12
H index
13
i10 index
876
Citations
European Central Bank | 12 H index 13 i10 index 876 Citations RESEARCH PRODUCTION: 35 Articles 29 Papers 1 Books 1 Chapters RESEARCH ACTIVITY: 27 years (1995 - 2022). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/prn2 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Gerhard Rünstler. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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WIFO Monatsberichte (monthly reports) | 11 |
Austrian Economic Quarterly | 11 |
Research Bulletin | 2 |
Econometrics Journal | 2 |
International Journal of Forecasting | 2 |
Working Papers Series with more than one paper published | # docs |
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Working Paper Series / European Central Bank | 13 |
Economics Series / Institute for Advanced Studies | 4 |
Occasional Paper Series / European Central Bank | 3 |
WIFO Working Papers / WIFO | 2 |
Year | Title of citing document |
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2023 | Structural Analysis of Vector Autoregressive Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402. Full description at Econpapers || Download paper |
2023 | Supply Drivers of US Inflation Since the COVID-19 Pandemic. (2023). Tuzcuoglu, Kerem ; Kabaca, Serdar. In: Staff Working Papers. RePEc:bca:bocawp:23-19. Full description at Econpapers || Download paper |
2023 | Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature. (2023). Dugdale, Julie ; Reaidy, Paul J ; Madies, Philippe ; Alaeddini, Morteza. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:573-654. Full description at Econpapers || Download paper |
2023 | Quarterly GDP Estimates for the German States: New Data for Business Cycle Analyses and Long-Run Dynamics. (2023). Lehmann, Robert ; Wikman, Ida. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10280. Full description at Econpapers || Download paper |
2023 | Nowcasting GDP using tone-adjusted time varying news topics: Evidence from the financial press. (2023). de Winter, Jasper ; van Dijk, Dorinth. In: Working Papers. RePEc:dnb:dnbwpp:766. Full description at Econpapers || Download paper |
2023 | The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area. (2023). Signoretti, Federico ; Nikolov, Kalin ; Ambrocio, Gene ; Heider, Florian ; Jovanovic, Mario ; Lewis, Vivien ; Miettinen, Pavo ; Policy, Monetary ; Bonatti, Guido ; Prieto, Esteban ; Redak, Vanessa ; Altavilla, Carlo ; Geiger, Felix ; Chalamandaris, Dimitrios ; Fourel, Valere ; Jan, Jansen David ; Kok, Christoffer ; Mazelis, Falk ; Balfoussia, Hiona ; Licak, Marek ; Patriek, Matic ; Pogulis, Armands ; Adolf, Petra ; Garabedian, Garo ; Cassar, Alan ; Weigert, Benjamin ; Fahr, Stephan ; Ioannidis, Michael ; Vlassopoulos, Thomas ; Maddaloni, Angela ; Klein, Melanie ; Papageorghiou, Maria ; Galati, Gabriele ; Fernandez, Luis ; Busch, Ulrike ; Valderrama, Maria ; Bussiere, Mat |
2023 | The more the merrier? Macroprudential instrument interactions and effective policy implementation. (2023). Saldias, Martin ; Tereanu, Eugen ; Vauhkonen, Jukka ; Prapiestis, Algirdas ; Tuomikoski, Kristiina ; Pirovano, Mara ; Silva, Fatima ; Lima, Diana ; Serra, Diogo ; Kouratzoglou, Charalampos ; Sangare, Ibrahima ; Jurca, Pavol ; Lennartsdotter, Petra ; Hallissey, Niamh ; Granlund, Peik ; lo Duca, Marco ; Giedrait, Edita ; Bartal, Mehdi. In: Occasional Paper Series. RePEc:ecb:ecbops:2023310. Full description at Econpapers || Download paper |
2023 | Nowcasting employment in the euro area. (2023). Toth, Mate Barnabas ; Bodnar, Katalin ; Belousova, Irina ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20232815. Full description at Econpapers || Download paper |
2023 | Monetary policy spillovers and the role of prudential policies in the European Union. (2023). Coman, Andra. In: Working Paper Series. RePEc:ecb:ecbwps:20232854. Full description at Econpapers || Download paper |
2023 | Nowcasting Chinese GDP in a data-rich environment: Lessons from machine learning algorithms. (2023). Xu, Hao ; Ni, HE ; Zhang, Qin. In: Economic Modelling. RePEc:eee:ecmode:v:122:y:2023:i:c:s0264999323000160. Full description at Econpapers || Download paper |
2023 | Unemployment in the euro area and unconventional monetary policy surprises. (2023). Rottmann, Horst ; Hülsewig, Oliver ; Hulsewig, Oliver. In: Economics Letters. RePEc:eee:ecolet:v:226:y:2023:i:c:s0165176523001222. Full description at Econpapers || Download paper |
2023 | Preventing financial disasters: Macroprudential policy and financial crises. (2023). Fernandez-Gallardo, Alvaro. In: European Economic Review. RePEc:eee:eecrev:v:151:y:2023:i:c:s0014292122002306. Full description at Econpapers || Download paper |
2023 | Examining financial and business cycle interaction using cross recurrence plot analysis. (2023). Egan, Paul ; Ashe, Sinead. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006377. Full description at Econpapers || Download paper |
2023 | Unobserved components model estimates of credit cycles: Tests and predictions. (2023). Hessler, Andrew. In: Journal of Financial Stability. RePEc:eee:finsta:v:66:y:2023:i:c:s1572308923000207. Full description at Econpapers || Download paper |
2023 | Networks, interconnectedness, and interbank information asymmetry. (2023). Harris, Jeffrey ; Mankad, Shawn ; Brunetti, Celso. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000633. Full description at Econpapers || Download paper |
2023 | Weekly economic activity: Measurement and informational content. (2023). Guggia, Valentino ; Glocker, Christian ; Wegmuller, Philipp. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:228-243. Full description at Econpapers || Download paper |
2023 | Nowcasting German GDP: Foreign factors, financial markets, and model averaging. (2023). Senftleben-Konig, Charlotte ; Reichlin, Lucrezia ; Hasenzagl, Thomas ; Andreini, Paolo ; Strohsal, Till. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:298-313. Full description at Econpapers || Download paper |
2023 | Distressed firms, zombie firms and zombie lending: A taxonomy. (2023). Mayordomo, Sergio ; Garcia-Posada, Miguel ; Alvarez, Laura. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000067. Full description at Econpapers || Download paper |
2023 | Web-scraping housing prices in real-time: The Covid-19 crisis in the UK. (2023). Meunier, Baptiste ; bricongne, jean-charles ; Pouget, Sylvain. In: Journal of Housing Economics. RePEc:eee:jhouse:v:59:y:2023:i:pb:s105113772200078x. Full description at Econpapers || Download paper |
2023 | Global financial cycles since 1880. (2023). Wolters, Maik ; Potjagailo, Galina. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560623000025. Full description at Econpapers || Download paper |
2023 | Macroeconomic Predictions Using Payments Data and Machine Learning. (2023). Desai, Ajit. In: Forecasting. RePEc:gam:jforec:v:5:y:2023:i:4:p:36-683:d:1288660. Full description at Econpapers || Download paper |
2023 | The Road of Post-Industrialization Transformation in Developing Countries Based on Weighted Markov and Grey Correlation Theory, Taking the Change of Industrial Structure in Heilongjiang Province of Ch. (2023). Yang, Tianjian ; Shao, Yan. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:10:p:8413-:d:1152852. Full description at Econpapers || Download paper |
2023 | Macroprudential stance assessment: problems of measurement, literature review and some comments for the case of Croatia. (2023). Škrinjarić, Tihana. In: Working Papers. RePEc:hnb:wpaper:72. Full description at Econpapers || Download paper |
2023 | Easier said than done: Predicting downside risks to house prices in Croatia. (2023). Škrinjarić, Tihana ; Sabol, Maja. In: Working Papers. RePEc:hnb:wpaper:73. Full description at Econpapers || Download paper |
2023 | Financial cycles in Europe: dynamics, synchronicity and implications for business cycles and macroeconomic imbalances. (2023). Adarov, Amat. In: Empirica. RePEc:kap:empiri:v:50:y:2023:i:2:d:10.1007_s10663-022-09566-5. Full description at Econpapers || Download paper |
2023 | Monetary policy models: lessons from the Eurozone crisis. (2023). Pal, Tibor ; Gutierrez-Diez, Pedro J. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-02030-0. Full description at Econpapers || Download paper |
2023 | Constructing a house price misalignment indicator: revisited and revamped. (2023). Lenarčič, Črt ; Lenari, RT ; Damjanovi, Milan. In: MPRA Paper. RePEc:pra:mprapa:118489. Full description at Econpapers || Download paper |
2023 | The Forecasting Power of the ifo Business Survey. (2023). Lehmann, Robert. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:19:y:2023:i:1:d:10.1007_s41549-022-00079-5. Full description at Econpapers || Download paper |
2023 | The D-model for GDP nowcasting. (2023). Degiannakis, Stavros. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:159:y:2023:i:1:d:10.1186_s41937-023-00109-8. Full description at Econpapers || Download paper |
2023 | Whats the Cost of Saving the Planet for Banks? Assessing the Indirect Impact of Climate Transition Risks on Slovak Banks Loan Portfolios. (2023). Klacso, Ján ; Zeman, Juraj ; Vasil, Roman ; Kalman, Jozef. In: Working and Discussion Papers. RePEc:svk:wpaper:1099. Full description at Econpapers || Download paper |
2023 | Leaning against housing booms fueled by credit. (2023). Martinez, Carlos Canizares. In: Working and Discussion Papers. RePEc:svk:wpaper:1101. Full description at Econpapers || Download paper |
2023 | Institutional supercycles: an evolutionary macro-finance approach. (2023). Michell, JO ; Gabor, Daniela ; Dafermos, Yannis. In: New Political Economy. RePEc:taf:cnpexx:v:28:y:2023:i:5:p:693-712. Full description at Econpapers || Download paper |
2023 | Identifying structural VARs from sparse narrative instruments: Dynamic effects of US macroprudential policies. (2023). Runstler, Gerhard ; Budnik, Katarzyna. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:2:p:186-201. Full description at Econpapers || Download paper |
2023 | Fiscal targets. A guide to forecasters?. (2023). Pérez, Javier ; Perez Quiros, Gabriel ; Paredes, Joan. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:4:p:472-492. Full description at Econpapers || Download paper |
2023 | Sticky information and the Taylor rule. (2023). Tzaawa-Krenzler, Mary ; Meyer-Gohde, Alexander. In: IMFS Working Paper Series. RePEc:zbw:imfswp:189. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2008 | Short-term forecasting of GDP using large monthly datasets: a pseudo real-time forecast evaluation exercise. In: Working papers. [Full Text][Citation analysis] | paper | 85 |
2008 | Short-term forecasting of GDP using large monthly datasets: a pseudo real-time forecast evaluation exercise.(2008) In: Occasional Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 85 | paper | |
2008 | Short-Term Forecasting of GDP Using Large Monthly Datasets: A Pseudo Real-Time Forecast Evaluation Exercise.(2008) In: Bank of Lithuania Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 85 | paper | |
2008 | Short-term forecasting of GDP using large monthly datasets – A pseudo real-time forecast evaluation exercise.(2008) In: Working Paper Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 85 | paper | |
2008 | Short-term Forecasts of Euro Area GDP Growth In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 172 |
2008 | Short-Term Forecasts of Euro Area GDP Growth.(2008) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 172 | paper | |
2008 | Short-term forecasts of euro area GDP growth.(2008) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 172 | paper | |
2011 | Shortâ€term forecasts of euro area GDP growth.(2011) In: Econometrics Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 172 | article | |
2011 | Short?term forecasts of euro area GDP growth.(2011) In: Econometrics Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 172 | article | |
2017 | The transmission channels of monetary, macro- and microprudential policies and their interrelations In: Occasional Paper Series. [Full Text][Citation analysis] | paper | 21 |
2018 | Real and financial cycles in EU countries - Stylised facts and modelling implications In: Occasional Paper Series. [Full Text][Citation analysis] | paper | 39 |
2016 | How distinct are financial cycles from business cycles? In: Research Bulletin. [Full Text][Citation analysis] | article | 6 |
2021 | Avoiding a financial epidemic – The role of macroprudential policies In: Research Bulletin. [Full Text][Citation analysis] | article | 0 |
2002 | The information content of real-time output gap estimates, an application to the euro area In: Working Paper Series. [Full Text][Citation analysis] | paper | 60 |
2003 | Short-term estimates of euro area real GDP by means of monthly data In: Working Paper Series. [Full Text][Citation analysis] | paper | 52 |
2007 | A look into the factor model black box: publication lags and the role of hard and soft data in forecasting GDP In: Working Paper Series. [Full Text][Citation analysis] | paper | 134 |
2011 | A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP.(2011) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 134 | article | |
2011 | A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP.(2011) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 134 | article | |
2008 | Estimating and forecasting the euro area monthly national accounts from a dynamic factor model In: Working Paper Series. [Full Text][Citation analysis] | paper | 56 |
2010 | Estimating and forecasting the euro area monthly national accounts from a dynamic factor model.(2010) In: OECD Journal: Journal of Business Cycle Measurement and Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 56 | article | |
2016 | Network Dependence in the Euro Area Money Market In: Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2016 | On the design of data sets for forecasting with dynamic factor models In: Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
2016 | On the Design of Data Sets for Forecasting with Dynamic Factor Models.(2016) In: Advances in Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | chapter | |
2010 | On the Design of Data Sets for Forecasting with Dynamic Factor Models.(2010) In: WIFO Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2016 | Business, housing and credit cycles In: Working Paper Series. [Full Text][Citation analysis] | paper | 83 |
2018 | Business, housing, and credit cycles.(2018) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 83 | article | |
2020 | Identifying structural VARs from sparse narrative instruments: dynamic effects of U.S. macroprudential policies In: Working Paper Series. [Full Text][Citation analysis] | paper | 9 |
2020 | Monetary policy transmission over the leverage cycle: evidence for the euro area In: Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2021 | On the effectiveness of macroprudential policy In: Working Paper Series. [Full Text][Citation analysis] | paper | 11 |
2021 | The macroeconomic impact of euro area labour market reforms: evidence from a narrative panel VAR In: Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2022 | A narrative database of labour market reforms in euro area economies In: Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2004 | Modelling phase shifts among stochastic cycles In: Econometrics Journal. [Full Text][Citation analysis] | article | 29 |
1996 | Potential Output, the Natural Rate of Unemployment, and the Phillips Curve in a Multivariate Structural Time Series Framework In: Economics Series. [Full Text][Citation analysis] | paper | 0 |
1995 | Arbitrage in Commodity Markets: A Full Systems Cointegration Analysis In: Economics Series. [Full Text][Citation analysis] | paper | 1 |
1997 | Measuring Stylized Business Cycles Facts Using Stochastic Cycles In: Economics Series. [Full Text][Citation analysis] | paper | 0 |
1998 | Unemployment Dynamics: An Unobserved Components Approach In: Economics Series. [Full Text][Citation analysis] | paper | 0 |
2011 | Pension Systems in the EU – Contingent Liabilities and Assets in the Public and Private Sector In: IZA Research Reports. [Full Text][Citation analysis] | paper | 14 |
2011 | Pension Systems in the EU. Contingent Liabilities and Assets in the Public and Private Sector.(2011) In: WIFO Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | book | |
2009 | Short-term forecasting of GDP using large datasets: a pseudo real-time forecast evaluation exercise In: Journal of Forecasting. [Full Text][Citation analysis] | article | 81 |
2011 | Introduction In: Empirica. [Full Text][Citation analysis] | article | 0 |
2002 | Are real-time estimates of the output gap reliable? In: Computing in Economics and Finance 2002. [Citation analysis] | paper | 2 |
2000 | The dynamic effects of aggregate supply and demand disturbances: further evidence In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
1999 | Interest rate differentials, market integration, and the efficiency of commodity futures markets In: Applied Financial Economics. [Full Text][Citation analysis] | article | 8 |
1996 | Potential-Output-Messung für Österreich In: WIFO Monatsberichte (monthly reports). [Full Text][Citation analysis] | article | 3 |
2009 | Erholung der Konjunktur im III. Quartal 2009 In: WIFO Monatsberichte (monthly reports). [Full Text][Citation analysis] | article | 0 |
2009 | Einbruch des BIP im I. Quartal In: WIFO Monatsberichte (monthly reports). [Full Text][Citation analysis] | article | 0 |
2009 | Stabilisierung der Weltkonjunktur in Sicht In: WIFO Monatsberichte (monthly reports). [Full Text][Citation analysis] | article | 0 |
2010 | Aufschwung mit anhaltender Unsicherheit. Prognose für 2010 und 2011 In: WIFO Monatsberichte (monthly reports). [Full Text][Citation analysis] | article | 0 |
2010 | Weiterhin vorsichtige Konjunkturbelebung In: WIFO Monatsberichte (monthly reports). [Full Text][Citation analysis] | article | 0 |
2010 | Wirtschaft des Euro-Raumes profitiert verzögert von Abwertung und starkem Welthandel. Prognose für 2010 und 2011 In: WIFO Monatsberichte (monthly reports). [Full Text][Citation analysis] | article | 1 |
2011 | Anhaltender Aufschwung In: WIFO Monatsberichte (monthly reports). [Full Text][Citation analysis] | article | 0 |
2011 | Leichte Wachstumsabschwächung auf hohem Niveau In: WIFO Monatsberichte (monthly reports). [Full Text][Citation analysis] | article | 0 |
2011 | Spannungen in der Weltwirtschaft nehmen zu In: WIFO Monatsberichte (monthly reports). [Full Text][Citation analysis] | article | 1 |
2011 | Weltwirtschaft schwächt sich ab In: WIFO Monatsberichte (monthly reports). [Full Text][Citation analysis] | article | 0 |
2009 | Shirking, Endogenous Lay-off Rates and the A-cyclicality of the Real Wage In: WIFO Working Papers. [Full Text][Citation analysis] | paper | 0 |
1996 | The Measurement of Potential Output for Austria In: Austrian Economic Quarterly. [Full Text][Citation analysis] | article | 0 |
2009 | First-Quarter GDP Contracting In: Austrian Economic Quarterly. [Full Text][Citation analysis] | article | 0 |
2009 | Stabilisation of Global Economy in Sight. Business Cycle Report of August 2009 In: Austrian Economic Quarterly. [Full Text][Citation analysis] | article | 0 |
2009 | Economic Recovery in Third Quarter 2009. Business Cycle Report of November 2009 In: Austrian Economic Quarterly. [Full Text][Citation analysis] | article | 0 |
2010 | Cautious Economic Revival Continuing. Business Cycle Report of March 2010 In: Austrian Economic Quarterly. [Full Text][Citation analysis] | article | 0 |
2010 | Euro Area Economy Drawing Lagged Benefits from Currency Depreciation and Buoyant Global Trade. Economic Outlook for 2010 and 2011 In: Austrian Economic Quarterly. [Full Text][Citation analysis] | article | 0 |
2010 | Cyclical Upswing, but Lasting Uncertainty. Economic Outlook for 2010 and 2011 In: Austrian Economic Quarterly. [Full Text][Citation analysis] | article | 0 |
2011 | Upswing Continues. Business Cycle Report of February 2011 In: Austrian Economic Quarterly. [Full Text][Citation analysis] | article | 0 |
2011 | Growth Slowing Moderately from High Levels. Business Cycle Report of June 2011 In: Austrian Economic Quarterly. [Full Text][Citation analysis] | article | 0 |
2011 | Tensions Mounting in World Economy. Business Cycle Report of August 2011 In: Austrian Economic Quarterly. [Full Text][Citation analysis] | article | 0 |
2011 | Global Growth is Slowing. Business Cycle Report of September 2011 In: Austrian Economic Quarterly. [Full Text][Citation analysis] | article | 0 |
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