| Markov-switching vector autoregressions: Modelling, statistical inference, and application to business cycle analysis HM Krolzig Springer Science & Business Media, 2013 | 1901 | 2013 |
| The European business cycle M Artis, HM Krolzig, J Toro Oxford Economic Papers 56 (1), 1-44, 2004 | 516 | 2004 |
| Automatic econometric model selection using PcGets 1.0 DF Hendry, HM Krolzig Timberlake Consultants Press, 2001 | 498 | 2001 |
| 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 | 478 | 2001 |
| The Properties of Automatic Gets Modelling DF Hendry, HM Krolzig The Economic Journal 115 (502), C32-C61, 2005 | 457 | 2005 |
| Econometric modelling of Markov-switching vector autoregressions using MSVAR for Ox HM Krolzig Discussion Paper, Department of Economics, University of Oxford: http://www …, 1998 | 389 | 1998 |
| 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 | 335 | 1998 |
| Improving on ‘Data mining reconsidered’by KD Hoover and SJ Perez DF Hendry, HM Krolzig The econometrics journal 2 (2), 202-219, 1999 | 265 | 1999 |
| We ran one regression DF Hendry, HM Krolzig Oxford bulletin of Economics and Statistics 66 (5), 799-810, 2004 | 260 | 2004 |
| 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 | 222 | 2003 |
| Predicting Markov-switching vector autoregressive processes HM Krolzig Nuffield College, 2000 | 199 | 2000 |
| New Developments in Automatic General-to-Specific Modeling. D Hendry, H Krolzig Princeton University Press, 2003 | 179 | 2003 |
| 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 | 170 | 2002 |
| Statistical analysis of cointegrated VAR processes with Markovian regime shifts HM Krolzig Humboldt-Univ., Wirtschaftswiss. Fak., 1996 | 163 | 1996 |
| Classical and modern business cycle measurement: The European case HM Krolzig, J Toro Spanish Economic Review 7, 1-21, 2005 | 130 | 2005 |
| 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 | 129 | 2002 |
| 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 | 99 | 2003 |
| Business cycle measurement in the presence of structural change: international evidence HM Krolzig International Journal of Forecasting 17 (3), 349-368, 2001 | 99 | 2001 |
| Consistent Model Selection by an Automatic Gets Approach* J Campos, DF Hendry, HM Krolzig Oxford Bulletin of Economics and Statistics 65, 803-819, 2003 | 98 | 2003 |
| Markov-switching procedures for dating the Euro-zone business cycle HM Krolzig Vierteljahrshefte zur Wirtschaftsforschung, 339-351, 2001 | 96 | 2001 |
