Hans‐Martin Krolzig

4.1k total citations · 1 hit paper
33 papers, 2.1k citations indexed

About

Hans‐Martin Krolzig is a scholar working on General Economics, Econometrics and Finance, Economics and Econometrics and Finance. According to data from OpenAlex, Hans‐Martin Krolzig has authored 33 papers receiving a total of 2.1k indexed citations (citations by other indexed papers that have themselves been cited), including 28 papers in General Economics, Econometrics and Finance, 24 papers in Economics and Econometrics and 5 papers in Finance. Recurrent topics in Hans‐Martin Krolzig's work include Monetary Policy and Economic Impact (24 papers), Market Dynamics and Volatility (10 papers) and Economic Theory and Policy (9 papers). Hans‐Martin Krolzig is often cited by papers focused on Monetary Policy and Economic Impact (24 papers), Market Dynamics and Volatility (10 papers) and Economic Theory and Policy (9 papers). Hans‐Martin Krolzig collaborates with scholars based in United Kingdom, United States and Germany. Hans‐Martin Krolzig's co-authors include David F. Hendry, Michael P. Clements, Grayham E. Mizon, Massimiliano Marcellino, Julia Campos, Marianne Sensier, Peter Flaschel, Christian R. Proaño, Ralf Brüggemann and Helmut Lütkepohl and has published in prestigious journals such as The Economic Journal, Decision Support Systems and Journal of Business and Economic Statistics.

In The Last Decade

Hans‐Martin Krolzig

33 papers receiving 1.9k citations

Hit Papers

Markov-Switching Vector A... 1997 2026 2006 2016 1997 100 200 300 400 500
What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

  1. Markov-Switching Vector Autoregressions: Modelling, Statistical Inference, and Application to Business Cycle Analysis
    1997 512 citations Hans‐Martin Krolzig Medical Entomology and Zoology profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Hans‐Martin Krolzig United Kingdom 17 1.5k 1.4k 827 212 160 33 2.1k
Gianni Amisano Italy 14 1.1k 0.8× 1.1k 0.8× 822 1.0× 362 1.7× 73 0.5× 38 1.7k
Michael W. McCracken United States 22 1.7k 1.1× 1.6k 1.2× 1.2k 1.4× 644 3.0× 85 0.5× 74 2.6k
Zhijie Xiao United States 22 1.6k 1.0× 979 0.7× 1.0k 1.2× 199 0.9× 230 1.4× 104 2.5k
Svend Hylleberg Denmark 13 1.1k 0.8× 1.1k 0.8× 487 0.6× 168 0.8× 71 0.4× 36 1.6k
Dimitris Korobilis United Kingdom 21 1.8k 1.2× 1.2k 0.9× 783 0.9× 333 1.6× 295 1.8× 52 2.3k
Daniel F. Waggoner United States 23 1.8k 1.2× 1.9k 1.4× 1.1k 1.3× 107 0.5× 172 1.1× 53 2.5k
Michèle Lenza Germany 20 1.2k 0.8× 1.3k 1.0× 960 1.2× 171 0.8× 64 0.4× 48 1.9k
Jürgen Wolters Germany 19 1.2k 0.8× 996 0.7× 703 0.9× 113 0.5× 46 0.3× 57 1.7k
Śılvia Gonçalves Canada 20 1000 0.7× 745 0.5× 801 1.0× 175 0.8× 104 0.7× 48 1.7k
Tae‐Hwan Kim South Korea 12 1.1k 0.7× 503 0.4× 597 0.7× 72 0.3× 184 1.1× 26 1.6k

Countries citing papers authored by Hans‐Martin Krolzig

Since Specialization
Citations

This map shows the geographic impact of Hans‐Martin Krolzig's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Hans‐Martin Krolzig with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Hans‐Martin Krolzig more than expected).

Fields of papers citing papers by Hans‐Martin Krolzig

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Hans‐Martin Krolzig. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Hans‐Martin Krolzig. The network helps show where Hans‐Martin Krolzig may publish in the future.

Co-authorship network of co-authors of Hans‐Martin Krolzig

This figure shows the co-authorship network connecting the top 25 collaborators of Hans‐Martin Krolzig. A scholar is included among the top collaborators of Hans‐Martin Krolzig based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Hans‐Martin Krolzig. Hans‐Martin Krolzig is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Krolzig, Hans‐Martin, et al.. (2012). Effects of Monetary Policy on the US Dollar/UK Pound Exchange Rate. Is There a “Delayed Overshooting Puzzle”?. Review of International Economics. 20(3). 443–467. 12 indexed citations
2.
Proaño, Christian R., et al.. (2011). Reconsidering the Dynamic Interaction between Real Wages and Macroeconomic Activity. Research in World Economy. 2(1). 13 indexed citations
3.
Hendry, David F. & Hans‐Martin Krolzig. (2005). The Properties of AutomaticGetsModelling. The Economic Journal. 115(502). C32–C61. 198 indexed citations
4.
Krolzig, Hans‐Martin, et al.. (2005). Classical and modern business cycle measurement: The European case. RePEc: Research Papers in Economics. 7(1). 1–21. 48 indexed citations
5.
Clements, Michael P. & Hans‐Martin Krolzig. (2004). Can regime‐switching models reproduce the business cycle features of US aggregate consumption, investment and output?. International Journal of Finance & Economics. 9(1). 1–14. 14 indexed citations
6.
Brüggemann, Ralf, Hans‐Martin Krolzig, & Helmut Lütkepohl. (2003). Comparison of Model Reduction Methods for VAR Processes. Econstor (Econstor). 7 indexed citations
7.
Krolzig, Hans‐Martin & Peter Flaschel. (2003). Wage and Price Phillips Curves. RePEc: Research Papers in Economics. 4 indexed citations
8.
Krolzig, Hans‐Martin, et al.. (2003). Multiperiod forecasting in stock markets: a paradox solved. Decision Support Systems. 37(4). 531–542. 11 indexed citations
9.
Clements, Michael P. & Hans‐Martin Krolzig. (2002). Can oil shocks explain asymmetries in the US Business Cycle?. Empirical Economics. 27(2). 185–204. 35 indexed citations
10.
Krolzig, Hans‐Martin, et al.. (2001). Testing for super-exogeneity in the presence of common deterministic shifts. Annals of Economics and Statistics. 41–71. 4 indexed citations
11.
Krolzig, Hans‐Martin. (2001). General--to--Specific Reductions of Vector Autoregressive Processes. RePEc: Research Papers in Economics. 10 indexed citations
12.
Krolzig, Hans‐Martin & David F. Hendry. (2001). Computer automation of general-to-specific model selection procedures. Journal of Economic Dynamics and Control. 25(6-7). 831–866. 223 indexed citations
13.
Krolzig, Hans‐Martin. (2001). Computer-Automated Single-Equation General-to-Specific Reduction Procedures for Vector Autoregressions. IFAC Proceedings Volumes. 34(20). 137–142. 3 indexed citations
14.
Hendry, David F. & Hans‐Martin Krolzig. (2001). New Developments in Automatic General-to-specific Modelling. 40 indexed citations
15.
Krolzig, Hans‐Martin. (2001). Business cycle measurement in the presence of structural change: international evidence. International Journal of Forecasting. 17(3). 349–368. 45 indexed citations
16.
Krolzig, Hans‐Martin & Marianne Sensier. (2000). A Disaggregated Markov-switching model of the UK Business Cycle. Manchester School. 68. 3 indexed citations
17.
Krolzig, Hans‐Martin & Marianne Sensier. (2000). A Disaggregated Markov‐Switching Model of the Business Cycle in UK Manufacturing. Manchester School. 68(4). 442–460. 22 indexed citations
18.
Clements, Michael P. & Hans‐Martin Krolzig. (1998). A comparison of the forecast performance of Markov‐switching and threshold autoregressive models of US GNP. Econometrics Journal. 1(1). C47–C75. 129 indexed citations
19.
Krolzig, Hans‐Martin. (1997). Markov-Switching Vector Autoregressions: Modelling, Statistical Inference, and Application to Business Cycle Analysis. Medical Entomology and Zoology. 512 indexed citations breakdown →
20.
Krolzig, Hans‐Martin. (1997). Markov-Switching Vector Autoregressions. Lecture notes in economics and mathematical systems. 362 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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