Kirstin Hubrich : Citation Profile


Deutsche Bundesbank

16

H index

18

i10 index

1061

Citations

RESEARCH PRODUCTION:

17

Articles

35

Papers

2

Chapters

RESEARCH ACTIVITY:

   26 years (1996 - 2022). See details.
   Cites by year: 40
   Journals where Kirstin Hubrich has often published
   Relations with other researchers
   Recent citing documents: 26.    Total self citations: 24 (2.21 %)

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   Permalink: http://citec.repec.org/phu89
   Updated: 2025-03-15    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 (25)

Schleer, Frauke (18)

Espasa, Antoni (17)

Semmler, Willi (17)

Carstensen, Kai (15)

Cobb, Marcus (14)

Eickmeier, Sandra (12)

Pino, Gabriel (11)

Hossfeld, Oliver (11)

Tena, Juan de Dios (11)

muellbauer, john (10)

Cites to:

Watson, Mark (34)

Hendry, David (33)

Marcellino, Massimiliano (24)

Kilian, Lutz (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 Applied Econometrics2
Empirical Economics2
Journal of Business & Economic Statistics2

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
SFB 373 Discussion Papers / Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes2
CFS Working Paper Series / Center for Financial Studies (CFS)2
Occasional Paper Series / European Central Bank2
CEPR Discussion Papers / C.E.P.R. Discussion Papers2

Recent works citing Kirstin Hubrich (2025 and 2024)


YearTitle of citing document
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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2024The nonlinear effects of banks’ vulnerability to capital depletion in euro area countries. (2024). Moccero, Diego Nicolas ; Davidson, Sharada Nia. In: Working Paper Series. RePEc:ecb:ecbwps:20242912.

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2024Nowcasting consumer price inflation using high-frequency scanner data: evidence from Germany. (2024). Menz, Jan-Oliver ; Wieland, Elisabeth ; Schnorrenberger, Richard ; Carstensen, Kai ; Beck, Gunter W. In: Working Paper Series. RePEc:ecb:ecbwps:20242930.

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2024Oil price fluctuations and their impact on oil-exporting emerging economies. (2024). Yang, BO ; Chowdhury, Rosen ; Agboola, Emmanuel. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s026499932400021x.

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2024Nonlinear transmission of international financial stress. (2024). Tuzcuoglu, Kerem. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001615.

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2024Multibenchmark reality checks. (2024). Matilla-Garcia, Mariano ; Arbues, Ignacio. In: Economic Modelling. RePEc:eee:ecmode:v:140:y:2024:i:c:s0264999324002050.

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2024Disentangling demand and supply inflation shocks from electronic payments data. (2024). Hernndez-Romn, Luis G ; Eterovic, Nicols ; Carlomagno, Guillermo. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002281.

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2024The efficiency of the Japanese government’s revenue projections. (2024). Yamamoto, Yohei ; Arai, Natsuki ; Iizuka, Nobuo. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524005196.

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2024Climate risk and energy futures high frequency volatility prediction. (2024). Gong, Xue ; Lai, Ping ; He, Mengxi ; Wen, Danyan. In: Energy. RePEc:eee:energy:v:307:y:2024:i:c:s0360544224022400.

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2024Financial fragility, regime change, and monetary policy in an open economy – A model and empirical application to emerging market countries. (2024). Semmler, Willi ; Toure, Marieme. In: International Economics. RePEc:eee:inteco:v:179:y:2024:i:c:s2110701724000556.

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2024Forecast reconciliation: A review. (2024). Panagiotelis, Anastasios ; Kourentzes, Nikolaos ; Hyndman, Rob J ; Athanasopoulos, George. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:430-456.

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2024Forecasting UK inflation bottom up. (2024). Potjagailo, Galina ; Kapetanios, George ; Chakraborty, Chiranjit ; Joseph, Andreas. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1521-1538.

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2024Energy price surges and inflation: Fiscal policy to the rescue?. (2024). Wegmueller, Philipp ; Glocker, Christian ; Wegmller, Philipp. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:149:y:2024:i:c:s0261560624001888.

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2024A greater crisis? Investigating MSA-level housing markets during the COVID-19 pandemic. (2024). Huang, Meichi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002575.

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Works by Kirstin Hubrich:


YearTitleTypeCited
2009Forecasting inflation with gradual regime shifts and exogenous information In: CREATES Research Papers.
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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.
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paper68
2011Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate In: Journal of Business & Economic Statistics.
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article131
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: 131
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: 131
article
2006Forecasting Economic Aggregates by Disaggregates In: CEPR Discussion Papers.
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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.
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paper36
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: 36
paper
2016On the Importance of Sectoral and Regional Shocks for Price‐Setting.(2016) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 36
article
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: 36
paper
2010Trade consistency in the context of the Eurosystem projection exercises - an overview In: Occasional Paper Series.
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paper62
2013Financial shocks and the macroeconomy: heterogeneity and non-linearities In: Occasional Paper Series.
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paper45
2008Regional inflation dynamics within and across euro area countries and a comparison with the United States In: Research Bulletin.
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article62
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: 62
article
2003Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy? In: Working Paper Series.
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paper118
2005Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?.(2005) In: International Journal of Forecasting.
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This paper has nother version. Agregated cites: 118
article
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: 118
paper
2006Regional inflation dynamics within and across euro area countries and a comparison with the US In: Working Paper Series.
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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.
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paper34
2010Forecast evaluation of small nested model sets.(2010) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 34
article
2008Forecast Evaluation of Small Nested Model Sets.(2008) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 34
paper
2013A predictability test for a small number of nested models In: Working Paper Series.
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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.
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paper197
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: 197
article
2012Financial stress and economic dynamics: the transmission of crises.(2012) In: Finance and Economics Discussion Series.
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This paper has nother version. Agregated cites: 197
paper
2013Financial stress and economic dynamics: The transmission of crises.(2013) In: 2013 Meeting Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 197
paper
2016Forecast combination for euro area inflation: a cure in times of crisis? In: Working Paper Series.
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paper11
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: 11
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: 11
article
2017Macroeconomic implications of oil price fluctuations: a regime-switching framework for the euro area In: Working Paper Series.
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paper22
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: 22
paper
2000Germany and the Euro Area: Differences in the Transmission Process of Monetary Policy In: Econometric Society World Congress 2000 Contributed Papers.
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paper8
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 Central Bank. In: Advances in Econometrics.
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chapter0
2022The Transmission of Financial Shocks and Leverage of Financial Institutions: An Endogenous Regime-Switching Framework In: FRB Atlanta Working Paper.
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paper0
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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This paper has nother version. Agregated cites: 0
paper
2021Forecasting US Inflation in Real Time In: Finance and Economics Discussion Series.
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paper0
2021Forecasting US Inflation in Real Time.(2021) In: Econometrics.
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This paper has nother version. Agregated cites: 0
article
2010Forecast uncertainty: sources, measurement and evaluation In: Journal of Applied Econometrics.
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article7
2012Comment on Global House Price Fluctuations: Synchronization and Determinants In: NBER Chapters.
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chapter0
2005Forecasting Aggregates by Disaggregates In: Computing in Economics and Finance 2005.
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paper16
2006Regional Inflation Dynamics within and across Euro Area and a Comparison with the US In: Computing in Economics and Finance 2006.
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paper30
1999Estimation of a German money demand system - a long-run analysis In: Empirical Economics.
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article17
2004Monetary transmission in Germany: Lessons for the Euro area In: Empirical Economics.
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article4
2001A REVIEW OF SYSTEMS COINTEGRATION TESTS In: Econometric Reviews.
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article70
1998A review of systemscointegration tests.(1998) In: SFB 373 Discussion Papers.
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This paper has nother version. Agregated cites: 70
paper
2014Comment In: Journal of Business & Economic Statistics.
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article0
2013Comment In: NBER International Seminar on Macroeconomics.
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article0
2009On the importance of sectoral shocks for price-setting In: CFS Working Paper Series.
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paper3
1996System estimation of the German money demand - a long-run analysis In: SFB 373 Discussion Papers.
[Citation analysis]
paper3

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