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Hubrich, Kirstin

ECB Working Paper Series

2017
Holm-Hadulla, Fédéric, Hubrich, Kirstin
Macroeconomic implications of oil price fluctuations: a regime-switching framework for the euro area
No 2119
2016
Hubrich, Kirstin, Skudelny, Frauke
Forecast combination for euro area inflation: a cure in times of crisis?
No 1972
2014
Hubrich, Kirstin, Tetlow, Robert J.
Financial stress and economic dynamics: the transmission of crises
No 1728
2013
Hubrich, Kirstin, Granziera, Eleonora, Moon, Hyungsik Roger
A predictability test for a small number of nested models
No 1580
2011
Hubrich, Kirstin, González, Andrés, Teräsvirta, Timo
Forecasting inflation with gradual regime shifts and exogenous information
No 1363
Hubrich, Kirstin, Marcellino, Massimiliano, Beck, Günter W.
On the importance of sectoral and regional shocks for price-setting
No 1334
2010
Hendry, David F., Hubrich, Kirstin
Combining disaggregate forecasts or combining disaggregate information to forecast an aggregate
No 1155
2009
Hubrich, Kirstin, West, Kenneth D.
Forecast evaluation of small nested model sets
No 1030
2006
Hubrich, Kirstin, Marcellino, Massimiliano, Beck, Günter W.
Regional inflation dynamics within and across euro area countries and a comparison with the US
No 681
Hendry, David F., Hubrich, Kirstin
Forecasting economic aggregates by disaggregates
No 589
2003
Hubrich, Kirstin
Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?
No 247

ECB Occasional Paper Series

2013
Ciccarelli, Matteo, Jeanfils, Philippe, Haavio, Markus, Ĉervená, Marianna
Working Group on Econometric Modelling of the ESCB

Guarda, Paolo, Mendicino, Caterina, D'Agostino, Antonello, Valderrama, Maria Teresa, Ortega, Eva, Hubrich, Kirstin, Valentinyiné Endrész, Marianna

Financial shocks and the macroeconomy: heterogeneity and non-linearities
No 143
2010
Hubrich, Kirstin, Karlsson, Tohmas
Trade consistency in the context of the Eurosystem projection exercises - an overview
No 108

Journal publications

Kirstin Hubrich and Robert J. Tetlow
Financial Stress and Economic Dynamics: The Transmission of crises
Journal of Monetary Economics, Vol. 70, March 2015, Pages 100–115
Eleonora Granziera, Kirstin Hubrich and Roger Moon
A predictability test for a small number of nested models
Journal of Econometrics, 182(1), September 2014, Pages 174–185
David Hendry and Kirstin Hubrich
Combining disaggregate forecasts or combining disaggregate information to forecast an aggregate
Journal of Business and Economic Statistics, accepted for publication, published in fast track section in 2009
Kirstin Hubrich and Kenneth West
Forecast evaluation of Small Nested Model Sets
Journal of Applied Econometrics,2010, 25(4), 574-594
Günter Beck, Kirstin Hubrich and Massimiliano Marcellino
Regional inflation dynamics within and across euro area countries and a comparison with the US
Economic Policy, January 2009, 141-184
Kirstin Hubrich
Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?
International Journal of Forecasting, 21(1), 119-136
Kirstin Hubrich and Peter Vlaar
Monetary Transmission in Germany: Lessons for the euro area
Empirical Economics, 29(2), 383-414
Kirstin Hubrich, Helmut Lütkepohl and Pentti Saikkonen
A Review of Systems Cointegration Tests
Econometric Reviews, 20(3), 247-318
Carsten Folkertsma and Kirstin Hubrich
Performance of Core Inflation Measures
De Economist, 149(4), 455-508
Kirstin Hubrich
Estimation of a German Money Demand System – A Long-run Analysis
Empirical Economics, 24(1), 77-99