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Krolzig, Hans-Martin [Author]

Markov-switching vector autoregressions : modelling, statistical inference, and application to business cycle analysis

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Berlin; Heidelberg [u.a.]: Springer, 1997

Published in: Lecture notes in economics and mathematical systems ; 454
Flaschel, Peter [Author]; Groh, Gangolf [Author]; Krolzig, Hans-Martin [Author]; Proano, Christian [Author]

Keynesianische Makroökonomik : Zins, Beschäftigung, Inflation und Wachstum - [Dritte, überarbeitete Auflage]

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Berlin; Heidelberg: Springer Gabler, [2012]

Published in: Springer-Lehrbuch
Krolzig, Hans Martin [Author]

Constructing turning point chronologies with Markov-switching vector autoregressive models : the euro-zone business cycle

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http://epp.eurostat.ec.europa.eu/cache/ITY_OFFPUB/KS-CR-04-001/EN/KS-CR-04-001-EN.PDF

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2004

Published in: Colloquium on Modern Tools for Business Cycle Analysis (3 : 2002 : Luxembourg): Monographs of official statistics ; (2004), Seite 147-190
Krolzig, Hans-Martin [Author]

Markov-Switching Procedures for Dating the Euro-Zone Business Cycle

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Berlin: Duncker & Humblot, 2001
Krolzig, Hans-Martin [Author]; Sserwanja, Isaac [Author]

Fiscal Policy, Interest Rates, and Output: Equilibrium-Correction Dynamics in the US Economy

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http://hdl.handle.net/10419/112813

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ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften, Leibniz-Informationszentrum Wirtschaft, 2015
Heinlein, Reinhold [Author]; Krolzig, Hans-Martin [Author]

Global stochastic trends in growth, interest and inflation. Is the post-Bretton-Woods era driven by the Volcker disinflation?

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http://hdl.handle.net/10419/105711

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Canterbury: University of Kent, School of Economics, 2013
Heinlein, Reinhold [Author]; Krolzig, Hans-Martin [Author]

Monetary Policy and Exchange Rates: A Balanced Two-Country Cointegrated VAR Model Approach

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http://hdl.handle.net/10419/105702

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Canterbury: University of Kent, School of Economics, 2013
Krolzig, Hans-Martin [Author]; Heinlein, Reinhold [Author]

Symmetry and Separability in Two-Country Cointegrated VAR Models: Representation and Testing

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http://hdl.handle.net/10419/105700

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Canterbury: University of Kent, School of Economics, 2013
Heinlein, Reinhold [Author]; Krolzig, Hans-Martin [Author]

On the construction of two-country cointegrated VAR models with an application to the UK and US

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http://hdl.handle.net/10419/62310

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ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften, Leibniz-Informationszentrum Wirtschaft, 2012
Heinlein, Reinhold [Author]; Krolzig, Hans-Martin [Author]

Effects of monetary policy on the $/£ exchange rate. Is there a 'delayed overshooting puzzle'?

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http://hdl.handle.net/10419/105554

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Canterbury: University of Kent, School of Economics, 2011
Hendry, David F. [Author]; Krolzig, Hans-Martin [Author]

We Ran One Regression

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https://ssrn.com/abstract=625785

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[S.l.]: SSRN, 2004
Brüggemann, Ralf [Author]; Krolzig, Hans-Martin [Author]; Lütkepohl, Helmut [Author]

Comparison of model reduction methods for VAR processes

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http://hdl.handle.net/10419/65317

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Berlin: Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, 2002
Krolzig, Hans-Martin [Author]; Marcellino, Massimiliano Giuseppe [Author]; Mizon, Grayham E. [Author]

A Markov-Switching Vector Equilibrium Correction Model of the UK Labour Market

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Full access (via DOI)

https://ssrn.com/abstract=265898

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[S.l.]: SSRN, 2014
Charpe, Matthieu [Author]; Flaschel, Peter [Author]; Krolzig, Hans-Martin [Author]; Proaño, Christian [Author]; Semmler, Willi [Author]; Tavani, Daniele [Author]

Credit Driven Investment, Heterogeneous Labor Markets and Macroeconomic Dynamics

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http://hdl.handle.net/10419/105978

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Düsseldorf: Hans-Böckler-Stiftung, Institut für Makroökonomie und Konjunkturforschung (IMK), 2013
Krolzig, Hans‐Martin

General‐to‐Specific Model Selection Procedures for Structural Vector Autoregressions*

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Wiley, 2003

Published in: Oxford Bulletin of Economics and Statistics
Krolzig, Hans-Martin

Business cycle measurement in the presence of structural change: international evidence

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Elsevier BV, 2001

Published in: International Journal of Forecasting
Krolzig, Hans-Martin

Computer-Automated Single-Equation General-to-Specific Reduction Procedures for Vector Autoregressions

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Elsevier BV, 2001

Published in: IFAC Proceedings Volumes
Krolzig, Hans-Martin

Markov-Switching Procedures for Dating the Euro-Zone Business Cycle

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Duncker & Humblot GmbH, 2001

Published in: Vierteljahrshefte zur Wirtschaftsforschung
Heinlein, Reinhold; Krolzig, Hans-Martin

MONETARY POLICY AND EXCHANGE RATES: A BALANCED TWO-COUNTRY COINTEGRATED VAR MODEL APPROACH

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Cambridge University Press (CUP), 2019

Published in: Macroeconomic Dynamics
Heinlein, Reinhold; Krolzig, Hans‐Martin

Puzzling Global Stochastic Trends in Growth, Interest and Inflation and the Volcker Disinflation

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Wiley, 2018

Published in: The Manchester School

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