Gerhard Rünstler : Citation Profile

European Central Bank

13

H index

14

i10 index

930

Citations

RESEARCH PRODUCTION:

35

Articles

29

Papers

1

Books

1

Chapters

RESEARCH ACTIVITY:

   27 years (1995 - 2022). See details.
   Cites by year: 34
   Journals where Gerhard Rünstler has often published
   Relations with other researchers
   Recent citing documents: 29.    Total self citations: 15 (1.59 %)

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   Permalink: http://citec.repec.org/prn2
   Updated: 2025-04-12    RAS profile: 2022-10-27    
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Relations with other researchers

Works with:

Pirovano, Mara (2)

Perez Quiros, Gabriel (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Gerhard Rünstler.

Is cited by:

Giannone, Domenico (30)

Ferrara, Laurent (27)

Reichlin, Lucrezia (25)

Marcellino, Massimiliano (24)

Modugno, Michele (21)

Perez Quiros, Gabriel (20)

Lehmann, Robert (20)

Darné, Olivier (19)

Rua, António (16)

Camacho, Maximo (16)

Schumacher, Christian (16)

Cites to:

Reichlin, Lucrezia (46)

Giannone, Domenico (37)

Forni, Mario (26)

Lippi, Marco (25)

Watson, Mark (25)

Schularick, Moritz (19)

Stock, James (18)

Jorda, Oscar (16)

Taylor, Alan (16)

Duval, Romain (16)

Marcellino, Massimiliano (15)

Main data

Production by document typepaperchapterarticlebook199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202201020Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published19951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120220255075Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received1996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202420250255075Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year19951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120220100200300Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 13Most cited documents1234567891011121314150100200Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution201308201309201310201311201312201401201402201403201404201405201406201407201408201409201410201411201412201501201502201503201504201505201506201507201508201509201510201511201512201601201602201603201604201605201606201607201608201609201610201611201612201701201702201703201704201705201706201707201708201709201710201711201712201801201802201803201804201805201806201807201808201809201810201811201812201901201902201903201904201905201906201907201908201909201910201911201912202001202002202003202004202005202006202007202008202009202010202011202012202101202102202103202104202105202106202107202108202109202110202111202112202201202202202203202204202205202206202207202208202209202210202211202212202301202302202303202304202305202306202307202308202309202310202311202312202401202402202403202404202405202406202407202408202409202410202411202412202501202502202503202504051015h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Gerhard Rünstler has published?

Journals with more than one article published# docs
Austrian Economic Quarterly11
WIFO Monatsberichte (monthly reports)11
Econometrics Journal2
International Journal of Forecasting2
Research Bulletin2

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank13
Economics Series / Institute for Advanced Studies4
Occasional Paper Series / European Central Bank3
WIFO Working Papers / WIFO2

Recent works citing Gerhard Rünstler (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Structural Analysis of Vector Autoregressive Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402.

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2024Optimizing 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.

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2024Advances in nowcasting economic activity: The role of heterogeneous dynamics and fat tails. (2024). Petrella, Ivan ; Drechsel, Thomas ; Antolin-Diaz, Juan. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003500.

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2024Temporal-spatial dependencies enhanced deep learning model for time series forecast. (2024). Wang, Haijun ; Chen, Kedong ; Yang, HU. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001935.

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2024Capital flow dynamics and the synchronization of financial cycles and business cycles in emerging market economies. (2024). Juhro, Solikin ; Narayan, Paresh Kumar ; Iyke, Bernard Njindan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000465.

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2024Back to the present: Learning about the euro area through a now-casting model. (2024). Giannone, Domenico ; Modugno, Michele ; Cascaldi-Garcia, Danilo. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:661-686.

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2024Factor-augmented forecasting in big data. (2024). Bae, Juhee. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1660-1688.

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2024Capital flows-at-risk: Push, pull and the role of policy. (2024). Sokol, Andrej ; Eguren Martin, Fernando ; von Dem, Lukas ; Eguren-Martin, Fernando ; O'Neill, Cian. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001335.

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2025Identifying Useful Indicators for Nowcasting GDP in Sweden. (2025). Mazur, Stepan ; Raftab, Mariya ; Karlsson, Sune. In: Working Papers. RePEc:hhs:oruesi:2025_004.

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2024Loan Supply Shocks, Prudential Regulation, and the Business Cycle. (2024). Rudel, Paul. In: MAGKS Papers on Economics. RePEc:mar:magkse:202409.

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2024Cyclical dynamics and co-movement of business, credit, and investment cycles: empirical evidence from India. (2024). Sah, A N ; Garg, Ridhima. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03021-5.

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2025Nowcasting GDP using machine learning methods. (2025). de Winter, Jasper ; Pick, Andreas ; Kant, Dennis. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:109:y:2025:i:1:d:10.1007_s10182-024-00515-0.

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2024Benchmarking econometric and machine learning methodologies in nowcasting GDP. (2024). Hopp, Daniel. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:5:d:10.1007_s00181-023-02515-6.

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2025A survey-based measure of asymmetric macroeconomic risk in the euro area. (2025). Iseringhausen, Martin ; Theodoridis, Konstantinos. In: Working Papers. RePEc:stm:wpaper:68.

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2024Financial cycles synchronisation in South Africa. A dynamic conditional correlation (DCC) Approach. (2024). Magubane, Khwazi. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:12:y:2024:i:1:p:2321069.

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2024Forecasts with Bayesian vector autoregressions under real time conditions. (2024). Pfarrhofer, Michael. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:3:p:771-801.

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2024Automation and flexible labor contracts: Firm-level evidence from Italy. (2024). Vatiero, Massimiliano ; Zaninotto, Enrico ; Traverso, Silvio. In: GLO Discussion Paper Series. RePEc:zbw:glodps:1425.

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Works by Gerhard Rünstler:

Year  ↓Title  ↓Type  ↓Cited  ↓
2008Short-term forecasting of GDP using large monthly datasets: a pseudo real-time forecast evaluation exercise. In: Working papers.
[Full Text][Citation analysis]		paper86
2008Short-term forecasting of GDP using large monthly datasets: a pseudo real-time forecast evaluation exercise.(2008) In: Occasional Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 86		paper
2008Short-Term Forecasting of GDP Using Large Monthly Datasets: A Pseudo Real-Time Forecast Evaluation Exercise.(2008) In: Bank of Lithuania Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 86		paper
2008Short-term forecasting of GDP using large monthly datasets – A pseudo real-time forecast evaluation exercise.(2008) In: Working Paper Research.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 86		paper
2008Short-term Forecasts of Euro Area GDP Growth In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper178
2008Short-Term Forecasts of Euro Area GDP Growth.(2008) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 178		paper
2008Short-term forecasts of euro area GDP growth.(2008) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 178		paper
2011Short‐term forecasts of euro area GDP growth.(2011) In: Econometrics Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 178		article
2011Short‐term forecasts of euro area GDP growth.(2011) In: Econometrics Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 178		article
2017The transmission channels of monetary, macro- and microprudential policies and their interrelations In: Occasional Paper Series.
[Full Text][Citation analysis]		paper22
2018Real and financial cycles in EU countries - Stylised facts and modelling implications In: Occasional Paper Series.
[Full Text][Citation analysis]		paper43
2016How distinct are financial cycles from business cycles? In: Research Bulletin.
[Full Text][Citation analysis]		article7
2021Avoiding a financial epidemic – The role of macroprudential policies In: Research Bulletin.
[Full Text][Citation analysis]		article0
2002The information content of real-time output gap estimates, an application to the euro area In: Working Paper Series.
[Full Text][Citation analysis]		paper59
2003Short-term estimates of euro area real GDP by means of monthly data In: Working Paper Series.
[Full Text][Citation analysis]		paper52
2007A look into the factor model black box: publication lags and the role of hard and soft data in forecasting GDP In: Working Paper Series.
[Full Text][Citation analysis]		paper145
2011A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP.(2011) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 145		article
2011A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP.(2011) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 145		article
2008Estimating and forecasting the euro area monthly national accounts from a dynamic factor model In: Working Paper Series.
[Full Text][Citation analysis]		paper59
2010Estimating and forecasting the euro area monthly national accounts from a dynamic factor model.(2010) In: OECD Journal: Journal of Business Cycle Measurement and Analysis.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 59		article
2016Network Dependence in the Euro Area Money Market In: Working Paper Series.
[Full Text][Citation analysis]		paper1
2016On the design of data sets for forecasting with dynamic factor models In: Working Paper Series.
[Full Text][Citation analysis]		paper4
2016On the Design of Data Sets for Forecasting with Dynamic Factor Models.(2016) In: Advances in Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		chapter
2010On the Design of Data Sets for Forecasting with Dynamic Factor Models.(2010) In: WIFO Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2016Business, housing and credit cycles In: Working Paper Series.
[Full Text][Citation analysis]		paper93
2018Business, housing, and credit cycles.(2018) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 93		article
2020Identifying structural VARs from sparse narrative instruments: dynamic effects of U.S. macroprudential policies In: Working Paper Series.
[Full Text][Citation analysis]		paper11
2020Monetary policy transmission over the leverage cycle: evidence for the euro area In: Working Paper Series.
[Full Text][Citation analysis]		paper1
2021On the effectiveness of macroprudential policy In: Working Paper Series.
[Full Text][Citation analysis]		paper15
2021The macroeconomic impact of euro area labour market reforms: evidence from a narrative panel VAR In: Working Paper Series.
[Full Text][Citation analysis]		paper2
2022A narrative database of labour market reforms in euro area economies In: Working Paper Series.
[Full Text][Citation analysis]		paper2
2004Modelling phase shifts among stochastic cycles In: Econometrics Journal.
[Full Text][Citation analysis]		article29
1996Potential Output, the Natural Rate of Unemployment, and the Phillips Curve in a Multivariate Structural Time Series Framework In: Economics Series.
[Full Text][Citation analysis]		paper1
1995Arbitrage in Commodity Markets: A Full Systems Cointegration Analysis In: Economics Series.
[Full Text][Citation analysis]		paper1
1997Measuring Stylized Business Cycles Facts Using Stochastic Cycles In: Economics Series.
[Full Text][Citation analysis]		paper0
1998Unemployment Dynamics: An Unobserved Components Approach In: Economics Series.
[Full Text][Citation analysis]		paper0
2011Pension Systems in the EU – Contingent Liabilities and Assets in the Public and Private Sector In: IZA Research Reports.
[Full Text][Citation analysis]		paper15
2011Pension Systems in the EU. Contingent Liabilities and Assets in the Public and Private Sector.(2011) In: WIFO Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		book
2009Short-term forecasting of GDP using large datasets: a pseudo real-time forecast evaluation exercise In: Journal of Forecasting.
[Full Text][Citation analysis]		article89
2011Introduction In: Empirica.
[Full Text][Citation analysis]		article0
2002Are real-time estimates of the output gap reliable? In: Computing in Economics and Finance 2002.
[Citation analysis]		paper2
2000The dynamic effects of aggregate supply and demand disturbances: further evidence In: Applied Economics Letters.
[Full Text][Citation analysis]		article0
1999Interest rate differentials, market integration, and the efficiency of commodity futures markets In: Applied Financial Economics.
[Full Text][Citation analysis]		article8
1996Potential-Output-Messung für Österreich In: WIFO Monatsberichte (monthly reports).
[Full Text][Citation analysis]		article3
2009Erholung der Konjunktur im III. Quartal 2009 In: WIFO Monatsberichte (monthly reports).
[Full Text][Citation analysis]		article0
2009Einbruch des BIP im I. Quartal In: WIFO Monatsberichte (monthly reports).
[Full Text][Citation analysis]		article0
2009Stabilisierung der Weltkonjunktur in Sicht In: WIFO Monatsberichte (monthly reports).
[Full Text][Citation analysis]		article0
2010Aufschwung mit anhaltender Unsicherheit. Prognose für 2010 und 2011 In: WIFO Monatsberichte (monthly reports).
[Full Text][Citation analysis]		article0
2010Weiterhin vorsichtige Konjunkturbelebung In: WIFO Monatsberichte (monthly reports).
[Full Text][Citation analysis]		article0
2010Wirtschaft des Euro-Raumes profitiert verzögert von Abwertung und starkem Welthandel. Prognose für 2010 und 2011 In: WIFO Monatsberichte (monthly reports).
[Full Text][Citation analysis]		article1
2011Anhaltender Aufschwung In: WIFO Monatsberichte (monthly reports).
[Full Text][Citation analysis]		article0
2011Leichte Wachstumsabschwächung auf hohem Niveau In: WIFO Monatsberichte (monthly reports).
[Full Text][Citation analysis]		article0
2011Spannungen in der Weltwirtschaft nehmen zu In: WIFO Monatsberichte (monthly reports).
[Full Text][Citation analysis]		article1
2011Weltwirtschaft schwächt sich ab In: WIFO Monatsberichte (monthly reports).
[Full Text][Citation analysis]		article0
2009Shirking, Endogenous Lay-off Rates and the A-cyclicality of the Real Wage In: WIFO Working Papers.
[Full Text][Citation analysis]		paper0
1996The Measurement of Potential Output for Austria In: Austrian Economic Quarterly.
[Full Text][Citation analysis]		article0
2009First-Quarter GDP Contracting In: Austrian Economic Quarterly.
[Full Text][Citation analysis]		article0
2009Stabilisation of Global Economy in Sight. Business Cycle Report of August 2009 In: Austrian Economic Quarterly.
[Full Text][Citation analysis]		article0
2009Economic Recovery in Third Quarter 2009. Business Cycle Report of November 2009 In: Austrian Economic Quarterly.
[Full Text][Citation analysis]		article0
2010Cautious Economic Revival Continuing. Business Cycle Report of March 2010 In: Austrian Economic Quarterly.
[Full Text][Citation analysis]		article0
2010Euro Area Economy Drawing Lagged Benefits from Currency Depreciation and Buoyant Global Trade. Economic Outlook for 2010 and 2011 In: Austrian Economic Quarterly.
[Full Text][Citation analysis]		article0
2010Cyclical Upswing, but Lasting Uncertainty. Economic Outlook for 2010 and 2011 In: Austrian Economic Quarterly.
[Full Text][Citation analysis]		article0
2011Upswing Continues. Business Cycle Report of February 2011 In: Austrian Economic Quarterly.
[Full Text][Citation analysis]		article0
2011Growth Slowing Moderately from High Levels. Business Cycle Report of June 2011 In: Austrian Economic Quarterly.
[Full Text][Citation analysis]		article0
2011Tensions Mounting in World Economy. Business Cycle Report of August 2011 In: Austrian Economic Quarterly.
[Full Text][Citation analysis]		article0
2011Global Growth is Slowing. Business Cycle Report of September 2011 In: Austrian Economic Quarterly.
[Full Text][Citation analysis]		article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team