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Details about Gerhard Rünstler

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Workplace:European Central Bank, (more information at EDIRC)

Access statistics for papers by Gerhard Rünstler.

Last updated 2019-03-24. Update your information in the RePEc Author Service.

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Working Papers

2018

  1. Real and financial cycles in EU countries - Stylised facts and modelling implications
    Occasional Paper Series, European Central Bank Downloads View citations (1)

2017

  1. The transmission channels of monetary, macro- and microprudential policies and their interrelations
    Occasional Paper Series, European Central Bank Downloads View citations (4)

2016

  1. Business, housing and credit cycles
    Working Paper Series, European Central Bank Downloads View citations (7)
    See also Journal Article in Journal of Applied Econometrics (2018)
  2. Network Dependence in the Euro Area Money Market
    Working Paper Series, European Central Bank Downloads
  3. On the design of data sets for forecasting with dynamic factor models
    Working Paper Series, European Central Bank Downloads
    Also in WIFO Working Papers, WIFO (2010) Downloads

    See also Chapter (2016)

2011

  1. Pension Systems in the EU – Contingent Liabilities and Assets in the Public and Private Sector
    IZA Research Reports, Institute of Labor Economics (IZA) Downloads View citations (8)
    See also Book (2011)

2009

  1. Shirking, Endogenous Lay-off Rates and the A-cyclicality of the Real Wage
    WIFO Working Papers, WIFO Downloads

2008

  1. Estimating and forecasting the euro area monthly national accounts from a dynamic factor model
    Working Paper Series, European Central Bank Downloads View citations (19)
    See also Journal Article in OECD Journal: Journal of Business Cycle Measurement and Analysis (2010)
  2. Short-Term Forecasting of GDP Using Large Monthly Datasets: A Pseudo Real-Time Forecast Evaluation Exercise
    Bank of Lithuania Working Paper Series, Bank of Lithuania Downloads View citations (57)
    Also in Working papers, Banque de France (2008) Downloads View citations (72)
    Occasional Paper Series, European Central Bank (2008) Downloads View citations (49)
    Working Paper Research, National Bank of Belgium (2008) Downloads View citations (34)
  3. Short-Term Forecasts of Euro Area GDP Growth
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles Downloads View citations (35)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) Downloads View citations (48)
    Working Paper Series, European Central Bank (2008) Downloads View citations (38)

    See also Journal Article in Econometrics Journal (2011)

2007

  1. A look into the factor model black box: publication lags and the role of hard and soft data in forecasting GDP
    Working Paper Series, European Central Bank Downloads View citations (41)
    See also Journal Article in International Journal of Forecasting (2011)

2003

  1. Short-term estimates of euro area real GDP by means of monthly data
    Working Paper Series, European Central Bank Downloads View citations (46)

2002

  1. Are real-time estimates of the output gap reliable?
    Computing in Economics and Finance 2002, Society for Computational Economics View citations (1)
  2. The information content of real-time output gap estimates, an application to the euro area
    Working Paper Series, European Central Bank Downloads View citations (12)

1998

  1. Unemployment Dynamics: An Unobserved Components Approach
    Economics Series, Institute for Advanced Studies Downloads

1997

  1. Measuring Stylized Business Cycles Facts Using Stochastic Cycles
    Economics Series, Institute for Advanced Studies Downloads

1996

  1. Potential Output, the Natural Rate of Unemployment, and the Phillips Curve in a Multivariate Structural Time Series Framework
    Economics Series, Institute for Advanced Studies Downloads

1995

  1. Arbitrage in Commodity Markets: A Full Systems Cointegration Analysis
    Economics Series, Institute for Advanced Studies Downloads View citations (1)

Journal Articles

2018

  1. Business, housing, and credit cycles
    Journal of Applied Econometrics, 2018, 33, (2), 212-226 Downloads View citations (4)
    See also Working Paper (2016)

2016

  1. How distinct are financial cycles from business cycles?
    Research Bulletin, 2016, 26 Downloads

2011

  1. A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP
    International Journal of Forecasting, 2011, 27, (2), 333-346 Downloads View citations (67)
    Also in International Journal of Forecasting, 2011, 27, (2), 333-346 (2011) Downloads View citations (67)

    See also Working Paper (2007)
  2. Anhaltender Aufschwung
    WIFO Monatsberichte (monthly reports), 2011, 84, (2), 103-111 Downloads
  3. Global Growth is Slowing. Business Cycle Report of September 2011
    Austrian Economic Quarterly, 2011, 16, (3), 177-184 Downloads
  4. Growth Slowing Moderately from High Levels. Business Cycle Report of June 2011
    Austrian Economic Quarterly, 2011, 16, (2), 111-118 Downloads
  5. Introduction
    Empirica, 2011, 38, (1), 1-2 Downloads
  6. Leichte Wachstumsabschwächung auf hohem Niveau
    WIFO Monatsberichte (monthly reports), 2011, 84, (6), 399-407 Downloads
  7. Short‐term forecasts of euro area GDP growth
    Econometrics Journal, 2011, 14, (1), C25-C44 Downloads View citations (71)
    Also in Econometrics Journal, 2011, 14, C25-C44 (2011) Downloads View citations (50)

    See also Working Paper (2008)
  8. Spannungen in der Weltwirtschaft nehmen zu
    WIFO Monatsberichte (monthly reports), 2011, 84, (8), 523-531 Downloads
  9. Tensions Mounting in World Economy. Business Cycle Report of August 2011
    Austrian Economic Quarterly, 2011, 16, (3), 144-152 Downloads
  10. Upswing Continues. Business Cycle Report of February 2011
    Austrian Economic Quarterly, 2011, 16, (1), 13-20 Downloads
  11. Weltwirtschaft schwächt sich ab
    WIFO Monatsberichte (monthly reports), 2011, 84, (9), 571-579 Downloads

2010

  1. Aufschwung mit anhaltender Unsicherheit. Prognose für 2010 und 2011
    WIFO Monatsberichte (monthly reports), 2010, 83, (10), 787-800 Downloads
  2. Cautious Economic Revival Continuing. Business Cycle Report of March 2010
    Austrian Economic Quarterly, 2010, 15, (1), 47-55 Downloads
  3. Cyclical Upswing, but Lasting Uncertainty. Economic Outlook for 2010 and 2011
    Austrian Economic Quarterly, 2010, 15, (4), 300-311 Downloads
  4. Estimating and forecasting the euro area monthly national accounts from a dynamic factor model
    OECD Journal: Journal of Business Cycle Measurement and Analysis, 2010, 2010, (1), 1-22 Downloads View citations (28)
    See also Working Paper (2008)
  5. Euro Area Economy Drawing Lagged Benefits from Currency Depreciation and Buoyant Global Trade. Economic Outlook for 2010 and 2011
    Austrian Economic Quarterly, 2010, 15, (3), 245-258 Downloads
  6. Weiterhin vorsichtige Konjunkturbelebung
    WIFO Monatsberichte (monthly reports), 2010, 83, (3), 195-204 Downloads
  7. Wirtschaft des Euro-Raumes profitiert verzögert von Abwertung und starkem Welthandel. Prognose für 2010 und 2011
    WIFO Monatsberichte (monthly reports), 2010, 83, (7), 555-569 Downloads

2009

  1. Economic Recovery in Third Quarter 2009. Business Cycle Report of November 2009
    Austrian Economic Quarterly, 2009, 14, (4), 233-241 Downloads
  2. Einbruch des BIP im I. Quartal
    WIFO Monatsberichte (monthly reports), 2009, 82, (5), 323-332 Downloads
  3. Erholung der Konjunktur im III. Quartal 2009
    WIFO Monatsberichte (monthly reports), 2009, 82, (11), 807-815 Downloads
  4. First-Quarter GDP Contracting
    Austrian Economic Quarterly, 2009, 14, (2), 105-113 Downloads
  5. Short-term forecasting of GDP using large datasets: a pseudo real-time forecast evaluation exercise
    Journal of Forecasting, 2009, 28, (7), 595-611 Downloads View citations (65)
  6. Stabilisation of Global Economy in Sight. Business Cycle Report of August 2009
    Austrian Economic Quarterly, 2009, 14, (3), 135-143 Downloads
  7. Stabilisierung der Weltkonjunktur in Sicht
    WIFO Monatsberichte (monthly reports), 2009, 82, (8), 559-568 Downloads

2004

  1. Modelling phase shifts among stochastic cycles
    Econometrics Journal, 2004, 7, (1), 232-248 Downloads View citations (18)

2000

  1. The dynamic effects of aggregate supply and demand disturbances: further evidence
    Applied Economics Letters, 2000, 7, (1), 25-28 Downloads

1999

  1. Interest rate differentials, market integration, and the efficiency of commodity futures markets
    Applied Financial Economics, 1999, 9, (1), 101-108 Downloads View citations (8)

1996

  1. Potential-Output-Messung für Österreich
    WIFO Monatsberichte (monthly reports), 1996, 69, (3), 223-234 Downloads View citations (1)
  2. The Measurement of Potential Output for Austria
    Austrian Economic Quarterly, 1996, 1, (2), 81-84 Downloads

Books

2011

  1. Pension Systems in the EU. Contingent Liabilities and Assets in the Public and Private Sector
    WIFO Studies, WIFO Downloads View citations (6)
    See also Working Paper (2011)

Chapters

2016

  1. On the Design of Data Sets for Forecasting with Dynamic Factor Models
    A chapter in Dynamic Factor Models, 2016, vol. 35, pp 629-662 Downloads
    See also Working Paper (2016)
 
Page updated 2019-08-20