15
H index
18
i10 index
1030
Citations
Deutsche Bundesbank | 15 H index 18 i10 index 1030 Citations RESEARCH PRODUCTION: 16 Articles 35 Papers 2 Chapters RESEARCH ACTIVITY: 26 years (1996 - 2022). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/phu89 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Kirstin Hubrich. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Applied Econometrics | 2 |
Journal of Business & Economic Statistics | 2 |
Empirical Economics | 2 |
Year | Title of citing document |
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2023 | Dynamic Networks in Large Financial and Economic Systems. (2020). BarunÃÂk, Jozef ; Ellington, Michael. In: Papers. RePEc:arx:papers:2007.07842. Full description at Econpapers || Download paper |
2023 | Forecasting inflation using disaggregates and machine learning. (2023). Medeiros, Marcelo C ; Boaretto, Gilberto. In: Papers. RePEc:arx:papers:2308.11173. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | The 2021–22 Surge in Inflation. (2023). Uzeda, Luis ; MacGee, James (Jim) ; Kryvtsov, Oleksiy. In: Discussion Papers. RePEc:bca:bocadp:23-3. Full description at Econpapers || Download paper |
2023 | Understanding 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. Full description at Econpapers || Download paper |
2023 | Where 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. Full description at Econpapers || Download paper |
2023 | Disentangling 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. Full description at Econpapers || Download paper |
2023 | Measuring systemic financial stress and its risks for growth. (2023). Kremer, Manfred ; Chavleishvili, Sulkhan. In: Working Paper Series. RePEc:ecb:ecbwps:20232842. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2024 | Nowcasting 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2024 | Oil 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. Full description at Econpapers || Download paper |
2023 | Moments, 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. Full description at Econpapers || Download paper |
2023 | Investigating 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. Full description at Econpapers || Download paper |
2023 | Financial 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. Full description at Econpapers || Download paper |
2023 | Oil price shocks in the age of surging inflation. (2023). Mattoussi, Wided ; ben Zaied, Younes ; ben Cheikh, Nidhaleddine. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006266. Full description at Econpapers || Download paper |
2023 | On the China factor in the world oil market: A regime switching approach11We thank Hilde Bjørnland, Tatsuyoshi Okimoto, Ippei Fujiwara, Knut Aastveit, Leif Anders Thorsrud, Francesco Ravazzolo, Renee . (2021). Nguyen, Bao H ; Hou, Chenghan ; Cross, Jamie L. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000244. Full description at Econpapers || Download paper |
2023 | Dynamic spillover effects of global financial stress: Evidence from the quantile VAR network. (2023). Li, Zixuan ; Long, Shaobo. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004611. Full description at Econpapers || Download paper |
2023 | Does 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. Full description at Econpapers || Download paper |
2023 | Bayesian 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. Full description at Econpapers || Download paper |
2023 | Real-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. Full description at Econpapers || Download paper |
2024 | Forecast 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. Full description at Econpapers || Download paper |
2023 | Sentiment-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. Full description at Econpapers || Download paper |
2023 | Macro-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. Full description at Econpapers || Download paper |
2023 | Monetary 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. Full description at Econpapers || Download paper |
2023 | Time 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. Full description at Econpapers || Download paper |
2023 | Heterogeneous exchange rate pass-through in Mexico: What drives it?. (2023). Solorzano, Diego. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:4:y:2023:i:4:s2666143823000212. Full description at Econpapers || Download paper |
2023 | Financial 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. Full description at Econpapers || Download paper |
2023 | Decomposing the Monetary Policy Multiplier. (2023). Venditti, Fabrizio ; Jorda, Oscar ; Alessandrini, Pietro. In: Working Paper Series. RePEc:fip:fedfwp:96263. Full description at Econpapers || Download paper |
2023 | Understanding 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. Full description at Econpapers || Download paper |
2023 | Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring. (2023). Pesavento, Elena ; Herrera, Ana Maria ; Chang, Yoosoon. In: CAEPR Working Papers. RePEc:inu:caeprp:2023002. Full description at Econpapers || Download paper |
2023 | Leading 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. Full description at Econpapers || Download paper |
2023 | State-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. Full description at Econpapers || Download paper |
2023 | Big 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. Full description at Econpapers || Download paper |
2023 | Mind 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. Full description at Econpapers || Download paper |
2023 | Predicting 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. Full description at Econpapers || Download paper |
2023 | Macro-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. Full description at Econpapers || Download paper |
2023 | Oil 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. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2009 | Forecasting inflation with gradual regime shifts and exogenous information In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 13 |
2011 | Forecasting inflation with gradual regime shifts and exogenous information.(2011) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
2013 | Thresholds and Smooth Transitions in Vector Autoregressive Models In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 67 |
2011 | Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 127 |
2010 | Combining disaggregate forecasts or combining disaggregate information to forecast an aggregate.(2010) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 127 | paper | |
2011 | Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate.(2011) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 127 | article | |
2006 | Forecasting Economic Aggregates by Disaggregates In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 47 |
2006 | Forecasting economic aggregates by disaggregates.(2006) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | paper | |
2011 | On the importance of sectoral and regional shocks for price-setting In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 15 |
2011 | On the importance of sectoral and regional shocks for price-setting.(2011) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2012 | On the importance of sectoral and regional shocks for price setting.(2012) In: IMFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2010 | Trade consistency in the context of the Eurosystem projection exercises - an overview In: Occasional Paper Series. [Full Text][Citation analysis] | paper | 62 |
2013 | Financial shocks and the macroeconomy: heterogeneity and non-linearities In: Occasional Paper Series. [Full Text][Citation analysis] | paper | 46 |
2008 | Regional inflation dynamics within and across euro area countries and a comparison with the United States In: Research Bulletin. [Full Text][Citation analysis] | article | 61 |
2009 | Regional inflation dynamics within and across euro area countries and a comparison with the United States.(2009) In: Economic Policy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 61 | article | |
2003 | Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy? In: Working Paper Series. [Full Text][Citation analysis] | paper | 118 |
2005 | Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?.(2005) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 118 | article | |
2004 | Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?.(2004) In: Computing in Economics and Finance 2004. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 118 | paper | |
2006 | Regional inflation dynamics within and across euro area countries and a comparison with the US In: Working Paper Series. [Full Text][Citation analysis] | paper | 48 |
2000 | Regional Inflation Dynamics within and across Euro Area Countries and a Comparison with the US.(2000) In: Regional and Urban Modeling. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 48 | paper | |
2006 | Regional inflation dynamics within and across euro area countries and a comparison with the US.(2006) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 48 | paper | |
2009 | Forecast evaluation of small nested model sets In: Working Paper Series. [Full Text][Citation analysis] | paper | 33 |
2010 | Forecast evaluation of small nested model sets.(2010) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | article | |
2008 | Forecast Evaluation of Small Nested Model Sets.(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
2013 | A predictability test for a small number of nested models In: Working Paper Series. [Full Text][Citation analysis] | paper | 9 |
2014 | A predictability test for a small number of nested models.(2014) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
2014 | Financial stress and economic dynamics: the transmission of crises In: Working Paper Series. [Full Text][Citation analysis] | paper | 194 |
2015 | Financial stress and economic dynamics: The transmission of crises.(2015) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 194 | article | |
2012 | Financial stress and economic dynamics: the transmission of crises.(2012) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 194 | paper | |
2013 | Financial stress and economic dynamics: The transmission of crises.(2013) In: 2013 Meeting Papers. [Citation analysis] This paper has nother version. Agregated cites: 194 | paper | |
2016 | Forecast combination for euro area inflation: a cure in times of crisis? In: Working Paper Series. [Full Text][Citation analysis] | paper | 10 |
2016 | Forecast Combination for Euro Area Inflation - A Cure in Times of Crisis?.(2016) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2017 | Forecast Combination for Euro Area Inflation: A Cure in Times of Crisis?.(2017) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
2017 | Macroeconomic implications of oil price fluctuations: a regime-switching framework for the euro area In: Working Paper Series. [Full Text][Citation analysis] | paper | 21 |
2017 | Macroeconomic Implications of Oil Price Fluctuations : A Regime-Switching Framework for the Euro Area.(2017) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
2000 | Germany and the Euro Area: Differences in the Transmission Process of Monetary Policy In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 9 |
2013 | Thresholds 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. [Full Text][Citation analysis] | chapter | 0 |
2022 | The Transmission of Financial Shocks and Leverage of Financial Institutions: An Endogenous Regime-Switching Framework In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 0 |
2022 | The transmission of financial shocks and leverage of financial institutions: An endogenous regime switching framework.(2022) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2021 | Forecasting US Inflation in Real Time In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 0 |
2021 | Forecasting US Inflation in Real Time.(2021) In: Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2010 | Forecast uncertainty: sources, measurement and evaluation In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 7 |
2012 | Comment on Global House Price Fluctuations: Synchronization and Determinants In: NBER Chapters. [Full Text][Citation analysis] | chapter | 0 |
2005 | Forecasting Aggregates by Disaggregates In: Computing in Economics and Finance 2005. [Full Text][Citation analysis] | paper | 16 |
2006 | Regional Inflation Dynamics within and across Euro Area and a Comparison with the US In: Computing in Economics and Finance 2006. [Full Text][Citation analysis] | paper | 30 |
1999 | Estimation of a German money demand system - a long-run analysis In: Empirical Economics. [Full Text][Citation analysis] | article | 17 |
2004 | Monetary transmission in Germany: Lessons for the Euro area In: Empirical Economics. [Full Text][Citation analysis] | article | 4 |
2001 | A REVIEW OF SYSTEMS COINTEGRATION TESTS In: Econometric Reviews. [Full Text][Citation analysis] | article | 70 |
1998 | A review of systemscointegration tests.(1998) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 70 | paper | |
2014 | Comment In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 0 |
2013 | Comment In: NBER International Seminar on Macroeconomics. [Full Text][Citation analysis] | article | 0 |
2009 | On the importance of sectoral shocks for price-setting In: CFS Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
1996 | System estimation of the German money demand - a long-run analysis In: SFB 373 Discussion Papers. [Citation analysis] | paper | 3 |
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