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Hubrich, Kirstin's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
627 |
Total
Citations
92 |
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1.
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Forecasting Economic Aggregates by Disaggregates
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Hendry, David F.
University of Oxford - Department of Economics Hubrich, Kirstin
European Central Bank - Research Department
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Posted:
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21 Mar 06
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Last Revised:
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15 May 06
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185
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16
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Hendry, David F.
University of Oxford - Department of Economics Hubrich, Kirstin
European Central Bank - Research Department
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25
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16
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Disaggregate information, factor models, forecast model selection, predictability and VAR
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Hendry, David F.
University of Oxford - Department of Economics Hubrich, Kirstin
European Central Bank - Research Department
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160
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16
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Disaggregate information, predictability, forecast model selection, VAR, factor models
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2.
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Regional Inflation Dynamics within and Across Euro Area Countries and a Comparison with the US
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Hubrich, Kirstin
European Central Bank - Research Department Marcellino, Massimiliano Giuseppe
Bocconi University - Department of Economics Beck, Guenter W.
Goethe University Frankfurt
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Posted:
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26 Oct 06
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Last Revised:
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07 Mar 07
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122
(116,557)
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16
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Beck, Guenter W.
Goethe University Frankfurt Hubrich, Kirstin
European Central Bank - Research Department Marcellino, Massimiliano Giuseppe
Bocconi University - Department of Economics
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0
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Regional Inflation Dynamics, Euro Area and US, Common Factor Model
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Hubrich, Kirstin
European Central Bank - Research Department Marcellino, Massimiliano Giuseppe
Bocconi University - Department of Economics Beck, Guenter W.
Goethe University Frankfurt
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122
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16
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Regional inflation dynamics, euro area and US, common factor models
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3.
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Hubrich, Kirstin
European Central Bank - Research Department
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87
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17
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Euro area inflation, HICP subindex forecast aggregation, linear time series models
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4.
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Financial Stress and Economic Dynamics: The Transmission of Crises
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Hubrich, Kirstin
European Central Bank - Research Department Tetlow, Robert J.
Federal Reserve Board
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Posted:
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07 Jan 13
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Last Revised:
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15 Jan 13
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51
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3
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Hubrich, Kirstin
European Central Bank - Research Department Tetlow, Robert J.
Federal Reserve Board
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15
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3
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financial crises, monetary policy, nonlinearity, Markov switching, transmission
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Hubrich, Kirstin
European Central Bank - Research Department Tetlow, Robert J.
Federal Reserve Board
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07 Jan 13
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Last Revised:
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15 Jan 13
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36
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3
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Nonlinearity, Markov switching, financial crises, monetary policy transmission, Bayesian econometrics
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5.
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Forecast Evaluation of Small Nested Model Sets
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Hubrich, Kirstin
European Central Bank - Research Department West, Kenneth D.
University of Wisconsin - Madison - Department of Economics
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Posted:
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29 Dec 08
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Last Revised:
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04 Jul 10
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48
(204,307)
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10
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Hubrich, Kirstin
European Central Bank - Research Department West, Kenneth D.
University of Wisconsin - Madison - Department of Economics
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37
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10
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Out-of-sample, prediction, testing, multiple model comparisons, inflation forecasting
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Hubrich, Kirstin
European Central Bank - Research Department West, Kenneth D.
University of Wisconsin - Madison - Department of Economics
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11
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10
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6.
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Hendry, David F.
University of Oxford - Department of Economics Hubrich, Kirstin
European Central Bank - Research Department
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37
(226,428)
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8
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Aggregate forecasts, disaggregate information, forecast combination, inflation
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7.
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Hubrich, Kirstin
European Central Bank - Research Department D'Agostino, Antonello
Central Bank and Financial Services Authority of Ireland Cervena, Marianna
National Bank of Slovakia Ciccarelli, Matteo
European Central Bank (ECB) Guarda, Paolo
Banque Centrale du Luxembourg Haavio, Markus
Bank of Finland - Research Jeanfils, Philippe
National Bank of Belgium Mendicino, Caterina
Bank of Portugal Ortega, Eva
Bank of Spain, Research Department Valderrama, Maria Teresa
Österreichische Nationalbank - Department of Economics Valentinyine Endresz, Marianna
National Bank of Hungary
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29
(246,199)
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macro-financial linkages, financial shocks, lead-lag relationships, heterogeneity, cross-country spillovers, non-linearities
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8.
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Beck, Guenter W.
Goethe University Frankfurt Hubrich, Kirstin
European Central Bank - Research Department Marcellino, Massimiliano Giuseppe
Bocconi University - Department of Economics
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28
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1
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Disaggregated prices, euro area regional and sectoral inflation, common factor models
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9.
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Hubrich, Kirstin
European Central Bank - Research Department Terasvirta, Timo
affiliation not provided to SSRN Gonzalez, Andres
Independent
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24
(261,660)
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2
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Nonlinear forecast, nonlinear model, nonlinear trend, penalised likelihood, structural shift, time-varying parameter
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10.
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Hubrich, Kirstin
European Central Bank - Research Department Karlsson, Tohmas
European Central Bank (ECB)
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6
(322,726)
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Trade projections, cross-country consistency, market shares, competitiveness
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11.
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Granziera, Eleonora
Government of Canada - Bank of Canada Hubrich, Kirstin
European Central Bank - Research Department Moon, Hyungsik Roger
University of Southern California - Department of Economics
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28 Mar 12
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Last Revised:
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08 May 13
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5
(325,425)
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Out-of sample, point-forecast evaluation, multi-model comparison, predictive ability, direct multi-step forecasts, fixed regressors bootstrap
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12.
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Beck, Günter
affiliation not provided to SSRN Hubrich, Kirstin
European Central Bank - Research Department Marcellino, Massimiliano Giuseppe
Bocconi University - Department of Economics
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4
(328,307)
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1
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common factor models, disaggregated prices, euro area regional and sectoral inflation
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13.
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Beck, Guenter W.
Goethe University Frankfurt Hubrich, Kirstin
European Central Bank - Research Department Marcellino, Massimiliano Giuseppe
Bocconi University - Department of Economics
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1
(343,482)
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16
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14.
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Hubrich, Kirstin
European Central Bank - Research Department Luetkepohl, Helmut
European University Institute Saikkonen, Pentti
University of Helsinki - Department of Statistics
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Systems cointegration tests, LR tests, nonparametric tests, asymptotic power, small sample simulations
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15.
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Hubrich, Kirstin
European Central Bank - Research Department
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