Hans-Martin Krolzig

Humboldt University of Berlin - Institute for Statistics and Econometrics

Spandauer Str. 1

Berlin, D-10178

Germany

SCHOLARLY PAPERS

5

DOWNLOADS

250

SSRN CITATIONS
Rank 9,913

SSRN RANKINGS

Top 9,913

in Total Papers Citations

3

CROSSREF CITATIONS

93

Scholarly Papers (5)

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, European University Institute and University of Southampton - Division of Economics
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Citation 1

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

2.
Downloads 30 (307,782)
Citation 61

The Properties of Automatic Gets Modelling

Economic Journal, Vol. 115, No. 502, pp. C32-C61, March 2005
Number of pages: 30 Posted: 07 Mar 2005
David F. Hendry and Hans-Martin Krolzig
University of Oxford - Department of Economics and Humboldt University of Berlin - Institute for Statistics and Econometrics
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3.

We Ran One Regression

Oxford Bulletin of Economics & Statistics, Vol. 66, No. 5, pp. 799-810, December 2004
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 (568,539)
Citation 1
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4.

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

Manchester School, Vol. 68, No. 4, June 2000
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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A Comparison of the Forecast Performance of Markov-Switching and Threshold Autoregressive Models of Us Gnp

The Econometrics Journal, Vol. 1, 1998
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

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