7
H index
6
i10 index
222
Citations
Budapesti Corvinus Egyetem | 7 H index 6 i10 index 222 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 |
|---|---|
| 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 |
| Year | Title of citing document |
|---|---|
| 2024 | The Local to Unity Dynamic Tobit Model. (2024). Duffy, James A ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2210.02599. Full description at Econpapers || Download paper |
| 2024 | Detecting excessive credit growth: An approach based on structural counterfactuals. (2024). Sass, Magnus. In: Berlin School of Economics Discussion Papers. RePEc:bdp:dpaper:0046. Full description at Econpapers || Download paper |
| 2025 | Harnessing artificial intelligence for monitoring financial markets. (2025). Gelos, R. Gaston ; Perez-Cruz, Fernando ; Park, Taejin ; Godoy, Douglas Kiarelly ; Aquilina, Matteo. In: BIS Working Papers. RePEc:bis:biswps:1291. Full description at Econpapers || Download paper |
| 2025 | Housing and Credit Cycles in Ireland. (2025). Mugrabi, Farah ; Rnstler, Gerhard. In: Research Technical Papers. RePEc:cbi:wpaper:16/rt/25. Full description at Econpapers || Download paper |
| 2024 | Analyses of the Czech Republics Current Economic Alignment with the Euro Area 2024. (2024). Benda, Marek ; Saxa, Branislav ; Kosnarova, Tereza ; Benecka, Sona ; Soucek, Marek ; Komarkova, Zlatuse ; Molnar, Vojtech ; Vojta, Martin ; Komarek, Lubos ; Mateju, Jakub ; Jenik, Petr ; Rysava, Michaela ; Hromadkova, Eva ; Pfeifer, Lukas ; Gyurisova, Miroslava ; Pekarek, Stepan ; Livorova, Barbara ; Dingova, Vilma ; Pasalicova, Renata ; Bruha, Jan ; Arnostova, Katerina ; Novotny, Filip ; Kubicova, Ivana ; Kucharcukova, Oxana Babecka ; Netusilova, Pavla ; Kral, Petr ; Babecky, Jan ; Rikovsky, Milan. In: Occasional Publications - Edited Volumes. RePEc:cnb:ocpubv:as24. 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). Beltran, Daniel ; Dalal, Vihar M ; Jahan-Parvar, Mohammad R ; Paine, Fiona A. 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 | The local to unity dynamic Tobit model. (2024). Duffy, James A ; Bykhovskaya, Anna. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:2:s0304407624001106. Full description at Econpapers || Download paper |
| 2024 | State-dependent local projections. (2024). Kilian, Lutz ; Herrera, Ana María ; Gonalves, Slvia ; Pesavento, Elena. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:2:s0304407624000484. Full description at Econpapers || Download paper |
| 2025 | Climate risks, balance-of-payments constraints and central banking in emerging economies – Insights from Nigeria. (2025). Lscher, Anne ; Kaltenbrunner, Annina. In: Emerging Markets Review. RePEc:eee:ememar:v:65:y:2025:i:c:s1566014125000044. 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 |
| 2025 | Predicting European banks distress events: Do financial information producers matter?. (2025). de Comres, Quentin Bro. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925005046. 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 |
| 2025 | Can we better predict financial crisis? The role of Laplacian-energy-like measure. (2025). Yang, Xiaoguang ; Zhao, Xian ; Huang, Chuangxia ; Cao, Jie. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025005593. 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 |
| 2025 | Tailored microprudential recommendations for bank profit retention using a risk tolerance framework. (2025). Moinescu, Bogdan-Gabriel ; Jakubík, Petr. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025001145. Full description at Econpapers || Download paper |
| 2024 | AIIB Investment and Economic Development of India: The Case of the Gujarat Road Project. (2024). Chen, Jinxi ; Cai, Bowen. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:2:p:64-:d:1335255. Full description at Econpapers || Download paper |
| 2024 | Assessing Machine Learning Techniques for Predicting Banking Crises in India. (2024). Puli, Sreenivasulu ; Thota, Nagaraju ; A. C. V. Subrahmanyam, . In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:4:p:141-:d:1367659. Full description at Econpapers || Download paper |
| 2025 | Do International Reserve Holdings Still Predict Economic Crises? Insights from Recent Machine Learning Techniques. (2025). Sofianos, Emmanouil ; Saadaoui, Jamel ; Papadimitriou, Theophilos ; Gogas, Periklis ; Giannakis, Nikolaos. In: Working Papers. RePEc:inf:wpaper:2025.6. Full description at Econpapers || Download paper |
| 2024 | A Machine Learning-Based Analysis on the Causality of Financial Stress in Banking Institutions. (2024). Gartner, Ivan Ricardo ; Peng, Yaohao ; Castro, Daniel Tavares ; Moraes, Joao Gabriel. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:3:d:10.1007_s10614-023-10514-z. Full description at Econpapers || Download paper |
| 2025 | Can Text-Based Statistical Models Reveal Impending Banking Crises?. (2025). du Plessis, Emile. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:3:d:10.1007_s10614-024-10594-5. Full description at Econpapers || Download paper |
| 2025 | Which Capital Flow Surge Methods Are Better at Predicting Reversals and Sudden Stops?: Balancing Type 1 and Type 2 Errors. (2025). Willett, Thomas D ; Sula, Ozan ; Choi, Yongseok ; Efremidze, Levan. In: Open Economies Review. RePEc:kap:openec:v:36:y:2025:i:3:d:10.1007_s11079-024-09779-0. Full description at Econpapers || Download paper |
| 2024 | Machine learning in accounting and finance research: a literature review. (2024). Alexandridis, Antonios ; Nerantzidis, Michail ; Liaras, Evangelos. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:63:y:2024:i:4:d:10.1007_s11156-024-01306-z. Full description at Econpapers || Download paper |
| 2024 | Exchange rate misalignments, growth, and institutions. (2024). Baxa, Jaromir ; Paulus, Michal. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:4:d:10.1007_s00181-024-02600-4. 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 |
| 2024 | Fundamental predictors of price bubbles in precious metals: a machine learning analysis. (2024). Kangalli, Sinem Guler ; Balkan, Emrah ; Uyar, Umut. In: Mineral Economics. RePEc:spr:minecn:v:37:y:2024:i:1:d:10.1007_s13563-023-00404-z. Full description at Econpapers || Download paper |
| 2024 | Predicting financial crises: an evaluation of machine learning algorithms and model explainability for early warning systems. (2024). Reimann, Chris. In: Review of Evolutionary Political Economy. RePEc:spr:revepe:v:5:y:2024:i:1:d:10.1007_s43253-024-00114-4. 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 |
| 2025 | Assumption errors and forecast accuracy: A partial linear instrumental variable and double machine learning approach. (2025). Heinisch, Katja ; Schult, Christoph ; Scaramella, Fabio. In: IWH Discussion Papers. RePEc:zbw:iwhdps:318189. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 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 | 2 |
| 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 | 33 |
| 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: 33 | 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 | 3 |
| 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: 3 | 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: 3 | paper | |
| 2021 | OPTIMIZING POLICYMAKERS’ LOSS FUNCTIONS IN CRISIS PREDICTION: BEFORE, WITHIN OR AFTER? In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 7 |
| 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: 7 | 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: 7 | 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 | 53 |
| 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 | 3 |
| 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: 3 | paper | |
| 2013 | Predicting financial crises: The (statistical) significance of the signals approach In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 40 |
| 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: 40 | 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 | 24 |
| 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: 24 | 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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