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Details about Kirstin Hubrich

E-mail:
Homepage:https://sites.google.com/site/kirstinhubrichwebpage/
Postal address:Board of Governors of the Federal Reserve System 20th Street and Constitution Avenue, N.W., Washington, DC 20551
Workplace:Macroeconomic and Quantitative Studies Section, Federal Reserve Board (Board of Governors of the Federal Reserve System), (more information at EDIRC)

Access statistics for papers by Kirstin Hubrich.

Last updated 2017-07-07. Update your information in the RePEc Author Service.

Short-id: phu89


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Working Papers

2017

  1. Macroeconomic Implications of Oil Price Fluctuations: A Regime-Switching Framework for the Euro Area
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads

2016

  1. Forecast Combination for Euro Area Inflation - A Cure in Times of Crisis?
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads
    Also in Working Paper Series, European Central Bank (2016) Downloads

2014

  1. Financial stress and economic dynamics: the transmission of crises
    Working Paper Series, European Central Bank Downloads View citations (2)
    Also in 2013 Meeting Papers, Society for Economic Dynamics (2013)
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2012) Downloads View citations (21)

    See also Journal Article in Journal of Monetary Economics (2015)

2013

  1. A predictability test for a small number of nested models
    Working Paper Series, European Central Bank Downloads View citations (2)
    See also Journal Article in Journal of Econometrics (2014)
  2. Financial shocks and the macroeconomy: heterogeneity and non-linearities
    Occasional Paper Series, European Central Bank Downloads View citations (15)
  3. Thresholds and Smooth Transitions in Vector Autoregressive Models
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (12)

2012

  1. On the importance of sectoral and regional shocks for price setting
    IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS) Downloads
    Also in Working Paper Series, European Central Bank (2011) Downloads View citations (5)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) Downloads View citations (6)

2011

  1. Forecasting inflation with gradual regime shifts and exogenous information
    Working Paper Series, European Central Bank Downloads View citations (7)
    Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2009) Downloads View citations (3)

2010

  1. Combining disaggregate forecasts or combining disaggregate information to forecast an aggregate
    Working Paper Series, European Central Bank Downloads View citations (20)
    See also Journal Article in Journal of Business & Economic Statistics (2011)
  2. Trade consistency in the context of the Eurosystem projection exercises – an overview
    Occasional Paper Series, European Central Bank Downloads View citations (15)

2009

  1. Forecast evaluation of small nested model sets
    Working Paper Series, European Central Bank Downloads View citations (2)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2008) Downloads

    See also Journal Article in Journal of Applied Econometrics (2010)
  2. On the importance of sectoral shocks for price-setting
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads

2006

  1. Forecasting Economic Aggregates by Disaggregates
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (28)
    Also in Working Paper Series, European Central Bank (2006) Downloads View citations (26)
  2. Regional Inflation Dynamics within and across Euro Area and a Comparison with the US
    Computing in Economics and Finance 2006, Society for Computational Economics Downloads View citations (2)
  3. Regional inflation dynamics within and across euro area countries and a comparison with the US
    Working Paper Series, European Central Bank Downloads View citations (39)
    Also in Regional and Urban Modeling, EcoMod Downloads
    CFS Working Paper Series, Center for Financial Studies (CFS) (2006) Downloads View citations (19)

2005

  1. Forecasting Aggregates by Disaggregates
    Computing in Economics and Finance 2005, Society for Computational Economics Downloads View citations (15)

2004

  1. Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?
    Computing in Economics and Finance 2004, Society for Computational Economics Downloads View citations (13)
    Also in Working Paper Series, European Central Bank (2003) Downloads View citations (12)

    See also Journal Article in International Journal of Forecasting (2005)

2001

  1. Forecasting euro area inflation: Does contemponaneous aggregration improve the forecasting performance
    WO Research Memoranda (discontinued), Netherlands Central Bank, Research Department Downloads View citations (6)
  2. Performance of core inflation measures
    DNB Staff Reports (discontinued), Netherlands Central Bank Downloads View citations (5)
    Also in WO Research Memoranda (discontinued), Netherlands Central Bank, Research Department (2000) Downloads View citations (6)

2000

  1. Germany and the Euro Area: Differences in the Transmission Process of Monetary Policy
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society Downloads View citations (5)
    Also in WO Research Memoranda (discontinued), Netherlands Central Bank, Research Department (2000) Downloads View citations (5)

1998

  1. A review of systemscointegration tests
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes Downloads
    See also Journal Article in Econometric Reviews (2001)

1996

  1. System estimation of the German money demand - a long-run analysis
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes View citations (2)

Journal Articles

2015

  1. Financial stress and economic dynamics: The transmission of crises
    Journal of Monetary Economics, 2015, 70, (C), 100-115 Downloads View citations (29)
    See also Working Paper (2014)

2014

  1. A predictability test for a small number of nested models
    Journal of Econometrics, 2014, 182, (1), 174-185 Downloads View citations (2)
    See also Working Paper (2013)
  2. Comment
    Journal of Business & Economic Statistics, 2014, 32, (4), 506-509 Downloads

2013

  1. Comment
    NBER International Seminar on Macroeconomics, 2013, 9, (1), 167 - 173 Downloads

2011

  1. Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate
    Journal of Business & Economic Statistics, 2011, 29, (2), 216-227 Downloads View citations (52)
    Also in Journal of Business & Economic Statistics, 2011, 29, (2), 216-227 (2011) Downloads View citations (36)

    See also Working Paper (2010)

2010

  1. Forecast evaluation of small nested model sets
    Journal of Applied Econometrics, 2010, 25, (4), 574-594 Downloads View citations (22)
    See also Working Paper (2009)
  2. Forecast uncertainty: sources, measurement and evaluation
    Journal of Applied Econometrics, 2010, 25, (4), 509-513 Downloads View citations (4)

2009

  1. Regional inflation dynamics within and across euro area countries and a comparison with the United States
    Economic Policy, 2009, 24, 141-184 Downloads View citations (53)
    Also in Research Bulletin, 2008, 7, 7-9 (2008) Downloads

2005

  1. Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?
    International Journal of Forecasting, 2005, 21, (1), 119-136 Downloads View citations (61)
    See also Working Paper (2004)

2004

  1. Monetary transmission in Germany: Lessons for the Euro area
    Empirical Economics, 2004, 29, (2), 383-414 Downloads View citations (4)

2001

  1. A REVIEW OF SYSTEMS COINTEGRATION TESTS
    Econometric Reviews, 2001, 20, (3), 247-318 Downloads View citations (53)
    See also Working Paper (1998)

1999

  1. Estimation of a German money demand system - a long-run analysis
    Empirical Economics, 1999, 24, (1), 77-99 Downloads View citations (17)

Chapters

2012

  1. Comment on "Global House Price Fluctuations: Synchronization and Determinants"
    A chapter in NBER International Seminar on Macroeconomics 2012, 2012, pp 167-173 Downloads
 
Page updated 2017-08-13