IDEAS home Printed from https://ideas.repec.org/e/prn2.html
   My authors  Follow this author

Gerhard Rünstler
(Gerhard Ruenstler)

Personal Details

First Name:Gerhard
Middle Name:
Last Name:Ruenstler
Suffix:
RePEc Short-ID:prn2

Affiliation

European Central Bank

Frankfurt am Main, Germany
http://www.ecb.europa.eu/
RePEc:edi:emieude (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

  1. Aumond, Romain & Di Tommaso, Valerio & Rünstler, Gerhard, 2022. "A narrative database of labour market reforms in euro area economies," Working Paper Series 2657, European Central Bank.
  2. Ampudia, Miguel & Lo Duca, Marco & Farkas, Mátyás & Perez-Quiros, Gabriel & Pirovano, Mara & Rünstler, Gerhard & Tereanu, Eugen, 2021. "On the effectiveness of macroprudential policy," Working Paper Series 2559, European Central Bank.
  3. Rünstler, Gerhard, 2021. "The macroeconomic impact of euro area labour market reforms: evidence from a narrative panel VAR," Working Paper Series 2592, European Central Bank.
  4. Rünstler, Gerhard & Bräuer, Leonie, 2020. "Monetary policy transmission over the leverage cycle: evidence for the euro area," Working Paper Series 2421, European Central Bank.
  5. Budnik, Katarzyna & Rünstler, Gerhard, 2020. "Identifying structural VARs from sparse narrative instruments: dynamic effects of U.S. macroprudential policies," Working Paper Series 2353, European Central Bank.
  6. Rünstler, Gerhard & Balfoussia, Hiona & Burlon, Lorenzo & Buss, Ginters & Comunale, Mariarosaria & De Backer, Bruno & Dewachter, Hans & Guarda, Paolo & Haavio, Markus & Hindrayanto, Irma & Iskrev, Nik, 2018. "Real and financial cycles in EU countries - Stylised facts and modelling implications," Occasional Paper Series 205, European Central Bank.
  7. Beyer, Andreas & Nicoletti, Giulio & Papadopoulou, Niki & Papsdorf, Patrick & Rünstler, Gerhard & Schwarz, Claudia & Sousa, João & Vergote, Olivier, 2017. "The transmission channels of monetary, macro- and microprudential policies and their interrelations," Occasional Paper Series 191, European Central Bank.
  8. Rünstler, Gerhard & Vlekke, Marente, 2016. "Business, housing and credit cycles," Working Paper Series 1915, European Central Bank.
  9. Rünstler, Gerhard, 2016. "Network Dependence in the Euro Area Money Market," Working Paper Series 1887, European Central Bank.
  10. Eichhorst, Werner & Gerard, Maarten & Kendzia, Michael Jan & Mayrhuber, Christine & Nielsen, Conny & Rünstler, Gerhard & Url, Thomas, 2011. "Pension Systems in the EU – Contingent Liabilities and Assets in the Public and Private Sector," IZA Research Reports 42, Institute of Labor Economics (IZA).
  11. Gerhard Rünstler, 2010. "On the Design of Data Sets for Forecasting with Dynamic Factor Models," WIFO Working Papers 376, WIFO.
  12. Gerhard Rünstler, 2009. "Shirking, Endogenous Lay-off Rates and the A-cyclicality of the Real Wage," WIFO Working Papers 350, WIFO.
  13. G. Rünstler & K. Barhoumi & S. Benk & R. Cristadoro & A. Den Reijer & A. Jakaitiene & P. Jelonek & A. Rua & K. Ruth & C. Van Nieuwenhuyze, 2008. "Short-Term Forecasting of GDP Using Large Monthly Datasets: A Pseudo Real-Time Forecast Evaluation Exercise," Bank of Lithuania Working Paper Series 1, Bank of Lithuania.
  14. Reichlin, Lucrezia & Camba-Mendez, Gonzalo & Angelini, Elena & Rünstler, Gerhard & Giannone, Domenico, 2008. "Short-term Forecasts of Euro Area GDP Growth," CEPR Discussion Papers 6746, C.E.P.R. Discussion Papers.
  15. Angelini, Elena & Rünstler, Gerhard & Bańbura, Marta, 2008. "Estimating and forecasting the euro area monthly national accounts from a dynamic factor model," Working Paper Series 953, European Central Bank.
  16. Rünstler, Gerhard & Bańbura, Marta, 2007. "A look into the factor model black box: publication lags and the role of hard and soft data in forecasting GDP," Working Paper Series 751, European Central Bank.
  17. Rünstler, Gerhard & Sédillot, Franck, 2003. "Short-term estimates of euro area real GDP by means of monthly data," Working Paper Series 276, European Central Bank.
  18. Gerhard Rünstler, 2002. "Are real-time estimates of the output gap reliable?," Computing in Economics and Finance 2002 300, Society for Computational Economics.
  19. Rünstler, Gerhard, 2002. "The information content of real-time output gap estimates, an application to the euro area," Working Paper Series 182, European Central Bank.
  20. Ruenstler, Gerhard, 1998. "Unemployment Dynamics: An Unobserved Components Approach," Economics Series 53, Institute for Advanced Studies.
  21. Ruenstler, Gerhard, 1997. "Measuring Stylized Business Cycles Facts Using Stochastic Cycles," Economics Series 50, Institute for Advanced Studies.
  22. Hahn, Franz & Ruenstler, Gerhard, 1996. "Potential Output, the Natural Rate of Unemployment, and the Phillips Curve in a Multivariate Structural Time Series Framework," Economics Series 33, Institute for Advanced Studies.
  23. Rünstler, Gerhard & Jumah, Adusei & Karbuz, Sohbet, 1995. "Arbitrage in Commodity Markets: A Full Systems Cointegration Analysis," Economics Series 4, Institute for Advanced Studies.

Articles

  1. Ampudia, Miguel & Lo Duca, Marco & Farkas, Mátyás & Perez-Quiros, Gabriel & Pirovano, Mara & Rünstler, Gerhard & Tereanu, Eugen, 2021. "Avoiding a financial epidemic – The role of macroprudential policies," Research Bulletin, European Central Bank, vol. 87.
  2. Gerhard Rünstler & Marente Vlekke, 2018. "Business, housing, and credit cycles," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(2), pages 212-226, March.
  3. Rünstler, Gerhard, 2016. "How distinct are financial cycles from business cycles?," Research Bulletin, European Central Bank, vol. 26.
  4. Gerhard Rünstler & Ewald Walterskirchen, 2011. "Introduction," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 38(1), pages 1-2, February.
  5. Gerhard Rünstler, 2011. "Weltwirtschaft schwächt sich ab," WIFO Monatsberichte (monthly reports), WIFO, vol. 84(9), pages 571-579, September.
  6. Gerhard Rünstler, 2011. "Global Growth is Slowing. Business Cycle Report of September 2011," Austrian Economic Quarterly, WIFO, vol. 16(3), pages 177-184, October.
  7. Gerhard Rünstler, 2011. "Growth Slowing Moderately from High Levels. Business Cycle Report of June 2011," Austrian Economic Quarterly, WIFO, vol. 16(2), pages 111-118, July.
  8. Gerhard Rünstler, 2011. "Anhaltender Aufschwung," WIFO Monatsberichte (monthly reports), WIFO, vol. 84(2), pages 103-111, February.
  9. Gerhard Rünstler, 2011. "Upswing Continues. Business Cycle Report of February 2011," Austrian Economic Quarterly, WIFO, vol. 16(1), pages 13-20, March.
  10. Gerhard Rünstler, 2011. "Leichte Wachstumsabschwächung auf hohem Niveau," WIFO Monatsberichte (monthly reports), WIFO, vol. 84(6), pages 399-407, June.
  11. Gerhard Rünstler, 2011. "Tensions Mounting in World Economy. Business Cycle Report of August 2011," Austrian Economic Quarterly, WIFO, vol. 16(3), pages 144-152, September.
  12. Banbura, Marta & Rünstler, Gerhard, 2011. "A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP," International Journal of Forecasting, Elsevier, vol. 27(2), pages 333-346, April.
  13. Gerhard Rünstler, 2011. "Spannungen in der Weltwirtschaft nehmen zu," WIFO Monatsberichte (monthly reports), WIFO, vol. 84(8), pages 523-531, August.
  14. Elena Angelini & Gonzalo Camba‐Mendez & Domenico Giannone & Lucrezia Reichlin & Gerhard Rünstler, 2011. "Short‐term forecasts of euro area GDP growth," Econometrics Journal, Royal Economic Society, vol. 14(1), pages 25-44, February.
  15. Gerhard Rünstler, 2010. "Wirtschaft des Euro-Raumes profitiert verzögert von Abwertung und starkem Welthandel. Prognose für 2010 und 2011," WIFO Monatsberichte (monthly reports), WIFO, vol. 83(7), pages 555-569, July.
  16. Gerhard Rünstler, 2010. "Aufschwung mit anhaltender Unsicherheit. Prognose für 2010 und 2011," WIFO Monatsberichte (monthly reports), WIFO, vol. 83(10), pages 787-800, October.
  17. Gerhard Rünstler, 2010. "Cautious Economic Revival Continuing. Business Cycle Report of March 2010," Austrian Economic Quarterly, WIFO, vol. 15(1), pages 47-55, April.
  18. Elena Angelini & Marta Banbura & Gerhard Rünstler, 2010. "Estimating and forecasting the euro area monthly national accounts from a dynamic factor model," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2010(1), pages 1-22.
  19. Gerhard Rünstler, 2010. "Cyclical Upswing, but Lasting Uncertainty. Economic Outlook for 2010 and 2011," Austrian Economic Quarterly, WIFO, vol. 15(4), pages 300-311, November.
  20. Gerhard Rünstler, 2010. "Weiterhin vorsichtige Konjunkturbelebung," WIFO Monatsberichte (monthly reports), WIFO, vol. 83(3), pages 195-204, March.
  21. Gerhard Rünstler, 2010. "Euro Area Economy Drawing Lagged Benefits from Currency Depreciation and Buoyant Global Trade. Economic Outlook for 2010 and 2011," Austrian Economic Quarterly, WIFO, vol. 15(3), pages 245-258, August.
  22. Gerhard Rünstler, 2009. "Stabilisation of Global Economy in Sight. Business Cycle Report of August 2009," Austrian Economic Quarterly, WIFO, vol. 14(3), pages 135-143, September.
  23. Gerhard Rünstler, 2009. "Stabilisierung der Weltkonjunktur in Sicht," WIFO Monatsberichte (monthly reports), WIFO, vol. 82(8), pages 559-568, August.
  24. Gerhard Rünstler, 2009. "Erholung der Konjunktur im III. Quartal 2009," WIFO Monatsberichte (monthly reports), WIFO, vol. 82(11), pages 807-815, November.
  25. G. Rünstler & K. Barhoumi & S. Benk & R. Cristadoro & A. Den Reijer & A. Jakaitiene & P. Jelonek & A. Rua & K. Ruth & C. Van Nieuwenhuyze, 2009. "Short-term forecasting of GDP using large datasets: a pseudo real-time forecast evaluation exercise," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(7), pages 595-611.
  26. Gerhard Rünstler, 2009. "Einbruch des BIP im I. Quartal," WIFO Monatsberichte (monthly reports), WIFO, vol. 82(5), pages 323-332, May.
  27. Gerhard Rünstler, 2009. "Economic Recovery in Third Quarter 2009. Business Cycle Report of November 2009," Austrian Economic Quarterly, WIFO, vol. 14(4), pages 233-241, December.
  28. Gerhard Rünstler, 2009. "First-Quarter GDP Contracting," Austrian Economic Quarterly, WIFO, vol. 14(2), pages 105-113, June.
  29. Gerhard Runstler, 2004. "Modelling phase shifts among stochastic cycles," Econometrics Journal, Royal Economic Society, vol. 7(1), pages 232-248, June.
  30. Helmut Hofer & Gerhard Runstler & Thomas Url, 2000. "The dynamic effects of aggregate supply and demand disturbances: further evidence," Applied Economics Letters, Taylor & Francis Journals, vol. 7(1), pages 25-28.
  31. Franz R. Hahn & Gerhard Rünstler, 1996. "The Measurement of Potential Output for Austria," Austrian Economic Quarterly, WIFO, vol. 1(2), pages 81-84, May.
  32. Franz R. Hahn & Gerhard Rünstler, 1996. "Potential-Output-Messung für Österreich," WIFO Monatsberichte (monthly reports), WIFO, vol. 69(3), pages 223-234, March.
    RePEc:taf:apfiec:v:9:y:1999:i:1:p:101-108 is not listed on IDEAS

Chapters

  1. Gerhard Rünstler, 2016. "On the Design of Data Sets for Forecasting with Dynamic Factor Models," Advances in Econometrics, in: Dynamic Factor Models, volume 35, pages 629-662, Emerald Group Publishing Limited.

Books

  1. Christine Mayrhuber & Gerhard Rünstler & Thomas Url & Werner Eichhorst & Michael J. Kendzia & Maarten Gerard & Connie Nielsen, 2011. "Pension Systems in the EU. Contingent Liabilities and Assets in the Public and Private Sector," WIFO Studies, WIFO, number 43938, April.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Rankings

This author is among the top 5% authors according to these criteria:
  1. Closeness measure in co-authorship network
  2. Betweenness measure in co-authorship network
  3. Wu-Index

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 15 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 (9) 2008-04-12 2008-07-05 2008-11-18 2016-07-16 2017-05-21 2018-03-26 2020-02-03 2020-08-10 2021-10-11. Author is listed
  2. NEP-CBA: Central Banking (8) 2008-04-12 2008-07-05 2008-11-18 2010-08-21 2017-05-21 2020-02-03 2020-08-10 2021-06-14. Author is listed
  3. NEP-EEC: European Economics (7) 2008-04-12 2008-07-05 2012-05-08 2016-05-14 2020-08-10 2021-10-11 2022-03-21. Author is listed
  4. NEP-ECM: Econometrics (5) 2008-04-12 2008-07-05 2008-11-18 2010-08-21 2020-02-03. Author is listed
  5. NEP-FOR: Forecasting (5) 2008-04-12 2008-07-05 2008-11-18 2010-08-21 2016-06-18. Author is listed
  6. NEP-ETS: Econometric Time Series (4) 2008-11-18 2010-08-21 2016-06-18 2020-02-03
  7. NEP-MON: Monetary Economics (4) 2016-05-14 2017-05-21 2020-08-10 2021-06-14
  8. NEP-LAB: Labour Economics (3) 2012-05-08 2021-10-11 2022-03-21
  9. NEP-BAN: Banking (2) 2021-06-14 2022-03-21
  10. NEP-CWA: Central and Western Asia (2) 2021-10-11 2022-03-21
  11. NEP-URE: Urban and Real Estate Economics (2) 2016-07-16 2018-03-26
  12. NEP-AGE: Economics of Ageing (1) 2012-05-08
  13. NEP-BEC: Business Economics (1) 2016-07-16
  14. NEP-EUR: Microeconomic European Issues (1) 2012-05-08
  15. NEP-FDG: Financial Development and Growth (1) 2021-06-14
  16. NEP-GER: German Papers (1) 2016-07-16
  17. NEP-NET: Network Economics (1) 2016-05-14
  18. NEP-ORE: Operations Research (1) 2010-08-21

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Gerhard Ruenstler
(Gerhard Ruenstler) should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.