Martin Krolzig: search on Z-Library

Reinhold Heinlein, Hans-Martin Krolzig

Year:

1998

Language:

english

File:

PDF, 462 KB

english, 1998

Effects of Monetary Policy on the US Dollar/UK Pound Exchange Rate. Is There a “Delayed Overshooting Puzzle”?

Journal:

Review of International Economics

Year:

2012

Language:

english

File:

PDF, 500 KB

english, 2012

A Markov–switching vector equilibrium correction model of the UK labour market

Hans-Martin Krolzig, Massimiliano Marcellino, Grayham E. Mizon

Journal:

Empirical Economics

Year:

2002

Language:

english

File:

PDF, 1.28 MB

english, 2002

The Properties of Automatic GETS Modelling

Journal:

The Economic Journal

Year:

2005

Language:

english

File:

PDF, 631 KB

english, 2005

We Ran One Regression

Oxford Bulletin of Economics and Statistics

Journal:

Year:

2004

Language:

english

File:

PDF, 112 KB

english, 2004

Automatic model selection: a new instrument for social science

Hans-Martin Krolzig, Juan Toro

Journal:

Electoral Studies

Year:

2004

Language:

english

File:

PDF, 267 KB

english, 2004

Multiperiod forecasting in stock markets: a paradox solved

Journal:

Decision Support Systems

Year:

2004

Language:

english

File:

PDF, 209 KB

english, 2004

Business Cycle Asymmetries

Clements, Michael P, Krolzig, Hans-Martin

Journal:

Journal of Business and Economic Statistics

Year:

2003

Language:

english

File:

PDF, 463 KB

english, 2003

[Lecture Notes in Economics and Mathematical Systems] Markov-Switching Vector Autoregressions Volume 454 || Markov-Switching Models of the German Business Cycle

Year:

1997

Language:

english

File:

PDF, 6.49 MB

english, 1997

[Lecture Notes in Economics and Mathematical Systems] Markov-Switching Vector Autoregressions Volume 454 || Extensions of the Basic MS-VAR Model

Michael P. Clements and Hans-Martin Krolzig

Year:

1997

Language:

english

File:

PDF, 1.72 MB

english, 1997

Business Cycle Asymmetries: Characterization and Testing Based on Markov-Switching Autoregressions

Journal:

Journal of Business and Economic Statistics

Year:

2003

Language:

english

File:

PDF, 607 KB

english, 2003

Can regime-switching models reproduce the business cycle features of US aggregate consumption, investment and output?

Michael P. Clements, Hans-Martin Krolzig

Journal:

International Journal of Finance & Economics

Year:

2004

Language:

english

File:

PDF, 195 KB

english, 2004

Computer automation of general-to-specific model selection procedures

Hans-Martin Krolzig, David F. Hendry

Journal:

Journal of Economic Dynamics and Control

Year:

2001

Language:

english

File:

PDF, 480 KB

english, 2001

General-to-Specific Model Selection Procedures for Structural Vector Autoregressions

Hans-Martin Krolzig

Journal:

Oxford Bulletin of Economics and Statistics

Year:

2003

Language:

english

File:

PDF, 329 KB

english, 2003

Consistent Model Selection by an Automatic Gets Approach

Julia Campos, David F. Hendry, Hans-Martin Krolzig

Journal:

Oxford Bulletin of Economics and Statistics

Year:

2003

Language:

english

File:

PDF, 263 KB

english, 2003

Can oil shocks explain asymmetries in the US Business Cycle?

Michael P. Clements, Hans-Martin Krolzig

Journal:

Empirical Economics

Year:

2002

Language:

english

File:

PDF, 587 KB

english, 2002

Involvement of nitric oxide synthase in the physiology and pathophysiology of facial nerve function and dysfunction

O. Michel, Alexander Hess, Martin Krolzig, Eberhard Stennert, Klaus Addick, Wilhelm Bloch

Journal:

European Archives of Oto-Rhino-Laryngology

Year:

2000

Language:

english

File:

PDF, 454 KB

english, 2000

Classical and modern business cycle measurement: The European case

Hans-Martin Krolzig, Juan Toro

Journal:

Spanish Economic Review

Year:

2005

Language:

english

File:

PDF, 202 KB

english, 2005

Improving on ‘Data mining reconsidered’ by K.D. Hoover and S.J. Perez

Journal:

Hans-Martin Krolzig, Marianne Sensier

Year:

1999

Language:

english

File:

PDF, 132 KB

english, 1999

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

Journal:

The Manchester School

Year:

2000

Language:

english

File:

PDF, 377 KB

english, 2000

Business cycle measurement in the presence of structural change: international evidence

Hans-Martin Krolzig

Journal:

International Journal of Forecasting

Year:

2001

Language:

english

File:

PDF, 632 KB

english, 2001

[Lecture Notes in Economics and Mathematical Systems] Markov-Switching Vector Autoregressions Volume 454 || The State-Space Representation

Year:

1997

Language:

english

File:

PDF, 2.22 MB

english, 1997

[Lecture Notes in Economics and Mathematical Systems] Markov-Switching Vector Autoregressions Volume 454 || VARMA-Representation of MSI-VAR and MSM-VAR Processes

Year:

1997

Language:

english

File:

PDF, 2.12 MB

english, 1997

[Lecture Notes in Economics and Mathematical Systems] Markov-Switching Vector Autoregressions Volume 454 || The Markov-Switching Vector Autoregressive Model

Year:

1997

Language:

english

File:

PDF, 2.81 MB

english, 1997

[Lecture Notes in Economics and Mathematical Systems] Markov-Switching Vector Autoregressions Volume 454 || In the last decade time series econometrics has changed dramatically. One increasingly prominent field has become the treatment of regime shifts and non-linear mod- elling strategies. While the importance ofregime shifts, particularly in macroeconometric systems, seems to be generally accepted, there is no established theory suggesting a unique approach for specifying econometric models that embed changes in regime.

Year:

1997

Language:

english

File:

PDF, 796 KB

english, 1997

[Lecture Notes in Economics and Mathematical Systems] Markov-Switching Vector Autoregressions Volume 454 || Comparative Analysis of Parameter Estimation in Particular MS-VAR Models

Year:

1997

Language:

english

File:

PDF, 3.53 MB

english, 1997

[Lecture Notes in Economics and Mathematical Systems] Markov-Switching Vector Autoregressions Volume 454 || Multi-Move Gibbs Sampling

Year:

1997

Language:

english

File:

PDF, 2.70 MB

english, 1997

[Lecture Notes in Economics and Mathematical Systems] Markov-Switching Vector Autoregressions Volume 454 || Epilogue

Year:

1997

Language:

english

File:

PDF, 367 KB

english, 1997

[Lecture Notes in Economics and Mathematical Systems] Markov-Switching Vector Autoregressions Volume 454 || Markov-Switching Models of Global and International Business Cycles

Year:

1997

Language:

english

File:

PDF, 4.85 MB

english, 1997

[Lecture Notes in Economics and Mathematical Systems] Markov-Switching Vector Autoregressions Volume 454 || Cointegration Analysis of VAR Models with Markovian Shifts in Regime

Mike Artis, Hans-Martin Krolzig and Juan Toro

Year:

1997

Language:

english

File:

PDF, 3.84 MB

english, 1997

The European Business Cycle

Journal:

Oxford Economic Papers

Year:

2004

Language:

english

File:

PDF, 1.34 MB

english, 2004

[Lecture Notes in Economics and Mathematical Systems] Markov-Switching Vector Autoregressions Volume 454 ||

David F. Hendry and Hans-Martin Krolzig

Year:

1997

Language:

english

File:

PDF, 43.32 MB

english, 1997

Improving on 'Data mining reconsidered' by K.D. Hoover and S.J. Perez

Journal:

Hans-Martin Krolzig and Juan Toro

Year:

1999

Language:

english

File:

PDF, 1.57 MB

english, 1999

Économétrie de l'évaluation des politiques / The Econometrics of Policy Evalution || Testing for Super-Exogeneity in the Presence of Common Deterministic Shifts

Journal:

Annales d'Économie et de Statistique

Year:

2002

Language:

english

File:

PDF, 2.92 MB

english, 2002

Conference Papers || The Properties of Automatic GETS Modelling

David F. Hendry and Hans-Martin Krolzig

Journal:

The Economic Journal

Year:

2005

Language:

english

File:

PDF, 3.95 MB

english, 2005

Papers from the EC2Conference || A comparison of the forecast performance of Markov-switching and threshold autoregressive models of US GNP

Michael P. Clements and Hans-Martin Krolzig

Journal:

Heinlein, Reinhold, Krolzig, Hans-Martin

Year:

1998

Language:

english

File:

PDF, 2.87 MB

english, 1998

Puzzling Global Stochastic Trends in Growth, Interest and Inflation and the Volcker Disinflation

Journal:

The Manchester School

Year:

2016

Language:

english

File:

PDF, 429 KB

english, 2016

Computer-Automated Single-Equation General-to-Specific Reduction Procedures for Vector Autoregressions