Hans-Martin Krolzig

Humboldt University of Berlin - Institute for Statistics and Econometrics

Spandauer Str. 1

Berlin, D-10178

Germany

SCHOLARLY PAPERS

4

DOWNLOADS

225

SSRN CITATIONS
Rank 25,941

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Top 25,941

in Total Papers Citations

2

CROSSREF CITATIONS

33

Scholarly Papers (4)

1.

A Markov-Switching Vector Equilibrium Correction Model of the UK Labour Market

IGIER Working Paper No. 185
Number of pages: 20 Posted: 06 Apr 2001
Humboldt University of Berlin - Institute for Statistics and Econometrics, Bocconi University - Department of Economics and University of Southampton - Division of Economics
Downloads 212 (171,171)
Citation 1

Abstract:

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business cycles, employment, Impulse-Response Analysis, cointegration, regime shifts, Markov switching

2.

We Ran One Regression

Number of pages: 12 Posted: 16 Dec 2004
David F. Hendry and Hans-Martin Krolzig
University of Oxford - Department of Economics and Humboldt University of Berlin - Institute for Statistics and Econometrics
Downloads 13 (659,379)
Citation 1
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3.

A Disaggregated Markov-Switching Model of the Business Cycle in UK Manufacturing

Posted: 22 Sep 2001
Hans-Martin Krolzig and Marianne Sensier
Humboldt University of Berlin - Institute for Statistics and Econometrics and University of Manchester

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4.

A Comparison of the Forecast Performance of Markov-Switching and Threshold Autoregressive Models of Us Gnp

Posted: 09 Apr 1999
Michael P. Clements and Hans-Martin Krolzig
University of Reading - Henley Business School and Humboldt University of Berlin - Institute for Statistics and Econometrics

Abstract:

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