Kirstin Hubrich
Personal Details
First Name: Kirstin
Middle Name:
Last Name: Hubrich
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RePEc Short-ID: phu89
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Homepage:
Postal Address: European Central Bank Kaiserstrasse 29 D-60311 Frankfurt am Main Germany
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Affiliation
- European Central Bank
- Location: Frankfurt am Main, Germany
Homepage: http://www.ecb.int/
Email:
Phone: +49 69 1344 0
Fax: +49 69 1344 6000
Postal: Kaiserstraße 29, D-60311 Frankfurt am Main
Handle: RePEc:edi:emieude (more details at EDIRC)
Works
Working papers
- Kirstin Hubrich & Antonello D’Agostino & Marianna Cervená & Matteo Ciccarelli & Paolo Guarda & Markus Haavio & Philippe Jeanfils & Caterina Mendicino & Eva Ortega & Maria Teresa Valderrama & Marian, 2013. "Financial shocks and the macroeconomy: heterogeneity and non-linearities," Occasional Paper Series 143, European Central Bank.
- Kirstin Hubrich & Robert J. Tetlow, 2012. "Financial stress and economic dynamics: the transmission of crises," Finance and Economics Discussion Series 2012-82, Board of Governors of the Federal Reserve System (U.S.).
- Beck, Günter & Hubrich, Kirstin & Marcellino, Massimiliano, 2011.
"On the importance of sectoral and regional shocks for price-setting,"
CEPR Discussion Papers
8357, C.E.P.R. Discussion Papers.
- Guenter W. Beck & Kirstin Hubrich & Massimiliano Marcellino, 2011. "On the importance of sectoral and regional shocks for price-setting," Working Paper Series 1334, European Central Bank.
- David F. Hendry & Kirstin Hubrich, 2010.
"Combining disaggregate forecasts or combining disaggregate information to forecast an aggregate,"
Working Paper Series
1155, European Central Bank.
- Hendry, David F. & Hubrich, Kirstin, 2011. "Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(2), pages 216-227.
- Kirstin Hubrich & Tohmas Karlsson, 2010. "Trade consistency in the context of the Eurosystem projection exercises - an overview," Occasional Paper Series 108, European Central Bank.
- Andrés González & Kirstin Hubrich & Timo Teräsvirta, 2009.
"Forecasting inflation with gradual regime shifts and exogenous information,"
CREATES Research Papers
2009-03, School of Economics and Management, University of Aarhus.
- Andrés González & Kirstin Hubrich & Timo Teräsvirta, 2011. "Forecasting inflation with gradual regime shifts and exogenous information," Working Paper Series 1363, European Central Bank.
- Kirstin Hubrich & Kenneth D. West, 2008.
"Forecast Evaluation of Small Nested Model Sets,"
NBER Working Papers
14601, National Bureau of Economic Research, Inc.
- Kirstin Hubrich & Kenneth D. West, 2010. "Forecast evaluation of small nested model sets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 574-594.
- Kirstin Hubrich & Kenneth D. West, 2009. "Forecast evaluation of small nested model sets," Working Paper Series 1030, European Central Bank.
- David F. Hendry & Kirstin Hubrich, 2006.
"Forecasting economic aggregates by disaggregates,"
Working Paper Series
589, European Central Bank.
- Hendry, David F & Hubrich, Kirstin, 2006. "Forecasting Economic Aggregates by Disaggregates," CEPR Discussion Papers 5485, C.E.P.R. Discussion Papers.
- Günter W. Beck & Kirstin Hubrich & Massimiliano Marcellino, 2006. "Regional inflation dynamics within and across euro area countries and a comparison with the US," Working Paper Series 681, European Central Bank.
- Guenter Beck & Massimiliano Marcellino, 2006. "Regional Inflation Dynamics within and across Euro Area and a Comparison with the US," Computing in Economics and Finance 2006 338, Society for Computational Economics.
- Kirstin Hubrich & David F. Hendry, 2005. "Forecasting Aggregates by Disaggregates," Computing in Economics and Finance 2005 270, Society for Computational Economics.
- Kirstin Hubrich, 2004.
"Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?,"
Computing in Economics and Finance 2004
230, Society for Computational Economics.
- Hubrich, Kirstin, 2005. "Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?," International Journal of Forecasting, Elsevier, vol. 21(1), pages 119-136.
- Kirstin Hubrich, 2003. "Forecasting euro area inflation: does aggregating forecasts by HICP component improve forecast accuracy?," Working Paper Series 247, European Central Bank.
- K. Hubrich, 2001. "Forecasting euro area inflation: Does contemponaneous aggregration improve the forecasting performance," WO Research Memoranda (discontinued) 661, Netherlands Central Bank, Research Department.
- C.K. Folkertsma & K. Hubrich, 2001.
"Performance of core inflation measures,"
DNB Staff Reports (discontinued)
63, Netherlands Central Bank.
- C.K. Folkertsma & K. Hubrich, 2000. "Performance of core inflation measures," WO Research Memoranda (discontinued) 639, Netherlands Central Bank, Research Department.
- Kirstin Hubrich & Peter J. G. Vlaar, 2000.
"Germany and the Euro Area: Differences in the Transmission Process of Monetary Policy,"
Econometric Society World Congress 2000 Contributed Papers
1802, Econometric Society, revised 08 Nov 2000.
- K.S.E.M. Hubrich & P.J.G. Vlaar, 2000. "Germany and the euro area: differences in the transmission process of monetary policy," WO Research Memoranda (discontinued) 613, Netherlands Central Bank, Research Department.
- Hubrich, Kirstin & Lütkepohl, Helmut & Saikkonen, Pentti, 1998.
"A review of systemscointegration tests,"
SFB 373 Discussion Papers
1998,101, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Kirstin Hubrich & Helmut Lutkepohl & Pentti Saikkonen, 2001. "A Review Of Systems Cointegration Tests," Econometric Reviews, Taylor and Francis Journals, vol. 20(3), pages 247-318.
- K. Hubrich, 1996. "System estimation of the German money demand - a long-run analysis," SFB 373 Discussion Papers 1996,77, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
Articles
- Hendry, David F. & Hubrich, Kirstin, 2011.
"Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate,"
Journal of Business & Economic Statistics,
American Statistical Association, vol. 29(2), pages 216-227.
- David F. Hendry & Kirstin Hubrich, 2010. "Combining disaggregate forecasts or combining disaggregate information to forecast an aggregate," Working Paper Series 1155, European Central Bank.
- Matteo Ciccarelli & Kirstin Hubrich, 2010. "Forecast uncertainty: sources, measurement and evaluation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 509-513.
- Kirstin Hubrich & Kenneth D. West, 2010.
"Forecast evaluation of small nested model sets,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 25(4), pages 574-594.
- Kirstin Hubrich & Kenneth D. West, 2008. "Forecast Evaluation of Small Nested Model Sets," NBER Working Papers 14601, National Bureau of Economic Research, Inc.
- Kirstin Hubrich & Kenneth D. West, 2009. "Forecast evaluation of small nested model sets," Working Paper Series 1030, European Central Bank.
- Guenter W. Beck & Kirstin Hubrich & Massimiliano Marcellino, 2009. "Regional inflation dynamics within and across euro area countries and a comparison with the United States," Economic Policy, CEPR & CES & MSH, vol. 24, pages 141-184, 01.
- Hubrich, Kirstin, 2005.
"Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?,"
International Journal of Forecasting,
Elsevier, vol. 21(1), pages 119-136.
- Kirstin Hubrich, 2003. "Forecasting euro area inflation: does aggregating forecasts by HICP component improve forecast accuracy?," Working Paper Series 247, European Central Bank.
- Kirstin Hubrich, 2004. "Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?," Computing in Economics and Finance 2004 230, Society for Computational Economics.
- Kirstin Hubrich & Peter Vlaar, 2004. "Monetary transmission in Germany: Lessons for the Euro area," Empirical Economics, Springer, vol. 29(2), pages 383-414, 05.
- Kirstin Hubrich & Helmut Lutkepohl & Pentti Saikkonen, 2001.
"A Review Of Systems Cointegration Tests,"
Econometric Reviews,
Taylor and Francis Journals, vol. 20(3), pages 247-318.
- Hubrich, Kirstin & Lütkepohl, Helmut & Saikkonen, Pentti, 1998. "A review of systemscointegration tests," SFB 373 Discussion Papers 1998,101, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Kirstin Hubrich, 1999. "Estimation of a German money demand system - a long-run analysis," Empirical Economics, Springer, vol. 24(1), pages 77-99.
Chapters
- Kirstin Hubrich, 2012. "Comment on "Global House Price Fluctuations: Synchronization and Determinants"," NBER Chapters, in: NBER International Seminar on Macroeconomics 2012 National Bureau of Economic Research, Inc.
NEP Fields
15 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):- NEP-CBA: Central Banking (11) 2004-08-16 2006-03-25 2006-07-15 2006-11-04 2009-01-03 2009-02-22 2010-04-11 2010-05-22 2011-05-14 2011-08-02 2013-01-07. Author is listed
- NEP-ECM: Econometrics (6) 2005-11-19 2006-02-12 2009-01-03 2009-02-22 2009-08-08 2010-04-11. Author is listed
- NEP-EEC: European Economics (7) 2004-08-16 2005-11-19 2006-07-15 2006-11-04 2010-05-22 2011-05-14 2013-03-23. Author is listed
- NEP-ETS: Econometric Time Series (7) 2004-08-16 2005-11-19 2006-02-12 2006-03-25 2009-02-22 2010-04-11 2011-08-02. Author is listed
- NEP-FOR: Forecasting (8) 2005-11-19 2006-02-12 2006-03-25 2009-01-03 2009-02-22 2009-08-08 2010-04-11 2011-08-02. Author is listed
- NEP-GEO: Economic Geography (2) 2006-07-15 2006-11-04
- NEP-IFN: International Finance (1) 2013-03-23
- NEP-MAC: Macroeconomics (10) 2005-11-19 2006-02-12 2006-03-25 2006-07-15 2006-11-04 2009-01-03 2009-02-22 2009-08-08 2013-01-07 2013-03-23. Author is listed
- NEP-MIC: Microeconomics (1) 2011-05-14
- NEP-MON: Monetary Economics (6) 2004-08-16 2006-07-15 2006-11-04 2009-02-22 2011-05-14 2011-08-02. Author is listed
- NEP-OPM: Open Economy Macroeconomic (2) 2011-05-14 2013-03-23
- NEP-ORE: Operations Research (1) 2009-02-22
Statistics
Most cited item
- Kirstin Hubrich, 2004. "Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?," Computing in Economics and Finance 2004 230, Society for Computational Economics.
Most downloaded item (past 12 months)
- Kirstin Hubrich & Antonello D’Agostino & Marianna Cervená & Matteo Ciccarelli & Paolo Guarda & Markus Haavio & Philippe Jeanfils & Caterina Mendicino & Eva Ortega & Maria Teresa Valderrama & Marian, 2013. "Financial shocks and the macroeconomy: heterogeneity and non-linearities," Occasional Paper Series 143, European Central Bank.
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Co-authorship network on CollEc
Corrections
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