Details about Gerhard Rünstler

Access statistics for papers by Gerhard Rünstler.

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Working Papers

2022

1. A narrative database of labour market reforms in euro area economies
   Working Paper Series, European Central Bank View citations (2)

2021

2. On the effectiveness of macroprudential policy
   Working Paper Series, European Central Bank View citations (16)
3. The macroeconomic impact of euro area labour market reforms: evidence from a narrative panel VAR
   Working Paper Series, European Central Bank View citations (2)

2020

4. Identifying structural VARs from sparse narrative instruments: dynamic effects of U.S. macroprudential policies
   Working Paper Series, European Central Bank View citations (8)
5. Monetary policy transmission over the leverage cycle: evidence for the euro area
   Working Paper Series, European Central Bank View citations (1)

2018

6. Real and financial cycles in EU countries - Stylised facts and modelling implications
   Occasional Paper Series, European Central Bank View citations (43)

2017

7. The transmission channels of monetary, macro- and microprudential policies and their interrelations
   Occasional Paper Series, European Central Bank View citations (22)

2016

8. Business, housing and credit cycles
   Working Paper Series, European Central Bank View citations (32)
   See also Journal Article Business, housing, and credit cycles, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2018) View citations (62) (2018)
9. Network Dependence in the Euro Area Money Market
   Working Paper Series, European Central Bank View citations (1)
10. On the design of data sets for forecasting with dynamic factor models
    Working Paper Series, European Central Bank View citations (4)
    Also in WIFO Working Papers, WIFO (2010)
    See also Chapter On the Design of Data Sets for Forecasting with Dynamic Factor Models, Advances in Econometrics, Emerald Group Publishing Limited (2016) (2016)

2011

11. Pension Systems in the EU – Contingent Liabilities and Assets in the Public and Private Sector
    IZA Research Reports, Institute of Labor Economics (IZA) View citations (9)
    See also Book Pension Systems in the EU. Contingent Liabilities and Assets in the Public and Private Sector, WIFO Studies, WIFO (2011) View citations (11) (2011)

2009

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

2008

13. Estimating and forecasting the euro area monthly national accounts from a dynamic factor model
    Working Paper Series, European Central Bank View citations (25)
    See also Journal Article Estimating and forecasting the euro area monthly national accounts from a dynamic factor model, OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys (2010) View citations (44) (2010)
14. 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 View citations (71)
    Also in Occasional Paper Series, European Central Bank (2008) View citations (64)
    Working Paper Research, National Bank of Belgium (2008) View citations (38)
    Working papers, Banque de France (2008) View citations (80)
15. Short-Term Forecasts of Euro Area GDP Growth
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles View citations (50)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) View citations (62)
    Working Paper Series, European Central Bank (2008) View citations (53)
    See also Journal Article Short‐term forecasts of euro area GDP growth, Econometrics Journal, Royal Economic Society (2011) View citations (104) (2011)

2007

16. 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 View citations (47)
    See also Journal Article 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, Elsevier (2011) View citations (104) (2011)

2003

17. Short-term estimates of euro area real GDP by means of monthly data
    Working Paper Series, European Central Bank View citations (57)

2002

18. Are real-time estimates of the output gap reliable?
    Computing in Economics and Finance 2002, Society for Computational Economics View citations (2)
19. The information content of real-time output gap estimates, an application to the euro area
    Working Paper Series, European Central Bank View citations (60)

1998

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

1997

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

1996

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

1995

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

Journal Articles

2021

1. Avoiding a financial epidemic – The role of macroprudential policies
   Research Bulletin, 2021, 87.3

2018

2. Business, housing, and credit cycles
   Journal of Applied Econometrics, 2018, 33, (2), 212-226 View citations (62)
   See also Working Paper Business, housing and credit cycles, Working Paper Series (2016) View citations (32) (2016)

2016

3. How distinct are financial cycles from business cycles?
   Research Bulletin, 2016, 26 View citations (7)

2011

4. 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 View citations (104)
   Also in International Journal of Forecasting, 2011, 27, (2), 333-346 (2011) View citations (103)
   See also Working Paper A look into the factor model black box: publication lags and the role of hard and soft data in forecasting GDP, Working Paper Series (2007) View citations (47) (2007)
5. Anhaltender Aufschwung
   WIFO Monatsberichte (monthly reports), 2011, 84, (2), 103-111
6. Global Growth is Slowing. Business Cycle Report of September 2011
   Austrian Economic Quarterly, 2011, 16, (3), 177-184
7. Growth Slowing Moderately from High Levels. Business Cycle Report of June 2011
   Austrian Economic Quarterly, 2011, 16, (2), 111-118
8. Introduction
   Empirica, 2011, 38, (1), 1-2
9. Leichte Wachstumsabschwächung auf hohem Niveau
   WIFO Monatsberichte (monthly reports), 2011, 84, (6), 399-407
10. Short‐term forecasts of euro area GDP growth
    Econometrics Journal, 2011, 14, (1), C25-C44 View citations (104)
    Also in Econometrics Journal, 2011, 14, C25-C44 (2011) View citations (81)
    See also Working Paper Short-Term Forecasts of Euro Area GDP Growth, Working Papers ECARES (2008) View citations (50) (2008)
11. Spannungen in der Weltwirtschaft nehmen zu
    WIFO Monatsberichte (monthly reports), 2011, 84, (8), 523-531 View citations (1)
12. Tensions Mounting in World Economy. Business Cycle Report of August 2011
    Austrian Economic Quarterly, 2011, 16, (3), 144-152
13. Upswing Continues. Business Cycle Report of February 2011
    Austrian Economic Quarterly, 2011, 16, (1), 13-20
14. Weltwirtschaft schwächt sich ab
    WIFO Monatsberichte (monthly reports), 2011, 84, (9), 571-579

2010

15. Aufschwung mit anhaltender Unsicherheit. Prognose für 2010 und 2011
    WIFO Monatsberichte (monthly reports), 2010, 83, (10), 787-800
16. Cautious Economic Revival Continuing. Business Cycle Report of March 2010
    Austrian Economic Quarterly, 2010, 15, (1), 47-55
17. Cyclical Upswing, but Lasting Uncertainty. Economic Outlook for 2010 and 2011
    Austrian Economic Quarterly, 2010, 15, (4), 300-311
18. 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 View citations (44)
    See also Working Paper Estimating and forecasting the euro area monthly national accounts from a dynamic factor model, Working Paper Series (2008) View citations (25) (2008)
19. 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
20. Weiterhin vorsichtige Konjunkturbelebung
    WIFO Monatsberichte (monthly reports), 2010, 83, (3), 195-204
21. 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 View citations (1)

2009

22. Economic Recovery in Third Quarter 2009. Business Cycle Report of November 2009
    Austrian Economic Quarterly, 2009, 14, (4), 233-241
23. Einbruch des BIP im I. Quartal
    WIFO Monatsberichte (monthly reports), 2009, 82, (5), 323-332
24. Erholung der Konjunktur im III. Quartal 2009
    WIFO Monatsberichte (monthly reports), 2009, 82, (11), 807-815
25. First-Quarter GDP Contracting
    Austrian Economic Quarterly, 2009, 14, (2), 105-113
26. Short-term forecasting of GDP using large datasets: a pseudo real-time forecast evaluation exercise
    Journal of Forecasting, 2009, 28, (7), 595-611 View citations (89)
27. Stabilisation of Global Economy in Sight. Business Cycle Report of August 2009
    Austrian Economic Quarterly, 2009, 14, (3), 135-143
28. Stabilisierung der Weltkonjunktur in Sicht
    WIFO Monatsberichte (monthly reports), 2009, 82, (8), 559-568

2004

29. Modelling phase shifts among stochastic cycles
    Econometrics Journal, 2004, 7, (1), 232-248 View citations (29)

2000

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

1999

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

1996

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

Books

2011

1. Pension Systems in the EU. Contingent Liabilities and Assets in the Public and Private Sector
   WIFO Studies, WIFO View citations (11)
   See also Working Paper Pension Systems in the EU – Contingent Liabilities and Assets in the Public and Private Sector, IZA Research Reports, Institute of Labor Economics (IZA) (2011) View citations (9) (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
   See also Working Paper On the design of data sets for forecasting with dynamic factor models, European Central Bank (2016) View citations (4) (2016)