Kirstin Hubrich

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

20

DOWNLOADS
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Top 37,112

in Total Papers Downloads

1,575

SSRN CITATIONS
Rank 4,476

SSRN RANKINGS

Top 4,476

in Total Papers Citations

96

CROSSREF CITATIONS

211

Scholarly Papers (20)

1.

Melting Down: Systemic Financial Instability and the Macroeconomy

Number of pages: 41 Posted: 06 Jul 2014 Last Revised: 05 Mar 2015
European Central Bank (ECB), Board of Governors of the Federal Reserve System, European Central Bank (ECB) and Board of Governors of the Federal Reserve System
Downloads 287 (131,245)
Citation 14

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financial stability, systemic risk, macro-financial linkages, Markov switching VAR, non-linearities

2.
Downloads 258 (146,437)
Citation 5

Forecasting Economic Aggregates by Disaggregates

ECB Working Paper No. 589
Number of pages: 53 Posted: 21 Mar 2006
David F. Hendry and Kirstin Hubrich
University of Oxford - Department of Economics and Board of Governors of the Federal Reserve System
Downloads 233 (161,217)

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Disaggregate information, predictability, forecast model selection, VAR, factor models

Forecasting Economic Aggregates by Disaggregates

CEPR Discussion Paper No. 5485
Number of pages: 45 Posted: 11 May 2006
David F. Hendry and Kirstin Hubrich
University of Oxford - Department of Economics and Board of Governors of the Federal Reserve System
Downloads 25 (612,651)
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Disaggregate information, factor models, forecast model selection, predictability and VAR

Financial Stress and Economic Dynamics: The Transmission of Crises

ECB Working Paper No. 1728
Number of pages: 47 Posted: 02 Sep 2014
Kirstin Hubrich and Robert J. Tetlow
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 85 (360,368)
Citation 1

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nonlinearity, Markov switching, financial crises, monetary policy

Financial Stress and Economic Dynamics: The Transmission of Crises

FEDS Working Paper No. 2012-82
Number of pages: 38 Posted: 07 Jan 2013 Last Revised: 15 Jan 2013
Kirstin Hubrich and Robert J. Tetlow
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 84 (363,052)
Citation 25

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Nonlinearity, Markov switching, financial crises, monetary policy transmission, Bayesian econometrics

Regional Inflation Dynamics within and Across Euro Area Countries and a Comparison with the Us

ECB Working Paper No. 681
Number of pages: 59 Posted: 26 Oct 2006
Board of Governors of the Federal Reserve System, Bocconi University - Department of Economics and University of Siegen
Downloads 152 (237,315)
Citation 2

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Regional inflation dynamics, euro area and US, common factor models

Regional Inflation Dynamics within and Across Euro Area Countries and a Comparison with the US

CFS Working Paper No. 2007/01
Posted: 07 Mar 2007
University of Siegen, Board of Governors of the Federal Reserve System and Bocconi University - Department of Economics

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Regional Inflation Dynamics, Euro Area and US, Common Factor Model

5.

Forecasting Euro Area Inflation: Does Aggregating Forecasts by Hicp Component Improve Forecast Accuracy?

Number of pages: 40 Posted: 02 Dec 2003
Kirstin Hubrich
Board of Governors of the Federal Reserve System
Downloads 107 (308,159)
Citation 8

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Euro area inflation, HICP subindex forecast aggregation, linear time series models

6.

Financial Shocks and the Macroeconomy: Heterogeneity and Non-Linearities

ECB Occasional Paper No. 143
Number of pages: 71 Posted: 12 Mar 2013
Board of Governors of the Federal Reserve System, European Stability Mechanism, National Bank of Slovakia, European Central Bank (ECB), Banque Centrale du Luxembourg, Bank of Finland - Research, National Bank of Belgium, European Central Bank (ECB) - Directorate General Research, Bank of Spain, DG Economics, Statistics and Research, Österreichische Nationalbank - Department of Economics and Magyar Nemzeti Bank
Downloads 88 (349,690)
Citation 3

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macro-financial linkages, financial shocks, lead-lag relationships, heterogeneity, cross-country spillovers, non-linearities

7.
Downloads 72 (392,934)
Citation 62

Forecast Evaluation of Small Nested Model Sets

ECB Working Paper No. 1030
Number of pages: 46 Posted: 19 Mar 2009
Kirstin Hubrich and Kenneth D. West
Board of Governors of the Federal Reserve System and University of Wisconsin - Madison - Department of Economics
Downloads 56 (453,376)
Citation 9

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Out-of-sample, prediction, testing, multiple model comparisons, inflation forecasting

Forecast Evaluation of Small Nested Model Sets

NBER Working Paper No. w14601
Number of pages: 35 Posted: 29 Dec 2008 Last Revised: 26 May 2021
Kirstin Hubrich and Kenneth D. West
Board of Governors of the Federal Reserve System and University of Wisconsin - Madison - Department of Economics
Downloads 16 (680,819)
Citation 3

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8.

Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate

ECB Working Paper No. 1155
Number of pages: 34 Posted: 10 Mar 2010
David F. Hendry and Kirstin Hubrich
University of Oxford - Department of Economics and Board of Governors of the Federal Reserve System
Downloads 68 (405,250)
Citation 7

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Aggregate forecasts, disaggregate information, forecast combination, inflation

9.

On the Importance of Sectoral and Regional Shocks for Price-Setting

ECB Working Paper No. 1334
Number of pages: 56 Posted: 17 May 2011
University of Siegen, Board of Governors of the Federal Reserve System and Bocconi University - Department of Economics
Downloads 65 (414,976)

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Disaggregated prices, euro area regional and sectoral inflation, common factor models

10.

Macroeconomic Implications of Oil Price Fluctuations: A Regime-Switching Framework for the Euro Area

ECB Working Paper No. 2119, ISBN: 978-92-899-3053-6
Number of pages: 45 Posted: 04 Jan 2018
Federic Holm-Hadulla and Kirstin Hubrich
European Central Bank (ECB) and Board of Governors of the Federal Reserve System
Downloads 53 (457,573)

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regime switching models, time-varying transition probabilities, oil prices, inflation expectations, inflation

11.

Forecasting Inflation with Gradual Regime Shifts and Exogenous Information

ECB Working Paper No. 1363
Number of pages: 47 Posted: 29 Jul 2011
Kirstin Hubrich, Timo Terasvirta and Andres Gonzalez
Board of Governors of the Federal Reserve System, Aarhus University - CREATES and Independent
Downloads 43 (499,013)

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Nonlinear forecast, nonlinear model, nonlinear trend, penalised likelihood, structural shift, time-varying parameter

12.

Macroeconomic Implications of Oil Price Fluctuations: A Regime-Switching Framework for the Euro Area

FEDS Working Paper No. 2017-63
Number of pages: 41 Posted: 05 Jun 2017
Federic Holm-Hadulla and Kirstin Hubrich
European Central Bank (ECB) and Board of Governors of the Federal Reserve System
Downloads 40 (512,801)

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Forecast Combination for Euro Area Inflation - a Cure in Times of Crisis?

FEDS Working Paper No. 2016-104
Number of pages: 41 Posted: 03 Jan 2017 Last Revised: 08 Jan 2017
Kirstin Hubrich and Frauke Skudelny
Board of Governors of the Federal Reserve System and European Central Bank (ECB)
Downloads 25 (612,651)
Citation 1

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Forecast Combination for Euro Area Inflation: A Cure in Times of Crisis?

ECB Working Paper No. 1972
Number of pages: 44 Posted: 16 Jan 2017
Kirstin Hubrich and Frauke Skudelny
Board of Governors of the Federal Reserve System and European Central Bank (ECB)
Downloads 15 (688,831)

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forecasting, euro area inflation, forecast combinations, forecast evaluation

14.

Forecasting US Inflation in Real Time

FEDS Working Paper No. 2021-014
Number of pages: 32 Posted: 14 Jun 2021 Last Revised: 30 Jun 2021
Chad Fulton and Kirstin Hubrich
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 39 (517,504)

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15.

The Transmission of Financial Shocks and Leverage of Banks: An Endogenous Regime Switching Framework

Number of pages: 35 Posted: 01 Feb 2021
Kirstin Hubrich and Daniel F. Waggoner
Board of Governors of the Federal Reserve System and Federal Reserve Bank of Atlanta
Downloads 34 (542,537)

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Regime Switching Models, Time-Varying Transition Probabilities, Financial Shocks, Leverage of Financial Institutions

A Predictability Test for a Small Number of Nested Models

Number of pages: 32 Posted: 28 Mar 2012 Last Revised: 27 Oct 2016
Bank of Finland, Board of Governors of the Federal Reserve System and University of Southern California - Department of Economics
Downloads 20 (649,741)
Citation 2

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Out-of sample, point-forecast evaluation, multi-model comparison, predictive ability, direct multi-step forecasts, fixed regressors bootstrap

A Predictability Test for a Small Number of Nested Models

ECB Working Paper No. 1580
Number of pages: 36 Posted: 12 Sep 2013
Bank of Finland, Board of Governors of the Federal Reserve System and University of Southern California - Department of Economics
Downloads 13 (705,276)

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out-of sample, point-forecast evaluation, multi-model comparison, predictive ability, direct multi-step forecasts, fixed regressors bootstrap

17.

Trade Consistency in the Context of the Eurosystem Projection Exercises: An Overview

ECB Occasional Paper No. 108
Number of pages: 49 Posted: 20 Mar 2010
Kirstin Hubrich and Tohmas Karlsson
Board of Governors of the Federal Reserve System and European Central Bank (ECB)
Downloads 23 (608,286)
Citation 1

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Trade projections, cross-country consistency, market shares, competitiveness

18.

On the Importance of Sectoral and Regional Shocks for Price-Setting

CEPR Discussion Paper No. DP8357
Number of pages: 51 Posted: 04 May 2011
University of Siegen, Board of Governors of the Federal Reserve System and Bocconi University - Department of Economics
Downloads 4 (749,336)
Citation 2
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common factor models, disaggregated prices, euro area regional and sectoral inflation

19.

A Review of Systems Cointegration Tests

Econometric Reviews, Vol. 20, No. 3, pp. 247-318, 2001
Posted: 09 Feb 2005
Kirstin Hubrich, Helmut Luetkepohl and Pentti Saikkonen
Board of Governors of the Federal Reserve System, European University Institute and University of Helsinki - Department of Statistics

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Systems cointegration tests, LR tests, nonparametric tests, asymptotic power, small sample simulations

20.

Estimation of a German Money Demand System - a Long-Run Analysis

Posted: 02 Mar 1999
Kirstin Hubrich
Board of Governors of the Federal Reserve System

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