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Hans-Martin Krolzig
Hans-Martin Krolzig
School of Economics, University of Kent
Email verificata su kent.ac.uk
Titolo
Citata da
Citata da
Anno
The markov-switching vector autoregressive model
HM Krolzig, HM Krolzig
Markov-switching vector autoregressions: Modelling, statistical inference …, 1997
19641997
The European business cycle
M Artis, HM Krolzig, J Toro
Oxford Economic Papers 56 (1), 1-44, 2004
5152004
Automatic econometric model selection using PcGets 1.0
DF Hendry, HM Krolzig
Timberlake Consultants Press, 2001
4912001
Computer automation of general-to-specific model selection procedures
HM Krolzig, DF Hendry
Journal of Economic Dynamics and Control 25 (6-7), 831-866, 2001
4772001
The Properties of Automatic Gets Modelling
DF Hendry, HM Krolzig
The Economic Journal 115 (502), C32-C61, 2005
4552005
Econometric modelling of Markov-switching vector autoregressions using MSVAR for Ox
HM Krolzig
Discussion Paper, Department of Economics, University of Oxford: http://www …, 1998
3921998
A comparison of the forecast performance of Markov‐switching and threshold autoregressive models of US GNP
MP Clements, HM Krolzig
The Econometrics Journal 1 (1), 47-75, 1998
3371998
Improving on ‘Data mining reconsidered’by KD Hoover and SJ Perez
DF Hendry, HM Krolzig
The econometrics journal 2 (2), 202-219, 1999
2651999
We ran one regression
DF Hendry, HM Krolzig
Oxford bulletin of Economics and Statistics 66 (5), 799-810, 2004
2592004
Business cycle asymmetries: Characterization and testing based on Markov-switching autoregressions
MP Clements, HM Krolzig
Journal of Business & Economic Statistics 21 (1), 196-211, 2003
2242003
Predicting Markov-switching vector autoregressive processes
HM Krolzig
Nuffield College, 2000
2042000
New Developments in Automatic General-to-Specific Modeling.
D Hendry, H Krolzig
Princeton University Press, 2003
1752003
A Markov-switching vector equilibrium correction model of the UK labour market
HM Krolzig, M Marcellino, GE Mizon
Advances in Markov-Switching Models: Applications in Business Cycle Research …, 2002
1722002
Statistical analysis of cointegrated VAR processes with Markovian regime shifts
HM Krolzig
Humboldt-Univ., Wirtschaftswiss. Fak., 1996
1621996
Can oil shocks explain asymmetries in the US business cycle?
MP Clements, HM Krolzig
Advances in Markov-Switching Models: Applications in Business Cycle Research …, 2002
1322002
Classical and modern business cycle measurement: The European case
HM Krolzig, J Toro
Spanish Economic Review 7, 1-21, 2005
1282005
Business cycle measurement in the presence of structural change: international evidence
HM Krolzig
International Journal of Forecasting 17 (3), 349-368, 2001
1022001
Consistent Model Selection by an Automatic Gets Approach*
J Campos, DF Hendry, HM Krolzig
Oxford Bulletin of Economics and Statistics 65, 803-819, 2003
982003
Constructing turning point chronologies with Markov-switching vector autoregressive models: the euro-zone business cycle
HM Krolzig
Eurostat colloquium on modern tools for business cycle analysis, 2003
982003
Markov-switching procedures for dating the Euro-zone business cycle
HM Krolzig
Vierteljahrshefte zur Wirtschaftsforschung, 339-351, 2001
922001
Il sistema al momento non può eseguire l'operazione. Riprova più tardi.
Articoli 1–20