7
H index
6
i10 index
205
Citations
Budapesti Corvinus Egyetem | 7 H index 6 i10 index 205 Citations RESEARCH PRODUCTION: 21 Articles 23 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Gregor von Schweinitz. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Wirtschaft im Wandel | 7 |
Journal of International Money and Finance | 2 |
Working Papers Series with more than one paper published | # docs |
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IWH Discussion Papers / Halle Institute for Economic Research (IWH) | 16 |
Discussion Papers / Deutsche Bundesbank | 2 |
Year | Title of citing document |
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2024 | The Local to Unity Dynamic Tobit Model. (2022). Duffy, James A ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2210.02599. Full description at Econpapers || Download paper |
2024 | Constructing early warning indicators for banks using machine learning models. (2024). Tarkocin, Coskun ; Donduran, Murat. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001419. Full description at Econpapers || Download paper |
2024 | Optimizing composite early warning indicators. (2024). Dalal, Vihar M ; Jahan-Parvar, Mohammad R ; Paine, Fiona A ; Beltran, Daniel O. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s106294082400175x. Full description at Econpapers || Download paper |
2024 | Exploring the dynamic connections between oil price shocks and bond yields in developed nations: A TVP-SVAR-SV approach. (2024). Maghyereh, Aktham ; Ziadat, Salem Adel ; Razzaq, Abdel. In: Energy. RePEc:eee:energy:v:306:y:2024:i:c:s0360544224022497. Full description at Econpapers || Download paper |
2024 | What charge-off rates are predictable by macroeconomic latent factors?. (2024). Kim, Hyeongwoo ; Son, Jisoo. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s157230892400086x. Full description at Econpapers || Download paper |
2024 | How to conduct monetary policies. The ECB in the past, present and future. (2024). Ji, Yuemei ; de Grauwe, Paul. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000354. Full description at Econpapers || Download paper |
2024 | Early warning models for systemic banking crises: Can political indicators improve prediction?. (2024). Uebelmesser, Silke ; Huynh, Tran. In: European Journal of Political Economy. RePEc:eee:poleco:v:81:y:2024:i:c:s0176268023001283. Full description at Econpapers || Download paper |
2024 | Reading between the lines: Quantitative text analysis of banking crises. (2024). du Plessis, Emile. In: Research in Economics. RePEc:eee:reecon:v:78:y:2024:i:4:s1090944324000644. Full description at Econpapers || Download paper |
2024 | Real exchange rate convergence in the euro area: Evidence from a dynamic factor model. (2024). Kempa, Bernd ; Borger, Carina. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:213-224. Full description at Econpapers || Download paper |
2024 | Assessing Machine Learning Techniques for Predicting Banking Crises in India. (2024). A. C. V. Subrahmanyam, ; Thota, Nagaraju ; Puli, Sreenivasulu. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:4:p:141-:d:1367659. Full description at Econpapers || Download paper |
2025 | Understanding price momentum, market fluctuations, and crashes: insights from the extended Samuelson model. (2025). Han, Qingyuan. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00743-y. Full description at Econpapers || Download paper |
2025 | New forecasting methods for an old problem: Predicting 147 years of systemic financial crises. (2025). Fritsche, Ulrich ; du Plessis, Emile. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:1:p:3-40. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2021 | Monetary 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] | article | 1 |
2012 | Macroeconomic Imbalances as Indicators for Debt Crises in Europe In: Journal of Common Market Studies. [Full Text][Citation analysis] | article | 33 |
2011 | Macroeconomic Imbalances as Indicators for Debt Crises in Europe.(2011) In: IWH Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
2016 | Real Effective Exchange Rate Misalignment in the Euro Area: A Counterfactual Analysis In: Review of International Economics. [Full Text][Citation analysis] | article | 31 |
2014 | Real Effective Exchange Rate Misalignment in the Euro Area: A Counterfactual Analysis.(2014) In: IWH Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | paper | |
2022 | Why they keep missing: An empirical investigation of sovereign bond ratings and their timing In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 0 |
2016 | Qual VAR revisited: Good forecast, bad story In: Journal of Applied Economics. [Full Text][Citation analysis] | article | 2 |
2016 | Qual Var Revisited: Good Forecast, Bad Story.(2016) In: Journal of Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2012 | Qual VAR Revisited: Good Forecast, Bad Story.(2012) In: IWH Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2021 | OPTIMIZING POLICYMAKERS’ LOSS FUNCTIONS IN CRISIS PREDICTION: BEFORE, WITHIN OR AFTER? In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 6 |
2017 | Optimizing policymakers loss functions in crisis prediction: before, within or after?.(2017) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2015 | Optimizing Policymakers Loss Functions in Crisis Prediction: Before, Within or After?.(2015) In: IWH Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2015 | Risk and return—Is there an unholy cycle of ratings and yields? In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
2019 | Does machine learning help us predict banking crises? In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 44 |
2018 | The joint dynamics of sovereign ratings and government bond yields In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 8 |
2016 | The joint dynamics of sovereign ratings and government bond yields.(2016) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2015 | The Joint Dynamics of Sovereign Ratings and Government Bond Yields.(2015) In: IWH Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2016 | The Joint Dynamics of Sovereign Ratings and Government Bond Yields.(2016) In: VfS Annual Conference 2016 (Augsburg): Demographic Change. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2021 | Fiscal policy and fiscal fragility: Empirical evidence from the OECD In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 2 |
2019 | Fiscal policy and fiscal fragility: Empirical evidence from the OECD.(2019) In: IWH Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2013 | Predicting financial crises: The (statistical) significance of the signals approach In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 39 |
2012 | Predicting Financial Crises: The (Statistical) Significance of the Signals Approach.(2012) In: IWH Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
2019 | On the empirics of reserve requirements and economic growth In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 2 |
2018 | On the empirics of reserve requirements and economic growth.(2018) In: IWH Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2019 | Fiscal Policy and Fiscal Fragility: Evidence from the OECD In: CFDS Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
2016 | The Diablo 3 Economy: An Agent Based Approach In: Computational Economics. [Full Text][Citation analysis] | article | 0 |
2018 | An evaluation of early warning models for systemic banking crises: Does machine learning improve predictions? In: Discussion Papers. [Full Text][Citation analysis] | paper | 23 |
2019 | An 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 nother version. Agregated cites: 23 | paper | |
2017 | Why they keep missing: An empirical investigation of rational inattention of rating agencies In: IWH Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2020 | On the international dissemination of technology news shocks In: IWH Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | The importance of credit demand for business cycle dynamics In: IWH Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Fiscal policy under the eyes of wary bondholders In: IWH Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | What explains international interest rate co-movement? In: IWH Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | Did the Swiss exchange rate shock shock the market? In: IWH Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2013 | Flight Patterns and Yields of European Government Bonds In: IWH Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | Germanys Benefit from the Greek Crisis In: IWH Online. [Full Text][Citation analysis] | paper | 10 |
2014 | 4. IWH/INFER-Workshop on Applied Economics and Economic Policy: “A New Fiscal Capacity for the EU?“ In: Wirtschaft im Wandel. [Full Text][Citation analysis] | article | 0 |
2016 | 6th IWH/INFER-Workshop on Applied Economics and Economic Policy: (Ending) Unconventional Monetary Policy In: Wirtschaft im Wandel. [Full Text][Citation analysis] | article | 0 |
2017 | 22. Spring Meeting of Young Economists in Halle (Saale) - ein Tagungsbericht In: Wirtschaft im Wandel. [Full Text][Citation analysis] | article | 0 |
2017 | 7. IWH/INFER-Workshop on Applied Economics and Economic Policy: Challenges and Implications of Inflationary Dynamics In: Wirtschaft im Wandel. [Full Text][Citation analysis] | article | 0 |
2011 | Zur Aussagekraft von Frühindikatoren für Staatsschuldkrisen in Europa In: Wirtschaft im Wandel. [Full Text][Citation analysis] | article | 0 |
2014 | Geriet die preisliche Wettbewerbsfähigkeit von Euroraum-Ländern nach Gründung der Währungsunion aus dem Gleichgewicht? In: Wirtschaft im Wandel. [Full Text][Citation analysis] | article | 0 |
2015 | Negative Bonitätsbewertungen und Zinsen auf Staatsanleihen – Gibt es einen Teufelskreis? In: Wirtschaft im Wandel. [Full Text][Citation analysis] | article | 0 |
2015 | Signaling 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] | paper | 0 |
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