Details about Konstantin Kholodilin

Access statistics for papers by Konstantin Kholodilin.

Last updated 2008-08-14. Update your information in the RePEc Author Service.

Short-id: pkh17

Working Papers

2008

1. Does Aging Influence Sectoral Employment Shares?: Evidence from Panel Data
   Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research

2007

2. A Dynamic Panel Data Approach to the Forecasting of the GDP of German Länder
   Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research
3. Price Convergence in the Enlarged Internal Market
   Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research View citations
4. Using the Dynamic Bi-Factor Model with Markov Switching to Predict the Cyclical Turns in the Large European Economies
   Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group
   Also in
   Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2006)
5. What Drives Housing Prices Down?: Evidence from an International Panel
   Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research

2006

6. On Selection of Components for a Diffusion Index Model: It's not the Size, It's How You Use It
   Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research
7. The Effect of Economic Reforms of 1980s and of the Customs Union 1996 upon the Turkish Intra-Industry Trade
   Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research
8. What Affects the Remittances of Turkish Workers: Turkish or German Output?
   Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research

2005

9. Forecasting the Turns of German Business Cycle: Dynamic Bi-factor Model with Markov Switching
   Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research
10. Identifying and Forecasting the Turning Points of the Belgian Business Cycle with Regime-Switching and Logit Models
    Université catholique de Louvain, Département des Sciences Economiques Working Paper, Université catholique de Louvain, Département des Sciences Economiques
11. North-South Asymmetric Relationships: Does the EMU Business Affect Small African Economies ?
    Université catholique de Louvain, Département des Sciences Economiques Working Paper, Université catholique de Louvain, Département des Sciences Economiques
12. On the Forecasting Properties of the Alternative Leading Indicators for the German GDP: Recent Evidence
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research View citations

2004

13. Business Cycle Turning Points: Mixed-Frequency Data with Structural Breaks
    Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Discussion Paper, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES)

2003

14. Dating and Forecasting the Belgian Business Cycle
    Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Discussion Paper, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES)
15. Identifying and Forecasting the Turns of the Japanese Business Cycle
    Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Discussion Paper, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES)

2002

16. Dealing with Structural Changes in the Common Dynamic Factor Model: Deterministic Mechanism
    Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Discussion Paper, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES)
17. Stylized Facts Test for the Signal-Extraction Techniques
    Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Discussion Paper, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES)
18. Unobserved Leading and Coincident Common Factors in the Post-War U.S. Business Cycle
    Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Discussion Paper, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES)

2001

19. Markov-Switching Common Dynamic Factor Model with Mixed-Frequency Data
    Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Discussion Paper, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) View citations

Undated

20. Two Alternative Approaches to Modelling the Nonlinear Dynamics of the Composite Economic Indicator
    Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Discussion Paper, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES)
    See Also Journal Article in Economics Bulletin (2002)

Journal Articles

2008

1. Immobilienkrise?: Warum in Deutschland die Preise seit Jahren stagnieren
   Wochenbericht, 2008, 75, (17), 214-220
2. Konjunkturprognosen für Bundesländer setzen Verbesserung der Datensituation voraus
   Wochenbericht, 2008, 75, (24), 318-325

2007

3. Dem Konjunkturzyklus auf der Spur: zur Prognose konjunktureller Wendepunkte in Deutschland
   Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, 2007, 76, (4), 8-20
4. Preiskonvergenz in der erweiterten Europäischen Union
   Wochenbericht, 2007, 74, (38), 557-561
5. Prognosen der regionalen Konjunkturentwicklung
   Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, 2007, 76, (4), 47-55
   Also in
   Wochenbericht, 2006, 73, (34), 469-474 (2006) View citations

2006

6. Modelling the structural break in volatility
   Applied Economics Letters, 2006, 13, (7), 417-422

2005

7. Measuring and predicting turning points using a dynamic bi-factor model
   International Journal of Forecasting, 2005, 21, (3), 525-537 View citations

2003

8. US composite economic indicator with nonlinear dynamics and the data subject to structural breaks
   Applied Economics Letters, 2003, 10, (6), 363-372

2002

9. Predicting the Cyclical Phases of the Post-War U.S. Leading and Coincident Indicators
   Economics Bulletin, 2002, 3, 1-15
10. Secular Volatility Decline of the U.S. Composite Economic Indicator
    Applied Econometrics and International Development, 2002, 2, (2)
11. Some Evidence of Decreasing Volatility of the US Coincident Economic Indicator
    Economics Bulletin, 2002, 3, (20), 1-20
12. Two Alternative Approaches to Modelling the Nonlinear Dynamics of the Composite Economic Indicator
    Economics Bulletin, 2002, 3, (26), 1-18 View citations
    Also in
    Economics Bulletin, 2002, 3, (25), 1-17 (2002) View citations
    See Also Working Paper

2001

13. Latent Leading and Coincident Factors Model with Markov-Switching Dynamics
    Economics Bulletin, 2001, 3, 1-13 View citations