Hans-Martin Krolzig : Citation Profile


Are you Hans-Martin Krolzig?

University of Kent

18

H index

22

i10 index

1598

Citations

RESEARCH PRODUCTION:

20

Articles

40

Papers

RESEARCH ACTIVITY:

   20 years (1995 - 2015). See details.
   Cites by year: 79
   Journals where Hans-Martin Krolzig has often published
   Relations with other researchers
   Recent citing documents: 44.    Total self citations: 24 (1.48 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pkr17
   Updated: 2022-08-06    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:

Ferrara, Laurent (64)

Hendry, David (62)

Castle, Jennifer (36)

Darné, Olivier (29)

Marcellino, Massimiliano (24)

Billio, Monica (22)

Clements, Michael (22)

Balcilar, Mehmet (19)

van Dijk, Dick (19)

Osborn, Denise (18)

Johansen, Soren (17)

Cites to:

Hendry, David (22)

Hamilton, James (17)

pagan, adrian (14)

Flaschel, Peter (13)

Hoover, Kevin (12)

Hansen, Bruce (9)

artis, michael (9)

Blanchard, Olivier (8)

Roubini, Nouriel (8)

Gertler, Mark (8)

Watson, Mark (6)

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
The Warwick Economics Research Paper Series (TWERPS) / University of Warwick, Department of Economics2
Economic Working Papers at Centro de Estudios Andaluces / Centro de Estudios Andaluces2
Computing in Economics and Finance 1999 / Society for Computational Economics2
Royal Economic Society Annual Conference 2003 / Royal Economic Society2

Recent works citing Hans-Martin Krolzig (2022 and 2021)


YearTitle of citing document
2021Dating business cycles in France: A reference chronology. (2021). DIEBOLT, Claude ; Pionnier, Pierre-Alain ; Mignon, Valrie ; Heyer, Eric ; Ferrara, Laurent ; Doz, Catherine ; BEC, Frdrique ; Aviat, Antonin. In: Working Papers. RePEc:afc:wpaper:08-21.

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2021A revisit of the unemployment rate, interest rate, GDP growth and Inflation of Pakistan: Whether Structural break or unit root?. (2021). Urooj, Amena ; Khan, Faridoon ; Muhammadullah, Sara. In: iRASD Journal of Economics. RePEc:ani:irdjoe:v:3:y:2021:i:2:p:80-92.

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2021Markov Chains, Eigenvalues and the Stabilityof Economic Growth Processes. (2021). Delbianco, Fernando ; Tohme, Fernando ; Fioriti, Andres. In: Working Papers. RePEc:aoz:wpaper:88.

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2022Causal Discovery of Macroeconomic State-Space Models. (2022). Hall-Hoffarth, Emmet. In: Papers. RePEc:arx:papers:2204.02374.

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2021Nonconscious cognitive reasoning: A neglected ability shaping economic behavior. (2021). Curtin, Richard. In: Journal of Behavioral Economics for Policy. RePEc:beh:jbepv1:v:5:y:2021:i:s3:p:35-43.

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2021Jointly determining the state dimension and lag order for Markov?switching vector autoregressive models. (2021). Kwok, Simon Sai Man ; Li, Nan. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:42:y:2021:i:4:p:471-491.

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2021Evaluating strange forecasts: The curious case of football match scorelines. (2021). Singleton, Carl ; Reade, J ; Brown, Alasdair. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:68:y:2021:i:2:p:261-285.

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2021Variable Selection in Regression Models Using Global Sensitivity Analysis. (2021). Paruolo, Paolo ; Andrea, Saltelli ; William, Becker. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:13:y:2021:i:2:p:187-233:n:5.

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2021Dating business cycles in France: A reference chronology. (2021). Mignon, Valérie ; Ferrara, Laurent ; DIEBOLT, Claude ; Bec, Frédérique ; Pionnier, Pierre-Alain ; Heyer, Eric ; Ferrand, Denis ; Doz, Catherine ; Aviat, Antonin. In: EconomiX Working Papers. RePEc:drm:wpaper:2021-23.

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2021A Markov Switching VECM Model for Russian Real GDP, Real Exchange Rate and Oil Prices. (2021). Kulikov, Alexander Vladimirovich ; Bedin, Andrey Feliksovich ; Polbin, Andrey Vladimirovich. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-02-48.

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2021Why business cycles diverge? Structural evidence from the European Union. (2021). Beck, Krzysztof. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:133:y:2021:i:c:s0165188921001986.

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2021Asymmetric impacts of economic policy uncertainty, capital cost, and raw material cost on China’s investment. (2021). Li, Fangfang ; Tian, Hao ; Pei, Hongxia ; Long, Shaobo. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:72:y:2021:i:c:p:129-144.

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2021Did colonisation matter for comparative economic complexity?. (2021). Nvuh-Njoya, Youssouf ; Keneck-Massil, Joseph. In: Economics Letters. RePEc:eee:ecolet:v:203:y:2021:i:c:s0165176521001282.

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2022The dynamic interrelations of oil-equity implied volatility indexes under low and high volatility-of-volatility risk. (2022). Li, Leon. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321006009.

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2021Network connectedness between natural gas markets, uncertainty and stock markets. (2021). Ji, Qiang ; Liu, Bing-Yue ; Chen, Fu-Rui ; Geng, Jiang-Bo. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988320303418.

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

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2022The relation between growth, energy imports, militarization and current account balance in China, Israel and South Korea. (2022). Kayiki, Fazil ; Bildirici, Melike. In: Energy. RePEc:eee:energy:v:242:y:2022:i:c:s0360544221027869.

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2021Can both Bitcoin and gold serve as safe-haven assets? — A comparative analysis based on the NARDL model. (2021). Lang, Kun ; Tian, Hao ; Pei, Hongxia ; Long, Shaobo. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002404.

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

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2021The dynamics of core and periphery in the European monetary union: A new approach. (2021). Campos, Nauro ; Macchiarelli, Corrado. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:112:y:2021:i:c:s0261560620302813.

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2021Oil-gold nexus: Evidence from regime switching-quantile regression approach. (2021). Mokni, Khaled ; Youssef, Manel. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002270.

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2021Understanding the credit cycle and business cycle dynamics in India. (2021). Bekiros, Stelios ; Ahmad, Wasim ; Saini, Seema. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:988-1006.

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2021Unemployment and the wage share: a long-run exploration for major mature economies. (2021). Paternesi Meloni, Walter ; Stirati, Antonella. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:56:y:2021:i:c:p:330-352.

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2021The dynamics of core and periphery in the European monetary union: a new approach. (2021). Macchiarelli, Corrado ; Campos, Nauro. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:113423.

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2021Dating business cycles in France:A reference chronology. (2021). DIEBOLT, Claude ; Bec, Frédérique ; Pionnier, Pierre-Alain ; Mignon, Valerie ; Heyer, Eric ; Ferrara, Laurent ; Ferrand, Denis ; Doz, Catherine ; Aviat, Antonin. In: THEMA Working Papers. RePEc:ema:worpap:2021-15.

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2021Selecting a Model for Forecasting. (2021). Hendry, David F ; Doornik, Jurgen A ; Castle, Jennifer L. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:3:p:26-:d:582011.

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2021Jointly Modeling Male and Female Labor Participation and Unemployment. (2021). Martinez, Andrew ; Bernstein, David. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:4:p:46-:d:696817.

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2021Exploring the Channels of Transmission between External Debt and Economic Growth: Evidence from Sub-Saharan African Countries. (2021). Hassan, Adewale ; Meyer, Daniel. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:2:p:50-:d:530678.

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2021Jointly Modeling Male and Female Labor Participation and Unemployment. (2021). Martinez, Andrew ; Bernstein, David. In: Working Papers. RePEc:gwc:wpaper:2021-006.

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2021Dating business cycles in France: a reference chronology. (2021). DIEBOLT, Claude ; Aviat, Antonin ; Pionnier, Pierre-Alain ; Mignon, Valerie ; Heyer, Eric ; Ferrara, Laurent ; Ferrand, Denis ; Doz, Catherine ; Bec, Frederique. In: Working Papers. RePEc:hal:wpaper:hal-03373425.

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2021Mapping the Global Business Cycle Network. (2021). Waelti, Sébastien ; Repele, Amalia. In: Open Economies Review. RePEc:kap:openec:v:32:y:2021:i:4:d:10.1007_s11079-020-09615-1.

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2021The Advancement in Information and Communication Technologies (ICT) and Economic Development: A Panel Analysis. (2021). Audi, Marc ; Ali, Amjad ; Roussel, Yannick. In: MPRA Paper. RePEc:pra:mprapa:105523.

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2021Sukuk and bond spreads. (2021). Ghassan, Hassan ; Balli, Faruk ; Al-Jefri, Essam H. In: MPRA Paper. RePEc:pra:mprapa:106729.

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2021Exchange rate misalignments and current accounts in BRICS countries. (2021). Bonga-Bonga, Lumengo ; Rikhotso, Prayer. In: MPRA Paper. RePEc:pra:mprapa:107973.

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2022A banklevel analysis of interest rate passthrough in South Africa. (2022). Steenkamp, Daan ; van Jaarsveld, Rossouw ; Greenwood-Nimmo, Matthew. In: Working Papers. RePEc:rbz:wpaper:11027.

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2021Predicting regime switching in BRICS currency volatility: a Markov switching autoregressive approach. (2021). Sinha Roy, Saikat ; Das, Suman ; Sinharoy, Saikat. In: DECISION: Official Journal of the Indian Institute of Management Calcutta. RePEc:spr:decisn:v:48:y:2021:i:2:d:10.1007_s40622-021-00275-9.

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2021The stabilizing effect of fiscal policies on the dynamics of effective demand and income distribution in Japan. (2021). Sonoda, Ryunosuke. In: Evolutionary and Institutional Economics Review. RePEc:spr:eaiere:v:18:y:2021:i:2:d:10.1007_s40844-021-00218-0.

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2022Constructing and Characterising the Aggregate South African Financial Cycle: A Markov Regime-Switching Approach. (2022). Botha, Ilse ; Wet, Milan Christian. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:18:y:2022:i:1:d:10.1007_s41549-022-00064-y.

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2021Sukuk and bond spreads. (2021). Ghassan, Hassan ; Balli, Faruk ; Jeefri, Essam H. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:45:y:2021:i:3:d:10.1007_s12197-021-09545-9.

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2022Markov Switching-Vector AutoRegression Model Analysis of the Economic and Growth Cycles in Tunisia and Its Main European Partners. (2022). Helali, Kamel. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:13:y:2022:i:1:d:10.1007_s13132-021-00740-x.

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2021Modelling the Australasian Financial Cycle: A Markov-Regime Switching Approach. (2021). de Wet, Milan Christian. In: International Journal of Business and Economic Sciences Applied Research (IJBESAR). RePEc:tei:journl:v:14:y:2021:i:1:p:69-79.

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2021Dating business cycles in France: A reference chronology.. (2021). DIEBOLT, Claude ; Pionnier, Pierre-Alain ; Mignon, Valerie ; Heyer, Eric ; Ferrara, Laurent ; Ferrand, Denis ; Doz, Catherine ; Bec, Frederique ; Aviat, Antonin. In: Working Papers of BETA. RePEc:ulp:sbbeta:2021-33.

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2022Business cycle synchronization in the CIS region. (2022). Kishor, N ; Giorgadze, Salome. In: Economics of Transition and Institutional Change. RePEc:wly:ectrin:v:30:y:2022:i:1:p:135-158.

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2021Do future markets protect the spot markets in developing countries? The case of the Egyptian wheat market. (2021). Ahmed, Osama. In: EconStor Open Access Articles and Book Chapters. RePEc:zbw:espost:248861.

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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]
article97
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: 97
paper
2003General?to?Specific Model Selection Procedures for Structural Vector Autoregressions* In: Oxford Bulletin of Economics and Statistics.
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article21
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: 21
paper
2003Consistent Model Selection by an Automatic Gets Approach* In: Oxford Bulletin of Economics and Statistics.
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article42
2004We Ran One Regression In: Oxford Bulletin of Economics and Statistics.
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article114
2004We Ran One Regression.(2004) In: Economics Papers.
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This paper has another version. Agregated cites: 114
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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article11
2002The European Business Cycle In: Economic Working Papers at Centro de Estudios Andaluces.
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paper375
1999The European Business Cycle.(1999) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 375
paper
1999The European Business Cycle..(1999) In: Economics Working Papers.
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This paper has another version. Agregated cites: 375
paper
2004The European business cycle.(2004) In: Oxford Economic Papers.
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This paper has another version. Agregated cites: 375
article
2002Classical and Modern Business Cycle Measurement: The European Case In: Economic Working Papers at Centro de Estudios Andaluces.
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paper24
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: 24
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: 24
paper
2004Classical and modern business cycle measurement: The European case.(2004) In: Spanish Economic Review.
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This paper has another version. Agregated cites: 24
article
2001Markov-Switching Procedures for Dating the Euro-Zone Business Cycle In: Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research.
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article36
2003The Properties of Automatic Gets Modelling In: Royal Economic Society Annual Conference 2003.
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paper184
2005The Properties of Automatic GETS Modelling.(2005) In: Economic Journal.
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This paper has another version. Agregated cites: 184
article
2003The Properties of Automatic Gets Modelling.(2003) In: Economics Papers.
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This paper has another version. Agregated cites: 184
paper
2003Wage and Price Phillips Curves In: Royal Economic Society Annual Conference 2003.
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paper17
2000Computer Automation of General-to-Specific Model Selection Procedures In: Econometric Society World Congress 2000 Contributed Papers.
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paper166
2001Computer automation of general-to-specific model selection procedures.(2001) In: Journal of Economic Dynamics and Control.
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This paper has another version. Agregated cites: 166
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: 166
paper
1998A comparison of the forecast performance of Markov-switching and threshold autoregressive models of US GNP In: Econometrics Journal.
[Citation analysis]
article122
1999Improving on Data mining reconsidered by K.D. Hoover and S.J. Perez In: Econometrics Journal.
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article56
2001Business cycle measurement in the presence of structural change: international evidence In: International Journal of Forecasting.
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article32
2002Comparison of Model Reduction Methods for VAR Processes In: Economics Working Papers.
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paper18
2003Comparison of Model Reduction Methods for VAR Processes.(2003) In: Economics Papers.
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This paper has another version. Agregated cites: 18
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: 18
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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paper21
A Markov-Switching Vector Equilibrium Correction Model of the UK Labour Market In: Working Papers.
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paper72
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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article9
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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article9
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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paper14
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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article11
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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This paper has another version. Agregated cites: 3
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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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paper19
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: 19
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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paper9
1999Statistical Analysis of Cointegrated VAR Processes with Markovian Regime Shifts In: Computing in Economics and Finance 1999.
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paper57
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: 57
paper
2002Can oil shocks explain asymmetries in the US Business Cycle? In: Empirical Economics.
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article41
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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paper2
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.
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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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