Hans-Martin Krolzig : Citation Profile


Are you Hans-Martin Krolzig?

University of Kent

16

H index

19

i10 index

1164

Citations

RESEARCH PRODUCTION:

21

Articles

40

Papers

RESEARCH ACTIVITY:

   20 years (1995 - 2015). See details.
   Cites by year: 58
   Journals where Hans-Martin Krolzig has often published
   Relations with other researchers
   Recent citing documents: 100.    Total self citations: 22 (1.85 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pkr17
   Updated: 2020-01-18    RAS profile: 2016-12-15    
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Relations with other researchers


Works with:

Charpe, Matthieu (3)

Tavani, Daniele (3)

Semmler, Willi (3)

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 (55)

Ferrara, Laurent (50)

Castle, Jennifer (25)

Darné, Olivier (24)

Marcellino, Massimiliano (24)

Clements, Michael (18)

Ericsson, Neil (17)

GUEGAN, Dominique (17)

Johansen, Soren (17)

Balcilar, Mehmet (16)

Billio, Monica (15)

Cites to:

Hendry, David (18)

Hamilton, James (17)

pagan, adrian (12)

Flaschel, Peter (11)

Hoover, Kevin (10)

Hansen, Bruce (9)

Gertler, Mark (8)

Proaño, Christian (6)

Blanchard, Olivier (6)

Harding, Don (5)

Bjørnland, Hilde (5)

Main data


Where Hans-Martin Krolzig has published?


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

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
Computing in Economics and Finance 1999 / Society for Computational Economics2
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
Royal Economic Society Annual Conference 2003 / Royal Economic Society2

Recent works citing Hans-Martin Krolzig (2018 and 2017)


YearTitle of citing document
2018Forecasting dynamically asymmetric fluctuations of the U.S. business cycle. (2018). Zanetti Chini, Emilio. In: CREATES Research Papers. RePEc:aah:create:2018-13.

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2017Impacts of Export Restrictions on Food Price Volatility: Evidence from VAR-X and EGARCH-X Models. (2017). Jaghdani, Tinoush Jamali ; Brummer, Bernhard ; Dalheimer, Bernhard. In: 57th Annual Conference, Weihenstephan, Germany, September 13-15, 2017. RePEc:ags:gewi17:262151.

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2017From Inflation Targeting to achieving Economic Growth. (2017). Carrera, Cesar. In: Working Papers. RePEc:apc:wpaper:2017-092.

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2018Model Selection in Time Series Analysis: Using Information Criteria as an Alternative to Hypothesis Testing. (2018). Hatemi-J, Abdulnasser ; Hacker, Scott R. In: Papers. RePEc:arx:papers:1805.08991.

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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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2017Explaining Inflation with a Classical Dichotomy Model and Switching Monetary Regimes: Mexico 1932-2013. (2017). Daniel, Garces Diaz . In: Working Papers. RePEc:bdm:wpaper:2017-20.

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2017The Impact of Oil Price on South African GDP Growth: A Bayesian Markov Switching-VAR Analysis. (2017). GUPTA, RANGAN ; Balcilar, Mehmet ; Uwilingiye, Josine ; van Eyden, Renee. In: African Development Review. RePEc:bla:afrdev:v:29:y:2017:i:2:p:319-336.

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2017The open economy trilemma in Latin America: A three-decade analysis. (2017). de Mendonça, Helder ; da Silva, Igor ; de Mendona, Helder Ferreira ; deMendona, Helder Ferreira . In: International Finance. RePEc:bla:intfin:v:20:y:2017:i:2:p:135-154.

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2017Semicoherent Multipopulation Mortality Modeling: The Impact on Longevity Risk Securitization. (2017). Li, Johnny Siu-Hang ; Zhou, Rui ; Chan, Wai-Sum. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:84:y:2017:i:3:p:1025-1065.

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2017Exchange rate misalignments and the external balance under a pegged currency system. (2017). Gnimassoun, Blaise. In: Review of International Economics. RePEc:bla:reviec:v:25:y:2017:i:5:p:949-974.

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2018Monetary union in West Africa and business cycles synchronicity: New evidence. (2018). Simons, Daniel ; Louis, Rosmy Jean. In: The World Economy. RePEc:bla:worlde:v:41:y:2018:i:10:p:2828-2848.

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2018On the China factor in international oil markets: A regime switching approach. (2018). Cross, Jamie ; Nguyen, Bao H ; Hou, Chenghan. In: Working Papers. RePEc:bny:wpaper:0069.

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2017Predicting Ordinary and Severe Recessions with a Three-State Markov-Switching Dynamic Factor Model. An Application to the German Business Cycle. (2017). Wolters, Maik ; Reif, Magnus ; Carstensen, Kai ; Heinrich, Markus . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6457.

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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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2018Estimation of the common component in Dynamic Factor Models. (2018). Navarro, Angela Caro ; Sanchez, Daniel Pea . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:27047.

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2017Financial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from 1001 Shocks. (2017). Georgiadis, Georgios ; Jancokova, Martina. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2017_008.

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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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2017Financial globalisation, monetary policy spillovers and macro-modelling: tales from 1001 shocks. (2017). Georgiadis, Georgios ; Janokova, Martina . In: Working Paper Series. RePEc:ecb:ecbwps:20172082.

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2017What is the globalisation of inflation?. (2017). Osborn, Denise ; Bratsiotis, George ; Altansukh, Gantungalag ; Becker, Ralf. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:74:y:2017:i:c:p:1-27.

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2017Testing the dependency theory on small island economies: The case of Cyprus. (2017). YAYA, MEHMET ; Kutan, Ali ; Balcilar, Mehmet. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:1-11.

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2017The new MIBA model: Real-time nowcasting of French GDP using the Banque de Frances monthly business survey. (2017). Mogliani, Matteo ; Darné, Olivier ; Pluyaud, Bertrand ; Darne, Olivier. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:26-39.

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2017Growth effects of EU and EZ memberships: Empirical findings from the first 15 years of the Euro. (2017). Dreyer, Johannes Kabderian ; SCHMID, Peter Alfons . In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:45-54.

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2018Directional predictability and time-varying spillovers between stock markets and economic cycles. (2018). Shahzad, Syed Jawad Hussain ; Bekiros, Stelios ; Ur, Mobeen ; Arreola-Hernandez, Jose ; Hussain, Syed Jawad. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:301-312.

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2018International synchronization of the Mexican states business cycles: Explaining factors. (2018). Aroca, Patricio ; Vergara-Gonzalez, Reyna ; Rendon-Rojas, Liliana ; Mejia-Reyes, Pablo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:278-288.

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2017Heteroscedasticity-robust model screening: A useful toolkit for model averaging in big data analytics. (2017). Xie, Tian. In: Economics Letters. RePEc:eee:ecolet:v:151:y:2017:i:c:p:119-122.

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2018Renewable energy, oil prices, and economic activity: A Granger-causality in quantiles analysis. (2018). Uddin, Gazi ; Troster, Victor ; Shahbaz, Muhammad. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:440-452.

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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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2018Deciding between alternative approaches in macroeconomics. (2018). Hendry, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:1:p:119-135.

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2018Forecasting dynamically asymmetric fluctuations of the U.S. business cycle. (2018). Zanetti Chini, Emilio. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:711-732.

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2017Which market integration measure?. (2017). Paradiso, Antonio ; Donadelli, Michael ; Billio, Monica ; Riedel, M. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:76:y:2017:i:c:p:150-174.

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2017An experimental study of a common property renewable resource game in continuous time. (2017). Tasneem, Dina ; Benchekroun, Hassan ; Engle-Warnick, Jim. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:140:y:2017:i:c:p:91-119.

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2018Fundamental factors and extrapolation in stock-market expectations: The central role of structural change. (2018). Stillwagon, Josh ; Frydman, Roman . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:148:y:2018:i:c:p:189-198.

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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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2018Evaluating the predicting power of ordered probit models for multiple business cycle phases in the U.S. and Japan. (2018). Tarassow, Artur ; Proao, Christian R. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:50:y:2018:i:c:p:60-71.

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2018The core‒periphery pattern of European business cycles: A fuzzy clustering approach. (2018). Ahlborn, Markus ; Wortmann, Marcus. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:55:y:2018:i:c:p:12-27.

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2018Effects of monetary policy shocks on exchange rate in small open Economies. (2018). Kim, Soyoung ; Lim, Kuntae . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:56:y:2018:i:c:p:324-339.

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2017Reassessing the role of precious metals as safe havens–What colour is your haven and why?. (2017). Lucey, Brian M ; Li, Sile . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:7:y:2017:i:c:p:1-14.

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2018Interest rate pass through in a Markov-switching Vector Autoregression model: Evidence from Greek retail bank interest rates. (2018). Papadamou, Stephanos ; Markopoulos, Thomas. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:17:y:2018:i:c:p:48-60.

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2018Effective network inference through multivariate information transfer estimation. (2018). Gnabo, Jean-Yves ; Dahlqvist, Carl-Henrik. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:499:y:2018:i:c:p:376-394.

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2017Environmental pollution, hydropower energy consumption and economic growth: Evidence from G7 countries. (2017). Bildirici, Melike E ; Gokmenolu, Seyit M. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:75:y:2017:i:c:p:68-85.

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2017Did the Bundesbank react to the US dollar exchange rate?. (2017). Eleftheriou, Maria. In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:235-244.

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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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2017Examination of Taiwans travel and tourism market cycle through a two-period Markov regime-switching model. (2017). Hsu, Pao-Peng. In: Tourism Management. RePEc:eee:touman:v:63:y:2017:i:c:p:201-208.

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2018On the time-varying links between oil and gold: New insights from the rolling and recursive rolling approaches. (2018). Shahbaz, Muhammad ; Ozdemir, Zeynel ; Balcilar, Mehmet. In: Working Papers. RePEc:emu:wpaper:15-35.pdf.

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2017Lessons in Econometric Methodology: The Axiom of Correct Specification. (2017). Zaman, Asad. In: International Econometric Review (IER). RePEc:erh:journl:v:9:y:2017:i:2:p:50-68.

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2017Financial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from 1001 Shocks. (2017). Georgiadis, Georgios ; Jancokova, Martina. In: Globalization Institute Working Papers. RePEc:fip:feddgw:314.

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2018Can pecuniary and environmental incentives via SMS messaging make households adjust their intra-day electricity demand to a fluctuating production?. (2018). Møller, Niels ; Jensen, Carsten ; Hansen, Lars ; Andersen, Laura Morch ; Moller, Niels Framroze. In: IFRO Working Paper. RePEc:foi:wpaper:2018_06.

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2017Evaluating Forecasts, Narratives and Policy Using a Test of Invariance. (2017). Martinez, Andrew ; Hendry, David ; Castle, Jennifer. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:39-:d:110547.

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2017Variable selection and forecasting via automated methods for linear models: LASSO/adaLASSO and Autometrics. (2017). GUEGAN, Dominique ; Veiga, Alvaro ; Epprecht, Camila . In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-00917797.

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2017Post-Keynesian macroeconomics since the mid-1990s - main developments. (2017). Hein, Eckhard. In: FMM Working Paper. RePEc:imk:fmmpap:01-2017.

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2017Office Market Dynamics in Madrid: Modelling with a Single-Equation Error Correction Mechanism. (2017). Sosvilla-Rivero, Simon ; Rodriguez, Ramiro J. In: International Real Estate Review. RePEc:ire:issued:v:20:n:04:2017:p:451-491.

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2017Evolving Wage Cyclicality in Latin America. (2017). Messina, Julian ; Gambetti, Luca. In: IZA Discussion Papers. RePEc:iza:izadps:dp10657.

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2018A Semi-Parametric Non-linear Neural Network Filter: Theory and Empirical Evidence. (2018). Vouldis, Angelos ; Michaelides, Panayotis ; Konstantakis, Konstantinos ; Patrinos, Panagiotis ; Tsionas, Efthymios G. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:3:d:10.1007_s10614-016-9628-6.

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2018Exploring Dynamic Impact of Foreign Direct Investment on China’s CO $$_{2}$$ 2 Emissions Using Markov-Switching Vector Error Correction Model. (2018). Pan, Xiongfeng ; Li, Bin ; Quan, Rong ; Zhang, Jing. In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:4:d:10.1007_s10614-017-9745-x.

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2017Business Cycle Synchronization in the EMU: Core vs. Periphery. (2017). Belke, Ansgar ; Gros, Daniel ; Domnick, Clemens. In: Open Economies Review. RePEc:kap:openec:v:28:y:2017:i:5:d:10.1007_s11079-017-9465-9.

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2018Does corruption throw sand into or grease the wheels of financial sector development?. (2018). schneider, friedrich ; Cooray, Arusha. In: Public Choice. RePEc:kap:pubcho:v:177:y:2018:i:1:d:10.1007_s11127-018-0592-7.

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2017Earnings quality and the heterogeneous relation between earnings and stock returns. (2017). Isidro, Helena ; Dias, Jose G. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:49:y:2017:i:4:d:10.1007_s11156-017-0619-z.

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2017Directed Graphs and Variable Selection in Large Vector Autoregressive Models. (2017). Kascha, Christian ; Bruggemann, Ralf . In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1706.

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2018Directed Graphs and Variable Selection in Large Vector Autoregressive Models. (2018). Kascha, Christian ; Bruggemann, Ralf ; Bertsche, Dominik. In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1808.

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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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2017On the Global Financial Market Integration “Swoosh” and the Trilemma. (2017). Mehl, Arnaud ; Bekaert, Geert. In: NBER Working Papers. RePEc:nbr:nberwo:23124.

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2018Selecting a Model for Forecasting. (2018). Hendry, David ; Doornik, Jurgen ; Castle, Jennifer. In: Economics Series Working Papers. RePEc:oxf:wpaper:861.

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2017Foreign Direct Investment Drivers and Growth in Central and Eastern Europe in the Aftermath of the 2007 Global Financial Crisis. (2017). Jimborean, Ramona ; Kelber, Anna . In: Comparative Economic Studies. RePEc:pal:compes:v:59:y:2017:i:1:d:10.1057_s41294-016-0018-9.

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2018Forecasting dynamically asymmetric fluctuations of the U.S. business cycle. (2018). Zanetti Chini, Emilio. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0156.

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2018Does Pak-Rupee Exchange Rate Respond to Monetary Fundamentals? A Structural Analysis. (2018). Nawaz, Saima ; Khan, Muhammad Arshad. In: The Pakistan Development Review. RePEc:pid:journl:v:57:y:2018:i:2:p:175-202.

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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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2017Twin Deficit Hypothesis and Feldstein-Horioka Hypothesis: Case Study of Indonesia. (2017). Widodo, Tri ; Wirasti, Anisha . In: MPRA Paper. RePEc:pra:mprapa:77442.

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2017Analysis OF Energy Efficiency Practices of SMEs in Ghana: An application of Product Generational Dematerialisation. (2017). Ackah, Ishmael. In: MPRA Paper. RePEc:pra:mprapa:77484.

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2017Socio-Economic Development, Demographic Changes and Total Labor Productivity in Pakistan: A Co-Integrational and Decomposition Analysis. (2017). Ali, Amjad ; Audi, Marc. In: MPRA Paper. RePEc:pra:mprapa:77538.

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2017Are linear models really unuseful to describe business cycle data?. (2017). Silva Lopes, Artur ; Zsurkis, Gabriel Florin . In: MPRA Paper. RePEc:pra:mprapa:79413.

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2017Model Averaging and its Use in Economics. (2017). Steel, Mark. In: MPRA Paper. RePEc:pra:mprapa:81568.

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2017Socio-Economic Development, Demographic Changes And Total Labor Productivity In Pakistan: A Co-Integrational and Decomposition Analysis. (2017). Ali, Amjad ; Audi, Marc. In: MPRA Paper. RePEc:pra:mprapa:82435.

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2018Dynamic Analysis of a Disequilibrium Macroeconomic Model with Dual Labor Markets. (2018). Ogawa, Shogo. In: MPRA Paper. RePEc:pra:mprapa:84107.

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2018Renewable Energy, Oil Prices, and Economic Activity: A Granger-causality in Quantiles Analysis. (2018). Uddin, Gazi ; Troster, Victor ; Shahbaz, Muhammad. In: MPRA Paper. RePEc:pra:mprapa:84194.

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2018Model Averaging and its Use in Economics. (2018). Steel, Mark. In: MPRA Paper. RePEc:pra:mprapa:90110.

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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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2017Modeling Macro-Financial Linkages: Combined Impulse Response Functions in SVAR Models. (2017). Serwa, Dobromi ; Wdowiski, Piotr. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:9:y:2017:i:4:p:323-357.

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2017Perche la produttivita degli investimenti varia tra paesi? (Why does the productivity of investment vary across countries?). (2017). Thirlwall, Anthony ; Nell, Kevin. In: Moneta e Credito. RePEc:psl:moneta:2017:31.

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2018Una vita nell’economia. (2018). Thirlwall, Anthony. In: Moneta e Credito. RePEc:psl:moneta:2018:32.

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2018Machine Learning Macroeconometrics: A Primer. (2018). Korobilis, Dimitris. In: Working Paper series. RePEc:rim:rimwps:18-30.

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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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2018Are Euro-Area expectations about recession phases effective to anticipate consequences of economic crises?. (2018). Rubilar-González, Marco Antonio ; Pino Saldías, Gabriel ; Rubilar-Gonzalez, Marco. In: SERIEs: Journal of the Spanish Economic Association. RePEc:spr:series:v:9:y:2018:i:2:d:10.1007_s13209-017-0170-0.

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2017Price and nominal wage Phillips curves and the dynamics of distribution in Japan. (2017). Sonoda, Ryunosuke . In: International Review of Applied Economics. RePEc:taf:irapec:v:31:y:2017:i:1:p:28-44.

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2018Essays on functional coefficient models. (2018). Koo, Chao . In: Other publications TiSEM. RePEc:tiu:tiutis:ba87b8a5-3c55-40ec-967d-9eab42c14ddf.

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2017Spectral analysis of business cycles in Poland and its major trading partners. (2017). Kijek, Arkadiusz . In: Operations Research and Decisions. RePEc:wut:journl:v:1:y:2017:p:57-75:id:1269.

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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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2017Output gap similarities in Europe: Detecting country groups. (2017). Wortmann, Marcus ; Ahlborn, Markus. In: Center for European, Governance and Economic Development Research Discussion Papers. RePEc:zbw:cegedp:305.

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2017What is the Globalisation of Inflation?. (2017). Osborn, Denise ; Bratsiotis, George ; Altansukh, Gantungalag ; Becker, Ralf. In: EconStor Open Access Articles. RePEc:zbw:espost:171324.

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2017Are linear models really unuseful to describe business cycle data?. (2017). Zsurkis, Gabriel Florin ; Lopes, Artur Silva . In: Economics Discussion Papers. RePEc:zbw:ifwedp:20175.

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2018A replication of Education and catch-up in the industrial revolution (American Economic Journal: Macroeconomics, 2011). (2018). Edwards, Jeremy. In: Economics - The Open-Access, Open-Assessment E-Journal. RePEc:zbw:ifweej:20183.

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2017Predicting Ordinary and Severe Recessions with a Three-State Markov-Switching Dynamic Factor Model. An Application to the German Business Cycle. (2017). Wolters, Maik ; Reif, Magnus ; Carstensen, Kai ; Heinrich, Markus . In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168206.

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2019Directed Graph and Variable Selection in Large Vector Autoregressive Models. (2019). Brüggemann, Ralf ; Bruggemann, Ralf ; Bertsche, Dominik ; Kascha, Christian. 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
2000A Disaggregated Markov-Switching Model of the Business Cycle in UK Manufacturing. In: Manchester School.
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article9
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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article29
2004We Ran One Regression In: Oxford Bulletin of Economics and Statistics.
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article100
2004We Ran One Regression.(2004) In: Economics Papers.
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This paper has another version. Agregated cites: 100
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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article8
2002The European Business Cycle In: Economic Working Papers at Centro de Estudios Andaluces.
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paper148
1999The European Business Cycle.(1999) In: CEPR Discussion Papers.
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paper
1999The European Business Cycle..(1999) In: Economics Working Papers.
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This paper has another version. Agregated cites: 148
paper
2004The European business cycle.(2004) In: Oxford Economic Papers.
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This paper has another version. Agregated cites: 148
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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paper
2001CLASSICAL AND MODERN BUSINESS CYCLE MEASUREMENT: THE EUROPEAN CASE..(2001) In: Economics Series Working Papers.
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This paper has another version. Agregated cites: 20
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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paper158
2005The Properties of Automatic GETS Modelling.(2005) In: Economic Journal.
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article
2003The Properties of Automatic Gets Modelling.(2003) In: Economics Papers.
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This paper has another version. Agregated cites: 158
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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paper147
2001Computer automation of general-to-specific model selection procedures.(2001) In: Journal of Economic Dynamics and Control.
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article
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.
[Citation analysis]
This paper has another version. Agregated cites: 147
paper
1998A comparison of the forecast performance of Markov-switching and threshold autoregressive models of US GNP In: Econometrics Journal.
[Citation analysis]
article98
1999Improving on Data mining reconsidered by K.D. Hoover and S.J. Perez In: Econometrics Journal.
[Citation analysis]
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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paper15
2003Comparison of Model Reduction Methods for VAR Processes.(2003) In: Economics Papers.
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This paper has another version. Agregated cites: 15
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: 15
paper
1999A New Approach to the Analysis of Shocks and the Cycle in a Model of Output and Employment. In: Economics Working Papers.
[Citation analysis]
paper17
A Markov-Switching Vector Equilibrium Correction Model of the UK Labour Market In: Working Papers.
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paper58
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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paper9
2013Credit-Driven Investment, Heterogeneous Labor Markets and Macroeconomic Dynamics.(2013) In: Working Papers.
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paper
2015Credit-driven investment, heterogeneous labor markets and macroeconomic dynamics.(2015) In: Journal of Economic Interaction and Coordination.
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This paper has another version. Agregated cites: 9
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).
[Full Text][Citation analysis]
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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article7
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.
[Citation analysis]
This paper has another version. Agregated cites: 3
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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paper15
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: 15
paper
1996Seignorage, Government Spending and Growth in a Lucasian General Equilibrium Model. In: Economics Series Working Papers.
[Citation analysis]
paper1
1997International Monetary Policy Coordination and Credibility Under Incomplete Information. In: Economics Series Working Papers.
[Citation analysis]
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.
[Citation analysis]
paper40
1996Statistical Analysis of Cointegrated VAR Processes with Markovian Regime Shifts.(1996) In: SFB 373 Discussion Papers.
[Citation analysis]
This paper has another version. Agregated cites: 40
paper
2002Can oil shocks explain asymmetries in the US Business Cycle? In: Empirical Economics.
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article31
2011Effects of monetary policy on the $/£ exchange rate. Is there a delayed overshooting puzzle? In: Studies in Economics.
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paper0
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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paper0
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.
[Citation analysis]
paper0
2012On the construction of two-country cointegrated VAR models with an application to the UK and US In: Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century.
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paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated January, 6 2020. Contact: CitEc Team