Details about Steffen Henzel

Access statistics for papers by Steffen Henzel.

Last updated 2024-09-10. Update your information in the RePEc Author Service.

Short-id: phe261

Working Papers

2023

1. Uncertainty Shocks in Times of Low and High Uncertainty
   VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage", Verein für Socialpolitik / German Economic Association

2020

2. Increasing Business Uncertainty and Credit Conditions in Times of Low and High Uncertainty: Evidence from Firm-Level Survey Data
   CESifo Working Paper Series, CESifo View citations (1)

2017

3. Dimensions of macroeconomic uncertainty: a common factor analysis
   Munich Reprints in Economics, University of Munich, Department of Economics View citations (46)
   Also in ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich (2013) View citations (13)
   CESifo Working Paper Series, CESifo (2014) View citations (5)
   See also Journal Article DIMENSIONS OF MACROECONOMIC UNCERTAINTY: A COMMON FACTOR ANALYSIS, Economic Inquiry, Western Economic Association International (2017) View citations (48) (2017)
4. International synchronization and changes in long-term inflation uncertainty
   Munich Reprints in Economics, University of Munich, Department of Economics
   See also Journal Article INTERNATIONAL SYNCHRONIZATION AND CHANGES IN LONG-TERM INFLATION UNCERTAINTY, Macroeconomic Dynamics, Cambridge University Press (2017) (2017)

2015

5. Nowcasting Regional GDP: The Case of the Free State of Saxony
   MPRA Paper, University Library of Munich, Germany View citations (23)
   Also in CESifo Working Paper Series, CESifo (2015) View citations (23)
   See also Journal Article Nowcasting Regional GDP: The Case of the Free State of Saxony, Review of Economics, De Gruyter (2015) View citations (24) (2015)

2014

6. Point and Density Forecasts for the Euro Area Using Bayesian VARs
   CESifo Working Paper Series, CESifo View citations (4)
   See also Journal Article Point and density forecasts for the euro area using Bayesian VARs, International Journal of Forecasting, Elsevier (2015) View citations (25) (2015)

2013

7. Point and Density Forecasts for the Euro Area Using Many Predictors: Are Large BVARs Really Superior?
   ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich View citations (6)
   Also in VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association (2013) View citations (6)
   See also Journal Article Point and density forecasts for the euro area using Bayesian VARs, International Journal of Forecasting, Elsevier (2015) View citations (25) (2015)
8. Synchronization and Changes in International Inflation Uncertainty
   CESifo Working Paper Series, CESifo View citations (1)

2011

9. Inflation uncertainty revisited: A proposal for robust measurement
   ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich View citations (5)
   See also Journal Article Inflation uncertainty revisited: a proposal for robust measurement, Empirical Economics, Springer (2014) View citations (13) (2014)

2010

10. Was kostet die Krise? Mittelfristige Wachstumsperspektiven in Deutschland, 2010 - 2014
    Discussion Papers in Economics, University of Munich, Department of Economics View citations (1)

2009

11. The Virtues of VAR Forecast Pooling – A DSGE Model Based Monte Carlo Study
    ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich View citations (7)
12. The price puzzle revisited: Can the cost channel explain a rise in inflation after a monetary policy shock?
    Munich Reprints in Economics, University of Munich, Department of Economics View citations (60)
    Also in CESifo Working Paper Series, CESifo (2007) View citations (24)
    See also Journal Article The price puzzle revisited: Can the cost channel explain a rise in inflation after a monetary policy shock?, Journal of Macroeconomics, Elsevier (2009) View citations (65) (2009)

2008

13. Inflation Dynamics and the Role of Inflation Expectation Formation
    Munich Dissertations in Economics, University of Munich, Department of Economics
14. Learning Trend Inflation – Can Signal Extraction Explain Survey Forecasts?
    ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich View citations (4)
15. The New Keynesian Phillips curve and the role of expectations: Evidence from the CESifo World Economic Survey
    Munich Reprints in Economics, University of Munich, Department of Economics View citations (44)
    See also Journal Article The New Keynesian Phillips curve and the role of expectations: Evidence from the CESifo World Economic Survey, Economic Modelling, Elsevier (2008) View citations (46) (2008)

2006

16. The New Keynesian Phillips Curve and the Role of Expectations: Evidence from the Ifo World Economic Survey
    CESifo Working Paper Series, CESifo View citations (10)
17. The Price Puzzle Revisited: Can the Cost Channel explain a Rise in Inflation after a Monetary Shock?
    W.E.P. - Würzburg Economic Papers, University of Würzburg, Department of Economics

2005

18. An Alternative to the Carlson-Parkin Method for the Quantification of Qualitative Inflation Expectations: Evidence from the Ifo World Economic Survey
    ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich View citations (15)

2004

19. E-Stabilty: Über die Lernbarkeit von rationalen Erwatungsgleichgewichten
    W.E.P. - Würzburg Economic Papers, University of Würzburg, Department of Economics

Journal Articles

2024

1. Uncertainty and credit conditions: Non-linear evidence from firm-level data
   International Review of Economics & Finance, 2024, 93, (PA), 1307-1323 View citations (1)

2017

2. DIMENSIONS OF MACROECONOMIC UNCERTAINTY: A COMMON FACTOR ANALYSIS
   Economic Inquiry, 2017, 55, (2), 843-877 View citations (48)
   See also Working Paper Dimensions of macroeconomic uncertainty: a common factor analysis, Munich Reprints in Economics (2017) View citations (46) (2017)
3. INTERNATIONAL SYNCHRONIZATION AND CHANGES IN LONG-TERM INFLATION UNCERTAINTY
   Macroeconomic Dynamics, 2017, 21, (4), 918-946
   See also Working Paper International synchronization and changes in long-term inflation uncertainty, Munich Reprints in Economics (2017) (2017)

2015

4. CESifo World Economic Survey May 2015
   ifo World Economic Survey, 2015, 14, (02), 01-26
5. Die Machbarkeit von Kurzfristprognosen für den Freistaat Sachsen
   ifo Dresden berichtet, 2015, 22, (04), 21-25
6. Nowcasting Regional GDP: The Case of the Free State of Saxony
   Review of Economics, 2015, 66, (1), 71-98 View citations (24)
   See also Working Paper Nowcasting Regional GDP: The Case of the Free State of Saxony, MPRA Paper (2015) View citations (23) (2015)
7. Point and density forecasts for the euro area using Bayesian VARs
   International Journal of Forecasting, 2015, 31, (4), 1067-1095 View citations (25)
   See also Working Paper Point and Density Forecasts for the Euro Area Using Bayesian VARs, CESifo Working Paper Series (2014) View citations (4) (2014)
   Working Paper Point and Density Forecasts for the Euro Area Using Many Predictors: Are Large BVARs Really Superior?, ifo Working Paper Series (2013) View citations (6) (2013)
8. Prognosekraft des ifo Konjunkturtests – Einfluss der neuen Saisonbereinigung mit X-13ARIMA-SEATS
   ifo Schnelldienst, 2015, 68, (01), 59-63 View citations (4)
9. Verlässlichkeit der EU-Methode zur Schätzung des Produktionspotenzials in Deutschland
   ifo Schnelldienst, 2015, 68, (18), 18-24 View citations (2)
10. ifo Konjunkturprognose 2015/2016: Deutsche Wirtschaft im Aufschwung
    ifo Schnelldienst, 2015, 68, (12), 22-62 View citations (2)

2014

11. Arbeitsmarkteffekte des flächendeckenden Mindestlohns in Deutschland – eine Sensitivitätsanalyse
    ifo Schnelldienst, 2014, 67, (10), 23-29 View citations (14)
12. Das ifo Beschäftigungsbarometer und der deutsche Arbeitsmarkt
    ifo Schnelldienst, 2014, 67, (15), 35-40 View citations (6)
13. Evaluation der ifo Konjunkturprognosen
    ifo Schnelldienst, 2014, 67, (17), 43-45 View citations (5)
14. Inflation uncertainty revisited: a proposal for robust measurement
    Empirical Economics, 2014, 47, (4), 1497-1523 View citations (13)
    See also Working Paper Inflation uncertainty revisited: A proposal for robust measurement, ifo Working Paper Series (2011) View citations (5) (2011)
15. ifo Konjunkturprognose 2014/2015: Deutsche Wirtschaft gewinnt allmählich wieder an Schwung
    ifo Schnelldienst, 2014, 67, (24), 37-81 View citations (3)
16. ifo Konjunkturprognose 2014/2015: Deutscher Aufschwung setzt sich fort
    ifo Schnelldienst, 2014, 67, (13), 17-58 View citations (2)

2013

17. Fitting survey expectations and uncertainty about trend inflation
    Journal of Macroeconomics, 2013, 35, (C), 172-185 View citations (5)
18. Prognoseeigenschaften von Indikatoren zur Vorhersage des Bruttoinlandsprodukts in Deutschland
    ifo Schnelldienst, 2013, 66, (17), 39-46 View citations (18)
19. The mechanics of VAR forecast pooling—A DSGE model based Monte Carlo study
    The North American Journal of Economics and Finance, 2013, 24, (C), 1-24 View citations (4)
20. ifo Konjunkturprognose 2013/2014: Deutsche Konjunkturlokomotive kommt unter Dampf
    ifo Schnelldienst, 2013, 66, (24), 20-67 View citations (2)
21. ifo Konjunkturprognose 2013/2014: Günstige Perspektiven für die deutsche Konjunktur
    ifo Schnelldienst, 2013, 66, (13), 17-64 View citations (2)

2012

22. ifo Konjunkturprognose 2012/2013: Erhöhte Unsicherheit dämpft deutsche Konjunktur erneut
    ifo Schnelldienst, 2012, 65, (13), 15-68 View citations (3)
23. ifo Konjunkturprognose 2012/2013: Eurokrise verzögert Aufschwung
    ifo Schnelldienst, 2012, 65, (24), 15-65

2011

24. ifo Konjunkturprognose 2011/2012: Aufschwung geht langsamer voran
    ifo Schnelldienst, 2011, 64, (13), 16-62 View citations (3)
25. ifo Konjunkturprognose 2011/2012: Schuldenkrise bremst deutsche Wirtschaft aus
    ifo Schnelldienst, 2011, 64, (24), 26-72 View citations (1)

2010

26. ifo Konjunkturprognose 2010/2011:Auftriebskräfte verlagern sich nach Deutschland
    ifo Schnelldienst, 2010, 63, (12), 12-63 View citations (3)
27. ifo Konjunkturprognose 2011: Aufschwung setzt sich verlangsamt fort
    ifo Schnelldienst, 2010, 63, (24), 18-68 View citations (4)

2009

28. IFOCAST: Methoden der ifo-Kurzfristprognose
    ifo Schnelldienst, 2009, 62, (23), 15-28 View citations (37)
29. The price puzzle revisited: Can the cost channel explain a rise in inflation after a monetary policy shock?
    Journal of Macroeconomics, 2009, 31, (2), 268-289 View citations (65)
    See also Working Paper The price puzzle revisited: Can the cost channel explain a rise in inflation after a monetary policy shock?, Munich Reprints in Economics (2009) View citations (60) (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. The New Keynesian Phillips curve and the role of expectations: Evidence from the CESifo World Economic Survey
    Economic Modelling, 2008, 25, (5), 811-832 View citations (46)
    See also Working Paper The New Keynesian Phillips curve and the role of expectations: Evidence from the CESifo World Economic Survey, Munich Reprints in Economics (2008) View citations (44) (2008)
33. ifo Konjunkturprognose 2008/2009: Aufschwung geht zu Ende
    ifo Schnelldienst, 2008, 61, (12), 09-54 View citations (1)
34. ifo Konjunkturprognose 2009: Deutsche Wirtschaft in der Rezession
    ifo Schnelldienst, 2008, 61, (24), 21-69

2007

35. ifo Konjunkturprognose 2007/2008: Aufschwung mit niedrigerem Tempo
    ifo Schnelldienst, 2007, 60, (12), 08-53 View citations (1)
36. ifo Konjunkturprognose 2008: Konjunktur verliert an Fahrt
    ifo Schnelldienst, 2007, 60, (24), 09-58

2006

37. Konsequenzen der Inflationsunterschiede im Euroraum
    ifo Schnelldienst, 2006, 59, (11), 12-27
38. Quantifying Inflation Expectations with the Carlson-Parkin Method: A Survey-based Determination of the Just Noticeable Difference
    Journal of Business Cycle Measurement and Analysis, 2006, 2005, (3), 321-352 View citations (14)
39. ifo Konjunkturprognose 2006/2007: Aufschwung setzt sich fort
    ifo Schnelldienst, 2006, 59, (12), 19-54 View citations (6)
40. ifo Konjunkturprognose 2007: Konjunkturelle Auftriebskräfte bleiben stark
    ifo Schnelldienst, 2006, 59, (24), 17-57

2005

41. Eine umfragebasierte Methode zur Quantifizierung qualitativer Inflationserwartungen des Ifo World Economic Survey
    ifo Schnelldienst, 2005, 58, (09), 13-20
42. ifo Konjunkturprognose 2005/2006: Nur zögerliche Erholung
    ifo Schnelldienst, 2005, 58, (12), 29-63 View citations (2)
43. ifo Konjunkturprognose 2006: deutsche Wirtschaft im Aufschwung
    ifo Schnelldienst, 2005, 58, (24), 18-54 View citations (4)

2004

44. ifo Konjunkturprognose 2004/2005: Konjunktur gewinnt an Fahrt
    ifo Schnelldienst, 2004, 57, (12), 10-36 View citations (1)
45. ifo Konjunkturprognose 2005: Abgehängt von der Weltkonjunktur
    ifo Schnelldienst, 2004, 57, (24), 15-53 View citations (1)