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Details about Kai Carstensen

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Workplace:Institut für Statistik und Ökonometrie (Institute for Statistics and Econometrics), Christian-Albrechts-Universität Kiel (University of Kiel), (more information at EDIRC)
ifo Institut - Leibniz-Institut für Wirtschaftsforschung an der Universität München e.V. (Ifo Institute for Economic Research at the University of Munich), (more information at EDIRC)

Access statistics for papers by Kai Carstensen.

Last updated 2021-10-13. Update your information in the RePEc Author Service.

Short-id: pca125


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Working Papers

2021

  1. Uncertainty and Change: Survey Evidence of Firms' Subjective Beliefs
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (24)

2019

  1. Predicting Ordinary and Severe Recessions with a Three-State Markov-Switching Dynamic Factor Model
    Jena Economics Research Papers, Friedrich-Schiller-University Jena Downloads View citations (12)
    Also in VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association (2017) Downloads View citations (23)
    CESifo Working Paper Series, CESifo (2017) Downloads View citations (27)

    See also Journal Article in International Journal of Forecasting (2020)
  2. Schätzung von Produktionspotenzial und -lücke: Eine Analyse des EU-Verfahrens und mögliche Verbesserungen
    Kieler Beiträge zur Wirtschaftspolitik, Kiel Institute for the World Economy (IfW Kiel) Downloads View citations (6)

2018

  1. Uncertainty is Change
    VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy, Verein für Socialpolitik / German Economic Association Downloads

2017

  1. Firms’ Uncertainty and Ambiguity
    2017 Meeting Papers, Society for Economic Dynamics Downloads
  2. Normaler Abschwung oder schwere Rezession? Ein neues Modell für die Prognose der Konjunkturphasen in Deutschland
    Kiel Insight, Kiel Institute for the World Economy (IfW Kiel) Downloads View citations (4)

2016

  1. The G7 Business Cycle in a Globalized World
    CESifo Working Paper Series, CESifo Downloads
    See also Journal Article in Journal of International Money and Finance (2017)

2013

  1. EBDC Business Expectations Panel (2012)
    Munich Reprints in Economics, University of Munich, Department of Economics
  2. EBDC Business Innovation Panel (2012)
    Munich Reprints in Economics, University of Munich, Department of Economics
  3. EBDC Business Investment Panel (2012)
    Munich Reprints in Economics, University of Munich, Department of Economics
  4. How much did oil market developments contribute to the 2009 recession in Germany?
    Munich Reprints in Economics, University of Munich, Department of Economics View citations (19)
    See also Journal Article in Scandinavian Journal of Economics (2013)

2012

  1. Funktionswandel der EZB?
    Munich Reprints in Economics, University of Munich, Department of Economics
    See also Journal Article in Wirtschaftsdienst (2012)

2011

  1. How Strongly Did the 2007/08 Oil Price Hike Contribute to the Subsequent Recession?
    CESifo Working Paper Series, CESifo Downloads View citations (2)
  2. Predictive ability of business cycle indicators under test: A case study for the Euro area industrial production
    Munich Reprints in Economics, University of Munich, Department of Economics View citations (15)
    Also in CESifo Working Paper Series, CESifo (2010) Downloads View citations (15)
    Discussion Papers in Economics, University of Munich, Department of Economics (2010) Downloads View citations (17)

    See also Journal Article in Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik) (2011)
  3. Time- or State-Dependence? An Analysis of Inflation Dynamics using German Business Survey Data
    Discussion Papers in Economics, University of Munich, Department of Economics Downloads View citations (3)

2010

  1. Gemeinschaftsdiagnose Herbst 2010: Deutschland im Aufschwung
    Munich Reprints in Economics, University of Munich, Department of Economics
    See also Journal Article in Wirtschaftsdienst (2010)
  2. Macroeconomic shocks and banks’ foreign assets
    Munich Reprints in Economics, University of Munich, Department of Economics View citations (12)
    See also Journal Article in Journal of Money, Credit and Banking (2010)
  3. Was kostet die Krise? Mittelfristige Wachstumsperspektiven in Deutschland, 2010 - 2014
    Discussion Papers in Economics, University of Munich, Department of Economics Downloads View citations (1)

2009

  1. Assessing and improving the performance of nearly efficient unit root tests in small samples
    Munich Reprints in Economics, University of Munich, Department of Economics View citations (6)
    See also Journal Article in Econometric Reviews (2009)
  2. Im Sog der Weltrezession
    Munich Reprints in Economics, University of Munich, Department of Economics
    See also Journal Article in Wirtschaftsdienst (2009)
  3. Monetary Policy Transmission and House Prices: European Cross Country Evidence
    Working Paper / FINESS, DIW Berlin, German Institute for Economic Research Downloads View citations (41)
    Also in CESifo Working Paper Series, CESifo (2009) Downloads View citations (40)
  4. Money demand stability and inflation prediction in the four largest EMU countries
    Munich Reprints in Economics, University of Munich, Department of Economics View citations (29)
    Also in Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) (2008) Downloads View citations (3)
    ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich (2008) Downloads View citations (16)

    See also Journal Article in Scottish Journal of Political Economy (2009)
  5. Price Dispersion in the Euro Area: The Case of a Symmetric Oil Price Shock
    CESifo Working Paper Series, CESifo Downloads View citations (4)
  6. The augmented Solow model with Mincerian schooling and externalities
    Munich Reprints in Economics, University of Munich, Department of Economics View citations (8)
    Also in Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) (2008) Downloads

    See also Journal Article in German Economic Review (2009)

2008

  1. Stabilisierungsbeitrag der Finanzpolitik
    Munich Reprints in Economics, University of Munich, Department of Economics

2007

  1. Bias-adjusted estimation in the ARX(1) model
    Munich Reprints in Economics, University of Munich, Department of Economics View citations (3)
    See also Journal Article in Computational Statistics & Data Analysis (2007)
  2. Is core money growth a good and stable inflation predictor in the euro area?
    Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) Downloads View citations (17)
  3. Konjunktur im Euroraum außerhalb Deutschlands bleibt aufwärts gerichtet
    Open Access Publications from Kiel Institute for the World Economy, Kiel Institute for the World Economy (IfW Kiel) Downloads
  4. Weltkonjunktur und deutsche Konjunktur im Frühjahr 2007
    Kiel Discussion Papers, Kiel Institute for the World Economy (IfW Kiel) Downloads View citations (2)

2006

  1. Estimating the ECB policy reaction function
    Munich Reprints in Economics, University of Munich, Department of Economics View citations (47)
    See also Journal Article in German Economic Review (2006)
  2. Stock market downswing and the stability of European monetary union money demand
    Munich Reprints in Economics, University of Munich, Department of Economics View citations (84)
    See also Journal Article in Journal of Business & Economic Statistics (2006)
  3. The primacy of institutions reconsidered: Direct income effects of malaria prevalence
    Munich Reprints in Economics, University of Munich, Department of Economics View citations (66)
    See also Journal Article in The World Bank Economic Review (2006)

2005

  1. Macroeconomic Shocks and Foreign Bank Assets
    Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) Downloads View citations (6)
  2. The primacy of institutions reconsidered: The effects of malaria prevalence in the empirics of development
    Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) Downloads

2004

  1. Did the Revision of the ECB Monetary Policy Strategy Affect the Reaction Function?
    Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) Downloads View citations (19)
  2. Euroland: Konjunktur verliert wieder an Fahrt
    Munich Reprints in Economics, University of Munich, Department of Economics View citations (6)
    Also in Open Access Publications from Kiel Institute for the World Economy, Kiel Institute for the World Economy (IfW Kiel) (2004) Downloads View citations (6)
  3. Euroland: Recovery will slow down
    Kiel Discussion Papers, Kiel Institute for the World Economy (IfW Kiel) Downloads
  4. Foreign Direct Investment in Central and Eastern European Countries: A Dynamic Panel Analysis
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (193)
    Also in Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) (2003) Downloads View citations (26)
    Post-Print, HAL (2004) View citations (173)
    Munich Reprints in Economics, University of Munich, Department of Economics (2004) View citations (195)

    See also Journal Article in Journal of Comparative Economics (2004)
  5. Inflationary shocks in Germany: A common trends analysis [Inflationäre Schocks in Deutschland: Eine Common Trends Analyse]
    Munich Reprints in Economics, University of Munich, Department of Economics
  6. Is European Money Demand Still Stable?
    Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) Downloads View citations (13)

2003

  1. Euroland: Stagnation wird allmählich überwunden
    Open Access Publications from Kiel Institute for the World Economy, Kiel Institute for the World Economy (IfW Kiel) Downloads View citations (5)
    Also in Munich Reprints in Economics, University of Munich, Department of Economics (2003) View citations (2)
  2. Forecasting Inflation from the Term Structure
    Munich Reprints in Economics, University of Munich, Department of Economics View citations (8)
    Also in Munich Reprints in Economics, University of Munich, Department of Economics (2003) View citations (8)

    See also Journal Article in Review of World Economics (Weltwirtschaftliches Archiv) (2003)
  3. Gradual recovery in Euroland
    Kiel Discussion Papers, Kiel Institute for the World Economy (IfW Kiel) Downloads View citations (1)
  4. Nonstationary term premia and cointegration of the term structure
    Munich Reprints in Economics, University of Munich, Department of Economics View citations (8)
    See also Journal Article in Economics Letters (2003)
  5. The finite-sample performance of robust unit root tests
    Munich Reprints in Economics, University of Munich, Department of Economics View citations (3)
    See also Journal Article in Statistical Papers (2003)

2002

  1. Euroland: Aufschwung verzögert sich
    Open Access Publications from Kiel Institute for the World Economy, Kiel Institute for the World Economy (IfW Kiel) Downloads View citations (3)
    Also in Munich Reprints in Economics, University of Munich, Department of Economics (2002) View citations (1)
  2. Euroland: Upswing postponed
    Kiel Discussion Papers, Kiel Institute for the World Economy (IfW Kiel) Downloads View citations (1)

2000

  1. Cointegration and common trends on the West German labour market
    Munich Reprints in Economics, University of Munich, Department of Economics View citations (15)
    See also Journal Article in Empirical Economics (2000)

Journal Articles

2020

  1. Predicting ordinary and severe recessions with a three-state Markov-switching dynamic factor model
    International Journal of Forecasting, 2020, 36, (3), 829-850 Downloads View citations (9)
    See also Working Paper (2019)

2019

  1. Risk of recession for the German economy significantly higher
    ifo Schnelldienst, 2019, 72, (05), 28-31 Downloads

2017

  1. The G7 business cycle in a globalized world
    Journal of International Money and Finance, 2017, 73, (PA), 134-161 Downloads View citations (9)
    See also Working Paper (2016)

2013

  1. Does Germany Benefit from the Monetary Union?
    ifo Schnelldienst, 2013, 66, (10), 50-54 Downloads View citations (1)
  2. How Much Did Oil Market Developments Contribute to the 2009 Recession in Germany?
    Scandinavian Journal of Economics, 2013, 115, (3), 695-721 Downloads View citations (19)
    See also Working Paper (2013)
  3. Ifo Economic Forecast 2013/2014: Favourable Perspectives for the German Economy
    ifo Schnelldienst, 2013, 66, (13), 17-64 Downloads View citations (2)
  4. Ifo Economic Forecast 2013/2014: German Economy Picks Up Steam
    ifo Schnelldienst, 2013, 66, (24), 20-67 Downloads View citations (2)
  5. Prosperity and Growth
    ifo Schnelldienst, 2013, 66, (15), 03-32 Downloads View citations (1)

2012

  1. Funktionswandel der EZB?
    Wirtschaftsdienst, 2012, 92, (2), 79-94 Downloads View citations (1)
    See also Working Paper (2012)
  2. Ifo Economic Forecast 2012/2013: Euro Crisis Delays Upturn
    ifo Schnelldienst, 2012, 65, (24), 15-65 Downloads
  3. Ifo Economic Forecast 2012/2013: Increased Uncertainty Continues to Curb German Economy
    ifo Schnelldienst, 2012, 65, (13), 15-68 Downloads View citations (3)
  4. Withdrawal of Greece from the European Monetary Union: Historical experience, macroeconomic consequences and organisational implementation
    ifo Schnelldienst, 2012, 65, (10), 09-37 Downloads View citations (11)

2011

  1. Ifo Economic Forecast 2011/2012: Debt Crisis Curbs German Economy
    ifo Schnelldienst, 2011, 64, (24), 26-72 Downloads View citations (1)
  2. Ifo Economic Forecast 2011/2012: Upswing Proceeds at a Slower Pace
    ifo Schnelldienst, 2011, 64, (13), 16-62 Downloads View citations (3)
  3. Predictive Ability of Business Cycle Indicators under Test: A Case Study for the Euro Area Industrial Production
    Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2011, 231, (1), 82-106 Downloads View citations (18)
    See also Working Paper (2011)
  4. What will eurobonds cost?
    ifo Schnelldienst, 2011, 64, (17), 25-33 Downloads View citations (8)

2010

  1. Ein Krisenmechanismus für die Eurozone
    ifo Schnelldienst, 2010, 63, (1), 01-17 Downloads
  2. Gemeinschaftsdiagnose Herbst 2010: Deutschland im aufschwung
    Wirtschaftsdienst, 2010, 90, (11), 772-774 Downloads
    See also Working Paper (2010)
  3. Ifo Economic Forecast 2010/2011:Growth forces shift to Germany
    ifo Schnelldienst, 2010, 63, (12), 12-63 Downloads View citations (3)
  4. Ifo Economic Forecast 2011: Upswing continues at a slower pace
    ifo Schnelldienst, 2010, 63, (24), 18-68 Downloads View citations (4)
  5. Macroeconomic Shocks and Banks' Foreign Assets
    Journal of Money, Credit and Banking, 2010, 42, (1), 171-188 View citations (25)
    Also in Journal of Money, Credit and Banking, 2010, 42, (1), 171-188 (2010) Downloads

    See also Working Paper (2010)

2009

  1. Assessing and Improving the Performance of Nearly Efficient Unit Root Tests in Small Samples
    Econometric Reviews, 2009, 28, (5), 468-494 Downloads View citations (7)
    See also Working Paper (2009)
  2. IFOCAST: Methods of the Ifo short-term forecast
    ifo Schnelldienst, 2009, 62, (23), 15-28 Downloads View citations (37)
  3. Ifo Economic Forecast 2009/2010: Downturn continues
    ifo Schnelldienst, 2009, 62, (12), 11-57 Downloads View citations (3)
  4. Ifo Economic Forecast 2010 - The Lacklustre German Economy
    ifo Schnelldienst, 2009, 62, (24), 17-64 Downloads View citations (7)
  5. Im Sog der Weltrezession
    Wirtschaftsdienst, 2009, 89, (5), 284-284 Downloads
    See also Working Paper (2009)
  6. MONEY DEMAND STABILITY AND INFLATION PREDICTION IN THE FOUR LARGEST EMU COUNTRIES
    Scottish Journal of Political Economy, 2009, 56, (1), 73-93 Downloads View citations (29)
    See also Working Paper (2009)
  7. The Augmented Solow Model with Mincerian Schooling and Externalities
    German Economic Review, 2009, 10, (4), 448-463 Downloads View citations (6)
    Also in German Economic Review, 2009, 10, (4), 448-463 (2009) Downloads View citations (8)

    See also Working Paper (2009)

2008

  1. Ifo Economic Forecast 2008/2009: Upswing comes to a halt
    ifo Schnelldienst, 2008, 61, (12), 09-54 Downloads View citations (1)
  2. Ifo Economic Forecast 2009: German Economy in Recession
    ifo Schnelldienst, 2008, 61, (24), 21-69 Downloads

2007

  1. Bias-adjusted estimation in the ARX(1) model
    Computational Statistics & Data Analysis, 2007, 51, (7), 3355-3367 Downloads View citations (4)
    See also Working Paper (2007)
  2. Ifo Economic Forecast for 2008: Economy to lose momentum
    ifo Schnelldienst, 2007, 60, (24), 09-58 Downloads

2006

  1. Estimating the ECB Policy Reaction Function
    German Economic Review, 2006, 7, (1), 1-34 Downloads View citations (38)
    Also in German Economic Review, 2006, 7, (1), 1-34 (2006) Downloads View citations (38)

    See also Working Paper (2006)
  2. Stock Market Downswing and the Stability of European Monetary Union Money Demand
    Journal of Business & Economic Statistics, 2006, 24, 395-402 Downloads View citations (87)
    See also Working Paper (2006)
  3. The EBC Monetary Policy and its Taylor-type Reaction Function
    Rivista italiana degli economisti, 2006, (1), 51-86 Downloads View citations (4)
  4. The Primacy of Institutions Reconsidered: Direct Income Effects of Malaria Prevalence
    The World Bank Economic Review, 2006, 20, (3), 309-339 View citations (64)
    See also Working Paper (2006)

2004

  1. Foreign direct investment in Central and Eastern European countries: a dynamic panel analysis
    Journal of Comparative Economics, 2004, 32, (1), 3-22 Downloads View citations (196)
    See also Working Paper (2004)
  2. Inflationäre Schocks in Deutschland: Eine Common Trends Analyse / Inflationary Shocks in Germany: A Common Trends Analysis
    Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2004, 224, (3), 271-291 Downloads

2003

  1. Forecasting inflation from the term structure
    Review of World Economics (Weltwirtschaftliches Archiv), 2003, 139, (2), 306-323 Downloads View citations (8)
    See also Working Paper (2003)
  2. Nonstationary term premia and cointegration of the term structure
    Economics Letters, 2003, 80, (3), 409-413 Downloads View citations (9)
    See also Working Paper (2003)
  3. The finite-sample performance of robust unit root tests
    Statistical Papers, 2003, 44, (4), 469-482 Downloads View citations (3)
    See also Working Paper (2003)

2000

  1. Cointegration and common trends on the West German labour market
    Empirical Economics, 2000, 25, (3), 475-493 Downloads View citations (15)
    See also Working Paper (2000)
 
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