Hans-Martin Krolzig : Citation Profile


Are you Hans-Martin Krolzig?

University of Kent

16

H index

19

i10 index

1188

Citations

RESEARCH PRODUCTION:

20

Articles

40

Papers

RESEARCH ACTIVITY:

   20 years (1995 - 2015). See details.
   Cites by year: 59
   Journals where Hans-Martin Krolzig has often published
   Relations with other researchers
   Recent citing documents: 44.    Total self citations: 22 (1.82 %)

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   Permalink: http://citec.repec.org/pkr17
   Updated: 2020-11-21    RAS profile: 2016-12-15    
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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:

Hendry, David (56)

Ferrara, Laurent (50)

Castle, Jennifer (27)

Darné, Olivier (24)

Marcellino, Massimiliano (22)

Clements, Michael (18)

Billio, Monica (18)

Johansen, Soren (17)

Ericsson, Neil (17)

GUEGAN, Dominique (17)

Balcilar, Mehmet (16)

Cites to:

Hendry, David (18)

Hamilton, James (17)

pagan, adrian (12)

Flaschel, Peter (11)

Hoover, Kevin (10)

Hansen, Bruce (9)

Gertler, Mark (8)

Blanchard, Olivier (6)

Proaño, Christian (6)

Mankiw, N. Gregory (5)

Watson, Mark (5)

Main data


Where Hans-Martin Krolzig has published?


Journals with more than one article published# docs
Oxford Bulletin of Economics and Statistics3
Econometrics Journal2
Empirical Economics2

Working Papers Series with more than one paper published# docs
Economics Series Working Papers / University of Oxford, Department of Economics9
SFB 373 Discussion Papers / Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes3
Economics Working Papers / European University Institute3
Royal Economic Society Annual Conference 2003 / Royal Economic Society2
Economic Working Papers at Centro de Estudios Andaluces / Centro de Estudios Andaluces2
The Warwick Economics Research Paper Series (TWERPS) / University of Warwick, Department of Economics2
Computing in Economics and Finance 1999 / Society for Computational Economics2

Recent works citing Hans-Martin Krolzig (2020 and 2019)


YearTitle of citing document
2020Model Averaging and Its Use in Economics. (2020). , Mark. In: Journal of Economic Literature. RePEc:aea:jeclit:v:58:y:2020:i:3:p:644-719.

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2019A Markov Switching Cointegration Analysis of the CDS-Bond Basis Puzzle. (2019). Guidolin, Massimo ; Pedio, Manuela ; Melloni, Francesco. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19121.

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2020Cyclical dynamics in a Kaleckian model with demand and distribution regimes and endogenous natural output. (2020). Stockhammer, Engelbert ; NISHI, Hiroshi. In: Metroeconomica. RePEc:bla:metroe:v:71:y:2020:i:1:p:256-288.

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2019Perception vs. Experience: Explaining Differences in Corruption Measures Using Microdata. (2019). Padovano, Fabio ; Gutmann, Jerg ; Voigt, Stefan. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8027.

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2020Macroeconomics, Nonlinearities, and the Business Cycle. (2020). Reif, Magnus. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:87.

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2020ifo Handbuch der Konjunkturumfragen. (2020). Wohlrabe, Klaus ; Sauer, Stefan. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:88.

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2019Identification des points de retournement du cycle économique au Canada. (2019). Kotchoni, Rachidi ; Surprenant, Stephane ; Stevanovic, Dalibor. In: CIRANO Project Reports. RePEc:cir:cirpro:2019rp-05.

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2019Transmisión de los precios del arroz en Colombia y el mundo. (2019). Sepulveda, Ricardo Troncoso. In: Revista Lecturas de Economía. RePEc:col:000174:017450.

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2019Investment Climate Effects on Alternative Firm-Level Productivity Measures. (2019). Escribano, Alvaro ; Guasch, Luis J ; Pena, Jorge. In: UC3M Working papers. Economics. RePEc:cte:werepe:28639.

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2019Who Is Successful in Foreign Exchange Margin Trading? New Survey Evidence from Japan. (2019). Iwatsubo, Kentaro ; Hayo, Bernd. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2019_026.

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2020Distribution shocks in a Kaleckian model with hysteresis and monetary policy. (2020). Stockhammer, Engelbert ; NISHI, Hiroshi. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:465-479.

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2019Can pecuniary and environmental incentives via SMS messaging make households adjust their electricity demand to a fluctuating production?. (2019). Møller, Niels ; Jensen, Carsten ; Hansen, Lars ; Andersen, Laura Morch. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:1050-1058.

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2019Regime switching effect of financial development on energy intensity: Evidence from Markov-switching vector error correction model. (2019). Guo, Ranran ; Saima, Umme ; Uddin, Md Kamal ; Pan, Xiongfeng. In: Energy Policy. RePEc:eee:enepol:v:135:y:2019:i:c:s0301421519305828.

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2020Predicting ordinary and severe recessions with a three-state Markov-switching dynamic factor model. (2020). Wolters, Maik ; Reif, Magnus ; Heinrich, Markus ; Carstensen, Kai. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:829-850.

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2019Economy through a lens: Distortions of policy coverage in UK national newspapers. (2019). Rambaccussing, Dooruj ; Kwiatkowski, Andrzej ; Bowden, James. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:47:y:2019:i:4:p:881-906.

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2019On the global financial market integration “swoosh” and the trilemma. (2019). Mehl, Arnaud ; Bekaert, Geert. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:94:y:2019:i:c:p:227-245.

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2020The impact of oil price shocks on Tehran Stock Exchange returns: Application of the Markov switching vector autoregressive models. (2020). Rafei, Meysam ; Shahrestani, Parnia. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719302843.

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2019Historical decoupling in the EU: Evidence from time-frequency analysis. (2019). Kapounek, Svatopluk ; Kuerova, Zuzana. In: International Review of Economics & Finance. RePEc:eee:reveco:v:60:y:2019:i:c:p:265-280.

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2020BACE and BMA Variable Selection and Forecasting for UK Money Demand and Inflation with Gretl. (2020). Błażejowski, Marcin ; Kufel, Pawe ; Kwiatkowski, Jacek ; Baejowski, Marcin. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:2:p:21-:d:361756.

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2020Forecast Accuracy Matters for Hurricane Damages. (2020). Martinez, Andrew. In: Working Papers. RePEc:gwc:wpaper:2020-003.

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2019Determinants of corruption: can we put all countries in the same basket?. (2019). Massil, Joseph Keneck ; Gnimassoun, Blaise. In: Post-Print. RePEc:hal:journl:hal-02509820.

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2020An econometric analysis of the underground economy and tax evasion in Kuwait. (2020). Viswanathan, Kuperan K ; Dahalan, Jauhari ; Mohammed, Awadh Ahmed. In: International Journal of Business and Globalisation. RePEc:ids:ijbglo:v:25:y:2020:i:3:p:307-331.

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2019The Central Bank of Turkey’s response to the global currency markets. (2019). Ozkan, Ozcan ; Ozer, Mustafa ; Akkaya, Onur . In: Eastern Journal of European Studies. RePEc:jes:journl:y:2019:v:10:p:249-262.

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2019Price transmission of rice in Colombia and the world. (2019). Troncoso-Sepulveda, Ricardo. In: Lecturas de Economía. RePEc:lde:journl:y:2019:i:91:p:151-179.

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2019Determinants of corruption: can we put all countries in the same basket?. (2019). Massil, Joseph Keneck. In: European Journal of Comparative Economics. RePEc:liu:liucej:v:16:y:2019:i:2:p:239-276.

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2020Robust Discovery of Regression Models. (2020). Hendry, David ; Castle, Jennifer ; Doornik, Jurgen A. In: Economics Papers. RePEc:nuf:econwp:2004.

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2020Identifying the Causal Role of CO2 during the Ice Ages. (2020). Hendry, David ; Castle, Jennifer. In: Economics Series Working Papers. RePEc:oxf:wpaper:898.

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2019Convergence of actual, warranted, and natural growth rates in a Kaleckian-Harrodian model. (2019). Kemp-Benedict, Eric. In: Working Papers. RePEc:pke:wpaper:pkwp1913.

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2019The neo-Goodwinian model reconsidered. (2019). Cauvel, Michael. In: Working Papers. RePEc:pke:wpaper:pkwp1915.

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2020Financial inclusion and business cycles. (2020). Ozili, Peterson K. In: MPRA Paper. RePEc:pra:mprapa:102054.

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2019Модель реального обменного курса рубля с марковскими переключениями режимов. (2019). Shumilov, Andrei ; Polbin, Andrey ; Kulikov, Alexander ; Bedin, Andrey. In: MPRA Paper. RePEc:pra:mprapa:93310.

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2019The Advancement in Information and Communication Technologies (ICT) and Economic Development: A Panel Analysis. (2019). Ali, Amjad ; Audi, Marc. In: MPRA Paper. RePEc:pra:mprapa:93476.

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2019Realized Volatility Forecasting with Neural Networks. (2019). Bucci, Andrea. In: MPRA Paper. RePEc:pra:mprapa:95443.

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2020Bayesian Model Averaging for Autoregressive Distributed Lag (BMA_ADL) in gretl. (2020). Błażejowski, Marcin ; Kwiatkowski, Jacek. In: MPRA Paper. RePEc:pra:mprapa:98387.

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2020Betting markets for English Premier League results and scorelines: evaluating a simple forecasting model. (2020). Singleton, Carl ; Reade, J ; Williams, Leighton Vaughan ; VaughanWilliams, Leighton . In: Economics & Management Discussion Papers. RePEc:rdg:emxxdp:em-dp2020-03.

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2019Modeling real exchange rate of the Russian ruble using Markov regime switching approach. (2019). Shumilov, Andrei ; Kulikov, Alexander ; Bedin, Andrei ; Polbin, Andrey. In: Applied Econometrics. RePEc:ris:apltrx:0373.

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2020Markov switching in exchange rate models: will more regimes help?. (2020). Stillwagon, Josh ; Sullivan, Peter . In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:1:d:10.1007_s00181-019-01623-6.

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2020Probit based time series models in recession forecasting – A survey with an empirical illustration for Finland. (2020). Nissila, Wilma. In: BoF Economics Review. RePEc:zbw:bofecr:72020.

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2019Connectedness between G10 currencies: Searching for the causal structure. (2019). Bettendorf, Timo ; Heinlein, Reinhold. In: Discussion Papers. RePEc:zbw:bubdps:062019.

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2019The nonlinear dynamics of corporate bond spreads: Regime-dependent effects of their determinants. (2019). Stolper, Oscar ; Fischer, Henning. In: Discussion Papers. RePEc:zbw:bubdps:082019.

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2019Labor Market Performance in OECD Countries: The Role of Institutional Interdependencies. (2019). Schleer, Frauke ; Sachs, Andreas. In: EconStor Open Access Articles. RePEc:zbw:espost:225071.

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2019Perception vs. Experience: Explaining Differences in Corruption Measures Using Microdata. (2019). Gutmann, Jerg ; Voigt, Stefan ; Padovano, Fabio. In: ILE Working Paper Series. RePEc:zbw:ilewps:30.

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2019Directed Graph and Variable Selection in Large Vector Autoregressive Models. (2019). Brüggemann, Ralf ; Kascha, Christian ; Bruggemann, Ralf ; Bertsche, Dominik. In: Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy. RePEc:zbw:vfsc19:203656.

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Works by Hans-Martin Krolzig:


YearTitleTypeCited
2003Business Cycle Asymmetries: Characterization and Testing Based on Markov-Switching Autoregressions. In: Journal of Business & Economic Statistics.
[Citation analysis]
article78
1999Business Cycle Asymmetries: Characterisationand Testing Based on Markov-Switching Autoregression..(1999) In: The Warwick Economics Research Paper Series (TWERPS).
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This paper has another version. Agregated cites: 78
paper
2003General‐to‐Specific Model Selection Procedures for Structural Vector Autoregressions* In: Oxford Bulletin of Economics and Statistics.
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article16
2003General-to-Specific Model Selection Procedures for Structural Vector Autoregressions.(2003) In: Economics Papers.
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This paper has another version. Agregated cites: 16
paper
2003Consistent Model Selection by an Automatic Gets Approach* In: Oxford Bulletin of Economics and Statistics.
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article32
2004We Ran One Regression In: Oxford Bulletin of Economics and Statistics.
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article102
2004We Ran One Regression.(2004) In: Economics Papers.
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This paper has another version. Agregated cites: 102
paper
2012Effects of Monetary Policy on the US Dollar/UK Pound Exchange Rate. Is There a “Delayed Overshooting Puzzle”? In: Review of International Economics.
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article9
2002The European Business Cycle In: Economic Working Papers at Centro de Estudios Andaluces.
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paper151
1999The European Business Cycle.(1999) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 151
paper
1999The European Business Cycle..(1999) In: Economics Working Papers.
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This paper has another version. Agregated cites: 151
paper
2004The European business cycle.(2004) In: Oxford Economic Papers.
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This paper has another version. Agregated cites: 151
article
2002Classical and Modern Business Cycle Measurement: The European Case In: Economic Working Papers at Centro de Estudios Andaluces.
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paper20
2001Classical and Modern Business Cycle Measurement: The European Case.(2001) In: Economics Series Working Papers.
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2001CLASSICAL AND MODERN BUSINESS CYCLE MEASUREMENT: THE EUROPEAN CASE..(2001) In: Economics Series Working Papers.
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paper
2004Classical and modern business cycle measurement: The European case.(2004) In: Spanish Economic Review.
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article
2001Markov-Switching Procedures for Dating the Euro-Zone Business Cycle In: Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research.
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article27
2003The Properties of Automatic Gets Modelling In: Royal Economic Society Annual Conference 2003.
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paper164
2005The Properties of Automatic GETS Modelling.(2005) In: Economic Journal.
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This paper has another version. Agregated cites: 164
article
2003The Properties of Automatic Gets Modelling.(2003) In: Economics Papers.
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paper
2003Wage and Price Phillips Curves In: Royal Economic Society Annual Conference 2003.
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paper8
2000Computer Automation of General-to-Specific Model Selection Procedures In: Econometric Society World Congress 2000 Contributed Papers.
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paper152
2000Computer Automation of General-to-Specific Model Selection Procedures.(2000) In: Economics Series Working Papers.
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paper
1999Computer Automation of General-to-Specific Model Selection Procedures.(1999) In: Computing in Economics and Finance 1999.
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paper
2001Computer automation of general-to-specific model selection procedures.(2001) In: Journal of Economic Dynamics and Control.
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article
1998A comparison of the forecast performance of Markov-switching and threshold autoregressive models of US GNP In: Econometrics Journal.
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article100
1999Improving on Data mining reconsidered by K.D. Hoover and S.J. Perez In: Econometrics Journal.
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article54
2001Business cycle measurement in the presence of structural change: international evidence In: International Journal of Forecasting.
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article29
2002Comparison of Model Reduction Methods for VAR Processes In: Economics Working Papers.
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paper16
2003Comparison of Model Reduction Methods for VAR Processes.(2003) In: Economics Papers.
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This paper has another version. Agregated cites: 16
paper
2002Comparison of model reduction methods for VAR processes.(2002) In: SFB 373 Discussion Papers.
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This paper has another version. Agregated cites: 16
paper
1999A New Approach to the Analysis of Shocks and the Cycle in a Model of Output and Employment. In: Economics Working Papers.
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paper18
A Markov-Switching Vector Equilibrium Correction Model of the UK Labour Market In: Working Papers.
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paper61
2002A Markov-switching vector equilibrium correction model of the UK labour market.(2002) In: Empirical Economics.
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article
2004Can regime-switching models reproduce the business cycle features of US aggregate consumption, investment and output? In: International Journal of Finance & Economics.
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article8
2013Credit Driven Investment, Heterogeneous Labor Markets and Macroeconomic Dynamics In: IMK Working Paper.
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paper8
2013Credit-Driven Investment, Heterogeneous Labor Markets and Macroeconomic Dynamics.(2013) In: Working Papers.
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2015Credit-driven investment, heterogeneous labor markets and macroeconomic dynamics.(2015) In: Journal of Economic Interaction and Coordination.
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article
2011Reconsidering the Dynamic Interaction between Real Wages and Macroeconomic Activity In: Research in World Economy.
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article6
1999Learning-by-Doing, Human Capital, and Growth: An Integrated Perspective In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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article0
2003Wage and Price Phillips Curves An empirical analysis of destabilizing wage-price spirals In: Economics Papers.
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paper10
2003Sub-sample Model Selection Procedures in Gets Modelling In: Economics Papers.
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paper2
2011Monetary policy and macroeconomic stability under alternative demand regimes In: Cambridge Journal of Economics.
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article9
2001Modelling Business Cycle Features Using Switching Regime Models In: Economics Series Working Papers.
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paper3
2001MODELLING BUSINESS CYCLE FEATURES USING SWITCHING REGIME MODELS..(2001) In: Economics Series Working Papers.
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paper
2001A New Approach to the Analysis of Business Cycle Transitions in a Model of Output and Employment In: Economics Series Working Papers.
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paper18
2001A NEW APPROACH TO THE ANALYSIS OF BUSINESS CYCLE TRANSITIONS IN A MODEL OF OUTPUT AND EMPLOYMENT..(2001) In: Economics Series Working Papers.
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This paper has another version. Agregated cites: 18
paper
1996Seignorage, Government Spending and Growth in a Lucasian General Equilibrium Model. In: Economics Series Working Papers.
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paper1
1997International Monetary Policy Coordination and Credibility Under Incomplete Information. In: Economics Series Working Papers.
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paper0
2001General--to--Specific Reductions of Vector Autoregressive Processes In: Computing in Economics and Finance 2001.
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paper6
1999Statistical Analysis of Cointegrated VAR Processes with Markovian Regime Shifts In: Computing in Economics and Finance 1999.
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paper40
1996Statistical Analysis of Cointegrated VAR Processes with Markovian Regime Shifts.(1996) In: SFB 373 Discussion Papers.
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This paper has another version. Agregated cites: 40
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2002Can oil shocks explain asymmetries in the US Business Cycle? In: Empirical Economics.
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article32
2011Effects of monetary policy on the $/£ exchange rate. Is there a delayed overshooting puzzle? In: Studies in Economics.
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2013Monetary Policy and Exchange Rates: A Balanced Two-Country Cointegrated VAR Model Approach In: Studies in Economics.
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paper3
2013Global stochastic trends in growth, interest and inflation. Is the post-Bretton-Woods era driven by the Volcker disinflation? In: Studies in Economics.
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paper0
2013Symmetry and Separability in Two-Country Cointegrated VAR Models: Representation and Testing In: Studies in Economics.
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1997A Comparison of the Forecasting Performance of Markov-Switching and Threshold Autoregressive Models of US GNP In: The Warwick Economics Research Paper Series (TWERPS).
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paper4
1995Konjunkturanalyse mit Markov-Regimewechselmodellen In: SFB 373 Discussion Papers.
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paper1
2012On 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.
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paper0

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