Kirstin Hubrich : Citation Profile

Are you Kirstin Hubrich?

Deutsche Bundesbank

16

H index

17

i10 index

1032

Citations

RESEARCH PRODUCTION:

17

Articles

35

Papers

2

Chapters

RESEARCH ACTIVITY:

   26 years (1996 - 2022). See details.
   Cites by year: 39
   Journals where Kirstin Hubrich has often published
   Relations with other researchers
   Recent citing documents: 45.    Total self citations: 24 (2.27 %)

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   Permalink: http://citec.repec.org/phu89
   Updated: 2024-04-18    RAS profile: 2023-12-03    
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Relations with other researchers

Works with:

Waggoner, Daniel (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Kirstin Hubrich.

Is cited by:

Lütkepohl, Helmut (23)

Schleer, Frauke (18)

Semmler, Willi (17)

Espasa, Antoni (17)

Cobb, Marcus (14)

Carstensen, Kai (13)

Eickmeier, Sandra (12)

Tena, Juan de Dios (11)

Pino, Gabriel (11)

Hossfeld, Oliver (11)

Esteves, Paulo (10)

Cites to:

Watson, Mark (34)

Hendry, David (32)

Kilian, Lutz (24)

Marcellino, Massimiliano (24)

Reichlin, Lucrezia (21)

Lütkepohl, Helmut (20)

Stock, James (18)

Forni, Mario (18)

Teräsvirta, Timo (17)

Pesaran, Mohammad (16)

Saikkonen, Pentti (15)

Main data

Where Kirstin Hubrich has published?

Journals with more than one article published# docs
Journal of Business & Economic Statistics2
Journal of Applied Econometrics2
Empirical Economics2

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank11
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)5
CFS Working Paper Series / Center for Financial Studies (CFS)2
CEPR Discussion Papers / C.E.P.R. Discussion Papers2
Occasional Paper Series / European Central Bank2
SFB 373 Discussion Papers / Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes2

Recent works citing Kirstin Hubrich (2024 and 2023)

YearTitle of citing document
2023Dynamic Networks in Large Financial and Economic Systems. (2020). Baruník, Jozef ; Ellington, Michael. In: Papers. RePEc:arx:papers:2007.07842.

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2024Inference of Grouped Time-Varying Network Vector Autoregression Models. (2023). Wu, Wei Biao ; Tang, Songqiao ; Peng, Bin ; Li, Degui. In: Papers. RePEc:arx:papers:2303.10117.

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2023Forecasting inflation using disaggregates and machine learning. (2023). Medeiros, Marcelo C ; Boaretto, Gilberto. In: Papers. RePEc:arx:papers:2308.11173.

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2023.

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2023The 2021–22 Surge in Inflation. (2023). Uzeda, Luis ; MacGee, James (Jim) ; Kryvtsov, Oleksiy. In: Discussion Papers. RePEc:bca:bocadp:23-3.

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2023The flood that caused a drought. (2023). Vu, Nam ; Talavera, Oleksandr ; Nikolskorzhevskyy, Alex. In: Economic Inquiry. RePEc:bla:ecinqu:v:61:y:2023:i:4:p:965-981.

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2023Understanding and governing global systemic crises in the 21st century: A complexity perspective. (2023). Levrat, Nicolas ; Masood, Maria ; Kaspiarovich, Yuliya ; Vanackere, Flore ; Bottcher, Lucas ; Wernli, Didier. In: Global Policy. RePEc:bla:glopol:v:14:y:2023:i:2:p:207-228.

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2023Where is the Inflation? The Diverging Patterns of Prices of Goods and Services. (2023). Wlasiuk, Juan M ; Carlomagno, Guillermo ; Bajraj, Gent. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:969.

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2023Disentangling Demand and Supply Inflation Shocks from Chilean Electronic Payment Data. (2023). Hernandez-Roman, L G ; Eterovic, Nicolas ; Carlomagno, Guillermo. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:986.

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2023Measuring systemic financial stress and its risks for growth. (2023). Kremer, Manfred ; Chavleishvili, Sulkhan. In: Working Paper Series. RePEc:ecb:ecbwps:20232842.

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2023The role of uncertainty in forecasting volatility comovements across stock markets. (2023). Palomba, Giulio ; Rossi, Eduardo ; Bucci, Andrea. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001219.

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2023Canonical correlation-based model selection for the multilevel factors. (2023). Shin, Yongcheol ; Lin, Rui ; Choi, IN. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:22-44.

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2023Moments, shocks and spillovers in Markov-switching VAR models. (2023). Kole, Erik ; van Dijk, Dick. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:2:s0304407623001902.

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2023Investigating the dynamics of crude oil and clean energy markets in times of geopolitical tensions. (2023). ben Zaied, Younes ; ben Cheikh, Nidhaleddine. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003596.

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2023Financial stress and commodity price volatility. (2023). Verousis, Thanos ; Zhou, Zhiping ; Wang, Kai ; Chen, Louisa. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003729.

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2023Does the Phillips curve help to forecast euro area inflation?. (2023). Bobeica, Elena ; Babura, Marta. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:364-390.

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2023Bayesian forecast combination using time-varying features. (2023). Li, Feng ; Kang, Yanfei. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1287-1302.

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2023Real-time density nowcasts of US inflation: A model combination approach. (2023). Zaman, Saeed ; Knotek, Edward S. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1736-1760.

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2023Sentiment-driven business cycle dynamics: An elementary macroeconomic model with animal spirits. (2023). Westerhoff, Frank ; Gardini, Laura ; Sushko, Iryna ; Schmitt, Noemi ; Radi, Davide. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:210:y:2023:i:c:p:342-359.

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2023Macro-financial spillovers. (2023). Yilmaz, Kamil ; Hallam, Mark ; Cotter, John. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:133:y:2023:i:c:s0261560623000256.

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2023Monetary policy transmission, productive activity, and inflation in Brazil: Does uncertainty matter?. (2023). Lopes, Luckas Sabioni ; Rotatori, Wilson Luiz. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494922000457.

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2023Time and frequency domain connectedness and spillover among categorical and regional financial stress, gold and bitcoin market. (2023). Akhter, Tahmina ; Tiwari, Aviral Kumar ; Soo-Wah, Low ; Hoque, Mohammad Enamul. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s030142072300497x.

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2023Financial stress and returns predictability: Fresh evidence from China. (2023). Wang, Jianqiong ; Liang, Chao ; Xu, Yongan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:78:y:2023:i:c:s0927538x2300046x.

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2023Decomposing the Monetary Policy Multiplier. (2023). Venditti, Fabrizio ; Jorda, Oscar ; Alessandrini, Pietro. In: Working Paper Series. RePEc:fip:fedfwp:96263.

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2023Understanding Trend Inflation Through the Lens of the Goods and Services Sectors. (2023). Wong, Benjamin ; Eo, Yunjong ; Uzeda, Luis. In: Discussion Paper Series. RePEc:iek:wpaper:2301.

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2023Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring. (2023). Pesavento, Elena ; Herrera, Ana Maria ; Chang, Yoosoon. In: CAEPR Working Papers. RePEc:inu:caeprp:2023002.

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2023Leading indicators of financial stress in Croatia: a regime switching approach. (2023). Skrinjaric, Tihana. In: Public Sector Economics. RePEc:ipf:psejou:v:47:y:2023:i:2:p:0-0.

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2023Inference of Grouped Time-Varying Network Vector Autoregression Models. (2023). Wu, Weibiao ; Tang, Songqiao ; Peng, Bin ; Li, Degui. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-5.

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2023State-level Taylor rule and monetary policy stress. (2023). Gajewski, Pawe ; Duran, Hasan Engin. In: Equilibrium. Quarterly Journal of Economics and Economic Policy. RePEc:pes:ierequ:v:18:y:2023:i:1:p:89-120.

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2023Big data forecasting of South African inflation. (2023). Steenkamp, Daan ; Rankin, Neil ; Kotze, Kevin ; Burger, Rulof ; Botha, Byron. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:1:d:10.1007_s00181-022-02329-y.

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2023Mind the gap: city-level inflation synchronization. (2023). Cevik, Serhan. In: International Review of Economics. RePEc:spr:inrvec:v:70:y:2023:i:1:d:10.1007_s12232-023-00412-z.

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2023Predicting inflation component drivers in Nigeria: a stacked ensemble approach. (2023). Anthony, Abel ; Joshua, Jeremiah D ; Taiwo, Oyedamola F ; Akanni, Elijah O ; Akande, Emmanuel O. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:1:d:10.1007_s43546-022-00384-2.

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2023Macro-financial implications of public debt in South Africa: The role of financial regimes. (2023). Kisten, Theshne. In: WIDER Working Paper Series. RePEc:unu:wpaper:wp-2023-76.

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2023Oil prices uncertainty, endogenous regime switching, and inflation anchoring. (2023). Herrera, Ana Maria ; Chang, Yoosoon ; Pesavento, Elena. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:6:p:820-839.

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2023Nowcasting inflation with Lasso?regularized vector autoregressions and mixed frequency data. (2023). Tancioni, Massimiliano ; Ciganovic, Milos ; Aliaj, Tesi. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:3:p:464-480.

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2023.

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Works by Kirstin Hubrich:

YearTitleTypeCited
2009Forecasting inflation with gradual regime shifts and exogenous information In: CREATES Research Papers.
[Full Text][Citation analysis]		paper13
2011Forecasting inflation with gradual regime shifts and exogenous information.(2011) In: Working Paper Series.
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This paper has nother version. Agregated cites: 13		paper
2013Thresholds and Smooth Transitions in Vector Autoregressive Models In: CREATES Research Papers.
[Full Text][Citation analysis]		paper64
2011Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article126
2010Combining disaggregate forecasts or combining disaggregate information to forecast an aggregate.(2010) In: Working Paper Series.
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This paper has nother version. Agregated cites: 126		paper
2011Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate.(2011) In: Journal of Business & Economic Statistics.
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This paper has nother version. Agregated cites: 126		article
2006Forecasting Economic Aggregates by Disaggregates In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper47
2006Forecasting economic aggregates by disaggregates.(2006) In: Working Paper Series.
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This paper has nother version. Agregated cites: 47		paper
2011On the importance of sectoral and regional shocks for price-setting In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper35
2011On the importance of sectoral and regional shocks for price-setting.(2011) In: Working Paper Series.
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This paper has nother version. Agregated cites: 35		paper
2016On the Importance of Sectoral and Regional Shocks for Price?Setting.(2016) In: Journal of Applied Econometrics.
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2012On the importance of sectoral and regional shocks for price setting.(2012) In: IMFS Working Paper Series.
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This paper has nother version. Agregated cites: 35		paper
2010Trade consistency in the context of the Eurosystem projection exercises - an overview In: Occasional Paper Series.
[Full Text][Citation analysis]		paper62
2013Financial shocks and the macroeconomy: heterogeneity and non-linearities In: Occasional Paper Series.
[Full Text][Citation analysis]		paper46
2008Regional inflation dynamics within and across euro area countries and a comparison with the United States In: Research Bulletin.
[Full Text][Citation analysis]		article59
2009Regional inflation dynamics within and across euro area countries and a comparison with the United States.(2009) In: Economic Policy.
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This paper has nother version. Agregated cites: 59		article
2003Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy? In: Working Paper Series.
[Full Text][Citation analysis]		paper116
2005Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?.(2005) In: International Journal of Forecasting.
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2004Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?.(2004) In: Computing in Economics and Finance 2004.
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This paper has nother version. Agregated cites: 116		paper
2006Regional inflation dynamics within and across euro area countries and a comparison with the US In: Working Paper Series.
[Full Text][Citation analysis]		paper48
2000Regional Inflation Dynamics within and across Euro Area Countries and a Comparison with the US.(2000) In: Regional and Urban Modeling.
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This paper has nother version. Agregated cites: 48		paper
2006Regional inflation dynamics within and across euro area countries and a comparison with the US.(2006) In: CFS Working Paper Series.
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This paper has nother version. Agregated cites: 48		paper
2009Forecast evaluation of small nested model sets In: Working Paper Series.
[Full Text][Citation analysis]		paper32
2010Forecast evaluation of small nested model sets.(2010) In: Journal of Applied Econometrics.
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2008Forecast Evaluation of Small Nested Model Sets.(2008) In: NBER Working Papers.
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2013A predictability test for a small number of nested models In: Working Paper Series.
[Full Text][Citation analysis]		paper9
2014A predictability test for a small number of nested models.(2014) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 9		article
2014Financial stress and economic dynamics: the transmission of crises In: Working Paper Series.
[Full Text][Citation analysis]		paper190
2015Financial stress and economic dynamics: The transmission of crises.(2015) In: Journal of Monetary Economics.
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This paper has nother version. Agregated cites: 190		article
2012Financial stress and economic dynamics: the transmission of crises.(2012) In: Finance and Economics Discussion Series.
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2013Financial stress and economic dynamics: The transmission of crises.(2013) In: 2013 Meeting Papers.
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2016Forecast combination for euro area inflation: a cure in times of crisis? In: Working Paper Series.
[Full Text][Citation analysis]		paper9
2016Forecast Combination for Euro Area Inflation - A Cure in Times of Crisis?.(2016) In: Finance and Economics Discussion Series.
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This paper has nother version. Agregated cites: 9		paper
2017Forecast Combination for Euro Area Inflation: A Cure in Times of Crisis?.(2017) In: Journal of Forecasting.
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This paper has nother version. Agregated cites: 9		article
2017Macroeconomic implications of oil price fluctuations: a regime-switching framework for the euro area In: Working Paper Series.
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2017Macroeconomic Implications of Oil Price Fluctuations : A Regime-Switching Framework for the Euro Area.(2017) In: Finance and Economics Discussion Series.
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This paper has nother version. Agregated cites: 20		paper
2000Germany and the Euro Area: Differences in the Transmission Process of Monetary Policy In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]		paper9
2013Thresholds and Smooth Transitions in Vector Autoregressive Models?The views expressed in this article are those of the authors and should not be interpreted as reflecting the views of the European Cen In: Advances in Econometrics.
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2022The Transmission of Financial Shocks and Leverage of Financial Institutions: An Endogenous Regime-Switching Framework In: FRB Atlanta Working Paper.
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2022The transmission of financial shocks and leverage of financial institutions: An endogenous regime switching framework.(2022) In: Finance and Economics Discussion Series.
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2021Forecasting US Inflation in Real Time In: Finance and Economics Discussion Series.
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2021Forecasting US Inflation in Real Time.(2021) In: Econometrics.
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2010Forecast uncertainty: sources, measurement and evaluation In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article7
2012Comment on Global House Price Fluctuations: Synchronization and Determinants In: NBER Chapters.
[Full Text][Citation analysis]		chapter0
2005Forecasting Aggregates by Disaggregates In: Computing in Economics and Finance 2005.
[Full Text][Citation analysis]		paper16
2006Regional Inflation Dynamics within and across Euro Area and a Comparison with the US In: Computing in Economics and Finance 2006.
[Full Text][Citation analysis]		paper30
1999Estimation of a German money demand system - a long-run analysis In: Empirical Economics.
[Full Text][Citation analysis]		article17
2004Monetary transmission in Germany: Lessons for the Euro area In: Empirical Economics.
[Full Text][Citation analysis]		article4
2001A REVIEW OF SYSTEMS COINTEGRATION TESTS In: Econometric Reviews.
[Full Text][Citation analysis]		article67
1998A review of systemscointegration tests.(1998) In: SFB 373 Discussion Papers.
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2014Comment In: Journal of Business & Economic Statistics.
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2013Comment In: NBER International Seminar on Macroeconomics.
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2009On the importance of sectoral shocks for price-setting In: CFS Working Paper Series.
[Full Text][Citation analysis]		paper3
1996System estimation of the German money demand - a long-run analysis In: SFB 373 Discussion Papers.
[Citation analysis]		paper3

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