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Hans-Martin Krolzig

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Personal Details

First Name:Hans-Martin
Middle Name:
Last Name:Krolzig
Suffix:
RePEc Short-ID:pkr17
Email:
Homepage:http://www.kent.ac.uk/economics/staff/profiles/hans-martin-krolzig.html
Postal Address:University of Kent, School of Economics, Keynes College, Canterbury CT2 7NP
Phone:+44-1227-827246
Location: Canterbury, United Kingdom
Homepage: http://www.kent.ac.uk/economics/
Email:
Phone: +44 (0) 1227 827497
Fax:
Postal: Keynes College, Canterbury, Kent, CT2 7NP
Handle: RePEc:edi:deukcuk (more details at EDIRC)
Location: Düsseldorf, Germany
Homepage: http://www.imk-boeckler.de/
Email:
Phone: +49 211 7778 234
Fax: +49 211 7778 4234
Postal: Hans-Böckler-Straße 39, 40476 Düsseldorf
Handle: RePEc:edi:imkhbde (more details at EDIRC)
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  1. Matthieu Charpe & Peter Flaschel & Hans-Martin Krolzig & Christian Proaño & Willi Semmler & Daniele Tavani, 2013. "Credit Driven Investment, Heterogeneous Labor Markets and Macroeconomic Dynamics," IMK Working Paper 110-2013, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
  2. Reinhold Heinlein & Hans-Martin Krolzig, 2013. "Global stochastic trends in growth, interest and inflation. Is the post-Bretton-Woods era driven by the Volcker disinflation?," Studies in Economics 1322, School of Economics, University of Kent.
  3. Reinhold Heinlein & Hans-Martin Krolzig, 2013. "Monetary Policy and Exchange Rates: A Balanced Two-Country Cointegrated VAR Model Approach," Studies in Economics 1321, School of Economics, University of Kent.
  4. Hans-Martin Krolzig & Reinhold Heinlein, 2013. "Symmetry and Separability in Two-Country Cointegrated VAR Models: Representation and Testing," Studies in Economics 1323, School of Economics, University of Kent.
  5. Heinlein, Reinhold & Krolzig, Hans-Martin, 2012. "On the construction of two-country cointegrated VAR models with an application to the UK and US," Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 62310, Verein für Socialpolitik / German Economic Association.
  6. Reinhold Heinlein & Hans-Martin Krolzig, 2011. "Effects of monetary policy on the $/£ exchange rate. Is there a 'delayed overshooting puzzle'?," Studies in Economics 1124, School of Economics, University of Kent.
  7. David Hendry & Hans-Martin Krolzig, 2004. "We Ran One Regression," Economics Series Working Papers 2004-W17, University of Oxford, Department of Economics.
  8. Hendry, David F & Hans-Martin Krolzig, 2003. "The Properties of Automatic Gets Modelling," Royal Economic Society Annual Conference 2003 105, Royal Economic Society.
  9. Krolzig, Hans-Martin & Peter Flaschel, 2003. "Wage and Price Phillips Curves," Royal Economic Society Annual Conference 2003 128, Royal Economic Society.
  10. David F. Hendry & Hans-Martin Krolzig, 2003. "Sub-sample Model Selection Procedures in Gets Modelling," Economics Papers 2003-W17, Economics Group, Nuffield College, University of Oxford.
  11. Hans-Martin Krolzig, 2003. "General-to-Specific Model Selection Procedures for Structural Vector Autoregressions," Economics Papers 2003-W15, Economics Group, Nuffield College, University of Oxford.
  12. Peter Flaschel & Hans-Martin Krolzig, 2003. "Wage and Price Phillips Curves An empirical analysis of destabilizing wage-price spirals," Economics Papers 2003-W16, Economics Group, Nuffield College, University of Oxford.
  13. Hans-Martin Krolzig & Juan Toro, 2002. "Classical and Modern Business Cycle Measurement: The European Case," Economic Working Papers at Centro de Estudios Andaluces E2002/20, Centro de Estudios Andaluces.
  14. Ralf BRUEGGEMANN & Hans-Martin KROLZIG & Helmut LUETKEPOHL, 2002. "Comparison of Model Reduction Methods for VAR Processes," Economics Working Papers ECO2002/19, European University Institute.
  15. Krolzig, H.-M. & Toro, J., 2001. "A New Approach To The Analysis Of Business Cycle Transitions In A Model Of Output And Employment," Economics Series Working Papers 9959, University of Oxford, Department of Economics.
  16. Hans-Martin Krolzig, 2001. "General--to--Specific Reductions of Vector Autoregressive Processes," Computing in Economics and Finance 2001 164, Society for Computational Economics.
  17. Clements, M.C. & Krolzig, H.-M., 2001. "Modelling Business Cycle Features Using Switching Regime Models," Economics Series Working Papers 9958, University of Oxford, Department of Economics.
  18. Hans-Martin Krolzig, 2000. "Predicting Markov-Switching Vector Autoregressive Processes," Economics Series Working Papers 2000-W31, University of Oxford, Department of Economics.
  19. Hans-Martin Krolzig, 2000. "Business Cycle Measurement in the Presence of Structural Change: International Evidence," Economics Series Working Papers 2000-W33, University of Oxford, Department of Economics.
  20. Hans-Martin Krolzig, 2000. "Computer Automation of General-to-Specific Model Selection Procedures," Econometric Society World Congress 2000 Contributed Papers 0411, Econometric Society.
  21. Artis, Michael J & Krolzig, Hans-Martin & Toro, Juan, 1999. "The European Business Cycle," CEPR Discussion Papers 2242, C.E.P.R. Discussion Papers.
  22. Clements, M.P. & Krolzig, H-M., 1999. "Business Cycle Asymmetries: Characterisationand Testing Based on Markov-Switching Autoregression," The Warwick Economics Research Paper Series (TWERPS) 522, University of Warwick, Department of Economics.
  23. Hans-Martin Krolzig, 1999. "Statistical Analysis of Cointegrated VAR Processes with Markovian Regime Shifts," Computing in Economics and Finance 1999 1113, Society for Computational Economics.
  24. Krolzig, H.-M. & Toro, J., 1999. "A New Approach to the Analysis of Shocks and the Cycle in a Model of Output and Employment," Economics Working Papers eco99/30, European University Institute.
  25. Krolzig, H.M., 1997. "International Monetary Policy Coordination and Credibility Under Incomplete Information," Economics Series Working Papers 99193, University of Oxford, Department of Economics.
  26. Clements, M.P. & Krolzig, H.-M., 1997. "A Comparison of the Forecasting Performance of Markov-Switching and Threshold Autoregressive Models of US GNP," The Warwick Economics Research Paper Series (TWERPS) 489, University of Warwick, Department of Economics.
  27. Krolzig, H.M. & Wohrmann, D.I.A., 1996. "Seignorage, Government Spending and Growth in a Lucasian General Equilibrium Model," Economics Series Working Papers 99187, University of Oxford, Department of Economics.
  28. H.-M. Krolzig & H. Lütkepohl, 1995. "Konjunkturanalyse mit Markov-Regimewechselmodellen," SFB 373 Discussion Papers 1995,19, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  29. Hans-Martin Krolzig & Massimiliano Marcellino & Grayham E. Mizon, . "A Markov-Switching Vector Equilibrium Correction Model of the UK Labour Market," Working Papers 185, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  1. Reinhold Heinlein & Hans-Martin Krolzig, 2012. "Effects of Monetary Policy on the US Dollar/UK Pound Exchange Rate. Is There a “Delayed Overshooting Puzzle”?," Review of International Economics, Wiley Blackwell, vol. 20(3), pages 443-467, 08.
  2. Christian R. Proaño & Peter Flaschel & Hans-Martin Krolzig & Mamadou Bobo Diallo, 2011. "Monetary policy and macroeconomic stability under alternative demand regimes," Cambridge Journal of Economics, Oxford University Press, vol. 35(3), pages 569-585.
  3. David F. Hendry & Hans-Martin Krolzig, 2005. "The Properties of Automatic "GETS" Modelling," Economic Journal, Royal Economic Society, vol. 115(502), pages C32-C61, 03.
  4. Michael P. Clements & Hans-Martin Krolzig, 2004. "Can regime-switching models reproduce the business cycle features of US aggregate consumption, investment and output?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 9(1), pages 1-14.
  5. Hans-Martin Krolzig & Juan Toro, 2004. "Classical and modern business cycle measurement: The European case," Spanish Economic Review, Springer, vol. 7(1), pages 1-21, January.
  6. Mike Artis & Hans-Martin Krolzig & Juan Toro, 2004. "The European business cycle," Oxford Economic Papers, Oxford University Press, vol. 56(1), pages 1-44, January.
  7. David F. Hendry & Hans-Martin Krolzig, 2004. "We Ran One Regression," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 66(5), pages 799-810, December.
  8. Clements, Michael P & Krolzig, Hans-Martin, 2003. "Business Cycle Asymmetries: Characterization and Testing Based on Markov-Switching Autoregressions," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(1), pages 196-211, January.
  9. Hans-Martin Krolzig, 2003. "General-to-Specific Model Selection Procedures for Structural Vector Autoregressions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(s1), pages 769-801, December.
  10. Julia Campos & David F. Hendry & Hans-Martin Krolzig, 2003. "Consistent Model Selection by an Automatic "Gets" Approach," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(s1), pages 803-819, December.
  11. Hans-Martin Krolzig & Michael P. Clements, 2002. "Can oil shocks explain asymmetries in the US Business Cycle?," Empirical Economics, Springer, vol. 27(2), pages 185-204.
  12. Hans-Martin KROLZIG & Juan TORO, 2002. "Testing for Super-Exogeneity in the Presence of Common Deterministic Shifts," Annales d'Economie et de Statistique, ENSAE, issue 67-68, pages 41-71.
  13. Massimiliano Marcellino & Grayham E. Mizon & Hans-Martin Krolzig, 2002. "A Markov-switching vector equilibrium correction model of the UK labour market," Empirical Economics, Springer, vol. 27(2), pages 233-254.
  14. Hans-Martin Krolzig, 2001. "Markov-Switching Procedures for Dating the Euro-Zone Business Cycle," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 70(3), pages 339-351.
  15. Krolzig, Hans-Martin & Hendry, David F., 2001. "Computer automation of general-to-specific model selection procedures," Journal of Economic Dynamics and Control, Elsevier, vol. 25(6-7), pages 831-866, June.
  16. Krolzig, Hans-Martin, 2001. "Business cycle measurement in the presence of structural change: international evidence," International Journal of Forecasting, Elsevier, vol. 17(3), pages 349-368.
  17. Krolzig, Hans-Martin & Sensier, Marianne, 2000. "A Disaggregated Markov-Switching Model of the Business Cycle in UK Manufacturing," Manchester School, University of Manchester, vol. 68(4), pages 442-60, Special I.
  18. David F. Hendry & Hans-Martin Krolzig, 1999. "Improving on 'Data mining reconsidered' by K.D. Hoover and S.J. Perez," Econometrics Journal, Royal Economic Society, vol. 2(2), pages 202-219.
  19. Hans-Martin Krolzig & Don I. Asoka, 1999. "Learning-by-Doing, Human Capital, and Growth," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 218(1+2), pages 241-48, January.
  20. Michael P. Clements & Hans-Martin Krolzig, 1998. "A comparison of the forecast performance of Markov-switching and threshold autoregressive models of US GNP," Econometrics Journal, Royal Economic Society, vol. 1(Conferenc), pages C47-C75.
18 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (3) 2012-01-03 2013-12-29 2013-12-29
  2. NEP-CMP: Computational Economics (2) 2003-04-27 2003-06-16
  3. NEP-ECM: Econometrics (10) 2001-05-02 2003-03-11 2003-05-15 2003-05-15 2003-05-15 2003-05-15 2004-07-17 2013-01-12 2013-12-29 2013-12-29. Author is listed
  4. NEP-EEC: European Economics (2) 2003-03-10 2003-03-10
  5. NEP-ETS: Econometric Time Series (4) 2001-05-02 2003-03-03 2003-04-27 2003-04-27
  6. NEP-IFN: International Finance (1) 2012-01-03
  7. NEP-MAC: Macroeconomics (5) 2003-03-10 2003-03-10 2003-04-27 2013-04-06 2013-12-29. Author is listed
  8. NEP-MON: Monetary Economics (3) 2012-01-03 2013-12-29 2013-12-29
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