7
H index
6
i10 index
197
Citations
Gregor von Schweinitz : Citation Profile
Budapesti Corvinus Egyetem | RESEARCH PRODUCTION: 20 Articles 23 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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12 years (2011 - 2023). Relations with other researchers
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:
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Main data
Where Gregor von Schweinitz has published?
| Journals with more than one article published | # docs |
|---|---|
| Wirtschaft im Wandel | 7 |
| Journal of International Money and Finance | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| IWH Discussion Papers / Halle Institute for Economic Research (IWH) | 16 |
| Discussion Papers / Deutsche Bundesbank | 2 |
Recent works citing Gregor von Schweinitz (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | What is the optimal capital ratio implying a stable European banking system?. (2023). Jakubík, Petr ; Moinescu, Bogdan Gabriel ; Jakubik, Petr. In: International Finance. RePEc:bla:intfin:v:26:y:2023:i:3:p:324-343. Full description at Econpapers || Download paper |
| 2023 | How 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. Full description at Econpapers || Download paper |
| 2023 | Who 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. 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 |
| 2023 | Operational 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. Full description at Econpapers || Download paper |
| 2023 | On 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. Full description at Econpapers || Download paper |
| 2023 | Forecasting 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. Full description at Econpapers || Download paper |
| 2023 | Credit growth, the yield curve and financial crisis prediction: Evidence from a machine learning approach. (2023). Bluwstein, Kristina ; Buckmann, Marcus ; Imek, Ozgur ; Kapadia, Sujit ; Joseph, Andreas. In: Journal of International Economics. RePEc:eee:inecon:v:145:y:2023:i:c:s0022199623000594. 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 |
| 2023 | Incorporating 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. Full description at Econpapers || Download paper |
| 2023 | Does 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. 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 | 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 |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Does 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. Full description at Econpapers || Download paper |
| 2023 | Credit-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. Full description at Econpapers || Download paper |
| 2023 | Nowcasting the state of the Italian economy: The role of financial markets. (2023). Silvestrini, Andrea ; Ceci, Donato. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:7:p:1569-1593. Full description at Econpapers || Download paper |
Works by Gregor von Schweinitz:
| Year | Title | Type | Cited |
|---|---|---|---|
| 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 | 39 |
| 2018 | The joint dynamics of sovereign ratings and government bond yields In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 7 |
| 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: 7 | 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: 7 | 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: 7 | 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 | 38 |
| 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: 38 | 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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