Details about Hans-Martin Krolzig

Access statistics for papers by Hans-Martin Krolzig.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pkr17

Working Papers

2013

1. Credit Driven Investment, Heterogeneous Labor Markets and Macroeconomic Dynamics
   IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute View citations (6)
   Also in Working Papers, New School for Social Research, Department of Economics (2013)
   See also Journal Article Credit-driven investment, heterogeneous labor markets and macroeconomic dynamics, Journal of Economic Interaction and Coordination, Springer (2015) View citations (2) (2015)
2. Global stochastic trends in growth, interest and inflation. Is the post-Bretton-Woods era driven by the Volcker disinflation?
   Studies in Economics, School of Economics, University of Kent
3. Monetary Policy and Exchange Rates: A Balanced Two-Country Cointegrated VAR Model Approach
   Studies in Economics, School of Economics, University of Kent View citations (2)
4. Symmetry and Separability in Two-Country Cointegrated VAR Models: Representation and Testing
   Studies in Economics, School of Economics, University of Kent View citations (1)

2012

5. On the construction of two-country cointegrated VAR models with an application to the UK and US
   VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century, Verein für Socialpolitik / German Economic Association

2011

6. Effects of monetary policy on the $/£ exchange rate. Is there a 'delayed overshooting puzzle'?
   Studies in Economics, School of Economics, University of Kent

2004

7. We Ran One Regression
   Economics Papers, Economics Group, Nuffield College, University of Oxford View citations (122)
   See also Journal Article We Ran One Regression, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2004) View citations (124) (2004)

2003

8. Comparison of Model Reduction Methods for VAR Processes
   Economics Papers, Economics Group, Nuffield College, University of Oxford View citations (17)
   Also in Economics Working Papers, European University Institute (2002) View citations (4)
   SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (2002) View citations (4)
9. General-to-Specific Model Selection Procedures for Structural Vector Autoregressions
   Economics Papers, Economics Group, Nuffield College, University of Oxford View citations (22)
   See also Journal Article General‐to‐Specific Model Selection Procedures for Structural Vector Autoregressions*, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2003) View citations (14) (2003)
10. Sub-sample Model Selection Procedures in Gets Modelling
    Economics Papers, Economics Group, Nuffield College, University of Oxford View citations (2)
11. The Properties of Automatic Gets Modelling
    Royal Economic Society Annual Conference 2003, Royal Economic Society View citations (25)
    Also in Economics Papers, Economics Group, Nuffield College, University of Oxford (2003) View citations (9)
    See also Journal Article The Properties of Automatic "GETS" Modelling, Economic Journal, Royal Economic Society (2005) View citations (183) (2005)
12. Wage and Price Phillips Curves
    Royal Economic Society Annual Conference 2003, Royal Economic Society View citations (19)
13. Wage and Price Phillips Curves An empirical analysis of destabilizing wage-price spirals
    Economics Papers, Economics Group, Nuffield College, University of Oxford View citations (15)

2002

14. Classical and Modern Business Cycle Measurement: The European Case
    Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces View citations (13)
    Also in Economics Series Working Papers, University of Oxford, Department of Economics (2001) View citations (19)
    Economics Series Working Papers, University of Oxford, Department of Economics (2001) View citations (19)
    See also Journal Article Classical and modern business cycle measurement: The European case, Spanish Economic Review, Springer (2004) View citations (2) (2004)
15. The European Business Cycle
    Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces View citations (13)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1999) View citations (187)
    Economics Working Papers, European University Institute (1999) View citations (195)
    See also Journal Article The European business cycle, Oxford Economic Papers, Oxford University Press (2004) View citations (204) (2004)

2001

16. A NEW APPROACH TO THE ANALYSIS OF BUSINESS CYCLE TRANSITIONS IN A MODEL OF OUTPUT AND EMPLOYMENT
    Economics Series Working Papers, University of Oxford, Department of Economics View citations (20)
    Also in Economics Series Working Papers, University of Oxford, Department of Economics (2001) View citations (16)
17. General--to--Specific Reductions of Vector Autoregressive Processes
    Computing in Economics and Finance 2001, Society for Computational Economics View citations (18)
18. MODELLING BUSINESS CYCLE FEATURES USING SWITCHING REGIME MODELS
    Economics Series Working Papers, University of Oxford, Department of Economics View citations (3)
    Also in Economics Series Working Papers, University of Oxford, Department of Economics (2001) View citations (3)

2000

19. Computer Automation of General-to-Specific Model Selection Procedures
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations (12)
    Also in Economics Series Working Papers, University of Oxford, Department of Economics (2000) View citations (12)
    Computing in Economics and Finance 1999, Society for Computational Economics (1999) View citations (7)
    See also Journal Article Computer automation of general-to-specific model selection procedures, Journal of Economic Dynamics and Control, Elsevier (2001) View citations (168) (2001)

1999

20. A New Approach to the Analysis of Shocks and the Cycle in a Model of Output and Employment
    Economics Working Papers, European University Institute View citations (24)
21. Business Cycle Asymmetries: Characterisationand Testing Based on Markov-Switching Autoregression
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics View citations (9)
    See also Journal Article Business Cycle Asymmetries: Characterization and Testing Based on Markov-Switching Autoregressions, Journal of Business & Economic Statistics, American Statistical Association (2003) View citations (105) (2003)
22. Statistical Analysis of Cointegrated VAR Processes with Markovian Regime Shifts
    Computing in Economics and Finance 1999, Society for Computational Economics View citations (34)
    Also in SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (1996) View citations (37)

1997

23. A Comparison of the Forecasting Performance of Markov-Switching and Threshold Autoregressive Models of US GNP
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics View citations (5)
24. International Monetary Policy Coordination and Credibility Under Incomplete Information
    Economics Series Working Papers, University of Oxford, Department of Economics

1996

25. Seignorage, Government Spending and Growth in a Lucasian General Equilibrium Model
    Economics Series Working Papers, University of Oxford, Department of Economics View citations (1)

1995

26. Konjunkturanalyse mit Markov-Regimewechselmodellen
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes View citations (2)

Undated

27. A Markov-Switching Vector Equilibrium Correction Model of the UK Labour Market
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations (48)
    See also Journal Article A Markov-switching vector equilibrium correction model of the UK labour market, Empirical Economics, Springer (2002) View citations (74) (2002)

Journal Articles

2015

1. Credit-driven investment, heterogeneous labor markets and macroeconomic dynamics
   Journal of Economic Interaction and Coordination, 2015, 10, (1), 163-181 View citations (2)
   See also Working Paper Credit Driven Investment, Heterogeneous Labor Markets and Macroeconomic Dynamics, IMK Working Paper (2013) View citations (6) (2013)

2012

2. Effects of Monetary Policy on the US Dollar/UK Pound Exchange Rate. Is There a “Delayed Overshooting Puzzle”?
   Review of International Economics, 2012, 20, (3), 443-467 View citations (16)

2011

3. Monetary policy and macroeconomic stability under alternative demand regimes
   Cambridge Journal of Economics, 2011, 35, (3), 569-585 View citations (17)
4. Reconsidering the Dynamic Interaction between Real Wages and Macroeconomic Activity
   Research in World Economy, 2011, 2, (1), 77-93 View citations (11)

2005

5. The Properties of Automatic "GETS" Modelling
   Economic Journal, 2005, 115, (502), C32-C61 View citations (183)
   See also Working Paper The Properties of Automatic Gets Modelling, Royal Economic Society Annual Conference 2003 (2003) View citations (25) (2003)

2004

6. Can regime-switching models reproduce the business cycle features of US aggregate consumption, investment and output?
   International Journal of Finance & Economics, 2004, 9, (1), 1-14 View citations (10)
7. Classical and modern business cycle measurement: The European case
   Spanish Economic Review, 2004, 7, (1), 1-21 View citations (2)
   See also Working Paper Classical and Modern Business Cycle Measurement: The European Case, Economic Working Papers at Centro de Estudios Andaluces (2002) View citations (13) (2002)
8. The European business cycle
   Oxford Economic Papers, 2004, 56, (1), 1-44 View citations (204)
   See also Working Paper The European Business Cycle, Economic Working Papers at Centro de Estudios Andaluces (2002) View citations (13) (2002)
9. We Ran One Regression
   Oxford Bulletin of Economics and Statistics, 2004, 66, (5), 799-810 View citations (124)
   See also Working Paper We Ran One Regression, Economics Papers (2004) View citations (122) (2004)

2003

10. Business Cycle Asymmetries: Characterization and Testing Based on Markov-Switching Autoregressions
    Journal of Business & Economic Statistics, 2003, 21, (1), 196-211 View citations (105)
    See also Working Paper Business Cycle Asymmetries: Characterisationand Testing Based on Markov-Switching Autoregression, The Warwick Economics Research Paper Series (TWERPS) (1999) View citations (9) (1999)
11. Consistent Model Selection by an Automatic Gets Approach*
    Oxford Bulletin of Economics and Statistics, 2003, 65, (s1), 803-819 View citations (49)
12. General‐to‐Specific Model Selection Procedures for Structural Vector Autoregressions*
    Oxford Bulletin of Economics and Statistics, 2003, 65, (s1), 769-801 View citations (14)
    See also Working Paper General-to-Specific Model Selection Procedures for Structural Vector Autoregressions, Economics Papers (2003) View citations (22) (2003)

2002

13. A Markov-switching vector equilibrium correction model of the UK labour market
    Empirical Economics, 2002, 27, (2), 233-254 View citations (74)
    See also Working Paper A Markov-Switching Vector Equilibrium Correction Model of the UK Labour Market, Working Papers View citations (48)
14. Can oil shocks explain asymmetries in the US Business Cycle?
    Empirical Economics, 2002, 27, (2), 185-204 View citations (42)

2001

15. Business cycle measurement in the presence of structural change: international evidence
    International Journal of Forecasting, 2001, 17, (3), 349-368 View citations (33)
16. Computer automation of general-to-specific model selection procedures
    Journal of Economic Dynamics and Control, 2001, 25, (6-7), 831-866 View citations (168)
    See also Working Paper Computer Automation of General-to-Specific Model Selection Procedures, Econometric Society World Congress 2000 Contributed Papers (2000) View citations (12) (2000)
17. Markov-Switching Procedures for Dating the Euro-Zone Business Cycle
    Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, 2001, 70, (3), 339-351 View citations (37)

1999

18. Improving on 'Data mining reconsidered' by K.D. Hoover and S.J. Perez
    Econometrics Journal, 1999, 2, (2), 202-219 View citations (60)
19. Learning-by-Doing, Human Capital, and Growth: An Integrated Perspective
    Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 1999, 218, (1-2), 241-248

1998

20. A comparison of the forecast performance of Markov-switching and threshold autoregressive models of US GNP
    Econometrics Journal, 1998, 1, (ConferenceIssue), C47-C75 View citations (135)