Hans-Martin Krolzig
Personal Details
First Name: | Hans-Martin |
Middle Name: | |
Last Name: | Krolzig |
Suffix: | |
RePEc Short-ID: | pkr17 |
[This author has chosen not to make the email address public] | |
http://www.kent.ac.uk/economics/staff/profiles/hans-martin-krolzig.html | |
University of Kent, School of Economics, Keynes College, Canterbury CT2 7NP | |
+44-1227-827246 | |
Terminal Degree: | 1996 Wirtschaftswissenschaftliche Fakultät; Humboldt-Universität Berlin (from RePEc Genealogy) |
Affiliation
School of Economics
University of Kent
Canterbury, United Kingdomhttp://www.kent.ac.uk/economics/
RePEc:edi:deukcuk (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Reinhold Heinlein & Hans-Martin Krolzig, 2013. "Global stochastic trends in growth, interest and inflation. Is the post-Bretton-Woods era driven by the Volcker disinflation?," Studies in Economics 1322, School of Economics, University of Kent.
- Matthieu Charpe & Peter Flaschel & Hans-Martin Krolzig & Christian Proaño & Willi Semmler & Daniele Tavani, 2013.
"Credit Driven Investment, Heterogeneous Labor Markets and Macroeconomic Dynamics,"
IMK Working Paper
110-2013, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
- Matthieu Charpe & Peter Flaschel & Hans-Martin Krolzig & Christian Proaño & Willi Semmler & Daniele Tavani, 2015. "Credit-driven investment, heterogeneous labor markets and macroeconomic dynamics," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 10(1), pages 163-181, April.
- Matthieu Charpe & Peter Flaschel & Hans-Martin Krolzig & Christian Proaño & Willi Semmler & Daniele Tavani, 2013. "Credit-Driven Investment, Heterogeneous Labor Markets and Macroeconomic Dynamics," Working Papers 1301, New School for Social Research, Department of Economics.
- Reinhold Heinlein & Hans-Martin Krolzig, 2013. "Monetary Policy and Exchange Rates: A Balanced Two-Country Cointegrated VAR Model Approach," Studies in Economics 1321, School of Economics, University of Kent.
- Hans-Martin Krolzig & Reinhold Heinlein, 2013. "Symmetry and Separability in Two-Country Cointegrated VAR Models: Representation and Testing," Studies in Economics 1323, School of Economics, University of Kent.
- Heinlein, Reinhold & Krolzig, Hans-Martin, 2012. "On the construction of two-country cointegrated VAR models with an application to the UK and US," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 62310, Verein für Socialpolitik / German Economic Association.
- Reinhold Heinlein & Hans-Martin Krolzig, 2011. "Effects of monetary policy on the $/£ exchange rate. Is there a 'delayed overshooting puzzle'?," Studies in Economics 1124, School of Economics, University of Kent.
- David F. Hendry & Hans-Martin Krolzig, 2004.
"We Ran One Regression,"
Economics Papers
2004-W17, Economics Group, Nuffield College, University of Oxford.
- David F. Hendry & Hans‐Martin Krolzig, 2004. "We Ran One Regression," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 66(5), pages 799-810, December.
- Krolzig, Hans-Martin & Peter Flaschel, 2003. "Wage and Price Phillips Curves," Royal Economic Society Annual Conference 2003 128, Royal Economic Society.
- Hans-Martin Krolzig, 2003.
"General-to-Specific Model Selection Procedures for Structural Vector Autoregressions,"
Economics Papers
2003-W15, Economics Group, Nuffield College, University of Oxford.
- Hans‐Martin Krolzig, 2003. "General‐to‐Specific Model Selection Procedures for Structural Vector Autoregressions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(s1), pages 769-801, December.
- Hendry, David F & Hans-Martin Krolzig, 2003.
"The Properties of Automatic Gets Modelling,"
Royal Economic Society Annual Conference 2003
105, Royal Economic Society.
- David F. Hendry & Hans-Martin Krolzig, 2005. "The Properties of Automatic "GETS" Modelling," Economic Journal, Royal Economic Society, vol. 115(502), pages 32-61, March.
- David Hendry & Hans-Martin Krolzig, 2003. "The Properties of Automatic Gets Modelling," Economics Papers 2003-W14, Economics Group, Nuffield College, University of Oxford.
- David F. Hendry & Hans-Martin Krolzig, 2003. "Sub-sample Model Selection Procedures in Gets Modelling," Economics Papers 2003-W17, Economics Group, Nuffield College, University of Oxford.
- Peter Flaschel & Hans-Martin Krolzig, 2003. "Wage and Price Phillips Curves An empirical analysis of destabilizing wage-price spirals," Economics Papers 2003-W16, Economics Group, Nuffield College, University of Oxford.
- Ralf BRUEGGEMANN & Hans-Martin KROLZIG & Helmut LUETKEPOHL, 2002.
"Comparison of Model Reduction Methods for VAR Processes,"
Economics Working Papers
ECO2002/19, European University Institute.
- Brüggemann, Ralf & Krolzig, Hans-Martin & Lütkepohl, Helmut, 2002. "Comparison of model reduction methods for VAR processes," SFB 373 Discussion Papers 2002,80, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Ralf Brüggemann & Hans-Martin Krolzig & Helmut Lütkepohl, 2003. "Comparison of Model Reduction Methods for VAR Processes," Economics Papers 2003-W13, Economics Group, Nuffield College, University of Oxford.
- Mike Artis & Hans-Martin Krolzig & Juan Toro, 2002.
"The European Business Cycle,"
Economic Working Papers at Centro de Estudios Andaluces
E2002/19, Centro de Estudios Andaluces.
- Mike Artis & Hans-Martin Krolzig & Juan Toro, 2004. "The European business cycle," Oxford Economic Papers, Oxford University Press, vol. 56(1), pages 1-44, January.
- Artis, Michael J & Krolzig, Hans-Martin & Toro, Juan, 1999. "The European Business Cycle," CEPR Discussion Papers 2242, C.E.P.R. Discussion Papers.
- Artis, M. & Krolzig, H.-M. & Toro, J., 1999. "The European Business Cycle," Economics Working Papers eco99/24, European University Institute.
- Hans-Martin Krolzig & Juan Toro, 2002.
"Classical and Modern Business Cycle Measurement: The European Case,"
Economic Working Papers at Centro de Estudios Andaluces
E2002/20, Centro de Estudios Andaluces.
- Hans-Martin Krolzig & Juan Toro, 2004. "Classical and modern business cycle measurement: The European case," Spanish Economic Review, Springer;Spanish Economic Association, vol. 7(1), pages 1-21, January.
- Krolzig, H.-M. & Toro, J., 2001. "Classical And Modern Business Cycle Measurement: The European Case," Economics Series Working Papers 9960, University of Oxford, Department of Economics.
- Hans-Martin Krolzig & Juan Toro & European University Institute & Florence, 2001. "Classical and Modern Business Cycle Measurement: The European Case," Economics Series Working Papers 60, University of Oxford, Department of Economics.
- Hans-Martin Krolzig, 2001. "General--to--Specific Reductions of Vector Autoregressive Processes," Computing in Economics and Finance 2001 164, Society for Computational Economics.
- Hans-Martin Krolzig & Michael P. Clements & Department of Economics & University of Warwick, 2001.
"Modelling Business Cycle Features Using Switching Regime Models,"
Economics Series Working Papers
58, University of Oxford, Department of Economics.
- Clements, M.C. & Krolzig, H.-M., 2001. "Modelling Business Cycle Features Using Switching Regime Models," Economics Series Working Papers 9958, University of Oxford, Department of Economics.
- Hans-Martin Krolzig & Juan Toro & European University Institute & Florence, 2001.
"A New Approach to the Analysis of Business Cycle Transitions in a Model of Output and Employment,"
Economics Series Working Papers
59, University of Oxford, Department of Economics.
- Krolzig, H.-M. & Toro, J., 2001. "A New Approach To The Analysis Of Business Cycle Transitions In A Model Of Output And Employment," Economics Series Working Papers 9959, University of Oxford, Department of Economics.
- Hans-Martin Krolzig, 2000.
"Computer Automation of General-to-Specific Model Selection Procedures,"
Econometric Society World Congress 2000 Contributed Papers
0411, Econometric Society.
- Krolzig, Hans-Martin & Hendry, David F., 2001. "Computer automation of general-to-specific model selection procedures," Journal of Economic Dynamics and Control, Elsevier, vol. 25(6-7), pages 831-866, June.
- David Hendry & Hans-Martin Krolzig, 2000. "Computer Automation of General-to-Specific Model Selection Procedures," Economics Series Working Papers 3, University of Oxford, Department of Economics.
- Hans-Martin Krolzig & David Hendry, 1999. "Computer Automation of General-to-Specific Model Selection Procedures," Computing in Economics and Finance 1999 314, Society for Computational Economics.
- Clements, M.P. & Krolzig, H-M., 1999.
"Business Cycle Asymmetries: Characterisationand Testing Based on Markov-Switching Autoregression,"
The Warwick Economics Research Paper Series (TWERPS)
522, University of Warwick, Department of Economics.
- Clements, Michael P & Krolzig, Hans-Martin, 2003. "Business Cycle Asymmetries: Characterization and Testing Based on Markov-Switching Autoregressions," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(1), pages 196-211, January.
- Clements, Michael & Krolzig, Hans-Martin, 1998. "Business Cycle Asymmetries: Characterisation and Testing based on Markov-Switching Autoregressions," Economic Research Papers 269248, University of Warwick - Department of Economics.
- Krolzig, H.-M. & Toro, J., 1999. "A New Approach to the Analysis of Shocks and the Cycle in a Model of Output and Employment," Economics Working Papers eco99/30, European University Institute.
- Hans-Martin Krolzig, 1999.
"Statistical Analysis of Cointegrated VAR Processes with Markovian Regime Shifts,"
Computing in Economics and Finance 1999
1113, Society for Computational Economics.
- Krolzig, H., 1996. "Statistical Analysis of Cointegrated VAR Processes with Markovian Regime Shifts," SFB 373 Discussion Papers 1996,25, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Clements, M.P. & Krolzig, H.-M., 1997. "A Comparison of the Forecasting Performance of Markov-Switching and Threshold Autoregressive Models of US GNP," The Warwick Economics Research Paper Series (TWERPS) 489, University of Warwick, Department of Economics.
- Krolzig, H.M., 1997. "International Monetary Policy Coordination and Credibility Under Incomplete Information," Economics Series Working Papers 99193, University of Oxford, Department of Economics.
- Krolzig, H.M. & Wohrmann, D.I.A., 1996. "Seignorage, Government Spending and Growth in a Lucasian General Equilibrium Model," Economics Series Working Papers 99187, University of Oxford, Department of Economics.
- Krolzig, H.-M. & Lütkepohl, H., 1995. "Konjunkturanalyse mit Markov-Regimewechselmodellen," SFB 373 Discussion Papers 1995,19, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Hans-Martin Krolzig & Massimiliano Marcellino & Grayham E. Mizon, "undated".
"A Markov-Switching Vector Equilibrium Correction Model of the UK Labour Market,"
Working Papers
185, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Massimiliano Marcellino & Grayham E. Mizon & Hans-Martin Krolzig, 2002. "A Markov-switching vector equilibrium correction model of the UK labour market," Empirical Economics, Springer, vol. 27(2), pages 233-254.
Articles
- Matthieu Charpe & Peter Flaschel & Hans-Martin Krolzig & Christian Proaño & Willi Semmler & Daniele Tavani, 2015.
"Credit-driven investment, heterogeneous labor markets and macroeconomic dynamics,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 10(1), pages 163-181, April.
- Matthieu Charpe & Peter Flaschel & Hans-Martin Krolzig & Christian Proaño & Willi Semmler & Daniele Tavani, 2013. "Credit-Driven Investment, Heterogeneous Labor Markets and Macroeconomic Dynamics," Working Papers 1301, New School for Social Research, Department of Economics.
- Matthieu Charpe & Peter Flaschel & Hans-Martin Krolzig & Christian Proaño & Willi Semmler & Daniele Tavani, 2013. "Credit Driven Investment, Heterogeneous Labor Markets and Macroeconomic Dynamics," IMK Working Paper 110-2013, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
- Reinhold Heinlein & Hans-Martin Krolzig, 2012. "Effects of Monetary Policy on the US Dollar/UK Pound Exchange Rate. Is There a “Delayed Overshooting Puzzle”?," Review of International Economics, Wiley Blackwell, vol. 20(3), pages 443-467, August.
- Christian R. Proaño & Peter Flaschel & Hans-Martin Krolzig & Mamadou Bobo Diallo, 2011. "Monetary policy and macroeconomic stability under alternative demand regimes," Cambridge Journal of Economics, Cambridge Political Economy Society, vol. 35(3), pages 569-585.
- Mamadou Bobo Diallo & Peter Flaschel & Hans-Martin Krolzig & Christian R. Proano, 2011. "Reconsidering the Dynamic Interaction between Real Wages and Macroeconomic Activity," Research in World Economy, Research in World Economy, Sciedu Press, vol. 2(1), pages 77-93, April.
- David F. Hendry & Hans-Martin Krolzig, 2005.
"The Properties of Automatic "GETS" Modelling,"
Economic Journal, Royal Economic Society, vol. 115(502), pages 32-61, March.
- Hendry, David F & Hans-Martin Krolzig, 2003. "The Properties of Automatic Gets Modelling," Royal Economic Society Annual Conference 2003 105, Royal Economic Society.
- David Hendry & Hans-Martin Krolzig, 2003. "The Properties of Automatic Gets Modelling," Economics Papers 2003-W14, Economics Group, Nuffield College, University of Oxford.
- Mike Artis & Hans-Martin Krolzig & Juan Toro, 2004.
"The European business cycle,"
Oxford Economic Papers, Oxford University Press, vol. 56(1), pages 1-44, January.
- Mike Artis & Hans-Martin Krolzig & Juan Toro, 2002. "The European Business Cycle," Economic Working Papers at Centro de Estudios Andaluces E2002/19, Centro de Estudios Andaluces.
- Artis, Michael J & Krolzig, Hans-Martin & Toro, Juan, 1999. "The European Business Cycle," CEPR Discussion Papers 2242, C.E.P.R. Discussion Papers.
- Artis, M. & Krolzig, H.-M. & Toro, J., 1999. "The European Business Cycle," Economics Working Papers eco99/24, European University Institute.
- Hans-Martin Krolzig & Juan Toro, 2004.
"Classical and modern business cycle measurement: The European case,"
Spanish Economic Review, Springer;Spanish Economic Association, vol. 7(1), pages 1-21, January.
- Krolzig, H.-M. & Toro, J., 2001. "Classical And Modern Business Cycle Measurement: The European Case," Economics Series Working Papers 9960, University of Oxford, Department of Economics.
- Hans-Martin Krolzig & Juan Toro, 2002. "Classical and Modern Business Cycle Measurement: The European Case," Economic Working Papers at Centro de Estudios Andaluces E2002/20, Centro de Estudios Andaluces.
- Hans-Martin Krolzig & Juan Toro & European University Institute & Florence, 2001. "Classical and Modern Business Cycle Measurement: The European Case," Economics Series Working Papers 60, University of Oxford, Department of Economics.
- Michael P. Clements & Hans-Martin Krolzig, 2004. "Can regime-switching models reproduce the business cycle features of US aggregate consumption, investment and output?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 9(1), pages 1-14.
- David F. Hendry & Hans‐Martin Krolzig, 2004.
"We Ran One Regression,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 66(5), pages 799-810, December.
- David F. Hendry & Hans-Martin Krolzig, 2004. "We Ran One Regression," Economics Papers 2004-W17, Economics Group, Nuffield College, University of Oxford.
- Hans‐Martin Krolzig, 2003.
"General‐to‐Specific Model Selection Procedures for Structural Vector Autoregressions,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(s1), pages 769-801, December.
- Hans-Martin Krolzig, 2003. "General-to-Specific Model Selection Procedures for Structural Vector Autoregressions," Economics Papers 2003-W15, Economics Group, Nuffield College, University of Oxford.
- Julia Campos & David F. Hendry & Hans‐Martin Krolzig, 2003. "Consistent Model Selection by an Automatic Gets Approach," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(s1), pages 803-819, December.
- Clements, Michael P & Krolzig, Hans-Martin, 2003.
"Business Cycle Asymmetries: Characterization and Testing Based on Markov-Switching Autoregressions,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 21(1), pages 196-211, January.
- Clements, M.P. & Krolzig, H-M., 1999. "Business Cycle Asymmetries: Characterisationand Testing Based on Markov-Switching Autoregression," The Warwick Economics Research Paper Series (TWERPS) 522, University of Warwick, Department of Economics.
- Clements, Michael & Krolzig, Hans-Martin, 1998. "Business Cycle Asymmetries: Characterisation and Testing based on Markov-Switching Autoregressions," Economic Research Papers 269248, University of Warwick - Department of Economics.
- Massimiliano Marcellino & Grayham E. Mizon & Hans-Martin Krolzig, 2002.
"A Markov-switching vector equilibrium correction model of the UK labour market,"
Empirical Economics, Springer, vol. 27(2), pages 233-254.
- Hans-Martin Krolzig & Massimiliano Marcellino & Grayham E. Mizon, "undated". "A Markov-Switching Vector Equilibrium Correction Model of the UK Labour Market," Working Papers 185, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Hans-Martin Krolzig & Michael P. Clements, 2002. "Can oil shocks explain asymmetries in the US Business Cycle?," Empirical Economics, Springer, vol. 27(2), pages 185-204.
- Hans-Martin Krolzig, 2001. "Markov-Switching Procedures for Dating the Euro-Zone Business Cycle," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 70(3), pages 339-351.
- Krolzig, Hans-Martin, 2001. "Business cycle measurement in the presence of structural change: international evidence," International Journal of Forecasting, Elsevier, vol. 17(3), pages 349-368.
- Krolzig, Hans-Martin & Hendry, David F., 2001.
"Computer automation of general-to-specific model selection procedures,"
Journal of Economic Dynamics and Control, Elsevier, vol. 25(6-7), pages 831-866, June.
- David Hendry & Hans-Martin Krolzig, 2000. "Computer Automation of General-to-Specific Model Selection Procedures," Economics Series Working Papers 3, University of Oxford, Department of Economics.
- Hans-Martin Krolzig, 2000. "Computer Automation of General-to-Specific Model Selection Procedures," Econometric Society World Congress 2000 Contributed Papers 0411, Econometric Society.
- Hans-Martin Krolzig & David Hendry, 1999. "Computer Automation of General-to-Specific Model Selection Procedures," Computing in Economics and Finance 1999 314, Society for Computational Economics.
- David F. Hendry & Hans-Martin Krolzig, 1999. "Improving on 'Data mining reconsidered' by K.D. Hoover and S.J. Perez," Econometrics Journal, Royal Economic Society, vol. 2(2), pages 202-219.
- Krolzig Hans-Martin & Wöhrmann Don I. Asoka, 1999. "Learning-by-Doing, Human Capital, and Growth: An Integrated Perspective," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 218(1-2), pages 241-248, February.
- Michael P. Clements & Hans-Martin Krolzig, 1998.
"A comparison of the forecast performance of Markov-switching and threshold autoregressive models of US GNP,"
Econometrics Journal, Royal Economic Society, vol. 1(Conferenc), pages 47-75.
- Clements, Michael P. & Krolzig, Hans-Martin, 1997. "A Comparison Of The Forecast Performance Of Markov-Switching And Threshold Autoregressive Models Of Us Gnp," Economic Research Papers 268771, University of Warwick - Department of Economics.
More information
Research fields, statistics, top rankings, if available.Statistics
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Rankings
This author is among the top 5% authors according to these criteria:- Number of Citations
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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 18 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.- NEP-ECM: Econometrics (10) 2001-05-02 2003-03-11 2003-05-15 2003-05-15 2003-05-15 2003-05-15 2004-07-17 2013-01-12 2013-12-29 2013-12-29. Author is listed
- NEP-MAC: Macroeconomics (6) 2003-03-10 2003-03-10 2003-04-27 2013-04-06 2013-12-29 2015-02-22. Author is listed
- NEP-ETS: Econometric Time Series (4) 2001-05-02 2003-03-03 2003-04-27 2003-04-27
- NEP-CBA: Central Banking (3) 2012-01-03 2013-12-29 2013-12-29
- NEP-MON: Monetary Economics (3) 2012-01-03 2013-12-29 2013-12-29
- NEP-CMP: Computational Economics (2) 2003-04-27 2003-06-16
- NEP-EEC: European Economics (2) 2003-03-10 2003-03-10
- NEP-IFN: International Finance (1) 2012-01-03
- NEP-PKE: Post Keynesian Economics (1) 2015-02-22
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