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Kirstin Hubrich

Personal Details

First Name:Kirstin
Middle Name:
Last Name:Hubrich
Suffix:
RePEc Short-ID:phu89
https://sites.google.com/site/kirstinhubrichwebpage/
Terminal Degree:1999 Wirtschaftswissenschaftliche Fakultät; Humboldt-Universität Berlin (from RePEc Genealogy)

Affiliation

Deutsche Bundesbank

Frankfurt, Germany
http://www.bundesbank.de/
RePEc:edi:dbbgvde (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Kirstin Hubrich & Daniel F. Waggoner, 2022. "The Transmission of Financial Shocks and Leverage of Financial Institutions: An Endogenous Regime-Switching Framework," FRB Atlanta Working Paper 2022-5, Federal Reserve Bank of Atlanta.
  2. Chad Fulton & Kirstin Hubrich, 2021. "Forecasting US Inflation in Real Time," Finance and Economics Discussion Series 2021-014, Board of Governors of the Federal Reserve System (U.S.).
  3. Holm-Hadulla, Fédéric & Hubrich, Kirstin, 2017. "Macroeconomic implications of oil price fluctuations: a regime-switching framework for the euro area," Working Paper Series 2119, European Central Bank.
  4. Hubrich, Kirstin & Skudelny, Frauke, 2016. "Forecast combination for euro area inflation: a cure in times of crisis?," Working Paper Series 1972, European Central Bank.
  5. Hubrich, Kirstin & Tetlow, Robert J., 2014. "Financial stress and economic dynamics: the transmission of crises," Working Paper Series 1728, European Central Bank.
  6. Ciccarelli, Matteo & Jeanfils, Philippe & Haavio, Markus & Ĉervená, Marianna & Guarda, Paolo & Mendicino, Caterina & D'Agostino, Antonello & Valderrama, Maria Teresa & Ortega, Eva & Hubrich, Kirstin &, 2013. "Financial shocks and the macroeconomy: heterogeneity and non-linearities," Occasional Paper Series 143, European Central Bank.
  7. Hubrich, Kirstin & Granziera, Eleonora & Moon, Hyungsik Roger, 2013. "A predictability test for a small number of nested models," Working Paper Series 1580, European Central Bank.
  8. Kirstin Hubrich & Timo Teräsvirta, 2013. "Thresholds and Smooth Transitions in Vector Autoregressive Models," CREATES Research Papers 2013-18, Department of Economics and Business Economics, Aarhus University.
  9. Hubrich, Kirstin & Marcellino, Massimiliano & Beck, Günter, 2011. "On the importance of sectoral and regional shocks for price-setting," CEPR Discussion Papers 8357, C.E.P.R. Discussion Papers.
  10. Hubrich, Kirstin & Karlsson, Tohmas, 2010. "Trade consistency in the context of the Eurosystem projection exercises - an overview," Occasional Paper Series 108, European Central Bank.
  11. Hendry, David F. & Hubrich, Kirstin, 2010. "Combining disaggregate forecasts or combining disaggregate information to forecast an aggregate," Working Paper Series 1155, European Central Bank.
  12. Hubrich, Kirstin & West, Kenneth D., 2009. "Forecast evaluation of small nested model sets," Working Paper Series 1030, European Central Bank.
  13. Andrés González & Kirstin Hubrich & Timo Teräsvirta, 2009. "Forecasting inflation with gradual regime shifts and exogenous information," CREATES Research Papers 2009-03, Department of Economics and Business Economics, Aarhus University.
  14. Beck, Guenter W. & Hubrich, Kirstin & Marcellino, Massimiliano, 2009. "On the importance of sectoral shocks for price-setting," CFS Working Paper Series 2009/32, Center for Financial Studies (CFS).
  15. Hubrich, Kirstin & Marcellino, Massimiliano & Beck, Günter W., 2006. "Regional inflation dynamics within and across euro area countries and a comparison with the US," Working Paper Series 681, European Central Bank.
  16. Hendry, David & Hubrich, Kirstin, 2006. "Forecasting Economic Aggregates by Disaggregates," CEPR Discussion Papers 5485, C.E.P.R. Discussion Papers.
  17. Guenter Beck & Massimiliano Marcellino, 2006. "Regional Inflation Dynamics within and across Euro Area and a Comparison with the US," Computing in Economics and Finance 2006 338, Society for Computational Economics.
  18. Kirstin Hubrich & David F. Hendry, 2005. "Forecasting Aggregates by Disaggregates," Computing in Economics and Finance 2005 270, Society for Computational Economics.
  19. Hubrich, Kirstin, 2003. "Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?," Working Paper Series 247, European Central Bank.
  20. Kirstin Hubrich & Peter J. G. Vlaar, 2000. "Germany and the Euro Area: Differences in the Transmission Process of Monetary Policy," Econometric Society World Congress 2000 Contributed Papers 1802, Econometric Society, revised 08 Nov 2000.
  21. Hubrich, Kirstin & Lütkepohl, Helmut & Saikkonen, Pentti, 1998. "A review of systemscointegration tests," SFB 373 Discussion Papers 1998,101, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  22. Hubrich, K., 1996. "System estimation of the German money demand - a long-run analysis," SFB 373 Discussion Papers 1996,77, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

Articles

  1. Chad Fulton & Kirstin Hubrich, 2021. "Forecasting US Inflation in Real Time," Econometrics, MDPI, vol. 9(4), pages 1-20, October.
  2. Kirstin Hubrich & Frauke Skudelny, 2017. "Forecast Combination for Euro Area Inflation: A Cure in Times of Crisis?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 36(5), pages 515-540, August.
  3. Guenter W. Beck & Kirstin Hubrich & Massimiliano Marcellino, 2016. "On the Importance of Sectoral and Regional Shocks for Price‐Setting," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(7), pages 1234-1253, November.
  4. Hubrich, Kirstin & Tetlow, Robert J., 2015. "Financial stress and economic dynamics: The transmission of crises," Journal of Monetary Economics, Elsevier, vol. 70(C), pages 100-115.
  5. Granziera, Eleonora & Hubrich, Kirstin & Moon, Hyungsik Roger, 2014. "A predictability test for a small number of nested models," Journal of Econometrics, Elsevier, vol. 182(1), pages 174-185.
  6. Kirstin Hubrich & Simone Manganelli, 2014. "Comment," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(4), pages 506-509, October.
  7. Kirstin Hubrich, 2013. "Comment," NBER International Seminar on Macroeconomics, University of Chicago Press, vol. 9(1), pages 167-173.
  8. Hendry, David F. & Hubrich, Kirstin, 2011. "Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(2), pages 216-227.
  9. Matteo Ciccarelli & Kirstin Hubrich, 2010. "Forecast uncertainty: sources, measurement and evaluation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 509-513.
  10. Kirstin Hubrich & Kenneth D. West, 2010. "Forecast evaluation of small nested model sets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 574-594.
  11. Kirstin Hubrich, 2008. "Regional inflation dynamics within and across euro area countries and a comparison with the United States," Research Bulletin, European Central Bank, vol. 7, pages 7-9.
  12. Hubrich, Kirstin, 2005. "Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?," International Journal of Forecasting, Elsevier, vol. 21(1), pages 119-136.
  13. Kirstin Hubrich & Peter Vlaar, 2004. "Monetary transmission in Germany: Lessons for the Euro area," Empirical Economics, Springer, vol. 29(2), pages 383-414, May.
  14. Kirstin Hubrich & Helmut Lutkepohl & Pentti Saikkonen, 2001. "A Review Of Systems Cointegration Tests," Econometric Reviews, Taylor & Francis Journals, vol. 20(3), pages 247-318.
  15. Kirstin Hubrich, 1999. "Estimation of a German money demand system - a long-run analysis," Empirical Economics, Springer, vol. 24(1), pages 77-99.

Chapters

  1. Kirstin Hubrich & Timo Teräsvirta, 2013. "Thresholds and Smooth Transitions in Vector Autoregressive Models☆The views expressed in this article are those of the authors and should not be interpreted as reflecting the views of the European Cen," Advances in Econometrics, in: VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims, volume 32, pages 273-326, Emerald Group Publishing Limited.
  2. Kirstin Hubrich, 2012. "Comment on "Global House Price Fluctuations: Synchronization and Determinants"," NBER Chapters, in: NBER International Seminar on Macroeconomics 2012, pages 167-173, National Bureau of Economic Research, Inc.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 22 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (14) 2005-11-19 2006-02-12 2006-07-15 2009-01-03 2009-02-22 2009-03-28 2009-08-08 2013-01-07 2014-12-19 2017-01-08 2017-06-18 2018-01-01 2021-06-28 2022-06-27. Author is listed
  2. NEP-FOR: Forecasting (12) 2005-11-19 2006-02-12 2009-01-03 2009-02-22 2009-03-28 2009-08-08 2010-04-11 2011-08-02 2013-09-24 2016-11-20 2017-01-08 2021-06-28. Author is listed
  3. NEP-ECM: Econometrics (11) 2004-02-23 2005-11-19 2006-02-12 2009-01-03 2009-02-22 2009-08-08 2010-04-11 2013-06-16 2013-09-24 2017-01-08 2022-06-27. Author is listed
  4. NEP-MON: Monetary Economics (11) 2004-08-16 2006-07-15 2009-02-22 2011-05-14 2011-08-02 2014-12-19 2016-11-20 2017-01-08 2021-06-28 2022-06-27 2022-10-24. Author is listed
  5. NEP-CBA: Central Banking (10) 2004-08-16 2006-07-15 2009-01-03 2009-02-22 2010-04-11 2011-05-14 2011-08-02 2013-01-07 2014-12-19 2021-06-28. Author is listed
  6. NEP-EEC: European Economics (9) 2004-02-23 2004-08-16 2005-11-19 2006-07-15 2011-05-14 2016-11-20 2017-01-08 2017-06-18 2018-01-01. Author is listed
  7. NEP-ETS: Econometric Time Series (9) 2004-02-23 2004-08-16 2005-11-19 2006-02-12 2009-02-22 2009-03-28 2010-04-11 2011-08-02 2013-06-16. Author is listed
  8. NEP-OPM: Open Economy Macroeconomics (3) 2011-05-14 2017-06-18 2018-01-01
  9. NEP-ENE: Energy Economics (2) 2017-06-18 2018-01-01
  10. NEP-BAN: Banking (1) 2022-06-27
  11. NEP-FDG: Financial Development and Growth (1) 2022-06-27
  12. NEP-GEO: Economic Geography (1) 2006-07-15
  13. NEP-MIC: Microeconomics (1) 2011-05-14
  14. NEP-ORE: Operations Research (1) 2009-02-22

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