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Martin Iseringhausen

Personal Details

First Name:Martin
Middle Name:
Last Name:Iseringhausen
Suffix:
RePEc Short-ID:pis170
[This author has chosen not to make the email address public]
https://sites.google.com/view/martiniseringhausen
Terminal Degree:2019 Faculteit Economie en Bedrijfskunde; Universiteit Gent (from RePEc Genealogy)

Affiliation

European Stability Mechanism

Luxembourg, Luxembourg
http://www.esm.europa.eu/
RePEc:edi:efseulu (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Bruno Albuquerque & Martin Iseringhausen & Frederic Opitz, 2024. "The Housing Supply Channel of Monetary Policy," IMF Working Papers 2024/023, International Monetary Fund.
  2. Iseringhausen, Martin & Petrella, Ivan & Theodoridis, Konstantinos, 2021. "Aggregate Skewness and the Business Cycle," Cardiff Economics Working Papers E2021/30, Cardiff University, Cardiff Business School, Economics Section.
  3. Martin Iseringhausen, 2021. "A time-varying skewness model for Growth-at-Risk," Working Papers 49, European Stability Mechanism.
  4. Martin Iseringhausen & Ms. Mwanza Nkusu & Wellian Wiranto, 2019. "Repeated Use of IMF-Supported Programs: Determinants and Forecasting," IMF Working Papers 2019/245, International Monetary Fund.
  5. Martin Iseringhausen & Hauke Vierke, 2018. "What Drives Output Volatility? The Role of Demographics and Government Size Revisited," European Economy - Discussion Papers 075, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
  6. Martin Iseringhausen, 2018. "The Time-Varying Asymmetry Of Exchange Rate Returns: A Stochastic Volatility – Stochastic Skewness Model," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 18/944, Ghent University, Faculty of Economics and Business Administration.
  7. Gerdie Everaert & Martin Iseringhausen, 2017. "Measuring The International Dimension Of Output Volatility," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 17/928, Ghent University, Faculty of Economics and Business Administration.

Articles

  1. Iseringhausen, Martin, 2024. "A time-varying skewness model for Growth-at-Risk," International Journal of Forecasting, Elsevier, vol. 40(1), pages 229-246.
  2. Albuquerque, Bruno & Iseringhausen, Martin & Opitz, Frederic, 2020. "Monetary policy and US housing expansions: The case of time-varying supply elasticities," Economics Letters, Elsevier, vol. 195(C).
  3. Iseringhausen, Martin, 2020. "The time-varying asymmetry of exchange rate returns: A stochastic volatility – stochastic skewness model," Journal of Empirical Finance, Elsevier, vol. 58(C), pages 275-292.
  4. Martin Iseringhausen & Hauke Vierke, 2019. "What Drives Output Volatility? The Role of Demographics and Government Size Revisited," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 81(4), pages 849-867, August.
  5. Everaert, Gerdie & Iseringhausen, Martin, 2018. "Measuring the international dimension of output volatility," Journal of International Money and Finance, Elsevier, vol. 81(C), pages 20-39.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Iseringhausen, Martin & Petrella, Ivan & Theodoridis, Konstantinos, 2021. "Aggregate Skewness and the Business Cycle," Cardiff Economics Working Papers E2021/30, Cardiff University, Cardiff Business School, Economics Section.

    Cited by:

    1. Paul Labonne, 2022. "Asymmetric Uncertainty: Nowcasting Using Skewness in Real-time Data," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2022-23, Economic Statistics Centre of Excellence (ESCoE).

  2. Martin Iseringhausen, 2021. "A time-varying skewness model for Growth-at-Risk," Working Papers 49, European Stability Mechanism.

    Cited by:

    1. Mihail Yanchev, 2022. "Deep Growth-at-Risk Model: Nowcasting the 2020 Pandemic Lockdown Recession in Small Open Economies," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 7, pages 20-41.
    2. Wolf, Elias, 2022. "Estimating growth at risk with skewed stochastic volatility models," Discussion Papers 2022/2, Free University Berlin, School of Business & Economics.

  3. Martin Iseringhausen & Ms. Mwanza Nkusu & Wellian Wiranto, 2019. "Repeated Use of IMF-Supported Programs: Determinants and Forecasting," IMF Working Papers 2019/245, International Monetary Fund.

    Cited by:

    1. Ifrah Siddique & Muhammad Azmat Hayat & Muhammad Zahid Naeem & Abdullah Ejaz & Cristi Spulbar & Ramona Birau & Toni Calugaru, 2021. "Why Do Countries Request Assistance from International Monetary Fund? An Empirical Analysis," JRFM, MDPI, vol. 14(3), pages 1-19, March.
    2. Agbloyor, Elikplimi Komla & Pan, Lei & Dwumfour, Richard Adjei & Gyeke-Dako, Agyapomaa, 2023. "We are back again! What can artificial intelligence and machine learning models tell us about why countries knock at the door of the IMF?," Finance Research Letters, Elsevier, vol. 57(C).

  4. Martin Iseringhausen & Hauke Vierke, 2018. "What Drives Output Volatility? The Role of Demographics and Government Size Revisited," European Economy - Discussion Papers 075, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.

    Cited by:

    1. Tony Cavoli & Sasidaran Gopalan & Ramkishen S. Rajan, 2020. "Does Financial Inclusion Amplify Output Volatility in Emerging and Developing Economies?," Open Economies Review, Springer, vol. 31(4), pages 901-930, September.
    2. Oscar Bajo-Rubio & Burcu Berke, 2023. "Revisiting the effects of government size and labour market institutions on macroeconomic volatility: the case of the eurozone," Economics and Business Letters, Oviedo University Press, vol. 12(1), pages 91-96.

  5. Martin Iseringhausen, 2018. "The Time-Varying Asymmetry Of Exchange Rate Returns: A Stochastic Volatility – Stochastic Skewness Model," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 18/944, Ghent University, Faculty of Economics and Business Administration.

    Cited by:

    1. Martin Iseringhausen, 2021. "A time-varying skewness model for Growth-at-Risk," Working Papers 49, European Stability Mechanism.
    2. Lhuissier Stéphane, 2022. "Financial Conditions and Macroeconomic Downside Risks in the Euro Area," Working papers 863, Banque de France.
    3. Stéphane Lhuissier, 2019. "Bayesian Inference for Markov-switching Skewed Autoregressive Models," Working papers 726, Banque de France.
    4. Chang, Hao-Wen & Lin, Chinho, 2023. "Currency portfolio behavior in seven major Asian markets," Economic Analysis and Policy, Elsevier, vol. 79(C), pages 540-559.

  6. Gerdie Everaert & Martin Iseringhausen, 2017. "Measuring The International Dimension Of Output Volatility," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 17/928, Ghent University, Faculty of Economics and Business Administration.

    Cited by:

    1. Danilo Leiva-Leon & Lorenzo Ductor, 2019. "Fluctuations in Global Macro Volatility," Working Papers 1925, Banco de España.
    2. Ductor, Lorenzo & Leiva-León, Danilo, 2022. "Fluctuations in global output volatility," Journal of International Money and Finance, Elsevier, vol. 120(C).

Articles

  1. Iseringhausen, Martin, 2024. "A time-varying skewness model for Growth-at-Risk," International Journal of Forecasting, Elsevier, vol. 40(1), pages 229-246.
    See citations under working paper version above.
  2. Albuquerque, Bruno & Iseringhausen, Martin & Opitz, Frederic, 2020. "Monetary policy and US housing expansions: The case of time-varying supply elasticities," Economics Letters, Elsevier, vol. 195(C).

    Cited by:

    1. Yun Liu, 2022. "Housing and monetary policy: Fresh evidence from China," Financial Economics Letters, Anser Press, vol. 1(1), pages 1-12, December.
    2. Martin Iseringhausen, 2024. "The housing supply channel of monetary policy," Working Papers 59, European Stability Mechanism, revised 05 Feb 2024.

  3. Iseringhausen, Martin, 2020. "The time-varying asymmetry of exchange rate returns: A stochastic volatility – stochastic skewness model," Journal of Empirical Finance, Elsevier, vol. 58(C), pages 275-292.
    See citations under working paper version above.
  4. Martin Iseringhausen & Hauke Vierke, 2019. "What Drives Output Volatility? The Role of Demographics and Government Size Revisited," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 81(4), pages 849-867, August.
    See citations under working paper version above.
  5. Everaert, Gerdie & Iseringhausen, Martin, 2018. "Measuring the international dimension of output volatility," Journal of International Money and Finance, Elsevier, vol. 81(C), pages 20-39.
    See citations under working paper version above.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 8 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (4) 2017-02-05 2018-08-13 2021-10-18 2022-01-17. Author is listed
  2. NEP-FDG: Financial Development and Growth (3) 2021-10-18 2022-08-22 2024-03-11. Author is listed
  3. NEP-RMG: Risk Management (3) 2018-04-02 2021-10-18 2022-08-22. Author is listed
  4. NEP-BEC: Business Economics (2) 2022-01-17 2022-08-22. Author is listed
  5. NEP-CBA: Central Banking (2) 2024-02-26 2024-03-11. Author is listed
  6. NEP-CWA: Central and Western Asia (2) 2021-10-18 2022-01-17. Author is listed
  7. NEP-ECM: Econometrics (2) 2018-04-02 2021-10-18. Author is listed
  8. NEP-MON: Monetary Economics (2) 2024-02-26 2024-03-11. Author is listed
  9. NEP-ORE: Operations Research (2) 2018-04-02 2021-10-18. Author is listed
  10. NEP-URE: Urban and Real Estate Economics (2) 2024-02-26 2024-03-11. Author is listed
  11. NEP-BAN: Banking (1) 2024-02-26
  12. NEP-ETS: Econometric Time Series (1) 2021-10-18

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