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Thomas A. Knetsch

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. Knetsch, Thomas A. & Schwind, Patrick & Weinand, Sebastian, 2022. "The impact of weight shifts on inflation: Evidence for the euro area HICP," Discussion Papers 27/2022, Deutsche Bundesbank.

    Cited by:

    1. Grigoli, Francesco & Pugacheva, Evgenia, 2024. "COVID-19 inflation weights in the UK and Germany," Journal of Macroeconomics, Elsevier, vol. 79(C).

  2. Nickel, Christiane & Fröhling, Annette & Álvarez, Luis J. & Willeke, Caroline & Zevi, Giordano & Osbat, Chiara & Ganoulis, Ioannis & Koester, Gerrit & Lis, Eliza & Peronaci, Romana & Hahn, Elke & Beka, 2021. "Inflation measurement and its assessment in the ECB’s monetary policy strategy review," Occasional Paper Series 265, European Central Bank.

    Cited by:

    1. Bobeica Elena & Holton Sarah & Koester Gerrit, 2023. "Bringing Inflation Back Under Control," Intereconomics: Review of European Economic Policy, Sciendo, vol. 58(3), pages 136-141, June.
    2. Joris Wauters & Zivile Zekaite & Garo Garabedian, 2024. "Owner-occupied housing costs, policy communication, and inflation expectations," French Stata Users' Group Meetings 2024 11, Stata Users Group.
    3. Carlomagno, Guillermo & Fornero, Jorge & Sansone, Andrés, 2023. "A proposal for constructing and evaluating core inflation measures," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 4(3).
    4. Blasius, Amelie, 2023. "Digitalisierung in der Preisstatistik - Nutzung von Reisebuchungsdaten," WISTA – Wirtschaft und Statistik, Statistisches Bundesamt (Destatis), Wiesbaden, vol. 75(4), pages 34-46.

  3. Herzberg, Julika & Knetsch, Thomas A. & Schwind, Patrick & Weinand, Sebastian, 2021. "Quantifying bias and inaccuracy of upper-level aggregation in HICPs for Germany and the euro area," Discussion Papers 06/2021, Deutsche Bundesbank.

    Cited by:

    1. Menz, Jan-Oliver & Wieland, Elisabeth & Mehrhoff, Jens, 2022. "Estimating the impact of quality adjustment on consumer price inflation," Discussion Papers 49/2022, Deutsche Bundesbank.
    2. Knetsch, Thomas A. & Schwind, Patrick & Weinand, Sebastian, 2022. "The impact of weight shifts on inflation: Evidence for the euro area HICP," Discussion Papers 27/2022, Deutsche Bundesbank.
    3. Ludwig von Auer & Alena Shumskikh, 2022. "Retrospective Computations of Price Index Numbers: Theory and Application," Research Papers in Economics 2022-01, University of Trier, Department of Economics.

  4. Götz, Thomas B. & Knetsch, Thomas A., 2017. "Google data in bridge equation models for German GDP," Discussion Papers 18/2017, Deutsche Bundesbank.

    Cited by:

    1. Ba Chu & Shafiullah Qureshi, 2021. "Comparing Out-of-Sample Performance of Machine Learning Methods to Forecast U.S. GDP Growth," Carleton Economic Papers 21-12, Carleton University, Department of Economics.
    2. Götz, Thomas B. & Knetsch, Thomas A., 2019. "Google data in bridge equation models for German GDP," International Journal of Forecasting, Elsevier, vol. 35(1), pages 45-66.
    3. Robert Lehmann & Sascha Möhrle, 2024. "Forecasting regional industrial production with novel high‐frequency electricity consumption data," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(6), pages 1918-1935, September.
    4. Laurent Ferrara & Anna Simoni, 2023. "When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage," Post-Print hal-03919944, HAL.
    5. Marco Fruzzetti & Tiziano Ropele, 2024. "Nowcasting Italian industrial production: the predictive role of lubricant oils," Questioni di Economia e Finanza (Occasional Papers) 866, Bank of Italy, Economic Research and International Relations Area.
    6. Emilian DOBRESCU, 2020. "Self-fulfillment degree of economic expectations within an integrated space: The European Union case study," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 5-32, December.
    7. Tomas Adam & Filip Novotny, 2018. "Assessing the External Demand of the Czech Economy: Nowcasting Foreign GDP Using Bridge Equations," Working Papers 2018/18, Czech National Bank.
    8. Caperna, Giulio & Colagrossi, Marco & Geraci, Andrea & Mazzarella, Gianluca, 2020. "Googling Unemployment During the Pandemic: Inference and Nowcast Using Search Data," JRC Working Papers in Economics and Finance 2020-04, Joint Research Centre, European Commission.
    9. Salisu, Afees A. & Ogbonna, Ahamuefula E. & Adewuyi, Adeolu, 2020. "Google trends and the predictability of precious metals," Resources Policy, Elsevier, vol. 65(C).
    10. Caperna, Giulio & Colagrossi, Marco & Geraci, Andrea & Mazzarella, Gianluca, 2022. "A babel of web-searches: Googling unemployment during the pandemic," Labour Economics, Elsevier, vol. 74(C).
    11. Lolić, Ivana & Matošec, Marina & Sorić, Petar, 2024. "DIY google trends indicators in social sciences: A methodological note," Technology in Society, Elsevier, vol. 77(C).
    12. Vera Z. Eichenauer & Ronald Indergand & Isabel Z. Martínez & Christoph Sax, 2022. "Obtaining consistent time series from Google Trends," Economic Inquiry, Western Economic Association International, vol. 60(2), pages 694-705, April.
    13. Shafiullah Qureshi & Ba Chu & Fanny S. Demers, 2021. "Forecasting Canadian GDP Growth with Machine Learning," Carleton Economic Papers 21-05, Carleton University, Department of Economics.
    14. Maria Elena Bontempi & Michele Frigeri & Roberto Golinelli & Matteo Squadrani, 2021. "EURQ: A New Web Search‐based Uncertainty Index," Economica, London School of Economics and Political Science, vol. 88(352), pages 969-1015, October.
    15. Ramona ORĂȘTEAN & Silvia Cristina MĂRGINEAN & Raluca SAVA, 2024. "Exploring The Relationship Between Google Trends And Cryptocurrency Metrics," Studies in Business and Economics, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 19(1), pages 368-379, April.
    16. Pinkwart, Nicolas, 2018. "Short-term forecasting economic activity in Germany: A supply and demand side system of bridge equations," Discussion Papers 36/2018, Deutsche Bundesbank.
    17. Bantis, Evripidis & Clements, Michael P. & Urquhart, Andrew, 2023. "Forecasting GDP growth rates in the United States and Brazil using Google Trends," International Journal of Forecasting, Elsevier, vol. 39(4), pages 1909-1924.
    18. Cristea, R. G., 2020. "Can Alternative Data Improve the Accuracy of Dynamic Factor Model Nowcasts?," Cambridge Working Papers in Economics 20108, Faculty of Economics, University of Cambridge.
    19. Khaskheli, Asadullah & Zhang, Hongyu & Raza, Syed Ali & Khan, Komal Akram, 2022. "Assessing the influence of news indicator on volatility of precious metals prices through GARCH-MIDAS model: A comparative study of pre and during COVID-19 period," Resources Policy, Elsevier, vol. 79(C).
    20. Atin Aboutorabi & Ga'etan de Rassenfosse, 2024. "Nowcasting R&D Expenditures: A Machine Learning Approach," Papers 2407.11765, arXiv.org.

  5. Knetsch, Thomas A. & Nagengast, Arne J., 2016. "On the dynamics of the investment income balance," Discussion Papers 21/2016, Deutsche Bundesbank.

    Cited by:

    1. Christian Grimme & Timo Wollmershäuser, 2017. "Zu den Auswirkungen von Rohstoffpreisänderungen auf den Leistungsbilanzsaldo," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 70(14), pages 44-46, July.
    2. Vincent Vicard, 2019. "The Exorbitant Privilege of High Tax Countries," Working Papers 2019-06, CEPII research center.
    3. Görg Holger & Marchal Léa, 2019. "Die Effekte deutscher Direktinvestitionen im Empfängerland vor dem Hintergrund des Leistungsbilanzüberschusses: Empirische Evidenz mit Mikrodaten für Frankreich," Perspektiven der Wirtschaftspolitik, De Gruyter, vol. 20(1), pages 53-69, June.
    4. Timo Wollmershäuser & Wolfgang Nierhaus & Nikolay Hristov & Dorine Boumans & Marcell Göttert & Christian Grimme & S. Lauterbacher & Robert Lehmann & Wolfgang Meister & Andreas Peichl & Magnus Reif & F, 2017. "ifo Konjunkturprognose 2017/2018: Deutsche Wirtschaft stark und stabil," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 70(12), pages 30-83, June.
    5. Joyce, Joseph, 2021. "The International Distribution of FDI Income And Its Impact on Income Inequality," MPRA Paper 106448, University Library of Munich, Germany.
    6. Knetsch, Thomas A. & Nagengast, Arne J., 2016. "On the dynamics of the investment income balance," Discussion Papers 21/2016, Deutsche Bundesbank.
    7. Bursian, Dirk & Goldbach, Stefan & Jochem, Axel & Nagengast, Arne & Schön, Matthias & Stähler, Nikolai & Vetlov, Igor, 2020. "A model-based analysis of the German current account surplus," Technical Papers 03/2020, Deutsche Bundesbank.
    8. Vincent Vicard, 2023. "Profit Shifting, Returns on Foreign Direct Investments and Investment Income Imbalances," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 71(2), pages 369-414, June.
    9. Guido Baldi & Björn Bremer & Thore Schlaak, 2017. "Internationale Investitionen und Leistungsbilanzungleichgewichte: Die Bedeutung von Wertschwankungen," DIW Roundup: Politik im Fokus 117, DIW Berlin, German Institute for Economic Research.
    10. Giacomo Oddo & Enrico Tosti, 2017. "The evolution of Italy�s investment income balance," Questioni di Economia e Finanza (Occasional Papers) 386, Bank of Italy, Economic Research and International Relations Area.
    11. Jannsen, Nils & Potjagailo, Galina, 2018. "Mittelfristige Projektion der Vermögenseinkommen aus grenzüberschreitenden Kapitalanlagen," Kiel Insight 2018.14, Kiel Institute for the World Economy (IfW Kiel).
    12. Nierhaus. Wolfgang, 2017. "Vierteljährlicher Realwert des BIP und Terms of Trade: Ölpreisanstieg dämpft Expansion," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 70(09), pages 39-42, May.
    13. Duncan van Limbergen, 2020. "Revisiting the income balance. What makes EU tax havens different?," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Bridging measurement challenges and analytical needs of external statistics: evolution or revolution?, volume 52, Bank for International Settlements.
    14. Fiedler, Salomon & Görg, Holger & Hornok, Cecília & Jannsen, Nils & Kooths, Stefan & Marchal, Léa & Potjagailo, Galina, 2018. "Direktinvestitionen im Ausland - Effekte auf die deutsche Leistungsbilanz und Spillovers in den Empfängerländern," Kieler Beiträge zur Wirtschaftspolitik 16, Kiel Institute for the World Economy (IfW Kiel).
    15. Ademmer, Martin & Boysen-Hogrefe, Jens & Fiedler, Salomon & Groll, Dominik & Jannsen, Nils & Kooths, Stefan & Potjagailo, Galina, 2018. "Deutsche Konjunktur im Herbst 2018 - Deutsche Wirtschaft: Aufschwungskräfte tragen noch [German Economy Autumn 2018 - Germany's boom is maturing]," Kieler Konjunkturberichte 47, Kiel Institute for the World Economy (IfW Kiel).

  6. Kajuth, Florian & Knetsch, Thomas A. & Pinkwart, Nicolas, 2013. "Assessing house prices in Germany: Evidence from an estimated stock-flow model using regional data," Discussion Papers 46/2013, Deutsche Bundesbank.

    Cited by:

    1. Breidenbach Philipp & Schaffner Sandra, 2020. "Real estate data for Germany (RWI-GEO-RED)," German Economic Review, De Gruyter, vol. 21(3), pages 401-416, September.
    2. Kholodilin, Konstantin A. & Michelsen, Claus & Ulbricht, Dirk, 2018. "Speculative price bubbles in urban housing markets," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 55(4), pages 1957-1983.
    3. Laurynas Narusevicius & Tomas Ramanauskas & Laura Gudauskaitė & Tomas Reichenbachas, 2019. "Lithuanian house price index: modelling and forecasting," Bank of Lithuania Occasional Paper Series 28, Bank of Lithuania.
    4. Hana Hejlová & Michal Hlaváček & Luboš Komárek, 2017. "A Comprehensive Method for House Price Sustainability Assessment in the Czech Republic," Prague Economic Papers, Prague University of Economics and Business, vol. 2017(3), pages 269-285.
    5. Darius Kulikauskas, 2015. "Measuring fundamental housing prices in the Baltic States: empirical approach," ERES eres2015_31, European Real Estate Society (ERES).
    6. Lenarčič, Črt & Damjanović, Milan, 2015. "Slovene Residential Property Prices Misalignment with Fundamentals," MPRA Paper 101198, University Library of Munich, Germany.
    7. Jan R. Kim & Gieyoung Lim, 2018. "A look into German housing markets: A bubble call?," International Area Studies Review, Center for International Area Studies, Hankuk University of Foreign Studies, vol. 21(4), pages 289-301, December.
    8. Muellbauer, John & Geiger, Felix & Rupprecht, Manuel, 2016. "The housing market, household portfolios and the German consumer," Working Paper Series 1904, European Central Bank.
    9. Konstantin A. Kholodilin & Claus Michelsen & Dirk Ulbricht, 2014. "Speculative Price Bubbles in Urban Housing Markets in Germany," Discussion Papers of DIW Berlin 1417, DIW Berlin, German Institute for Economic Research.
    10. Belke, Ansgar & Keil, Jonas, 2017. "Fundamental determinants of real estate prices: A panel study of German regions," Ruhr Economic Papers 731, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    11. Hiller, Norbert & Lerbs, Oliver W., 2016. "Aging and urban house prices," Regional Science and Urban Economics, Elsevier, vol. 60(C), pages 276-291.
    12. Konstantin Kholodilin, 2015. "Speculative Bubbles in Urban Housing Markets in Germany," ERSA conference papers ersa15p67, European Regional Science Association.
    13. Lenarčič, Črt & Zorko, Robert & Herman, Uroš & Savšek, Simon, 2016. "A Primer on Slovene House Prices Forecast," MPRA Paper 103552, University Library of Munich, Germany.
    14. Oestmann, Marco & Bennöhr, Lars, 2015. "Determinants of house price dynamics. What can we learn from search engine data?," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113198, Verein für Socialpolitik / German Economic Association.
    15. Bienert, Sven & Sebastian, Steffen P. & Just, Tobias, . "Niedrigzinsumfeld und die Auswirkungen auf die Immobilienwirtschaft," Beiträge zur Immobilienwirtschaft, University of Regensburg, Department of Economics, number 8, August.
    16. Hiller, Norbert & Lerbs, Oliver W., 2016. "Aging and urban house prices," ZEW Discussion Papers 15-024, ZEW - Leibniz Centre for European Economic Research, revised 2016.
    17. Engerstam, Sviatlana, 2020. "Macroeconomic determinants of apartment prices in Swedish and German cities," Working Paper Series 20/2, Royal Institute of Technology, Department of Real Estate and Construction Management & Banking and Finance.
    18. Ch. Warisse, 2017. "Analysis of the developments in residential property prices : Is the Belgian market overvalued ?," Economic Review, National Bank of Belgium, issue i, pages 61-77, June.

  7. Knetsch, Thomas A., 2012. "Ein nutzungskostenbasierter Ansatz zur Messung des Faktors Kapital in aggregierten Produktionsfunktionen," Discussion Papers 01/2012, Deutsche Bundesbank.

    Cited by:

    1. Breuer Sebastian & Elstner Steffen, 2020. "Germany’s Growth Prospects against the Backdrop of Demographic Change," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 240(5), pages 565-605, October.

  8. Knetsch, Thomas A., 2010. "Trend and cycle features in German residential investment before and after reunification," Discussion Paper Series 1: Economic Studies 2010,10, Deutsche Bundesbank.

    Cited by:

    1. Barigozzi, Matteo & Conti, Antonio & Luciani, Matteo, 2012. "Do Euro area countries respond asymmetrically to the common monetary policy?," LSE Research Online Documents on Economics 43344, London School of Economics and Political Science, LSE Library.
    2. Goodness C. Aye & Rangan Gupta & Stephen M. Miller & Mehmet Balcilar, 2014. "Forecasting US Real Private Residential Fixed Investment Using a Large Number of Predictors," Working papers 2014-10, University of Connecticut, Department of Economics.
    3. Nombulelo Gumata & Alain Kabundi & Eliphas Ndou, 2013. "Important channels of transmission of monetary policy shock in South Africa," Working Papers 6021, South African Reserve Bank.
    4. Martínez, Carlos Cañizares & de Bondt, Gabe & Gieseck, Arne, 2023. "Forecasting housing investment," Working Paper Series 2807, European Central Bank.
    5. Álvarez, L-J. & Bulligan, G. & Cabrero, A. & Ferrara, L. & Stahl, H., 2009. "Housing cycles in the major euro area countries," Working papers 269, Banque de France.
    6. Naik, Prasad A., 2015. "Marketing Dynamics: A Primer on Estimation and Control," Foundations and Trends(R) in Marketing, now publishers, vol. 9(3), pages 175-266, December.
    7. Young Il Kim, 2014. "Housing and business cycles in Korea: assessing the role of housing volume cycles," Chapters, in: Susan Wachter & Man Cho & Moon Joong Tcha (ed.), The Global Financial Crisis and Housing, chapter 3, pages 40-61, Edward Elgar Publishing.
    8. Thomas Bauer & Sven Feuerschütte & Michael Kiefer & Philipp an de Meulen & Martin Micheli & Torsten Schmidt & Lars-Holger Wilke, 2013. "Ein hedonischer Immobilienpreisindex auf Basis von Internetdaten: 2007–2011," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 7(1), pages 5-30, August.

  9. Knetsch, Thomas A. & Molzahn, Alexander, 2009. "Supply-side effects of strong energy price hikes in German industry and transportation," Discussion Paper Series 1: Economic Studies 2009,26, Deutsche Bundesbank.

    Cited by:

    1. Solaymani, Saeed & Kari, Fatimah, 2013. "Environmental and economic effects of high petroleum prices on transport sector," Energy, Elsevier, vol. 60(C), pages 435-441.
    2. Haertel, Thomas & Hamburg, Britta & Kusin, Vladimir, 2022. "The macroeconometric model of the Bundesbank revisited," Technical Papers 01/2022, Deutsche Bundesbank.
    3. Carmen Ramos Carvajal & Ana Salomé García-Muñiz & Blanca Moreno Cuartas, 2019. "Assessing Socioeconomic Impacts of Integrating Distributed Energy Resources in Electricity Markets through Input-Output Models," Energies, MDPI, vol. 12(23), pages 1-21, November.

  10. Knetsch, Thomas A., 2006. "Forecasting the price of crude oil via convenience yield predictions," Discussion Paper Series 1: Economic Studies 2006,12, Deutsche Bundesbank.

    Cited by:

    1. Reitz, Stefan & Rülke, Jan & Stadtmann, Georg, 2012. "Nonlinear Expectations in Speculative Markets," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 62045, Verein für Socialpolitik / German Economic Association.
    2. Reitz, Stefan & Rülke, Jan-Christoph & Stadtmann, Georg, 2012. "Nonlinear expectations in speculative markets: Evidence from the ECB survey of professional forecasters," Discussion Papers 311, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics.
    3. Christiane Baumeister & Lutz Kilian, 2013. "Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach," Staff Working Papers 13-28, Bank of Canada.
    4. Chu, Pyung Kun & Hoff, Kristian & Molnár, Peter & Olsvik, Magnus, 2022. "Crude oil: Does the futures price predict the spot price?," Research in International Business and Finance, Elsevier, vol. 60(C).
    5. Degiannakis, Stavros & Filis, George & Arora, Vipin, 2018. "Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence," MPRA Paper 96270, University Library of Munich, Germany.
    6. Emanuele De Meo, 2013. "Are Commodity Prices Driven by Fundamentals?," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 42(1), pages 19-46, February.
    7. Ron Alquist & Lutz Kilian & Robert Vigfusson, 2011. "Forecasting the Price of Oil," Staff Working Papers 11-15, Bank of Canada.
    8. Funk, Christoph, 2018. "Forecasting the real price of oil - Time-variation and forecast combination," Energy Economics, Elsevier, vol. 76(C), pages 288-302.
    9. Phan, Dinh Hoang Bach & Narayan, Paresh Kumar & Gong, Qiang, 2021. "Terrorist attacks and oil prices: Hypothesis and empirical evidence," International Review of Financial Analysis, Elsevier, vol. 74(C).
    10. Naser, Hanan, 2016. "Estimating and forecasting the real prices of crude oil: A data rich model using a dynamic model averaging (DMA) approach," Energy Economics, Elsevier, vol. 56(C), pages 75-87.
    11. Toto Gunarto & Rialdi Azhar & Novita Tresiana & Supriyanto Supriyanto & Ayi Ahadiat, 2020. "Accurate Estimated Model of Volatility Crude Oil Price," International Journal of Energy Economics and Policy, Econjournals, vol. 10(5), pages 228-233.
    12. Reitz, Stefan & Rülke, Jan-Christoph & Stadtmann, Georg, 2009. "Are oil price forecasters finally right? Regressive expectations toward more fundamental values of the oil price," Discussion Paper Series 1: Economic Studies 2009,32, Deutsche Bundesbank.
    13. Degiannakis, Stavros & Filis, George, 2018. "Forecasting oil prices: High-frequency financial data are indeed useful," Energy Economics, Elsevier, vol. 76(C), pages 388-402.
    14. Reitz Stefan & Rülke Jan-Christoph & Stadtmann Georg, 2010. "Regressive Oil Price Expectations Toward More Fundamental Values of the Oil Price," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 230(4), pages 454-466, August.
    15. Baumeister, Christiane & Kilian, Lutz, 2013. "Are product spreads useful for forecasting? An empirical evaluation of the Verleger hypothesis," CFS Working Paper Series 2013/09, Center for Financial Studies (CFS).
    16. Ermanno Catullo & Mauro Gallegati & Alberto Russo, 2020. "Forecasting in a complex environment: Machine learning sales expectations in a Stock Flow Consistent Agent-Based simulation model," Working Papers 2020/17, Economics Department, Universitat Jaume I, Castellón (Spain).
    17. Haas, Christian & Budin, Constantin & d’Arcy, Anne, 2024. "How to select oil price prediction models — The effect of statistical and financial performance metrics and sentiment scores," Energy Economics, Elsevier, vol. 133(C).
    18. Pincheira, Pablo & Jarsun, Nabil, 2020. "Summary of the Paper Entitled: Forecasting Fuel Prices with the Chilean Exchange Rate," MPRA Paper 105056, University Library of Munich, Germany.
    19. Kuper, Gerard H., 2012. "Inventories and upstream gasoline price dynamics," Energy Economics, Elsevier, vol. 34(1), pages 208-214.
    20. Julien, Chevallier & Sévi, Benoît, 2013. "A Fear Index to Predict Oil Futures Returns," Energy: Resources and Markets 156489, Fondazione Eni Enrico Mattei (FEEM).
    21. Liu, Li & Wang, Yudong & Yang, Li, 2018. "Predictability of crude oil prices: An investor perspective," Energy Economics, Elsevier, vol. 75(C), pages 193-205.
    22. Chau, Frankie & Kuo, Jing-Ming & Shi, Yukun, 2015. "Arbitrage opportunities and feedback trading in emissions and energy markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 36(C), pages 130-147.
    23. Ekaterini Panopoulou & Theologos Pantelidis, 2014. "Speculative behaviour and oil price predictability," Discussion Paper Series 2014_09, Department of Economics, University of Macedonia, revised Dec 2014.
    24. Xiong, Tao & Bao, Yukun & Hu, Zhongyi, 2013. "Beyond one-step-ahead forecasting: Evaluation of alternative multi-step-ahead forecasting models for crude oil prices," Energy Economics, Elsevier, vol. 40(C), pages 405-415.
    25. Ngene, Geoffrey M. & Wang, Jinghua, 2024. "Arbitrage opportunities and feedback trading in regulated bitcoin futures market: An intraday analysis," International Review of Economics & Finance, Elsevier, vol. 89(PB), pages 743-761.
    26. Nicholas Apergis, 2023. "Forecasting energy prices: Quantile‐based risk models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(1), pages 17-33, January.
    27. Nestor Le Clech & Carmen Fillat‐Castejón, 2017. "International aggregate agricultural supply for grain and oilseed: The effects of efficiency and technological change," Agribusiness, John Wiley & Sons, Ltd., vol. 33(4), pages 569-585, September.
    28. Hardy, Nicolás & Ferreira, Tiago & Quinteros, Maria J. & Magner, Nicolás S., 2023. "“Watch your tone!”: Forecasting mining industry commodity prices with financial report tone," Resources Policy, Elsevier, vol. 86(PA).
    29. Degiannakis, Stavros & Filis, George, 2017. "Forecasting oil prices," MPRA Paper 77531, University Library of Munich, Germany.
    30. Pincheira-Brown, Pablo & Bentancor, Andrea & Hardy, Nicolás & Jarsun, Nabil, 2022. "Forecasting fuel prices with the Chilean exchange rate: Going beyond the commodity currency hypothesis," Energy Economics, Elsevier, vol. 106(C).
    31. An, Haizhong & Gao, Xiangyun & Fang, Wei & Ding, Yinghui & Zhong, Weiqiong, 2014. "Research on patterns in the fluctuation of the co-movement between crude oil futures and spot prices: A complex network approach," Applied Energy, Elsevier, vol. 136(C), pages 1067-1075.
    32. He, Kaijian & Yu, Lean & Lai, Kin Keung, 2012. "Crude oil price analysis and forecasting using wavelet decomposed ensemble model," Energy, Elsevier, vol. 46(1), pages 564-574.
    33. Athanasia Dimitriadou & Periklis Gogas & Theophilos Papadimitriou & Vasilios Plakandaras, 2018. "Oil Market Efficiency under a Machine Learning Perspective," Forecasting, MDPI, vol. 1(1), pages 1-12, October.
    34. Carlos Caceres & Leandro Medina, 2012. "Measures of Fiscal Risk in Hydrocarbon-Exporting Countries," IMF Working Papers 2012/260, International Monetary Fund.
    35. Slabá, Monika & Gapko, Petr & Klimešová, Andrea, 2013. "Main drivers of natural gas prices in the Czech Republic after the market liberalisation," Energy Policy, Elsevier, vol. 52(C), pages 199-212.
    36. Toni Beutler, 2012. "Forecasting Exchange Rates with Commodity Convenience Yields," Working Papers 12.03, Swiss National Bank, Study Center Gerzensee.

  11. Knetsch, Thomas A. & Reimers, Hans-Eggert, 2006. "How to treat benchmark revisions? The case of German production and orders statistics," Discussion Paper Series 1: Economic Studies 2006,38, Deutsche Bundesbank.

    Cited by:

    1. Jan Jacobs & Jan-Egbert Sturm, 2009. "The information content of KOF indicators on Swiss current account data revisions," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2008(2), pages 161-181.
    2. Thomas A. Knetsch & Hans‐Eggert Reimers, 2009. "Dealing with Benchmark Revisions in Real‐Time Data: The Case of German Production and Orders Statistics," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(2), pages 209-235, April.
    3. Joachim Möller, 2012. "From a Bulwark of Eurosclerosis to a Flexibility Champion? Why Did the German Economy and the Labour Market Do So Well During and After the Recession?," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 10(02), pages 14-19, August.
    4. Boysen-Hogrefe, Jens & Neuwirth, Stefan, 2012. "The impact of seasonal and price adjustments on the predictability of German GDP revisions," Kiel Working Papers 1753, Kiel Institute for the World Economy (IfW Kiel).
    5. Konstantin A. Kholodilin & Boriss Siliverstovs, 2009. "Do forecasters inform or reassure?," KOF Working papers 09-215, KOF Swiss Economic Institute, ETH Zurich.

  12. Knetsch, Thomas A., 2005. "Short-run and long-run comovement of GDP and some expenditure aggregates in Germany, France and Italy," Discussion Paper Series 1: Economic Studies 2005,39, Deutsche Bundesbank.

    Cited by:

    1. Dungey, Mardi & Jacobs, Jan & Tian, Jing & Norden, Simon van, 2012. "On trend-cycle decomposition and data revision," Research Report 12009-EEF, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
    2. Kilian, Lutz, 2005. "The Effects of Exogenous Oil Supply Shocks on Output and Inflation: Evidence from the G7 Countries," CEPR Discussion Papers 5404, C.E.P.R. Discussion Papers.

  13. Thomas A. Knetsch, 2004. "Evaluating the German Inventory Cycle – Using Data from the Ifo Business Survey," CESifo Working Paper Series 1202, CESifo.

    Cited by:

    1. Klaus Abberger & Sascha Becker & Barbara Hofmann & Klaus Wohlrabe & Sascha O. Becker, 2007. "Mikrodaten im ifo Institut für Wirtschaftsforschung: Bestand, Verwendung, Zugang," ifo Working Paper Series 44, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    2. Jürgen Bierbaumer & Werner Hölzl, 2015. "Business Cycle Dynamics and Firm Heterogeneity. Evidence for Austria Using Survey Data," WIFO Working Papers 504, WIFO.
    3. Sascha Becker & Klaus Wohlrabe & Sascha O. Becker, 2007. "Micro Data at the Ifo Institute for Economic Research – The “Ifo Business Survey”, Usage and Access," ifo Working Paper Series 47, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    4. Robert Lehmann, 2020. "The Forecasting Power of the ifo Business Survey," CESifo Working Paper Series 8291, CESifo.
    5. Knetsch, Thomas A., 2004. "The Inventory Cycle of the German Economy," Discussion Paper Series 1: Economic Studies 2004,09, Deutsche Bundesbank.
    6. W. Hölzl & S. Kaniovski & Y. Kaniovski, 2019. "Exploring the dynamics of business survey data using Markov models," Computational Management Science, Springer, vol. 16(4), pages 621-649, October.
    7. Stefan Sauer & Klaus Wohlrabe, 2020. "ifo Handbuch der Konjunkturumfragen," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 88.

  14. Knetsch, Thomas A., 2004. "The Inventory Cycle of the German Economy," Discussion Paper Series 1: Economic Studies 2004,09, Deutsche Bundesbank.

    Cited by:

    1. Katsuyuki Shibayama, 2008. "On the Periodicity of Inventories," Studies in Economics 0806, School of Economics, University of Kent.
    2. Warmedinger, Thomas & Vetlov, Igor, 2006. "The German block of the ESCB multi-country model," Working Paper Series 654, European Central Bank.
    3. Döpke, Jörg, 2004. "Real-time data and business cycle analysis in Germany," Discussion Paper Series 1: Economic Studies 2004,11, Deutsche Bundesbank.
    4. Thomas A. Knetsch, 2004. "Evaluating the German Inventory Cycle – Using Data from the Ifo Business Survey," CESifo Working Paper Series 1202, CESifo.
    5. Obermaier, Robert, 2012. "German inventory to sales ratios 1971–2005—An empirical analysis of business practice," International Journal of Production Economics, Elsevier, vol. 135(2), pages 964-976.

Articles

  1. Götz, Thomas B. & Knetsch, Thomas A., 2019. "Google data in bridge equation models for German GDP," International Journal of Forecasting, Elsevier, vol. 35(1), pages 45-66.
    See citations under working paper version above.
  2. Thomas A. Knetsch & Arne J. Nagengast, 2017. "Penny wise and pound foolish? On the income from Germany’s foreign investments," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 153(4), pages 753-778, November.
    See citations under working paper version above.
  3. Thomas Knetsch & Alexander Molzahn, 2012. "Supply-side effects of strong energy price hikes in German industry and transportation," Empirical Economics, Springer, vol. 43(3), pages 1215-1238, December.
    See citations under working paper version above.
  4. Thomas A. Knetsch & Hans-Eggert Reimers, 2010. "Do benchmark revisions affect the consumption-to-output and investment-to-output ratios in Germany?," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2010(1), pages 1-14.

    Cited by:

    1. Dieter Brümmerhoff & Michael Grömling, 2013. "Ökonomische Auswirkungen von VGR-Revisionen," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 6(3), pages 133-148, March.

  5. Thomas A. Knetsch & Hans‐Eggert Reimers, 2009. "Dealing with Benchmark Revisions in Real‐Time Data: The Case of German Production and Orders Statistics," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(2), pages 209-235, April.

    Cited by:

    1. Hecq, Alain & Jacobs, Jan P.A.M. & Stamatogiannis, Michalis P., 2019. "Testing for news and noise in non-stationary time series subject to multiple historical revisions," Journal of Macroeconomics, Elsevier, vol. 60(C), pages 396-407.
    2. Pascal Bührig & Klaus Wohlrabe, 2015. "Revisionen der deutschen Industrieproduktion und die ifo Indikatoren," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 68(21), pages 27-31, November.
    3. Pascal Bührig & Klaus Wohlrabe, 2016. "Forecasting revisions of German industrial production," Applied Economics Letters, Taylor & Francis Journals, vol. 23(15), pages 1062-1064, October.
    4. Boysen-Hogrefe, Jens & Neuwirth, Stefan, 2012. "The impact of seasonal and price adjustments on the predictability of German GDP revisions," Kiel Working Papers 1753, Kiel Institute for the World Economy (IfW Kiel).
    5. Jan P.A.M. Jacobs & Samad Sarferaz & Simon van Norden & Jan-Egbert Sturm, 2013. "Modeling Multivariate Data Revisions," CIRANO Working Papers 2013s-44, CIRANO.
    6. Strohsal, Till & Wolf, Elias, 2020. "Data revisions to German national accounts: Are initial releases good nowcasts?," International Journal of Forecasting, Elsevier, vol. 36(4), pages 1252-1259.
    7. Heinisch Katja & Scheufele Rolf, 2019. "Should Forecasters Use Real-Time Data to Evaluate Leading Indicator Models for GDP Prediction? German Evidence," German Economic Review, De Gruyter, vol. 20(4), pages 170-200, December.
    8. Heinisch, Katja, 2016. "A real-time analysis on the importance of hard and soft data for nowcasting German GDP," VfS Annual Conference 2016 (Augsburg): Demographic Change 145864, Verein für Socialpolitik / German Economic Association.

  6. Thomas A. Knetsch, 2007. "Forecasting the price of crude oil via convenience yield predictions," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(7), pages 527-549.
    See citations under working paper version above.

Chapters

  1. Thomas A. Knetsch, 2006. "Short-Run and Long-Run Comovement of GDP and Some Expenditure Aggregates in Germany, France and Italy," Springer Books, in: Convergence or Divergence in Europe?, pages 209-249, Springer.
    See citations under working paper version above.
  2. Thomas A. Knetsch, 2005. "Evaluating the German Inventory Cycle Using Data from the Ifo Business Survey," Contributions to Economics, in: Jan-Egbert Sturm & Timo Wollmershäuser (ed.), Ifo Survey Data in Business Cycle and Monetary Policy Analysis, pages 61-92, Springer.
    See citations under working paper version above.Sorry, no citations of chapters recorded.

Books

  1. Derry O'Brien & Thomas Westermann & Zbigniew Krysiak & Kazimierz Kirejczyk & Michael Lea & Florian Kajuth & Thomas A. Knetsch & Nicolas Pinkwart & Guenter Karl & Andrey Tumanov & Evgeniya Zhelezova & , 2013. "Papers presented during the Narodowy Bank Polski Workshop: Recent trends in the real estate market and its analysis, 2013," NBP Conference Publications, Narodowy Bank Polski, number 1 edited by Hanna Augustyniak & Jacek Łaszek & Krzysztof Olszewski.

    Cited by:

    1. Augustyniak, Hanna & Leszczyński, Robert & Łaszek, Jacek & Olszewski, Krzysztof & Waszczuk, Joanna, 2014. "On the dynamics of the primary housing market and the forecasting of house prices," MPRA Paper 61015, University Library of Munich, Germany.

  2. Olivier Bandt & Thomas Knetsch & Juan Peñalosa & Francesco Zollino (ed.), 2010. "Housing Markets in Europe," Springer Books, Springer, number 978-3-642-15340-2, June.

    Cited by:

    1. Hippolyte d'Albis & Elodie Djemaï, 2018. "Évolutions démographiques et marché de l'immobilier neuf," Post-Print hal-01707053, HAL.
    2. Antonio Bassanetti & Matteo Bugamelli & Sandro Momigliano & Roberto Sabbatini & Francesco Zollino, 2013. "The policy response to macroeconomic and fiscal imbalances in Italy in the last fifteen years," Questioni di Economia e Finanza (Occasional Papers) 211, Bank of Italy, Economic Research and International Relations Area.
    3. Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Charl Jooste & Stephen M. Miller & Zeynel Abidin Ozdemir, 2014. "Fiscal Policy Shocks and the Dynamics of Asset Prices," Public Finance Review, , vol. 42(4), pages 511-531, July.
    4. Wendy Nyakabawo & Stephen M. Miller & Mehmet Balcilar & Sonali Das & Rangan Gupta, 2013. "Temporal Causality between House Prices and Output in the U. S.: A Bootstrap Rolling-Window Approach," Working Papers 201329, University of Pretoria, Department of Economics.
    5. Barigozzi, Matteo & Conti, Antonio & Luciani, Matteo, 2012. "Do Euro area countries respond asymmetrically to the common monetary policy?," LSE Research Online Documents on Economics 43344, London School of Economics and Political Science, LSE Library.
    6. Octavio Fernández-Amador & Martin Gächter & Friedrich Sindermann, 2016. "Finance-augmented business cycles: A robustness check," Economics Bulletin, AccessEcon, vol. 36(1), pages 132-144.
    7. Schünemann, Johannes & Trimborn, Timo, 2017. "Boosting taxes for boasting about houses: Status concerns in the housing market," ECON WPS - Working Papers in Economic Theory and Policy 05/2017, TU Wien, Institute of Statistics and Mathematical Methods in Economics, Economics Research Unit.
    8. Prieto, Esteban & Eickmeier, Sandra & Marcellino, Massimiliano, 2013. "Time variation in macro-financial linkages," Discussion Papers 13/2013, Deutsche Bundesbank.
    9. Trimborn, Timo & Strulik, Holger, 2015. "Natural Disasters and Macroeconomic Performance: The Role of Residential Investment," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113016, Verein für Socialpolitik / German Economic Association.
    10. Andrea Brandolini & Romina Gambacorta & Alfonso Rosolia, 2018. "Inequality amid income stagnation: Italy over the last quarter of a century," Questioni di Economia e Finanza (Occasional Papers) 442, Bank of Italy, Economic Research and International Relations Area.
    11. Gregor Bäurle & Rolf Scheufele, 2019. "Credit cycles and real activity: the Swiss case," Empirical Economics, Springer, vol. 56(6), pages 1939-1966, June.
    12. Goodness C. Aye & Mehmet Balcilar Author-Name-First Mehmet & Adel Bosch & Rangan Gupta, 2014. "Housing and the Business Cycle in South Africa," Working Papers 15-22, Eastern Mediterranean University, Department of Economics.
    13. Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2013. "Housing and the Great Depression," Working Papers 201308, University of Pretoria, Department of Economics.
    14. Garriga, Carlos & Kydland, Finn E. & Šustek, Roman, 2021. "MoNK: Mortgages in a New-Keynesian model," Journal of Economic Dynamics and Control, Elsevier, vol. 123(C).
    15. Eleni Iliopulos & Thepthida Sopraseuth, 2011. "L'intermédiation financière dans l'analyse macroéconomique : Le défi de la crise," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00613188, HAL.
    16. Garriga, Carlos & Kydland, Finn E. & Šustek, Roman, 2013. "Mortgages and monetary policy," LSE Research Online Documents on Economics 58248, London School of Economics and Political Science, LSE Library.
    17. Janusz Sobieraj & Dominik Metelski, 2021. "Testing Housing Markets for Episodes of Exuberance: Evidence from Different Polish Cities," JRFM, MDPI, vol. 14(9), pages 1-29, September.
    18. d'Albis, Hippolyte & Iliopoulos, Eleni, 2013. "Collateral constraints and rental markets," MPRA Paper 49529, University Library of Munich, Germany.
    19. Piergallini, Alessandro, 2019. "Demographic Change and Real House Prices: A General Equilibrium Perspective," MPRA Paper 112073, University Library of Munich, Germany.
    20. Riccardo De Bonis & Daniele Fano & Teresa Sbano, 2013. "Household aggregate wealth in the main OECD countries from 1980 to 2011: what do the data tell us?," Questioni di Economia e Finanza (Occasional Papers) 160, Bank of Italy, Economic Research and International Relations Area.
    21. Katharina Pijnenburg, 2013. "The Spatial Dimension of US House Price Developments," Discussion Papers of DIW Berlin 1270, DIW Berlin, German Institute for Economic Research.
    22. Piotr Lis, 2015. "Relationships between the finance system and housing markets," Working papers wpaper99, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project.
    23. Yener Coskun & Burak Sencer Atasoy & Giacomo Morri & Esra Alp, 2018. "Wealth Effects on Household Final Consumption: Stock and Housing Market Channels," IJFS, MDPI, vol. 6(2), pages 1-32, June.
    24. Beatrice D. Simo-Kengne & Rangan Gupta & Manoel Bittencourt, 2013. "The Impact of House Prices on Consumption in South Africa: Evidence from Provincial-Level Panel VARs," Housing Studies, Taylor & Francis Journals, vol. 28(8), pages 1133-1154, November.
    25. Guo, Zi-Yi, 2017. "Information heterogeneity, housing dynamics and the business cycle," EconStor Preprints 168561, ZBW - Leibniz Information Centre for Economics.
    26. Kajuth, Florian, 2020. "The German housing market cycle: Answers to FAQs," Discussion Papers 20/2020, Deutsche Bundesbank.
    27. Chu, Shiou-Yen, 2018. "Macroeconomic policies and housing market in Taiwan," International Review of Economics & Finance, Elsevier, vol. 58(C), pages 404-421.
    28. Bańbura, Marta & Albani, Maria & Ambrocio, Gene & Bursian, Dirk & Buss, Ginters & de Winter, Jasper & Gavura, Miroslav & Giordano, Claire & Júlio, Paulo & Le Roux, Julien & Lozej, Matija & Malthe-Thag, 2018. "Business investment in EU countries," Occasional Paper Series 215, European Central Bank.
    29. Herwartz, Helmut & Maxand, Simone & Rohloff, Hannes, 2018. "Lean against the wind or float with the storm? Revisiting the monetary policy asset price nexus by means of a novel statistical identification approach," University of Göttingen Working Papers in Economics 354, University of Goettingen, Department of Economics.
    30. Njindan Iyke, Bernard, 2015. "Assessing the Effects of Housing Market Shocks on Output: The Case of South Africa," MPRA Paper 69610, University Library of Munich, Germany, revised 01 Feb 2016.
    31. Christophe André & Rangan Gupta & Patrick T. Kanda, 2012. "Do House Prices Impact Consumption and Interest Rate?: Evidence from OECD Countries Using an Agnostic Identification Procedure," OECD Economics Department Working Papers 947, OECD Publishing.
    32. Alban Moura, 2018. "Investment Shocks, Sticky Prices, and the Endogenous Relative Price of Investment," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 27, pages 48-63, January.
    33. Alberto Montagnoli & Jun Nagayasu, 2013. "UK house prices: convergence clubs and spillovers," Working Papers 1322, University of Strathclyde Business School, Department of Economics.
    34. Rangan Gupta & Charl Jooste & Kanyane Matlou, 2013. "A Time-Varying Approach to Analysing Fiscal Policy and Asset Prices in South Africa," Working Papers 201303, University of Pretoria, Department of Economics.
    35. Alexander Zimper, 2014. "The minimal confidence levels of Basel capital regulation," Journal of Banking Regulation, Palgrave Macmillan, vol. 15(2), pages 129-143, April.
    36. Rangan Gupta & Christophe André & Luis Gil-Alana, 2015. "Comovement in Euro area housing prices: A fractional cointegration approach," Urban Studies, Urban Studies Journal Limited, vol. 52(16), pages 3123-3143, December.
    37. Mustafa Ozan Yıldırım & Mehmet İvrendi, 2017. "House Prices And The Macroeconomic Environment In Turkey: The Examination Of A Dynamic Relationship," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 62(215), pages 81-110, October –.
    38. Hashmat Khan & Abeer Reza, 2013. "House Prices and Government Spending Shocks," Carleton Economic Papers 13-10, Carleton University, Department of Economics, revised 14 Sep 2016.
    39. Jose Eduardo Gomez-Gonzalez & Juliana Gamboa-Arbeláez & Jorge Hirs-Garzón & Andrés Pinchao-Rosero, 2016. "When Bubble Meets Bubble: Contagion in OECD Countries," Borradores de Economia 942, Banco de la Republica de Colombia.
    40. Geoffrey Meen & Alexander Mihailov & Yehui Wang, 2016. "Endogenous UK Housing Cycles and the Risk Premium: Understanding the Next Housing Crisis," Economics Discussion Papers em-dp2016-02, Department of Economics, University of Reading.
    41. Katharina Pijnenburg, 2017. "The spatial dimension of US house prices," Urban Studies, Urban Studies Journal Limited, vol. 54(2), pages 466-481, February.
    42. Katharina Pijnenburg, 2014. "The Spatial Dimension of US House Price Developments," ERSA conference papers ersa14p127, European Regional Science Association.
    43. Ekkehard Ernst & Faten Saliba, 2018. "Are House Prices Responsible for Unemployment Persistence?," Open Economies Review, Springer, vol. 29(4), pages 795-833, September.
    44. Gelain, Paolo & Lansing, Kevin J. & Mendicino, Caterina, 2012. "House Prices, Credit Growth, and Excess Volatility: Implications for Monetary and Macroprudential Policy," Dynare Working Papers 21, CEPREMAP.
    45. Robertson, Raymond & Kumar, Anil & Dutkowsky, Donald H., 2014. "Weak-form and strong-form purchasing power parity between the US and Mexico: A panel cointegration investigation," Journal of Macroeconomics, Elsevier, vol. 42(C), pages 241-262.
    46. Guo, Zi-Yi, 2017. "Housing Dynamics, Empirical Facts and the Business Cycle," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 12(2), pages 46-53.
    47. Sandrine Levasseur, 2013. "Éléments de réflexion sur le foncier et sa contribution au prix de l’immobilier," SciencePo Working papers Main hal-03460884, HAL.
    48. Thomas Bauer & Sven Feuerschütte & Michael Kiefer & Philipp an de Meulen & Martin Micheli & Torsten Schmidt & Lars-Holger Wilke, 2013. "Ein hedonischer Immobilienpreisindex auf Basis von Internetdaten: 2007–2011," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 7(1), pages 5-30, August.
    49. Ersi Athanassiou & Ekaterini Tsouma, 2017. "Financial and Housing Wealth Effects on Private Consumption: The Case of Greece," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 15(1), pages 63-86.
    50. Vittorio Peretti & Rangan Gupta & Roula Inglesi-Lotz, 2012. "Do House Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model," Working Papers 201216, University of Pretoria, Department of Economics.
    51. Denis Fougère & Mathilde Poulhes, 2014. "La propriété immobilière: quelle influence sur le portefeuille des ménages ?," Post-Print hal-03393008, HAL.
    52. Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Charl Jooste & Stephen M. Miller & Zeynel Abidin Ozdemir, 2012. "Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience," Working Papers 1211, University of Nevada, Las Vegas , Department of Economics.
    53. Claudia M. Buch & Sandra Eickmeier & Esteban Prieto, 2014. "Macroeconomic Factors and Microlevel Bank Behavior," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(4), pages 715-751, June.
    54. Fatica, Serena & Prammer, Doris, 2017. "Housing and the tax system: how large are the distortions in the euro area?," Working Paper Series 2087, European Central Bank.
    55. Rangan Gupta & Xiaojin Sun, 2020. "Housing market spillovers in South Africa: evidence from an estimated small open economy DSGE model," Empirical Economics, Springer, vol. 58(5), pages 2309-2332, May.
    56. PIROVANO, Mara, 2013. "Household and firm leverage, capital flows and monetary policy in a small open economy," Working Papers 2013014, University of Antwerp, Faculty of Business and Economics.
    57. Denis Fougère & Mathilde Poulhès, 2014. "La propriété immobilière : quelle influence sur le portefeuille financier des ménages ?," Économie et Statistique, Programme National Persée, vol. 472(1), pages 213-231.
    58. Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2018. "Persistence and Cyclical Dynamics of US and UK House Prices: Evidence from Over 150 Years of Data," Working Papers 201838, University of Pretoria, Department of Economics.
    59. Siwapong Uruyos & Ahmad Chaman & Nye Wusin & Mario Phichinni, 2018. "Volatile Housing Prices, Residential Investments And The Business Cycles," Journal of Smart Economic Growth, , vol. 3(1), pages 13-24, Juin.
    60. Antonio Bassanetti & Concetta Rondinelli, 2013. "Italian households� opinions on the difficulty of saving," Questioni di Economia e Finanza (Occasional Papers) 147, Bank of Italy, Economic Research and International Relations Area.
    61. Pijnenburg, Katharina, 2017. "The spatial dimension of US house prices," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 54(2), pages 466-481.
    62. Strulik, Holger & Trimborn, Timo, 2016. "Natural disasters and macroeconomic performance," ECON WPS - Working Papers in Economic Theory and Policy 07/2016, TU Wien, Institute of Statistics and Mathematical Methods in Economics, Economics Research Unit.
    63. Daniel L. Tortorice, 2019. "Long-Run Expectations, Learning and the US Housing Market," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 45(4), pages 497-531, October.
    64. Musil Robert & Reiner Christian, 2019. "Synchronität der Büromarktzyklen? Dynamiken europäischer Metropolen im Kontext der Finanz- und Wirtschaftskrise," ZFW – Advances in Economic Geography, De Gruyter, vol. 63(1), pages 23-46, March.
    65. Czerniak, Adam & Borowski, Jakub & Boratyński, Jakub & Rosati, Dariusz, 2020. "Asset price bubbles in a monetary union: Mind the convergence gap," International Review of Economics & Finance, Elsevier, vol. 67(C), pages 288-302.
    66. Guo, Zi-Yi, 2017. "Information heterogeneity, housing dynamics and the business cycle," Economics Discussion Papers 2017-17, Kiel Institute for the World Economy (IfW Kiel).
    67. Dominika Ehrenbergerova & Josef Bajzik, 2020. "The Effect of Monetary Policy on House Prices - How Strong is the Transmission?," Working Papers 2020/14, Czech National Bank.

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