Details about Kai Carstensen

Access statistics for papers by Kai Carstensen.

Last updated 2024-07-05. Update your information in the RePEc Author Service.

Short-id: pca125

Working Papers

2024

1. Nowcasting consumer price inflation using high-frequency scanner data: evidence from Germany
   Working Paper Series, European Central Bank
   Also in Discussion Papers, Deutsche Bundesbank (2023) View citations (1)

2023

2. Estimation of the TFP Gap for the Largest Five EMU Countries
   CESifo Working Paper Series, CESifo

2021

3. Uncertainty and Change: Survey Evidence of Firms' Subjective Beliefs
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (31)
   Also in CESifo Working Paper Series, CESifo (2021) View citations (13)
4. Uncertainty and Change: Survey Evidence of Firms’ Subjective Beliefs
   CEPR Discussion Papers, C.E.P.R. Discussion Papers

2020

5. Predicting ordinary and severe recessions with a three-state Markov-switching dynamic factor model An application to the German business cycle
   Munich Reprints in Economics, University of Munich, Department of Economics View citations (22)
   Also in CESifo Working Paper Series, CESifo (2017) View citations (27)
   VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association (2017) View citations (23)

2019

6. Predicting Ordinary and Severe Recessions with a Three-State Markov-Switching Dynamic Factor Model
   Jena Economics Research Papers, Friedrich-Schiller-University Jena View citations (12)
   See also Journal Article Predicting ordinary and severe recessions with a three-state Markov-switching dynamic factor model, International Journal of Forecasting, Elsevier (2020) View citations (9) (2020)
7. 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) View citations (7)

2018

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

2017

9. Firms’ Uncertainty and Ambiguity
   2017 Meeting Papers, Society for Economic Dynamics
10. 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) View citations (4)

2016

11. The G7 Business Cycle in a Globalized World
    CESifo Working Paper Series, CESifo
    See also Journal Article The G7 business cycle in a globalized world, Journal of International Money and Finance, Elsevier (2017) View citations (11) (2017)

2013

12. EBDC Business Expectations Panel (2012)
    Munich Reprints in Economics, University of Munich, Department of Economics
13. EBDC Business Innovation Panel (2012)
    Munich Reprints in Economics, University of Munich, Department of Economics
14. EBDC Business Investment Panel (2012)
    Munich Reprints in Economics, University of Munich, Department of Economics
15. 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 (20)
    See also Journal Article How Much Did Oil Market Developments Contribute to the 2009 Recession in Germany?, Scandinavian Journal of Economics, Wiley Blackwell (2013) View citations (20) (2013)

2012

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

2011

17. How Strongly Did the 2007/08 Oil Price Hike Contribute to the Subsequent Recession?
    CESifo Working Paper Series, CESifo View citations (2)
18. 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) View citations (15)
    Discussion Papers in Economics, University of Munich, Department of Economics (2010) View citations (17)
    See also Journal Article 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), De Gruyter (2011) View citations (18) (2011)
19. Time- or State-Dependence? An Analysis of Inflation Dynamics using German Business Survey Data
    Discussion Papers in Economics, University of Munich, Department of Economics View citations (4)

2010

20. Gemeinschaftsdiagnose Herbst 2010: Deutschland im Aufschwung
    Munich Reprints in Economics, University of Munich, Department of Economics
    See also Journal Article Gemeinschaftsdiagnose Herbst 2010: Deutschland im aufschwung, Wirtschaftsdienst, Springer (2010) (2010)
21. Macroeconomic shocks and banks’ foreign assets
    Munich Reprints in Economics, University of Munich, Department of Economics View citations (12)
    See also Journal Article Macroeconomic Shocks and Banks' Foreign Assets, Journal of Money, Credit and Banking, Blackwell Publishing (2010) View citations (25) (2010)
22. Was kostet die Krise? Mittelfristige Wachstumsperspektiven in Deutschland, 2010 - 2014
    Discussion Papers in Economics, University of Munich, Department of Economics View citations (1)

2009

23. 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 Assessing and Improving the Performance of Nearly Efficient Unit Root Tests in Small Samples, Econometric Reviews, Taylor & Francis Journals (2009) View citations (7) (2009)
24. Im Sog der Weltrezession
    Munich Reprints in Economics, University of Munich, Department of Economics
    See also Journal Article Im Sog der Weltrezession, Wirtschaftsdienst, Springer (2009) (2009)
25. Monetary Policy Transmission and House Prices: European Cross Country Evidence
    Working Paper / FINESS, DIW Berlin, German Institute for Economic Research View citations (42)
    Also in CESifo Working Paper Series, CESifo (2009) View citations (41)
26. Money demand stability and inflation prediction in the four largest EMU countries
    Munich Reprints in Economics, University of Munich, Department of Economics View citations (28)
    Also in ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich (2008) View citations (16)
    Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) (2008) View citations (3)
    See also Journal Article MONEY DEMAND STABILITY AND INFLATION PREDICTION IN THE FOUR LARGEST EMU COUNTRIES, Scottish Journal of Political Economy, Scottish Economic Society (2009) View citations (28) (2009)
27. Price Dispersion in the Euro Area: The Case of a Symmetric Oil Price Shock
    CESifo Working Paper Series, CESifo View citations (4)
28. 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)
    See also Journal Article The Augmented Solow Model with Mincerian Schooling and Externalities, German Economic Review, De Gruyter (2009) View citations (6) (2009)

2008

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

2007

30. 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 Bias-adjusted estimation in the ARX(1) model, Computational Statistics & Data Analysis, Elsevier (2007) View citations (4) (2007)
31. 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) View citations (17)
32. 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)
33. Weltkonjunktur und deutsche Konjunktur im Frühjahr 2007
    Kiel Discussion Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (2)

2006

34. Estimating the ECB policy reaction function
    Munich Reprints in Economics, University of Munich, Department of Economics View citations (48)
    See also Journal Article Estimating the ECB Policy Reaction Function, German Economic Review, Verein für Socialpolitik (2006) View citations (39) (2006)
35. Stock market downswing and the stability of European monetary union money demand
    Munich Reprints in Economics, University of Munich, Department of Economics View citations (87)
    See also Journal Article Stock Market Downswing and the Stability of European Monetary Union Money Demand, Journal of Business & Economic Statistics, American Statistical Association (2006) View citations (90) (2006)
36. 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 The Primacy of Institutions Reconsidered: Direct Income Effects of Malaria Prevalence, The World Bank Economic Review, World Bank (2006) View citations (64) (2006)

2005

37. Macroeconomic Shocks and Foreign Bank Assets
    Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (6)
38. 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)

2004

39. Did the Revision of the ECB Monetary Policy Strategy Affect the Reaction Function?
    Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (19)
40. Euroland: Konjunktur verliert wieder an Fahrt
    Open Access Publications from Kiel Institute for the World Economy, Kiel Institute for the World Economy (IfW Kiel) View citations (6)
    Also in Munich Reprints in Economics, University of Munich, Department of Economics (2004) View citations (6)
41. Euroland: Recovery will slow down
    Kiel Discussion Papers, Kiel Institute for the World Economy (IfW Kiel)
42. 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 (202)
    Also in Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) (2003) View citations (26)
    Munich Reprints in Economics, University of Munich, Department of Economics (2004) View citations (204)
    Post-Print, HAL (2004) View citations (177)
    See also Journal Article Foreign direct investment in Central and Eastern European countries: a dynamic panel analysis, Journal of Comparative Economics, Elsevier (2004) View citations (204) (2004)
43. 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
44. Is European Money Demand Still Stable?
    Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (13)

2003

45. Euroland: Stagnation wird allmählich überwunden
    Open Access Publications from Kiel Institute for the World Economy, Kiel Institute for the World Economy (IfW Kiel) View citations (5)
    Also in Munich Reprints in Economics, University of Munich, Department of Economics (2003) View citations (2)
46. 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 Forecasting inflation from the term structure, Review of World Economics (Weltwirtschaftliches Archiv), Springer (2003) View citations (8) (2003)
47. Gradual recovery in Euroland
    Kiel Discussion Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (1)
48. Nonstationary term premia and cointegration of the term structure
    Munich Reprints in Economics, University of Munich, Department of Economics View citations (9)
    See also Journal Article Nonstationary term premia and cointegration of the term structure, Economics Letters, Elsevier (2003) View citations (9) (2003)
49. 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 The finite-sample performance of robust unit root tests, Statistical Papers, Springer (2003) View citations (3) (2003)

2002

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

2000

52. 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 Cointegration and common trends on the West German labour market, Empirical Economics, Springer (2000) View citations (15) (2000)

Journal Articles

2022

1. Umsatzunsicherheit und Umsatzerwartungen deutscher Firmen zur Zeit des Ukraine-Kriegs: Gas und Gasausfall spielen eine eher geringe Rolle
   ifo Schnelldienst, 2022, 75, (06), 33-36 View citations (5)

2021

2. Bestimmungsfaktoren von subjektiver Unsicherheit auf der Firmenebene
   ifo Schnelldienst, 2021, 74, (06), 57-62

2020

3. Predicting ordinary and severe recessions with a three-state Markov-switching dynamic factor model
   International Journal of Forecasting, 2020, 36, (3), 829-850 View citations (9)
   See also Working Paper Predicting Ordinary and Severe Recessions with a Three-State Markov-Switching Dynamic Factor Model, Jena Economics Research Papers (2019) View citations (12) (2019)
4. Unsicherheit und Beschäftigungsabbau in der Coronakrise
   ifo Schnelldienst Digital, 2020, 1, (09), 01-04 View citations (2)

2019

5. Rezessionsrisiko der deutschen Wirtschaft deutlich erhöht
   ifo Schnelldienst, 2019, 72, (05), 28-31

2017

6. The G7 business cycle in a globalized world
   Journal of International Money and Finance, 2017, 73, (PA), 134-161 View citations (11)
   See also Working Paper The G7 Business Cycle in a Globalized World, CESifo Working Paper Series (2016) (2016)

2013

7. How Much Did Oil Market Developments Contribute to the 2009 Recession in Germany?
   Scandinavian Journal of Economics, 2013, 115, (3), 695-721 View citations (20)
   See also Working Paper How much did oil market developments contribute to the 2009 recession in Germany?, Munich Reprints in Economics (2013) View citations (20) (2013)
8. Vorteile Deutschlands durch die Währungsunion?
   ifo Schnelldienst, 2013, 66, (10), 50-54 View citations (1)
9. Wohlstand und Wachstum
   ifo Schnelldienst, 2013, 66, (15), 03-32 View citations (1)
10. ifo Konjunkturprognose 2013/2014: Deutsche Konjunkturlokomotive kommt unter Dampf
    ifo Schnelldienst, 2013, 66, (24), 20-67 View citations (2)
11. ifo Konjunkturprognose 2013/2014: Günstige Perspektiven für die deutsche Konjunktur
    ifo Schnelldienst, 2013, 66, (13), 17-64 View citations (2)

2012

12. Austritt Griechenlands aus der Europäischen Währungsunion: Historische Erfahrungen, makroökonomische Konsequenzen und organisatorische Umsetzung
    ifo Schnelldienst, 2012, 65, (10), 09-37 View citations (11)
13. Funktionswandel der EZB?
    Wirtschaftsdienst, 2012, 92, (2), 79-94 View citations (1)
    See also Working Paper Funktionswandel der EZB?, Munich Reprints in Economics (2012) (2012)
14. ifo Konjunkturprognose 2012/2013: Erhöhte Unsicherheit dämpft deutsche Konjunktur erneut
    ifo Schnelldienst, 2012, 65, (13), 15-68 View citations (3)
15. ifo Konjunkturprognose 2012/2013: Eurokrise verzögert Aufschwung
    ifo Schnelldienst, 2012, 65, (24), 15-65

2011

16. 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 View citations (18)
    See also Working Paper Predictive ability of business cycle indicators under test: A case study for the Euro area industrial production, Munich Reprints in Economics (2011) View citations (15) (2011)
17. Was kosten Eurobonds?
    ifo Schnelldienst, 2011, 64, (17), 25-33 View citations (8)
18. ifo Konjunkturprognose 2011/2012: Aufschwung geht langsamer voran
    ifo Schnelldienst, 2011, 64, (13), 16-62 View citations (3)
19. ifo Konjunkturprognose 2011/2012: Schuldenkrise bremst deutsche Wirtschaft aus
    ifo Schnelldienst, 2011, 64, (24), 26-72 View citations (1)

2010

20. Ein Krisenmechanismus für die Eurozone
    ifo Schnelldienst, 2010, 63, (1), 01-17
21. Gemeinschaftsdiagnose Herbst 2010: Deutschland im aufschwung
    Wirtschaftsdienst, 2010, 90, (11), 772-774
    See also Working Paper Gemeinschaftsdiagnose Herbst 2010: Deutschland im Aufschwung, Munich Reprints in Economics (2010) (2010)
22. 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)
    See also Working Paper Macroeconomic shocks and banks’ foreign assets, Munich Reprints in Economics (2010) View citations (12) (2010)
23. ifo Konjunkturprognose 2010/2011:Auftriebskräfte verlagern sich nach Deutschland
    ifo Schnelldienst, 2010, 63, (12), 12-63 View citations (3)
24. ifo Konjunkturprognose 2011: Aufschwung setzt sich verlangsamt fort
    ifo Schnelldienst, 2010, 63, (24), 18-68 View citations (4)

2009

25. Assessing and Improving the Performance of Nearly Efficient Unit Root Tests in Small Samples
    Econometric Reviews, 2009, 28, (5), 468-494 View citations (7)
    See also Working Paper Assessing and improving the performance of nearly efficient unit root tests in small samples, Munich Reprints in Economics (2009) View citations (6) (2009)
26. IFOCAST: Methoden der ifo-Kurzfristprognose
    ifo Schnelldienst, 2009, 62, (23), 15-28 View citations (37)
27. Im Sog der Weltrezession
    Wirtschaftsdienst, 2009, 89, (5), 284-284
    See also Working Paper Im Sog der Weltrezession, Munich Reprints in Economics (2009) (2009)
28. MONEY DEMAND STABILITY AND INFLATION PREDICTION IN THE FOUR LARGEST EMU COUNTRIES
    Scottish Journal of Political Economy, 2009, 56, (1), 73-93 View citations (28)
    See also Working Paper Money demand stability and inflation prediction in the four largest EMU countries, Munich Reprints in Economics (2009) View citations (28) (2009)
29. The Augmented Solow Model with Mincerian Schooling and Externalities
    German Economic Review, 2009, 10, (4), 448-463 View citations (6)
    Also in German Economic Review, 2009, 10, (4), 448-463 (2009) View citations (8)
    See also Working Paper The augmented Solow model with Mincerian schooling and externalities, Munich Reprints in Economics (2009) View citations (8) (2009)
30. ifo Konjunkturprognose 2009/2010: Abschwung setzt sich fort
    ifo Schnelldienst, 2009, 62, (12), 11-57 View citations (3)
31. ifo Konjunkturprognose 2010: Deutsche Wirtschaft ohne Dynamik
    ifo Schnelldienst, 2009, 62, (24), 17-64 View citations (7)

2008

32. ifo Konjunkturprognose 2008/2009: Aufschwung geht zu Ende
    ifo Schnelldienst, 2008, 61, (12), 09-54 View citations (1)
33. ifo Konjunkturprognose 2009: Deutsche Wirtschaft in der Rezession
    ifo Schnelldienst, 2008, 61, (24), 21-69

2007

34. Bias-adjusted estimation in the ARX(1) model
    Computational Statistics & Data Analysis, 2007, 51, (7), 3355-3367 View citations (4)
    See also Working Paper Bias-adjusted estimation in the ARX(1) model, Munich Reprints in Economics (2007) View citations (3) (2007)
35. ifo Konjunkturprognose 2008: Konjunktur verliert an Fahrt
    ifo Schnelldienst, 2007, 60, (24), 09-58

2006

36. Estimating the ECB Policy Reaction Function
    German Economic Review, 2006, 7, (1), 1-34 View citations (39)
    Also in German Economic Review, 2006, 7, (1), 1-34 (2006) View citations (39)
    See also Working Paper Estimating the ECB policy reaction function, Munich Reprints in Economics (2006) View citations (48) (2006)
37. Stock Market Downswing and the Stability of European Monetary Union Money Demand
    Journal of Business & Economic Statistics, 2006, 24, 395-402 View citations (90)
    See also Working Paper Stock market downswing and the stability of European monetary union money demand, Munich Reprints in Economics (2006) View citations (87) (2006)
38. The EBC Monetary Policy and its Taylor-type Reaction Function
    Rivista italiana degli economisti, 2006, (1), 51-86 View citations (4)
39. 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 The primacy of institutions reconsidered: Direct income effects of malaria prevalence, Munich Reprints in Economics (2006) View citations (66) (2006)

2004

40. Foreign direct investment in Central and Eastern European countries: a dynamic panel analysis
    Journal of Comparative Economics, 2004, 32, (1), 3-22 View citations (204)
    See also Working Paper Foreign Direct Investment in Central and Eastern European Countries: A Dynamic Panel Analysis, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2004) View citations (202) (2004)
41. 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

2003

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

2000

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