Details about Kai Carstensen

Access statistics for papers by Kai Carstensen.

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

Short-id: pca125

Working Papers

2021

1. Uncertainty and Change: Survey Evidence of Firms' Subjective Beliefs
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (17)

2019

2. Predicting Ordinary and Severe Recessions with a Three-State Markov-Switching Dynamic Factor Model
   Jena Economic Research Papers, Friedrich-Schiller-University Jena View citations (12)
   Also in VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association (2017) View citations (15)
   CESifo Working Paper Series, CESifo (2017) View citations (25)
   See also Journal Article in International Journal of Forecasting (2020)
3. 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 (5)

2018

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

2017

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

2016

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

2013

8. EBDC Business Expectations Panel (2012)
   Munich Reprints in Economics, University of Munich, Department of Economics
9. EBDC Business Innovation Panel (2012)
   Munich Reprints in Economics, University of Munich, Department of Economics
10. EBDC Business Investment Panel (2012)
    Munich Reprints in Economics, University of Munich, Department of Economics
11. 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 (13)
    See also Journal Article in Scandinavian Journal of Economics (2013)

2012

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

2011

13. How Strongly Did the 2007/08 Oil Price Hike Contribute to the Subsequent Recession?
    CESifo Working Paper Series, CESifo View citations (2)
14. 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 (6)
    Also in CESifo Working Paper Series, CESifo (2010) View citations (13)
    Discussion Papers in Economics, University of Munich, Department of Economics (2010) View citations (16)
    See also Journal Article in Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik) (2011)
15. 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 (3)

2010

16. Gemeinschaftsdiagnose Herbst 2010: Deutschland im Aufschwung
    Munich Reprints in Economics, University of Munich, Department of Economics
    See also Journal Article in Wirtschaftsdienst (2010)
17. 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)
18. Was kostet die Krise? Mittelfristige Wachstumsperspektiven in Deutschland, 2010 - 2014
    Discussion Papers in Economics, University of Munich, Department of Economics View citations (1)

2009

19. 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)
20. Im Sog der Weltrezession
    Munich Reprints in Economics, University of Munich, Department of Economics
    See also Journal Article in Wirtschaftsdienst (2009)
21. Monetary Policy Transmission and House Prices: European Cross Country Evidence
    Working Paper / FINESS, DIW Berlin, German Institute for Economic Research View citations (20)
    Also in CESifo Working Paper Series, CESifo (2009) View citations (28)
22. Money demand stability and inflation prediction in the four largest EMU countries
    Munich Reprints in Economics, University of Munich, Department of Economics View citations (25)
    Also in ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich (2008) View citations (15)
    Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) (2008) View citations (1)
    See also Journal Article in Scottish Journal of Political Economy (2009)
23. Price Dispersion in the Euro Area: The Case of a Symmetric Oil Price Shock
    CESifo Working Paper Series, CESifo View citations (2)
24. The augmented Solow model with Mincerian schooling and externalities
    Munich Reprints in Economics, University of Munich, Department of Economics View citations (5)
    Also in Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) (2008)
    See also Journal Article in German Economic Review (2009)

2008

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

2007

26. 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)
27. 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 (12)
28. 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)
29. Weltkonjunktur und deutsche Konjunktur im Frühjahr 2007
    Kiel Discussion Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (2)

2006

30. Estimating the ECB policy reaction function
    Munich Reprints in Economics, University of Munich, Department of Economics View citations (42)
    See also Journal Article in German Economic Review (2006)
31. Stock market downswing and the stability of European monetary union money demand
    Munich Reprints in Economics, University of Munich, Department of Economics View citations (79)
    See also Journal Article in Journal of Business & Economic Statistics (2006)
32. The primacy of institutions reconsidered: Direct income effects of malaria prevalence
    Munich Reprints in Economics, University of Munich, Department of Economics View citations (48)
    See also Journal Article in World Bank Economic Review (2006)

2005

33. Macroeconomic Shocks and Foreign Bank Assets
    Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (4)
34. 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

35. 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)
36. 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) View citations (6)
37. Euroland: Recovery will slow down
    Kiel Discussion Papers, Kiel Institute for the World Economy (IfW Kiel)
38. Foreign Direct Investment in Central and Eastern European Countries: A Dynamic Panel Analysis
    Post-Print, HAL View citations (38)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2004) View citations (105)
    Munich Reprints in Economics, University of Munich, Department of Economics (2004) View citations (170)
    Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) (2003) View citations (18)
    See also Journal Article in Journal of Comparative Economics (2004)
39. 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
40. Is European Money Demand Still Stable?
    Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (8)

2003

41. 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)
42. Forecasting Inflation from the Term Structure
    Munich Reprints in Economics, University of Munich, Department of Economics View citations (7)
    Also in Munich Reprints in Economics, University of Munich, Department of Economics (2003) View citations (7)
    See also Journal Article in Review of World Economics (Weltwirtschaftliches Archiv) (2003)
43. Gradual recovery in Euroland
    Kiel Discussion Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (1)
44. 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)
45. 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

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

2000

48. 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 View citations (2)
   See also Working Paper (2019)

2019

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

2017

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

2013

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

2012

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

2011

13. 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 (15)
    See also Working Paper (2011)
14. Was kosten Eurobonds?
    ifo Schnelldienst, 2011, 64, (17), 25-33 View citations (8)
15. ifo Konjunkturprognose 2011/2012: Aufschwung geht langsamer voran
    ifo Schnelldienst, 2011, 64, (13), 16-62 View citations (3)
16. ifo Konjunkturprognose 2011/2012: Schuldenkrise bremst deutsche Wirtschaft aus
    ifo Schnelldienst, 2011, 64, (24), 26-72 View citations (1)

2010

17. Ein Krisenmechanismus für die Eurozone
    ifo Schnelldienst, 2010, 63, (1), 01-17
18. Gemeinschaftsdiagnose Herbst 2010: Deutschland im aufschwung
    Wirtschaftsdienst, 2010, 90, (11), 772-774
    See also Working Paper (2010)
19. Macroeconomic Shocks and Banks' Foreign Assets
    Journal of Money, Credit and Banking, 2010, 42, (1), 171-188
    Also in Journal of Money, Credit and Banking, 2010, 42, (1), 171-188 (2010) View citations (25)
    See also Working Paper (2010)
20. ifo Konjunkturprognose 2010/2011:Auftriebskräfte verlagern sich nach Deutschland
    ifo Schnelldienst, 2010, 63, (12), 12-63 View citations (3)
21. ifo Konjunkturprognose 2011: Aufschwung setzt sich verlangsamt fort
    ifo Schnelldienst, 2010, 63, (24), 18-68 View citations (4)

2009

22. 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 (2009)
23. IFOCAST: Methoden der ifo-Kurzfristprognose
    ifo Schnelldienst, 2009, 62, (23), 15-28 View citations (36)
24. Im Sog der Weltrezession
    Wirtschaftsdienst, 2009, 89, (5), 284-284
    See also Working Paper (2009)
25. MONEY DEMAND STABILITY AND INFLATION PREDICTION IN THE FOUR LARGEST EMU COUNTRIES
    Scottish Journal of Political Economy, 2009, 56, (1), 73-93 View citations (25)
    See also Working Paper (2009)
26. The Augmented Solow Model with Mincerian Schooling and Externalities
    German Economic Review, 2009, 10, (4), 448-463
    Also in German Economic Review, 2009, 10, (4), 448-463 (2009) View citations (1)
    See also Working Paper (2009)
27. ifo Konjunkturprognose 2009/2010: Abschwung setzt sich fort
    ifo Schnelldienst, 2009, 62, (12), 11-57 View citations (3)
28. ifo Konjunkturprognose 2010: Deutsche Wirtschaft ohne Dynamik
    ifo Schnelldienst, 2009, 62, (24), 17-64 View citations (7)

2008

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

2007

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

2006

33. Estimating the ECB Policy Reaction Function
    German Economic Review, 2006, 7, (1), 1-34 View citations (1)
    Also in German Economic Review, 2006, 7, (1), 1-34 (2006) View citations (2)
    See also Working Paper (2006)
34. Stock Market Downswing and the Stability of European Monetary Union Money Demand
    Journal of Business & Economic Statistics, 2006, 24, 395-402 View citations (85)
    See also Working Paper (2006)
35. The EBC Monetary Policy and its Taylor-type Reaction Function
    Rivista italiana degli economisti, 2006, (1), 51-86 View citations (4)
36. The Primacy of Institutions Reconsidered: Direct Income Effects of Malaria Prevalence
    World Bank Economic Review, 2006, 20, (3), 309-339 View citations (57)
    See also Working Paper (2006)

2004

37. Foreign direct investment in Central and Eastern European countries: a dynamic panel analysis
    Journal of Comparative Economics, 2004, 32, (1), 3-22 View citations (168)
    See also Working Paper (2004)
38. 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

39. Forecasting inflation from the term structure
    Review of World Economics (Weltwirtschaftliches Archiv), 2003, 139, (2), 306-323 View citations (7)
    See also Working Paper (2003)
40. Nonstationary term premia and cointegration of the term structure
    Economics Letters, 2003, 80, (3), 409-413 View citations (9)
    See also Working Paper (2003)
41. The finite-sample performance of robust unit root tests
    Statistical Papers, 2003, 44, (4), 469-482 View citations (3)
    See also Working Paper (2003)

2000

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