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Christian Hepenstrick

Personal Details

First Name:Christian
Middle Name:
Last Name:Hepenstrick
Suffix:
RePEc Short-ID:phe328
[This author has chosen not to make the email address public]

Affiliation

Schweizerische Nationalbank (SNB)

Bern/Zürich, Switzerland
http://www.snb.ch/
RePEc:edi:snbgvch (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Christian Hepenstrick & Jason Blunier, 2022. "What were they thinking? Estimating the quarterly forecasts underlying annual growth projections," Working Papers 2022-05, Swiss National Bank.
  2. Foellmi, Reto & Hepenstrick, Christian & Torun, David, 2022. "Triangle Inequalities in International Trade: The Neglected Dimension," CEPR Discussion Papers 17118, C.E.P.R. Discussion Papers.
  3. Foellmi, Reto & Hepenstrick, Christian & Zweimüller, Josef, 2017. "International arbitrage and the extensive margin of trade between rich and poor countries," Economics Working Paper Series 1703, University of St. Gallen, School of Economics and Political Science.
  4. Alain Galli & Christian Hepenstrick & Rolf Scheufele, 2017. "Mixed-frequency models for tracking short-term economic developments in Switzerland," Working Papers 2017-02, Swiss National Bank.
  5. Christian Hepenstrick & Massimiliano Marcellino, 2016. "Forecasting with Large Unbalanced Datasets: The Mixed-Frequency Three-Pass Regression Filter," Working Papers 2016-04, Swiss National Bank.
  6. Hepenstrick, Christian & Tarasov, Alexander, 2013. "Trade Openness and Cross-country Income Differences," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 402, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
  7. Hepenstrick, Christian & Tarasov, Alexander, 2012. "Per capita income and the extensive margin of bilateral trade," Discussion Papers in Economics 14231, University of Munich, Department of Economics.
  8. Christian Hepenstrick, 2011. "The sources and magnitudes of Switzerland’s gains from trade," ECON - Working Papers 006, Department of Economics - University of Zurich.
  9. Foellmi, Reto & Hepenstrick, Christian & Zweimüller, Josef, 2010. "Non-homothetic preferences, parallel imports and the extensive margin of international trade," CEPR Discussion Papers 7939, C.E.P.R. Discussion Papers.

Articles

  1. Christian Hepenstrick & Massimiliano Marcellino, 2019. "Forecasting gross domestic product growth with large unbalanced data sets: the mixed frequency three‐pass regression filter," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 182(1), pages 69-99, January.
  2. Alain Galli & Christian Hepenstrick & Rolf Scheufele, 2019. "Mixed-Frequency Models for Tracking Short-Term Economic Developments in Switzerland," International Journal of Central Banking, International Journal of Central Banking, vol. 15(2), pages 151-178, June.
  3. Reto Foellmi & Christian Hepenstrick & Zweimüller Josef, 2018. "International Arbitrage and the Extensive Margin of Trade between Rich and Poor Countries," Review of Economic Studies, Oxford University Press, vol. 85(1), pages 475-510.
  4. Christian Hepenstrick, 2016. "The Sources and Magnitudes of Switzerland's Gains from Trade," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 152(I), pages 1-21, March.
  5. Christian Hepenstrick, 2016. "Switzerland's gains from trade with Europe:," Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, vol. 67(03), pages 25-42, December.
  6. Christian Hepenstrick & Alexander Tarasov, 2015. "Per capita income and the extensive margin of bilateral trade," Canadian Journal of Economics, Canadian Economics Association, vol. 48(4), pages 1561-1599, November.
  7. Christian Hepenstrick & Alexander Tarasov, 2015. "Trade Openness and Cross-country Income Differences," Review of International Economics, Wiley Blackwell, vol. 23(2), pages 271-302, May.

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. Foellmi, Reto & Hepenstrick, Christian & Zweimüller, Josef, 2017. "International arbitrage and the extensive margin of trade between rich and poor countries," Economics Working Paper Series 1703, University of St. Gallen, School of Economics and Political Science.

    Cited by:

    1. Disdier, Anne-Célia & Gaigné, Carl & Herghelegiu, Cristina, 2018. "Do Standards Improve the Quality of Traded Products?," CEPREMAP Working Papers (Docweb) 1808, CEPREMAP.
    2. Foellmi, Reto & Hanslin Grossmann, Sandra & Kohler, Andreas, 2018. "A dynamic North-South model of demand-induced product cycles," Journal of International Economics, Elsevier, vol. 110(C), pages 63-86.
    3. Andreas Chai & Christian Kiedaisch & Nicholas Rohde, 2021. "The saturation of household spending diversity and emergent properties of representative households," DeFiPP Working Papers 2104, University of Namur, Development Finance and Public Policies.
    4. Gaigné, Carl & Larue, Bruno & Zongo, Wendkouni Jean-Baptiste, 2021. "On Export Duration Puzzles," Working Papers 319672, Institut National de la recherche Agronomique (INRA), Departement Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2).
    5. Hartmut Egger & Simone Habermeyer, 2020. "How Preferences Shape the Welfare and Employment Effects of Trade," Working Papers 188, Bavarian Graduate Program in Economics (BGPE).
    6. Fensore, Irene & Legge, Stefan & Schmid, Lukas, 2017. "Human Barriers to International Trade," Economics Working Paper Series 1712, University of St. Gallen, School of Economics and Political Science.
    7. Matsuyama, Kiminori, 2017. "Engel's Law in the Global Economy: Demand-induced Patterns of Structural Change, Innovation, and Trade," CEPR Discussion Papers 12387, C.E.P.R. Discussion Papers.
    8. Raphael A. Auer & Thomas Chaney & Philip U. Sauré, 2012. "Quality Pricing-to-Market," Working Papers 2012-11, Swiss National Bank.
    9. Fukuda, Katsufumi, 2019. "Effects of trade liberalization on growth and welfare through basic and applied researches," Journal of Macroeconomics, Elsevier, vol. 62(C).
    10. P. M. Picard & A. Tampieri, 2021. "Vertical differentiation and trade among symmetric countries," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 71(4), pages 1319-1355, June.
    11. Ulrich Schetter & Adrian Jäggi & Maik T. Schneider, 2021. "Inequality, Openness, and Growth through Creative Destruction," CID Working Papers 130a, Center for International Development at Harvard University.
    12. Hartmut Egger & Simone Habermeyer, 2019. "Nonhomothetic preferences and rent sharing in an open economy," CESifo Working Paper Series 7522, CESifo.
    13. Hartmut Egger & Simone Habermeyer, 2022. "How preferences shape the welfare and employment effects of trade," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 158(3), pages 815-853, August.
    14. Lashkaripour, Ahmad, 2020. "Discrete trade," Journal of International Economics, Elsevier, vol. 126(C).

  2. Alain Galli & Christian Hepenstrick & Rolf Scheufele, 2017. "Mixed-frequency models for tracking short-term economic developments in Switzerland," Working Papers 2017-02, Swiss National Bank.

    Cited by:

    1. Erhan Uluceviz & Kamil Yilmaz, 2020. "Real-financial connectedness in the Swiss economy," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 156(1), pages 1-20, December.
    2. Christian Glocker & Philipp Wegmüller, 2017. "Business Cycle Dating and Forecasting with Real-time Swiss GDP Data," WIFO Working Papers 542, WIFO.
    3. Santiago Etchegaray Alvarez, 2022. "Proyecciones macroeconómicas con datos en frecuencias mixtas. Modelos ADL-MIDAS, U-MIDAS y TF-MIDAS con aplicaciones para Uruguay," Documentos de trabajo 2022004, Banco Central del Uruguay.
    4. Alain Galli, 2017. "Which indicators matter? Analyzing the Swiss business cycle using a large-scale mixed-frequency dynamic factor model," Working Papers 2017-08, Swiss National Bank.
    5. Chikamatsu, Kyosuke & Hirakata, Naohisa & Kido, Yosuke & Otaka, Kazuki, 2021. "Mixed-frequency approaches to nowcasting GDP: An application to Japan," Japan and the World Economy, Elsevier, vol. 57(C).

  3. Christian Hepenstrick & Massimiliano Marcellino, 2016. "Forecasting with Large Unbalanced Datasets: The Mixed-Frequency Three-Pass Regression Filter," Working Papers 2016-04, Swiss National Bank.

    Cited by:

    1. Hager Ben Romdhane, 2021. "Nowcasting in Tunisia using large datasets and mixed frequency models," IHEID Working Papers 11-2021, Economics Section, The Graduate Institute of International Studies.
    2. George Kapetanios & Fotis Papailias, 2018. "Big Data & Macroeconomic Nowcasting: Methodological Review," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2018-12, Economic Statistics Centre of Excellence (ESCoE).
    3. Alain Galli & Christian Hepenstrick & Rolf Scheufele, 2017. "Mixed-frequency models for tracking short-term economic developments in Switzerland," Working Papers 2017-02, Swiss National Bank.
    4. Pierre Guérin & Danilo Leiva-Leon & Massimiliano Marcellino, 2017. "Markov-Switching Three-Pass Regression Filter," Staff Working Papers 17-13, Bank of Canada.
    5. Hagher Ben Rhomdhane & Brahim Mehdi Benlallouna, 2022. "Nowcasting real GDP in Tunisia using large datasets and mixed-frequency models," IHEID Working Papers 02-2022, Economics Section, The Graduate Institute of International Studies.

  4. Hepenstrick, Christian & Tarasov, Alexander, 2013. "Trade Openness and Cross-country Income Differences," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 402, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.

    Cited by:

    1. Christian Hepenstrick, 2016. "Switzerland's gains from trade with Europe:," Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, vol. 67(03), pages 25-42, December.
    2. Sergey G. Kokovin & Shamil Sharapudinov & Alexander Tarasov & Philip Ushchev, 2020. "A Theory of Monopolistic Competition with Horizontally Heterogeneous Consumers," CESifo Working Paper Series 8082, CESifo.
    3. Bukhari, Mahnoor & Munir, Kashif, 2016. "Impact of Globalization on Income Inequality in Selected Asian Countries," MPRA Paper 74248, University Library of Munich, Germany.
    4. Atta Ullah & Zhao Kui & Saif Ullah & Chen Pinglu & Saba Khan, 2021. "Sustainable Utilization of Financial and Institutional Resources in Reducing Income Inequality and Poverty," Sustainability, MDPI, vol. 13(3), pages 1-25, January.
    5. Alexander Osharin & Valery Verbus, 2016. "Heterogeneous consumers and trade patterns in a monopolistically competitive setting," HSE Working papers WP BRP 131/EC/2016, National Research University Higher School of Economics.

  5. Hepenstrick, Christian & Tarasov, Alexander, 2012. "Per capita income and the extensive margin of bilateral trade," Discussion Papers in Economics 14231, University of Munich, Department of Economics.

    Cited by:

    1. Kristian Behrens & Yasusada Murata, 2009. "Globalization and Individual Gains from Trade," Cahiers de recherche 0928, CIRPEE.
    2. Reto Foellmi & Christian Hepenstrick & Zweimüller Josef, 2018. "International Arbitrage and the Extensive Margin of Trade between Rich and Poor Countries," Review of Economic Studies, Oxford University Press, vol. 85(1), pages 475-510.
    3. Claudia Bernasconi, 2013. "Similarity of income distributions and the extensive and intensive margin of bilateral trade flows," ECON - Working Papers 115, Department of Economics - University of Zurich.
    4. Alexander Osharin & Valery Verbus, 2018. "Heterogeneity of consumer preferences and trade patterns in a monopolistically competitive setting," Journal of Economics, Springer, vol. 125(3), pages 211-237, November.
    5. Maria MASOOD, 2014. "New Evidence on Development and Cultural Trade: Diversification, Reconcentration and Domination," Working Papers P85, FERDI.
    6. Christian Hepenstrick & Alexander Tarasov, 2015. "Trade Openness and Cross-country Income Differences," Review of International Economics, Wiley Blackwell, vol. 23(2), pages 271-302, May.
    7. Masood, Maria, 2019. "New evidence on income and the geographical distribution of imports: The case of audiovisuals," Journal of Comparative Economics, Elsevier, vol. 47(3), pages 717-734.
    8. Kristian Behrens & Yasusada Murata, 2012. "Globalization and Individual Gains from Trade (revised version)," Cahiers de recherche 1218, CIRPEE.

  6. Christian Hepenstrick, 2011. "The sources and magnitudes of Switzerland’s gains from trade," ECON - Working Papers 006, Department of Economics - University of Zurich.

    Cited by:

    1. Laurence Wicht, 2019. "The impact of trade tensions on Switzerland: A quantitative assessment," Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, vol. 70(01), pages 1-34, December.
    2. Christian Hepenstrick, 2016. "Switzerland's gains from trade with Europe:," Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, vol. 67(03), pages 25-42, December.
    3. Philipp Imhof, 2021. "Switzerland’s system of free trade agreements: Assessing the impact on imported goods," Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, vol. 71(01), pages 35-72, December.
    4. Laurence Wicht, 2020. "A multi-sector analysis of Switzerland's gains from trade," Working Papers 2020-20, Swiss National Bank.

  7. Foellmi, Reto & Hepenstrick, Christian & Zweimüller, Josef, 2010. "Non-homothetic preferences, parallel imports and the extensive margin of international trade," CEPR Discussion Papers 7939, C.E.P.R. Discussion Papers.

    Cited by:

    1. Fajgelbaum, Pablo & Grossman, Gene M. & Helpman, Elhanan, 2011. "Income distribution, product quality, and international trade," Policy Research Working Paper Series 5843, The World Bank.
    2. Soojae Moon, 2015. "The Losses from Trade Restrictions: Policy Dynamics with Firm Selection and Endogenous Markup," Review of International Economics, Wiley Blackwell, vol. 23(1), pages 86-110, February.
    3. Hélène Latzer & Florian Mayneris, 2011. "Trade in quality and income distribution: an analysis of the enlarged EU market," Working Papers of BETA 2011-21, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
    4. Christian Hepenstrick, 2010. "Per-capita incomes and the extensive margin of bilateral trade," IEW - Working Papers 519, Institute for Empirical Research in Economics - University of Zurich.
    5. Claudia Bernasconi, 2013. "Similarity of income distributions and the extensive and intensive margin of bilateral trade flows," ECON - Working Papers 115, Department of Economics - University of Zurich.
    6. Hélène LATZER & Florian MAYNERIS, 2012. "Income distribution and vertical comparative advantage Theory and evidence," LIDAM Discussion Papers IRES 2012018, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), revised 20 Oct 2012.
    7. Raphael A. Auer & Thomas Chaney & Philip U. Sauré, 2012. "Quality Pricing-to-Market," Working Papers 2012-11, Swiss National Bank.
    8. Maria MASOOD, 2014. "New Evidence on Development and Cultural Trade: Diversification, Reconcentration and Domination," Working Papers P85, FERDI.
    9. Mayer, Jörg, 2012. "Global rebalancing: Effects on trade and employment," Journal of Asian Economics, Elsevier, vol. 23(6), pages 627-642.
    10. Hélène LATZER & Alexandre SIMONS, 2014. "Income distribution, multi-quality firms and patterns of trade," LIDAM Discussion Papers IRES 2014003, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    11. Masood, Maria, 2019. "New evidence on income and the geographical distribution of imports: The case of audiovisuals," Journal of Comparative Economics, Elsevier, vol. 47(3), pages 717-734.

Articles

  1. Christian Hepenstrick & Massimiliano Marcellino, 2019. "Forecasting gross domestic product growth with large unbalanced data sets: the mixed frequency three‐pass regression filter," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 182(1), pages 69-99, January.

    Cited by:

    1. Nicolas Chatelais & Menzie Chinn & Arthur Stalla-Bourdillon, 2022. "Macroeconomic Forecasting Using Filtered Signals from a Stock Market Cross Section," Working papers 903, Banque de France.
    2. Mahmut Gunay, 2020. "Nowcasting Turkish GDP with MIDAS: Role of Functional Form of the Lag Polynomial," Working Papers 2002, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.

  2. Alain Galli & Christian Hepenstrick & Rolf Scheufele, 2019. "Mixed-Frequency Models for Tracking Short-Term Economic Developments in Switzerland," International Journal of Central Banking, International Journal of Central Banking, vol. 15(2), pages 151-178, June.
    See citations under working paper version above.
  3. Reto Foellmi & Christian Hepenstrick & Zweimüller Josef, 2018. "International Arbitrage and the Extensive Margin of Trade between Rich and Poor Countries," Review of Economic Studies, Oxford University Press, vol. 85(1), pages 475-510.
    See citations under working paper version above.
  4. Christian Hepenstrick, 2016. "The Sources and Magnitudes of Switzerland's Gains from Trade," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 152(I), pages 1-21, March.
    See citations under working paper version above.
  5. Christian Hepenstrick, 2016. "Switzerland's gains from trade with Europe:," Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, vol. 67(03), pages 25-42, December.

    Cited by:

    1. Reto Foellmi, 2016. "Comment on "Switzerland's gains from trade with Europe" by Christian Hepenstrick:," Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, vol. 67(03), pages 43-45, December.

  6. Christian Hepenstrick & Alexander Tarasov, 2015. "Per capita income and the extensive margin of bilateral trade," Canadian Journal of Economics, Canadian Economics Association, vol. 48(4), pages 1561-1599, November.
    See citations under working paper version above.
  7. Christian Hepenstrick & Alexander Tarasov, 2015. "Trade Openness and Cross-country Income Differences," Review of International Economics, Wiley Blackwell, vol. 23(2), pages 271-302, May.
    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 12 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-INT: International Trade (9) 2010-08-28 2010-10-16 2010-12-04 2011-03-26 2011-06-04 2012-12-06 2013-06-16 2017-03-19 2022-03-28. Author is listed
  2. NEP-FOR: Forecasting (2) 2016-04-04 2017-02-05
  3. NEP-CWA: Central & Western Asia (1) 2022-03-28
  4. NEP-ECM: Econometrics (1) 2016-04-04
  5. NEP-ETS: Econometric Time Series (1) 2022-06-13
  6. NEP-FDG: Financial Development & Growth (1) 2017-02-05

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