rahul. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-32. Full description at Econpapers || Download paper |
| 2023 | The COVID-19 pandemic and financial markets in Central Europe: Macroeconomic measures and international policy spillovers. (2023). Stawasz-Grabowska, Ewa ; Janus, Jakub ; Grabowski, Wojciech. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s156601412200108x. Full description at Econpapers || Download paper |
| 2023 | Forecasting realized volatility with machine learning: Panel data perspective. (2023). Liu, Zhi ; He, Lidan ; Bai, LU ; Zhu, Haibin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:251-271. Full description at Econpapers || Download paper |
| 2023 | Could financial development eliminate energy poverty through renewable energy in Poland?. (2023). Mikayilov, Jeyhun I ; Mukhtarov, Shahriyar. In: Energy Policy. RePEc:eee:enepol:v:182:y:2023:i:c:s0301421523003324. Full description at Econpapers || Download paper |
| 2023 | Endogenous business cycles and economic policy. (2023). Skott, Peter. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:210:y:2023:i:c:p:61-82. Full description at Econpapers || Download paper |
| 2023 | Classical and Keynesian models of inequality and stagnation. (2023). zamparelli, luca ; Tavani, Daniele ; von Arnim, Rudiger ; Rada, Codrina. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:211:y:2023:i:c:p:442-461. Full description at Econpapers || Download paper |
| 2023 | The Bielefeld School of economics, Post Keynesian economics, and dynamic complexity. (2023). Rosser, Marina V. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:212:y:2023:i:c:p:454-465. Full description at Econpapers || Download paper |
| 2023 | The asymmetric impact of global economic policy uncertainty on international grain prices. (2023). Luo, Tianyuan ; Li, Jieyu ; Long, Shaobo. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000307. Full description at Econpapers || Download paper |
| 2023 | The scope and methodology of economic and financial asymmetries. (2023). Stengos, Thanasis ; Malliaris, Anastasios ; Alogoskoufis, George. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494923000099. Full description at Econpapers || Download paper |
| 2023 | Dynamic connectedness between credit and liquidity risks in euro area sovereign debt markets. (2023). Sosvilla-Rivero, Simon ; Pieterse-Bloem, Mary ; Gomez-Puig, Marta. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:68:y:2023:i:c:s1042444x23000191. Full description at Econpapers || Download paper |
| 2023 | On the Determinants of Bitcoin Returns and Volatility: What We Get from Gets?. (2023). el Montasser, Ghassen ; Messai, Ahlem Selma ; Benhamed, Adel. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:3:p:1761-:d:1038511. Full description at Econpapers || Download paper |
| 2023 | The Granger Causality of Bahrain Stocks, Bitcoin, and Other Commodity Asset Returns: Evidence of Short-Term Return Spillover Before and During the COVID-19 Pandemic. (2023). Lagaras, Maria Cecilia ; Doblas, Mark Pabatang. In: International Journal of Business Analytics (IJBAN). RePEc:igg:jban00:v:10:y:2023:i:1:p:1-20. Full description at Econpapers || Download paper |
| 2023 | Fiscal policy and social infrastructure provision under alternative growth and distribution regimes. (2023). Okuma, Kazuhiro ; Nishi, Hiroshi. In: Working Papers. RePEc:pke:wpaper:pkwp2304. Full description at Econpapers || Download paper |
| 2023 | Nexus between Financial Inclusion and Economic Activity: A Study about Traditional and Non-Traditional Financial Service Indicators Determining Financial Outreach. (2023). Gerth, Florian. In: MPRA Paper. RePEc:pra:mprapa:119265. Full description at Econpapers || Download paper |
| 2023 | Assessment, Interaction and the Transmission Process of Twin deficit Hypothesis: Fresh Evidence from India. (2023). Belwal, Rakesh ; Nautiyal, Neeraj. In: Business Perspectives and Research. RePEc:sae:busper:v:11:y:2023:i:2:p:269-286. Full description at Econpapers || Download paper |
| 2023 | A new look at asymmetric effect of oil price changes on inflation: Evidence from Malaysia. (2023). Sek, Siok Kun. In: Energy & Environment. RePEc:sae:engenv:v:34:y:2023:i:5:p:1524-1547. Full description at Econpapers || Download paper |
| 2023 | Markov chains, eigenvalues and the stability of economic growth processes. (2023). Delbianco, Fernando ; Tohme, Fernando ; Fioriti, Andres. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:3:d:10.1007_s00181-022-02276-8. Full description at Econpapers || Download paper |
| 2023 | Is there a similar Granger causality among CO2 emissions, energy consumption and economic growth in different regimes in Iran?. (2023). Rahimdel, Mahdiyeh ; Heidari, Hassan ; Refah-Kahriz, Arash. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:25:y:2023:i:4:d:10.1007_s10668-022-02203-y. Full description at Econpapers || Download paper |
| 2023 | Predicting the contribution of artificial intelligence to unemployment rates: an artificial neural network approach. (2023). Hegerty, Scott W ; Mutascu, Mihai. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:2:d:10.1007_s12197-023-09616-z. Full description at Econpapers || Download paper |
| 2023 | Global money supply and energy and non-energy commodity prices: A MS-TV-VAR approach. (2023). Vespignani, Joaquin ; Vocalelli, Giorgio ; Ravazzolo, Francesco ; Grassi, Stefano. In: Working Papers. RePEc:tas:wpaper:47658. Full description at Econpapers || Download paper |
| 2023 | Is causality between globalization and energy consumption bidirectional or unidirectional in top and bottom globalized economies?. (2023). Shahbaz, Muhammad ; Balcilar, Mehmet ; Akadiri, Seyi ; Mahalik, Mantu Kumar. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1939-1964. Full description at Econpapers || Download paper |
| 2023 | Connectedness between G10 currencies: Searching for the causal structure. (2023). Heinlein, Reinhold ; Bettendorf, Timo. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:3938-3959. Full description at Econpapers || Download paper |
| 2023 | Recessions and recoveries in Central African countries: Lessons from the past. (2023). Djoumessi, Any Flore. In: Journal of International Development. RePEc:wly:jintdv:v:35:y:2023:i:6:p:1121-1142. 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 | 104 |
| 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: 104 | 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 | 43 |
| 2004 | We Ran One Regression In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 122 |
| 2004 | We Ran One Regression.(2004) In: Economics Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 122 | 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 | 14 |
| 2002 | The European Business Cycle In: Economic Working Papers at Centro de Estudios Andaluces. [Full Text][Citation analysis] | paper | 376 |
| 1999 | The European Business Cycle.(1999) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 376 | paper | |
| 1999 | The European Business Cycle..(1999) In: Economics Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 376 | paper | |
| 2004 | The European business cycle.(2004) In: Oxford Economic Papers. [Citation analysis] This paper has nother version. Agregated cites: 376 | 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 | 31 |
| 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: 31 | 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: 31 | 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: 31 | 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 | 185 |
| 2005 | The Properties of Automatic GETS Modelling.(2005) In: Economic Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 185 | article | |
| 2003 | The Properties of Automatic Gets Modelling.(2003) In: Economics Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 185 | 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 | 169 |
| 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: 169 | 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: 169 | 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: 169 | paper | |
| 1998 | A comparison of the forecast performance of Markov-switching and threshold autoregressive models of US GNP In: Econometrics Journal. [Citation analysis] | article | 130 |
| 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 | 9 |
| 2013 | Credit Driven Investment, Heterogeneous Labor Markets and Macroeconomic Dynamics In: IMK Working Paper. [Full Text][Citation analysis] | paper | 8 |
| 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: 8 | 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: 8 | 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 | 11 |
| 1999 | Statistical Analysis of Cointegrated VAR Processes with Markovian Regime Shifts In: Computing in Economics and Finance 1999. [Citation analysis] | paper | 60 |
| 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: 60 | 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 |
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