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Details about Hans-Martin Krolzig

E-mail:
Homepage:http://www.kent.ac.uk/economics/staff/profiles/hans-martin-krolzig.html
Phone:+44-1227-827246
Postal address:University of Kent, School of Economics, Keynes College, Canterbury CT2 7NP
Workplace:School of Economics, University of Kent, (more information at EDIRC)

Access statistics for papers by Hans-Martin Krolzig.

Last updated 2016-12-15. Update your information in the RePEc Author Service.

Short-id: pkr17


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Working Papers

2013

  1. Credit Driven Investment, Heterogeneous Labor Markets and Macroeconomic Dynamics
    IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute Downloads View citations (6)
    Also in Working Papers, New School for Social Research, Department of Economics (2013) Downloads

    See also Journal Article in Journal of Economic Interaction and Coordination (2015)
  2. Global stochastic trends in growth, interest and inflation. Is the post-Bretton-Woods era driven by the Volcker disinflation?
    Studies in Economics, School of Economics, University of Kent Downloads
  3. Monetary Policy and Exchange Rates: A Balanced Two-Country Cointegrated VAR Model Approach
    Studies in Economics, School of Economics, University of Kent Downloads
  4. Symmetry and Separability in Two-Country Cointegrated VAR Models: Representation and Testing
    Studies in Economics, School of Economics, University of Kent Downloads

2012

  1. On the construction of two-country cointegrated VAR models with an application to the UK and US
    Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century, Verein für Socialpolitik / German Economic Association Downloads

2011

  1. Effects of monetary policy on the $/£ exchange rate. Is there a 'delayed overshooting puzzle'?
    Studies in Economics, School of Economics, University of Kent Downloads

2004

  1. We Ran One Regression
    Economics Papers, Economics Group, Nuffield College, University of Oxford Downloads View citations (82)
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2004)

2003

  1. Comparison of Model Reduction Methods for VAR Processes
    Economics Papers, Economics Group, Nuffield College, University of Oxford Downloads View citations (14)
    Also in SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (2002) Downloads View citations (2)
    Economics Working Papers, European University Institute (2002) Downloads View citations (2)
  2. General-to-Specific Model Selection Procedures for Structural Vector Autoregressions
    Economics Papers, Economics Group, Nuffield College, University of Oxford Downloads View citations (9)
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2003)
  3. Sub-sample Model Selection Procedures in Gets Modelling
    Economics Papers, Economics Group, Nuffield College, University of Oxford Downloads View citations (1)
  4. The Properties of Automatic Gets Modelling
    Royal Economic Society Annual Conference 2003, Royal Economic Society Downloads View citations (22)
    Also in Economics Papers, Economics Group, Nuffield College, University of Oxford (2003) Downloads View citations (5)

    See also Journal Article in Economic Journal (2005)
  5. Wage and Price Phillips Curves
    Royal Economic Society Annual Conference 2003, Royal Economic Society Downloads View citations (9)
  6. Wage and Price Phillips Curves An empirical analysis of destabilizing wage-price spirals
    Economics Papers, Economics Group, Nuffield College, University of Oxford Downloads View citations (10)

2002

  1. Classical and Modern Business Cycle Measurement: The European Case
    Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces Downloads View citations (9)
    Also in Economics Series Working Papers, University of Oxford, Department of Economics (2001) View citations (14)
    Economics Series Working Papers, University of Oxford, Department of Economics (2001) Downloads View citations (6)

    See also Journal Article in Spanish Economic Review (2004)
  2. The European Business Cycle
    Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces Downloads View citations (6)
    Also in Economics Working Papers, European University Institute (1999) View citations (28)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (1999) Downloads View citations (20)

    See also Journal Article in Oxford Economic Papers (2004)

2001

  1. A NEW APPROACH TO THE ANALYSIS OF BUSINESS CYCLE TRANSITIONS IN A MODEL OF OUTPUT AND EMPLOYMENT
    Economics Series Working Papers, University of Oxford, Department of Economics View citations (10)
    Also in Economics Series Working Papers, University of Oxford, Department of Economics (2001) Downloads View citations (4)
  2. General--to--Specific Reductions of Vector Autoregressive Processes
    Computing in Economics and Finance 2001, Society for Computational Economics Downloads View citations (10)
  3. MODELLING BUSINESS CYCLE FEATURES USING SWITCHING REGIME MODELS
    Economics Series Working Papers, University of Oxford, Department of Economics View citations (2)
    Also in Economics Series Working Papers, University of Oxford, Department of Economics (2001) Downloads View citations (1)

2000

  1. Computer Automation of General-to-Specific Model Selection Procedures
    Economics Series Working Papers, University of Oxford, Department of Economics Downloads View citations (6)
    Also in Computing in Economics and Finance 1999, Society for Computational Economics (1999) View citations (5)
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000) Downloads View citations (11)

    See also Journal Article in Journal of Economic Dynamics and Control (2001)

1999

  1. A New Approach to the Analysis of Shocks and the Cycle in a Model of Output and Employment
    Economics Working Papers, European University Institute View citations (13)
  2. Business Cycle Asymmetries: Characterisationand Testing Based on Markov-Switching Autoregression
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics Downloads View citations (9)
  3. Statistical Analysis of Cointegrated VAR Processes with Markovian Regime Shifts
    Computing in Economics and Finance 1999, Society for Computational Economics View citations (20)
    Also in SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (1996) View citations (16)

1997

  1. A Comparison of the Forecasting Performance of Markov-Switching and Threshold Autoregressive Models of US GNP
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics Downloads View citations (4)
  2. International Monetary Policy Coordination and Credibility Under Incomplete Information
    Economics Series Working Papers, University of Oxford, Department of Economics

1996

  1. Seignorage, Government Spending and Growth in a Lucasian General Equilibrium Model
    Economics Series Working Papers, University of Oxford, Department of Economics

1995

  1. Konjunkturanalyse mit Markov-Regimewechselmodellen
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes View citations (1)

Undated

  1. A Markov-Switching Vector Equilibrium Correction Model of the UK Labour Market
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads View citations (4)
    See also Journal Article in Empirical Economics (2002)

Journal Articles

2015

  1. Credit-driven investment, heterogeneous labor markets and macroeconomic dynamics
    Journal of Economic Interaction and Coordination, 2015, 10, (1), 163-181 Downloads
    See also Working Paper (2013)

2012

  1. Effects of Monetary Policy on the US Dollar/UK Pound Exchange Rate. Is There a “Delayed Overshooting Puzzle”?
    Review of International Economics, 2012, 20, (3), 443-467 Downloads View citations (2)

2011

  1. Monetary policy and macroeconomic stability under alternative demand regimes
    Cambridge Journal of Economics, 2011, 35, (3), 569-585 Downloads View citations (8)
  2. Reconsidering the Dynamic Interaction between Real Wages and Macroeconomic Activity
    Research in World Economy, 2011, 2, (1), 77-93 Downloads View citations (3)

2005

  1. The Properties of Automatic "GETS" Modelling
    Economic Journal, 2005, 115, (502), C32-C61 Downloads View citations (127)
    See also Working Paper (2003)

2004

  1. Can regime-switching models reproduce the business cycle features of US aggregate consumption, investment and output?
    International Journal of Finance & Economics, 2004, 9, (1), 1-14 Downloads View citations (6)
  2. Classical and modern business cycle measurement: The European case
    Spanish Economic Review, 2004, 7, (1), 1-21 Downloads View citations (2)
    See also Working Paper (2002)
  3. The European business cycle
    Oxford Economic Papers, 2004, 56, (1), 1-44 View citations (109)
    See also Working Paper (2002)
  4. We Ran One Regression
    Oxford Bulletin of Economics and Statistics, 2004, 66, (5), 799-810 Downloads View citations (88)
    See also Working Paper (2004)

2003

  1. Business Cycle Asymmetries: Characterization and Testing Based on Markov-Switching Autoregressions
    Journal of Business & Economic Statistics, 2003, 21, (1), 196-211 View citations (66)
  2. Consistent Model Selection by an Automatic "Gets" Approach
    Oxford Bulletin of Economics and Statistics, 2003, 65, (s1), 803-819 Downloads View citations (30)
  3. General-to-Specific Model Selection Procedures for Structural Vector Autoregressions
    Oxford Bulletin of Economics and Statistics, 2003, 65, (s1), 769-801 Downloads View citations (11)
    See also Working Paper (2003)

2002

  1. A Markov-switching vector equilibrium correction model of the UK labour market
    Empirical Economics, 2002, 27, (2), 233-254 Downloads View citations (47)
    See also Working Paper
  2. Can oil shocks explain asymmetries in the US Business Cycle?
    Empirical Economics, 2002, 27, (2), 185-204 Downloads View citations (26)

2001

  1. Business cycle measurement in the presence of structural change: international evidence
    International Journal of Forecasting, 2001, 17, (3), 349-368 Downloads View citations (24)
  2. Computer automation of general-to-specific model selection procedures
    Journal of Economic Dynamics and Control, 2001, 25, (6-7), 831-866 Downloads View citations (125)
    See also Working Paper (2000)
  3. Markov-Switching Procedures for Dating the Euro-Zone Business Cycle
    Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, 2001, 70, (3), 339-351 Downloads View citations (24)

2000

  1. A Disaggregated Markov-Switching Model of the Business Cycle in UK Manufacturing
    Manchester School, 2000, 68, (4), 442-60 Downloads View citations (11)

1999

  1. Improving on 'Data mining reconsidered' by K.D. Hoover and S.J. Perez
    Econometrics Journal, 1999, 2, (2), 202-219 View citations (52)
  2. Learning-by-Doing, Human Capital, and Growth: An Integrated Perspective
    Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 1999, 218, (1-2), 241-248 Downloads

1998

  1. A comparison of the forecast performance of Markov-switching and threshold autoregressive models of US GNP
    Econometrics Journal, 1998, 1, (ConferenceIssue), C47-C75 View citations (89)
 
Page updated 2017-05-27