Gregor von Schweinitz : Citation Profile

Are you Gregor von Schweinitz?

Leibniz-Institut für Wirtschaftsforschung Halle (IWH) (50% share)
Universität Leipzig (50% share)

7

H index

6

i10 index

178

Citations

RESEARCH PRODUCTION:

21

Articles

20

Papers

RESEARCH ACTIVITY:

   11 years (2011 - 2022). See details.
   Cites by year: 16
   Journals where Gregor von Schweinitz has often published
   Relations with other researchers
   Recent citing documents: 30.    Total self citations: 22 (11 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pvo153
   Updated: 2023-11-04    RAS profile: 2022-06-10    
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Relations with other researchers

Works with:

El-Shagi, Makram (5)

Beutel, Johannes (2)

Crespo Cuaresma, Jesus (2)

Tonzer, Lena (2)

Buchholz, Manuel (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Gregor von Schweinitz.

Is cited by:

Kim, Hyeongwoo (20)

El-Shagi, Makram (12)

Shi, Wen (9)

Knedlik, Tobias (9)

Kim, Hyun Hak (6)

Kelly, Logan (4)

TERRAZ, Isabelle (4)

Dai, Meixing (4)

Asongu, Simplice (4)

Tchamyou, Vanessa (4)

Orphanides, Athanasios (3)

Cites to:

Reinhart, Carmen (44)

El-Shagi, Makram (22)

Rogoff, Kenneth (22)

Rose, Andrew (21)

Kaminsky, Graciela (20)

Frankel, Jeffrey (20)

Drehmann, Mathias (15)

Knedlik, Tobias (12)

Detken, Carsten (10)

Packer, Frank (10)

BORIO, Claudio (9)

Main data

Where Gregor von Schweinitz has published?

Journals with more than one article published# docs
Wirtschaft im Wandel7
Journal of International Money and Finance2

Working Papers Series with more than one paper published# docs
IWH Discussion Papers / Halle Institute for Economic Research (IWH)13
Discussion Papers / Deutsche Bundesbank2

Recent works citing Gregor von Schweinitz (2023 and 2022)

YearTitle of citing document
2023The Local to Unity Dynamic Tobit Model. (2022). Duffy, James A ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2210.02599.

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2022Comparison of Models for Growth-at-Risk Forecasting. (2022). Kipriyanov, Aleksei. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:81:y:2022:i:1:p:23-45.

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2023How to foresee crises? A new synthetic index of vulnerabilities for emerging economies. (2023). Molina, Luis ; Alonso-Alvarez, Irma. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001165.

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2023Who speaks louder, financial instruments or credit rating agencies? Analyzing the effects of different sovereign risk measures on interest rates in Brazil. (2023). Neves, Joo Pedro ; Montes, Gabriel Caldas. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000566.

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2022Multinomial modeling methods: Predicting four decades of international banking crises. (2022). du Plessis, Emile. In: Economic Systems. RePEc:eee:ecosys:v:46:y:2022:i:2:s0939362522000413.

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2023Operational research and artificial intelligence methods in banking. (2023). Zhang, Wenke ; Platanakis, Emmanouil ; Gounopoulos, Dimitrios ; Zopounidis, Constantin ; Doumpos, Michalis. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:1:p:1-16.

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2023On the efficient synthesis of short financial time series: A Dynamic Factor Model approach. (2023). Mertzanis, Charilaos ; Cerchiello, Paola ; Bitetto, Alessandro. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000521.

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2022Early warning systems using dynamic factor models: An application to Asian economies. (2022). Villafuerte, James ; Truck, Stefan ; Sheen, Jeffrey ; Truong, Chi. In: Journal of Financial Stability. RePEc:eee:finsta:v:58:y:2022:i:c:s1572308921000450.

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2022Systemic risk measures and regulatory challenges. (2022). Brzeszczyski, Janusz ; Sharma, Satish ; Ellis, Scott. In: Journal of Financial Stability. RePEc:eee:finsta:v:61:y:2022:i:c:s1572308921001194.

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2023Forecasting Stock Market Crashes via Machine Learning. (2023). Otto, Tizian ; Drobetz, Wolfgang ; Dichtl, Hubert. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308922001206.

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2022What lies beneath—Negative interest rates and bank lending. (2022). Towbin, Pascal ; Schelling, Tan. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:51:y:2022:i:c:s1042957322000225.

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2022Uncertainty shocks and systemic-risk indicators. (2022). Roth, Markus ; Hristov, Nikolay. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621002242.

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2022A cross-country database of fiscal space. (2022). Sugawara, Naotaka ; Ohnsorge, Franziska ; Kurlat, Sergio ; Kose, Ayhan M. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:128:y:2022:i:c:s0261560622000857.

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2022A machine learning approach to rank the determinants of banking crises over time and across countries. (2022). Giarda, Elena ; Forni, Lorenzo ; Catalano, Michele ; Casabianca, Elizabeth Jane ; Passeri, Simone. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:129:y:2022:i:c:s0261560622001425.

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2022Classification of monetary and fiscal dominance regimes using machine learning techniques. (2022). Hollmayr, Josef ; Hinterlang, Natascha. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:74:y:2022:i:c:s0164070422000623.

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2023Incorporating financial development indicators into early warning systems. (2023). Ponomarenko, Alexey ; Tatarintsev, Stas. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494922000445.

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2023Does machine learning help private sectors to alarm crises? Evidence from China’s currency market. (2023). Zong, LU ; Wang, Peiwan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:611:y:2023:i:c:s0378437123000250.

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2022EU-27 bank failure prediction with C5.0 decision trees and deep learning neural networks. (2022). Virag, Miklos ; Kristof, Tamas. In: Research in International Business and Finance. RePEc:eee:riibaf:v:61:y:2022:i:c:s0275531922000320.

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2022Cross-Country Linkages and Asymmetries of Sovereign Risk Pluralistic Investigation of CDS Spreads. (2022). Ghosh, Bikramaditya ; Papathanasiou, Spyros ; Kenourgios, Dimitrios. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:21:p:14056-:d:956758.

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2022Predicting European Banks Distress Events: Do Financial Information Producers Matter?. (2022). de Comeres, Quentin Bro. In: Working Papers. RePEc:hal:wpaper:hal-03752678.

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2023.

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2022Early warning models for systemic banking crises: can political indicators improve prediction?. (2022). Uebelmesser, Silke ; Huynh, Tran. In: Jena Economic Research Papers. RePEc:jrp:jrpwrp:2022-007.

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2022Tail Risk Early Warning System for Capital Markets Based on Machine Learning Algorithms. (2022). Zhang, Zongxin ; Chen, Ying. In: Computational Economics. RePEc:kap:compec:v:60:y:2022:i:3:d:10.1007_s10614-021-10171-0.

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2023Does joining the European monetary union improve labor productivity? A synthetic control approach. (2023). Eren, Mesut ; Ersoy, Imre ; Wang, Miao Grace ; Zhuang, Hong. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:59:y:2023:i:3:d:10.1007_s11123-023-00668-1.

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2023Credit-to-GDP Gap Estimates in Real Time: A Stable Indicator for Macroprudential Policy Making in Croatia. (2023). Škrinjarić, Tihana. In: Comparative Economic Studies. RePEc:pal:compes:v:65:y:2023:i:3:d:10.1057_s41294-023-00220-y.

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2022A dominance-based rough set approach applied to evaluate the credit risk of sovereign bonds. (2022). de Almeida-Filho, Adiel Teixeira ; Ferreira, Luciano ; de Lima, Diogo Ferreira ; Soares, Julio Cezar. In: 4OR. RePEc:spr:aqjoor:v:20:y:2022:i:1:d:10.1007_s10288-020-00471-w.

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2022Random forest versus logit models: Which offers better early warning of fiscal stress?. (2022). Jarmulska, Barbara. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:3:p:455-490.

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2022Predicting financial crises with machine learning methods. (2022). Wang, BO ; Chen, Chen ; Liu, Lanbiao. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:5:p:871-910.

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2022.

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Works by Gregor von Schweinitz:

YearTitleTypeCited
2021Monetary policy through exchange rate pegs: The removal of the Swiss franc?Euro floor and stock price reactions In: International Review of Finance.
[Full Text][Citation analysis]		article1
2012Macroeconomic Imbalances as Indicators for Debt Crises in Europe In: Journal of Common Market Studies.
[Full Text][Citation analysis]		article32
2011Macroeconomic Imbalances as Indicators for Debt Crises in Europe.(2011) In: IWH Discussion Papers.
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This paper has another version. Agregated cites: 32		paper
2016Real Effective Exchange Rate Misalignment in the Euro Area: A Counterfactual Analysis In: Review of International Economics.
[Full Text][Citation analysis]		article27
2014Real Effective Exchange Rate Misalignment in the Euro Area: A Counterfactual Analysis.(2014) In: IWH Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27		paper
2022Why they keep missing: An empirical investigation of sovereign bond ratings and their timing In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]		article0
2016Qual VAR revisited: Good forecast, bad story In: Journal of Applied Economics.
[Full Text][Citation analysis]		article2
2016Qual Var Revisited: Good Forecast, Bad Story.(2016) In: Journal of Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		article
2012Qual VAR Revisited: Good Forecast, Bad Story.(2012) In: IWH Discussion Papers.
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This paper has another version. Agregated cites: 2		paper
2021OPTIMIZING POLICYMAKERS’ LOSS FUNCTIONS IN CRISIS PREDICTION: BEFORE, WITHIN OR AFTER? In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article4
2017Optimizing policymakers loss functions in crisis prediction: before, within or after?.(2017) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2015Optimizing Policymakers Loss Functions in Crisis Prediction: Before, Within or After?.(2015) In: IWH Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2015Risk and return—Is there an unholy cycle of ratings and yields? In: Economics Letters.
[Full Text][Citation analysis]		article1
2019Does machine learning help us predict banking crises? In: Journal of Financial Stability.
[Full Text][Citation analysis]		article32
2018The joint dynamics of sovereign ratings and government bond yields In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article7
2016The joint dynamics of sovereign ratings and government bond yields.(2016) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		paper
2015The Joint Dynamics of Sovereign Ratings and Government Bond Yields.(2015) In: IWH Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		paper
2016The Joint Dynamics of Sovereign Ratings and Government Bond Yields.(2016) In: VfS Annual Conference 2016 (Augsburg): Demographic Change.
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This paper has another version. Agregated cites: 7		paper
2021Fiscal policy and fiscal fragility: Empirical evidence from the OECD In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article2
2019Fiscal policy and fiscal fragility: Empirical evidence from the OECD.(2019) In: IWH Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2013Predicting financial crises: The (statistical) significance of the signals approach In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article37
2012Predicting Financial Crises: The (Statistical) Significance of the Signals Approach.(2012) In: IWH Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37		paper
2019On the empirics of reserve requirements and economic growth In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article1
2018On the empirics of reserve requirements and economic growth.(2018) In: IWH Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2019Fiscal Policy and Fiscal Fragility: Evidence from the OECD In: CFDS Discussion Paper Series.
[Full Text][Citation analysis]		paper0
2016The Diablo 3 Economy: An Agent Based Approach In: Computational Economics.
[Full Text][Citation analysis]		article0
2018An evaluation of early warning models for systemic banking crises: Does machine learning improve predictions? In: Discussion Papers.
[Full Text][Citation analysis]		paper19
2019An evaluation of early warning models for systemic banking crises: Does machine learning improve predictions?.(2019) In: IWH Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19		paper
2017Why they keep missing: An empirical investigation of rational inattention of rating agencies In: IWH Discussion Papers.
[Full Text][Citation analysis]		paper1
2020On the international dissemination of technology news shocks In: IWH Discussion Papers.
[Full Text][Citation analysis]		paper0
2018Did the Swiss exchange rate shock shock the market? In: IWH Discussion Papers.
[Full Text][Citation analysis]		paper2
2013Flight Patterns and Yields of European Government Bonds In: IWH Discussion Papers.
[Full Text][Citation analysis]		paper0
2015Germanys Benefit from the Greek Crisis In: IWH Online.
[Full Text][Citation analysis]		paper10
20144. IWH/INFER-Workshop on Applied Economics and Economic Policy: “A New Fiscal Capacity for the EU?“ In: Wirtschaft im Wandel.
[Full Text][Citation analysis]		article0
20166th IWH/INFER-Workshop on Applied Economics and Economic Policy: (Ending) Unconventional Monetary Policy In: Wirtschaft im Wandel.
[Full Text][Citation analysis]		article0
201722. Spring Meeting of Young Economists in Halle (Saale) - ein Tagungsbericht In: Wirtschaft im Wandel.
[Full Text][Citation analysis]		article0
20177. IWH/INFER-Workshop on Applied Economics and Economic Policy: Challenges and Implications of Inflationary Dynamics In: Wirtschaft im Wandel.
[Full Text][Citation analysis]		article0
2011Zur Aussagekraft von Frühindikatoren für Staatsschuldkrisen in Europa In: Wirtschaft im Wandel.
[Full Text][Citation analysis]		article0
2014Geriet die preisliche Wettbewerbsfähigkeit von Euroraum-Ländern nach Gründung der Währungsunion aus dem Gleichgewicht? In: Wirtschaft im Wandel.
[Full Text][Citation analysis]		article0
2015Negative Bonitätsbewertungen und Zinsen auf Staatsanleihen – Gibt es einen Teufelskreis? In: Wirtschaft im Wandel.
[Full Text][Citation analysis]		article0
2015Signaling Crises: How to Get Good Out-of-Sample Performance Out of the Early Warning System In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
[Full Text][Citation analysis]		paper0

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