Hans-Martin Krolzig : Citation Profile

Are you Hans-Martin Krolzig?

University of Kent

18

H index

25

i10 index

1677

Citations

RESEARCH PRODUCTION:

19

Articles

40

Papers

RESEARCH ACTIVITY:

   20 years (1995 - 2015). See details.
   Cites by year: 83
   Journals where Hans-Martin Krolzig has often published
   Relations with other researchers
   Recent citing documents: 40.    Total self citations: 24 (1.41 %)

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   Permalink: http://citec.repec.org/pkr17
   Updated: 2024-12-03    RAS profile: 2023-03-16    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Hans-Martin Krolzig.

Is cited by:

Ferrara, Laurent (68)

Hendry, David (63)

Castle, Jennifer (37)

Darné, Olivier (30)

Marcellino, Massimiliano (24)

Billio, Monica (22)

Clements, Michael (22)

Balcilar, Mehmet (20)

DIEBOLT, Claude (19)

van Dijk, Dick (19)

Osborn, Denise (18)

Cites to:

Hendry, David (27)

Hamilton, James (17)

Hoover, Kevin (16)

pagan, adrian (16)

Hansen, Bruce (11)

Blanchard, Olivier (9)

Gertler, Mark (8)

Sims, Christopher (8)

Watson, Mark (7)

Gourinchas, Pierre-Olivier (6)

Proaño, Christian (6)

Main data

Where Hans-Martin Krolzig has published?

Journals with more than one article published# docs
Econometrics Journal2
Empirical Economics2
Oxford Bulletin of Economics and Statistics2

Working Papers Series with more than one paper published# docs
Economics Series Working Papers / University of Oxford, Department of Economics9
Economics Working Papers / European University Institute3
SFB 373 Discussion Papers / Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes3
Royal Economic Society Annual Conference 2003 / Royal Economic Society2
Economic Working Papers at Centro de Estudios Andaluces / Centro de Estudios Andaluces2
Computing in Economics and Finance 1999 / Society for Computational Economics2
The Warwick Economics Research Paper Series (TWERPS) / University of Warwick, Department of Economics2

Recent works citing Hans-Martin Krolzig (2024 and 2023)

YearTitle of citing document
2024A time-varying finance-led model for U.S. business cycles. (2023). Santetti, Marcio. In: Papers. RePEc:arx:papers:2310.05153.

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2023Directed graphs and variable selection in large vector autoregressive models. (2023). Kascha, Christian ; Bruggemann, Ralf ; Bertsche, Dominik. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:44:y:2023:i:2:p:223-246.

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2023Global money supply and energy and non-energy commodity prices: A MS-TV-VAR approach. (2023). Vespignani, Joaquin ; Vocalelli, Giorgio ; Ravazzolo, Francesco ; Grassi, Stefano. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps100.

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2023Relative Impact of the U.S. Energy Market Sentiments on Stocks and ESG Index Returns: Evidence from GCC Countries. (2023). Mohnot, Rajesh ; Verma, Rahul. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-32.

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2023Asymmetries in multi-target monetary policy rule and the role of uncertainty: Evidence from China. (2023). Tian, Hao ; Zuo, Yulan ; Long, Shaobo. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:278-296.

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2023The COVID-19 pandemic and financial markets in Central Europe: Macroeconomic measures and international policy spillovers. (2023). Stawasz-Grabowska, Ewa ; Janus, Jakub ; Grabowski, Wojciech. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s156601412200108x.

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2023Forecasting realized volatility with machine learning: Panel data perspective. (2023). Liu, Zhi ; He, Lidan ; Bai, LU ; Zhu, Haibin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:251-271.

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2023Nowcasting industrial production using linear and non-linear models of electricity demand. (2023). Galdi, Giulio ; Casarin, Roberto ; Ravazzolo, Francesco ; Fezzi, Carlo ; Ferrari, Davide. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005042.

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2023Could financial development eliminate energy poverty through renewable energy in Poland?. (2023). Mikayilov, Jeyhun I ; Mukhtarov, Shahriyar. In: Energy Policy. RePEc:eee:enepol:v:182:y:2023:i:c:s0301421523003324.

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2024Responses of financial stress and monetary policy to global warming: Evidence from China. (2024). Lin, Boqiang ; Zhang, Zuopeng ; Wu, Nan. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000243.

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2023Endogenous business cycles and economic policy. (2023). Skott, Peter. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:210:y:2023:i:c:p:61-82.

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2023Classical and Keynesian models of inequality and stagnation. (2023). zamparelli, luca ; Tavani, Daniele ; von Arnim, Rudiger ; Rada, Codrina. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:211:y:2023:i:c:p:442-461.

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2023The Bielefeld School of economics, Post Keynesian economics, and dynamic complexity. (2023). Rosser, Marina V. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:212:y:2023:i:c:p:454-465.

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2024Green transition and macroeconomic stabilization. (2024). Lessmann, Kai ; Tahri, Ibrahim ; Yanovski, Boyan. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:221:y:2024:i:c:p:586-601.

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2023The asymmetric impact of global economic policy uncertainty on international grain prices. (2023). Luo, Tianyuan ; Li, Jieyu ; Long, Shaobo. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000307.

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2023The scope and methodology of economic and financial asymmetries. (2023). Stengos, Thanasis ; Malliaris, Anastasios ; Alogoskoufis, George. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494923000099.

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2023Dynamic connectedness between credit and liquidity risks in euro area sovereign debt markets. (2023). Sosvilla-Rivero, Simon ; Pieterse-Bloem, Mary ; Gomez-Puig, Marta. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:68:y:2023:i:c:s1042444x23000191.

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2023On the Determinants of Bitcoin Returns and Volatility: What We Get from Gets?. (2023). el Montasser, Ghassen ; Messai, Ahlem Selma ; Benhamed, Adel. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:3:p:1761-:d:1038511.

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2023The Granger Causality of Bahrain Stocks, Bitcoin, and Other Commodity Asset Returns: Evidence of Short-Term Return Spillover Before and During the COVID-19 Pandemic. (2023). Lagaras, Maria Cecilia ; Doblas, Mark Pabatang. In: International Journal of Business Analytics (IJBAN). RePEc:igg:jban00:v:10:y:2023:i:1:p:1-20.

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2023Fiscal policy and social infrastructure provision under alternative growth and distribution regimes. (2023). Okuma, Kazuhiro ; Nishi, Hiroshi. In: Working Papers. RePEc:pke:wpaper:pkwp2304.

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2023Nexus between Financial Inclusion and Economic Activity: A Study about Traditional and Non-Traditional Financial Service Indicators Determining Financial Outreach. (2023). Gerth, Florian. In: MPRA Paper. RePEc:pra:mprapa:119265.

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2023Assessment, Interaction and the Transmission Process of Twin deficit Hypothesis: Fresh Evidence from India. (2023). Belwal, Rakesh ; Nautiyal, Neeraj. In: Business Perspectives and Research. RePEc:sae:busper:v:11:y:2023:i:2:p:269-286.

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2023A new look at asymmetric effect of oil price changes on inflation: Evidence from Malaysia. (2023). Sek, Siok Kun. In: Energy & Environment. RePEc:sae:engenv:v:34:y:2023:i:5:p:1524-1547.

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2023Markov chains, eigenvalues and the stability of economic growth processes. (2023). Delbianco, Fernando ; Tohme, Fernando ; Fioriti, Andres. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:3:d:10.1007_s00181-022-02276-8.

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2023Is there a similar Granger causality among CO2 emissions, energy consumption and economic growth in different regimes in Iran?. (2023). Rahimdel, Mahdiyeh ; Heidari, Hassan ; Refah-Kahriz, Arash. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:25:y:2023:i:4:d:10.1007_s10668-022-02203-y.

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2023Predicting the contribution of artificial intelligence to unemployment rates: an artificial neural network approach. (2023). Hegerty, Scott W ; Mutascu, Mihai. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:2:d:10.1007_s12197-023-09616-z.

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2023Global money supply and energy and non-energy commodity prices: A MS-TV-VAR approach. (2023). Vespignani, Joaquin ; Vocalelli, Giorgio ; Ravazzolo, Francesco ; Grassi, Stefano. In: Working Papers. RePEc:tas:wpaper:47658.

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2023Is causality between globalization and energy consumption bidirectional or unidirectional in top and bottom globalized economies?. (2023). Shahbaz, Muhammad ; Balcilar, Mehmet ; Akadiri, Seyi ; Mahalik, Mantu Kumar. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1939-1964.

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2023Connectedness between G10 currencies: Searching for the causal structure. (2023). Heinlein, Reinhold ; Bettendorf, Timo. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:3938-3959.

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2023Recessions and recoveries in Central African countries: Lessons from the past. (2023). Djoumessi, Any Flore. In: Journal of International Development. RePEc:wly:jintdv:v:35:y:2023:i:6:p:1121-1142.

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Works by Hans-Martin Krolzig:

YearTitleTypeCited
2003Business Cycle Asymmetries: Characterization and Testing Based on Markov-Switching Autoregressions. In: Journal of Business & Economic Statistics.
[Citation analysis]		article105
1999Business Cycle Asymmetries: Characterisationand Testing Based on Markov-Switching Autoregression..(1999) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 105		paper
2003Consistent Model Selection by an Automatic Gets Approach* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article43
2004We Ran One Regression In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article122
2004We Ran One Regression.(2004) In: Economics Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 122		paper
2012Effects of Monetary Policy on the US Dollar/UK Pound Exchange Rate. Is There a “Delayed Overshooting Puzzle”? In: Review of International Economics.
[Full Text][Citation analysis]		article15
2002The European Business Cycle In: Economic Working Papers at Centro de Estudios Andaluces.
[Full Text][Citation analysis]		paper376
1999The European Business Cycle.(1999) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 376		paper
1999The European Business Cycle..(1999) In: Economics Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 376		paper
2004The European business cycle.(2004) In: Oxford Economic Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 376		article
2002Classical and Modern Business Cycle Measurement: The European Case In: Economic Working Papers at Centro de Estudios Andaluces.
[Full Text][Citation analysis]		paper32
2001Classical and Modern Business Cycle Measurement: The European Case.(2001) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		paper
2001CLASSICAL AND MODERN BUSINESS CYCLE MEASUREMENT: THE EUROPEAN CASE..(2001) In: Economics Series Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 32		paper
2004Classical and modern business cycle measurement: The European case.(2004) In: Spanish Economic Review.
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2001Markov-Switching Procedures for Dating the Euro-Zone Business Cycle In: Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research.
[Full Text][Citation analysis]		article37
2003The Properties of Automatic Gets Modelling In: Royal Economic Society Annual Conference 2003.
[Full Text][Citation analysis]		paper188
2005The Properties of Automatic GETS Modelling.(2005) In: Economic Journal.
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This paper has nother version. Agregated cites: 188		article
2003The Properties of Automatic Gets Modelling.(2003) In: Economics Papers.
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This paper has nother version. Agregated cites: 188		paper
2003Wage and Price Phillips Curves In: Royal Economic Society Annual Conference 2003.
[Full Text][Citation analysis]		paper17
2000Computer Automation of General-to-Specific Model Selection Procedures In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]		paper172
2001Computer automation of general-to-specific model selection procedures.(2001) In: Journal of Economic Dynamics and Control.
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This paper has nother version. Agregated cites: 172		article
2000Computer Automation of General-to-Specific Model Selection Procedures.(2000) In: Economics Series Working Papers.
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This paper has nother version. Agregated cites: 172		paper
1999Computer Automation of General-to-Specific Model Selection Procedures.(1999) In: Computing in Economics and Finance 1999.
[Citation analysis]
This paper has nother version. Agregated cites: 172		paper
1998A comparison of the forecast performance of Markov-switching and threshold autoregressive models of US GNP In: Econometrics Journal.
[Citation analysis]		article132
1999Improving on Data mining reconsidered by K.D. Hoover and S.J. Perez In: Econometrics Journal.
[Citation analysis]		article58
2001Business cycle measurement in the presence of structural change: international evidence In: International Journal of Forecasting.
[Full Text][Citation analysis]		article32
2002Comparison of Model Reduction Methods for VAR Processes In: Economics Working Papers.
[Full Text][Citation analysis]		paper18
2003Comparison of Model Reduction Methods for VAR Processes.(2003) In: Economics Papers.
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This paper has nother version. Agregated cites: 18		paper
2002Comparison of model reduction methods for VAR processes.(2002) In: SFB 373 Discussion Papers.
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This paper has nother version. Agregated cites: 18		paper
1999A New Approach to the Analysis of Shocks and the Cycle in a Model of Output and Employment. In: Economics Working Papers.
[Citation analysis]		paper24
A Markov-Switching Vector Equilibrium Correction Model of the UK Labour Market In: Working Papers.
[Full Text][Citation analysis]		paper77
2002A Markov-switching vector equilibrium correction model of the UK labour market.(2002) In: Empirical Economics.
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This paper has nother version. Agregated cites: 77		article
2004Can regime-switching models reproduce the business cycle features of US aggregate consumption, investment and output? In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article10
2013Credit Driven Investment, Heterogeneous Labor Markets and Macroeconomic Dynamics In: IMK Working Paper.
[Full Text][Citation analysis]		paper9
2013Credit-Driven Investment, Heterogeneous Labor Markets and Macroeconomic Dynamics.(2013) In: Working Papers.
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This paper has nother version. Agregated cites: 9		paper
2015Credit-driven investment, heterogeneous labor markets and macroeconomic dynamics.(2015) In: Journal of Economic Interaction and Coordination.
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This paper has nother version. Agregated cites: 9		article
2011Reconsidering the Dynamic Interaction between Real Wages and Macroeconomic Activity In: Research in World Economy.
[Full Text][Citation analysis]		article11
1999Learning-by-Doing, Human Capital, and Growth: An Integrated Perspective In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
[Full Text][Citation analysis]		article0
2003General-to-Specific Model Selection Procedures for Structural Vector Autoregressions In: Economics Papers.
[Full Text][Citation analysis]		paper21
2003Wage and Price Phillips Curves An empirical analysis of destabilizing wage-price spirals In: Economics Papers.
[Full Text][Citation analysis]		paper14
2003Sub-sample Model Selection Procedures in Gets Modelling In: Economics Papers.
[Full Text][Citation analysis]		paper2
2011Monetary policy and macroeconomic stability under alternative demand regimes In: Cambridge Journal of Economics.
[Full Text][Citation analysis]		article15
2001Modelling Business Cycle Features Using Switching Regime Models In: Economics Series Working Papers.
[Full Text][Citation analysis]		paper3
2001MODELLING BUSINESS CYCLE FEATURES USING SWITCHING REGIME MODELS..(2001) In: Economics Series Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2001A New Approach to the Analysis of Business Cycle Transitions in a Model of Output and Employment In: Economics Series Working Papers.
[Full Text][Citation analysis]		paper20
2001A NEW APPROACH TO THE ANALYSIS OF BUSINESS CYCLE TRANSITIONS IN A MODEL OF OUTPUT AND EMPLOYMENT..(2001) In: Economics Series Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 20		paper
1996Seignorage, Government Spending and Growth in a Lucasian General Equilibrium Model. In: Economics Series Working Papers.
[Citation analysis]		paper1
1997International Monetary Policy Coordination and Credibility Under Incomplete Information. In: Economics Series Working Papers.
[Citation analysis]		paper0
2001General--to--Specific Reductions of Vector Autoregressive Processes In: Computing in Economics and Finance 2001.
[Full Text][Citation analysis]		paper11
1999Statistical Analysis of Cointegrated VAR Processes with Markovian Regime Shifts In: Computing in Economics and Finance 1999.
[Citation analysis]		paper62
1996Statistical Analysis of Cointegrated VAR Processes with Markovian Regime Shifts.(1996) In: SFB 373 Discussion Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 62		paper
2002Can oil shocks explain asymmetries in the US Business Cycle? In: Empirical Economics.
[Full Text][Citation analysis]		article41
2011Effects of monetary policy on the $/£ exchange rate. Is there a delayed overshooting puzzle? In: Studies in Economics.
[Full Text][Citation analysis]		paper0
2013Monetary Policy and Exchange Rates: A Balanced Two-Country Cointegrated VAR Model Approach In: Studies in Economics.
[Full Text][Citation analysis]		paper2
2013Global stochastic trends in growth, interest and inflation. Is the post-Bretton-Woods era driven by the Volcker disinflation? In: Studies in Economics.
[Full Text][Citation analysis]		paper0
2013Symmetry and Separability in Two-Country Cointegrated VAR Models: Representation and Testing In: Studies in Economics.
[Full Text][Citation analysis]		paper1
1997A Comparison of the Forecasting Performance of Markov-Switching and Threshold Autoregressive Models of US GNP In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]		paper5
1995Konjunkturanalyse mit Markov-Regimewechselmodellen In: SFB 373 Discussion Papers.
[Citation analysis]		paper1
2012On the construction of two-country cointegrated VAR models with an application to the UK and US In: VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century.
[Full Text][Citation analysis]		paper0

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