Details about Kirstin Hubrich

Access statistics for papers by Kirstin Hubrich.

Last updated 2023-12-03. Update your information in the RePEc Author Service.

Short-id: phu89

Working Papers

2022

1. The Transmission of Financial Shocks and Leverage of Financial Institutions: An Endogenous Regime-Switching Framework
   FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta
   Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2022)

2021

2. Forecasting US Inflation in Real Time
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)
   See also Journal Article Forecasting US Inflation in Real Time, Econometrics, MDPI (2021) (2021)

2017

3. Macroeconomic Implications of Oil Price Fluctuations: A Regime-Switching Framework for the Euro Area
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (12)
   Also in Working Paper Series, European Central Bank (2017) View citations (22)

2016

4. Forecast Combination for Euro Area Inflation - A Cure in Times of Crisis?
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)
   Also in Working Paper Series, European Central Bank (2016) View citations (3)
   See also Journal Article Forecast Combination for Euro Area Inflation: A Cure in Times of Crisis?, Journal of Forecasting, John Wiley & Sons, Ltd. (2017) View citations (8) (2017)

2014

5. Financial stress and economic dynamics: the transmission of crises
   Working Paper Series, European Central Bank View citations (13)
   Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2012) View citations (40)
   2013 Meeting Papers, Society for Economic Dynamics (2013) View citations (4)
   See also Journal Article Financial stress and economic dynamics: The transmission of crises, Journal of Monetary Economics, Elsevier (2015) View citations (147) (2015)

2013

6. A predictability test for a small number of nested models
   Working Paper Series, European Central Bank View citations (2)
   See also Journal Article A predictability test for a small number of nested models, Journal of Econometrics, Elsevier (2014) View citations (9) (2014)
7. Financial shocks and the macroeconomy: heterogeneity and non-linearities
   Occasional Paper Series, European Central Bank View citations (31)
8. Thresholds and Smooth Transitions in Vector Autoregressive Models
   CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (69)

2012

9. On the importance of sectoral and regional shocks for price setting
   IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS) View citations (1)
   Also in Working Paper Series, European Central Bank (2011) View citations (10)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) View citations (14)
   See also Journal Article On the Importance of Sectoral and Regional Shocks for Price‐Setting, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2016) View citations (25) (2016)

2011

10. Forecasting inflation with gradual regime shifts and exogenous information
    Working Paper Series, European Central Bank View citations (9)
    Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2009) View citations (7)

2010

11. Combining disaggregate forecasts or combining disaggregate information to forecast an aggregate
    Working Paper Series, European Central Bank View citations (27)
    See also Journal Article Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate, Journal of Business & Economic Statistics, Taylor & Francis Journals (2011) View citations (108) (2011)
12. Trade consistency in the context of the Eurosystem projection exercises - an overview
    Occasional Paper Series, European Central Bank View citations (62)

2009

13. Forecast evaluation of small nested model sets
    Working Paper Series, European Central Bank View citations (5)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2008)
    See also Journal Article Forecast evaluation of small nested model sets, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2010) View citations (35) (2010)
14. On the importance of sectoral shocks for price-setting
    CFS Working Paper Series, Center for Financial Studies (CFS) View citations (3)

2006

15. Forecasting Economic Aggregates by Disaggregates
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (50)
    Also in Working Paper Series, European Central Bank (2006) View citations (49)
16. Regional Inflation Dynamics within and across Euro Area and a Comparison with the US
    Computing in Economics and Finance 2006, Society for Computational Economics View citations (30)
17. Regional inflation dynamics within and across euro area countries and a comparison with the US
    CFS Working Paper Series, Center for Financial Studies (CFS) View citations (37)
    Also in Regional and Urban Modeling, EcoMod (2000) View citations (3)
    Working Paper Series, European Central Bank (2006) View citations (46)

2005

18. Forecasting Aggregates by Disaggregates
    Computing in Economics and Finance 2005, Society for Computational Economics View citations (20)

2004

19. Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?
    Computing in Economics and Finance 2004, Society for Computational Economics View citations (14)
    Also in Working Paper Series, European Central Bank (2003) View citations (18)
    See also Journal Article Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?, International Journal of Forecasting, Elsevier (2005) View citations (108) (2005)

2000

20. Germany and the Euro Area: Differences in the Transmission Process of Monetary Policy
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations (9)

1998

21. A review of systemscointegration tests
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes View citations (1)
    See also Journal Article A REVIEW OF SYSTEMS COINTEGRATION TESTS, Econometric Reviews, Taylor & Francis Journals (2001) View citations (70) (2001)

1996

22. System estimation of the German money demand - a long-run analysis
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes View citations (3)

Journal Articles

2021

1. Forecasting US Inflation in Real Time
   Econometrics, 2021, 9, (4), 1-20
   See also Working Paper Forecasting US Inflation in Real Time, Finance and Economics Discussion Series (2021) (2021)

2017

2. Forecast Combination for Euro Area Inflation: A Cure in Times of Crisis?
   Journal of Forecasting, 2017, 36, (5), 515-540 View citations (8)
   See also Working Paper Forecast Combination for Euro Area Inflation - A Cure in Times of Crisis?, Finance and Economics Discussion Series (2016) (2016)

2016

3. On the Importance of Sectoral and Regional Shocks for Price‐Setting
   Journal of Applied Econometrics, 2016, 31, (7), 1234-1253 View citations (25)
   See also Working Paper On the importance of sectoral and regional shocks for price setting, IMFS Working Paper Series (2012) View citations (1) (2012)

2015

4. Financial stress and economic dynamics: The transmission of crises
   Journal of Monetary Economics, 2015, 70, (C), 100-115 View citations (147)
   See also Working Paper Financial stress and economic dynamics: the transmission of crises, Working Paper Series (2014) View citations (13) (2014)

2014

5. A predictability test for a small number of nested models
   Journal of Econometrics, 2014, 182, (1), 174-185 View citations (9)
   See also Working Paper A predictability test for a small number of nested models, Working Paper Series (2013) View citations (2) (2013)
6. Comment
   Journal of Business & Economic Statistics, 2014, 32, (4), 506-509

2013

7. Comment
   NBER International Seminar on Macroeconomics, 2013, 9, (1), 167 - 173

2011

8. Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate
   Journal of Business & Economic Statistics, 2011, 29, (2), 216-227 View citations (108)
   Also in Journal of Business & Economic Statistics, 2011, 29, (2), 216-227 (2011) View citations (111)
   See also Working Paper Combining disaggregate forecasts or combining disaggregate information to forecast an aggregate, Working Paper Series (2010) View citations (27) (2010)

2010

9. Forecast evaluation of small nested model sets
   Journal of Applied Econometrics, 2010, 25, (4), 574-594 View citations (35)
   See also Working Paper Forecast evaluation of small nested model sets, Working Paper Series (2009) View citations (5) (2009)
10. Forecast uncertainty: sources, measurement and evaluation
    Journal of Applied Econometrics, 2010, 25, (4), 509-513 View citations (7)

2009

11. Regional inflation dynamics within and across euro area countries and a comparison with the United States
    (‘On the relevance and nature of regional inflation differentials: The case of Spain’, Banco de Espana, Servicio de Estudios n. 9913)
    Economic Policy, 2009, 24, (57), 142-184 View citations (61)
    Also in Research Bulletin, 2008, 7, 7-9 (2008)

2005

12. Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?
    International Journal of Forecasting, 2005, 21, (1), 119-136 View citations (108)
    See also Working Paper Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?, Computing in Economics and Finance 2004 (2004) View citations (14) (2004)

2004

13. Monetary transmission in Germany: Lessons for the Euro area
    Empirical Economics, 2004, 29, (2), 383-414 View citations (4)

2001

14. A REVIEW OF SYSTEMS COINTEGRATION TESTS
    Econometric Reviews, 2001, 20, (3), 247-318 View citations (70)
    See also Working Paper A review of systemscointegration tests, SFB 373 Discussion Papers (1998) View citations (1) (1998)

1999

15. Estimation of a German money demand system - a long-run analysis
    Empirical Economics, 1999, 24, (1), 77-99 View citations (18)

Chapters

2013

1. Thresholds and Smooth Transitions in Vector Autoregressive Models☆The views expressed in this article are those of the authors and should not be interpreted as reflecting the views of the European Central Bank
   A chapter in VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims, 2013, vol. 32, pp 273-326

2012

2. Comment on "Global House Price Fluctuations: Synchronization and Determinants"
   A chapter in NBER International Seminar on Macroeconomics 2012, 2012, pp 167-173