Professor Hans-Martin Krolzig

Hans-Martin Krolzig is Professor of Economics and a member of the Macroeconomics, Growth and History Centre (MaGHiC). He is an Associated Member of Nuffield College, Oxford.

Hans-Martin’s research interests are in macroeconometrics, and include econometric model selection, regime-switching models, business cycle analysis, forecasting and macroeconomic modelling. He is the author of books on Markov-switching Vector Autoregressions and Automatic Econometric Model Selection (with DF Hendry).

Hans-Martin's RePEc page is http://econpapers.repec.org/RAS/pkr17.htm

Working papers

• Credit Driven Investment, Heterogeneous Labor Markets and Macroeconomic Dynamics (with Matthieu Charpe, Peter Flaschel, Christian Proaño, Willi Semmler and Daniele Tavani), IMK Working Paper 110-2013, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, 2013.
• Global stochastic trends in growth, interest and inflation. Is the post-Bretton-Woods era driven by the Volcker disinflation? (with Reinhold Heinlein), Studies in Economics 1322, School of Economics, University of Kent, 2013.
• Monetary Policy and Exchange Rates: A Balanced Two-Country Cointegrated VAR Model Approach (with Reinhold Heinlein), Studies in Economics 1321, School of Economics, University of Kent, 2013.
• Symmetry and Separability in Two-Country Cointegrated VAR Models: Representation and Testing (with Reinhold Heinlein), Studies in Economics 1323, School of Economics, University of Kent, 2013. 

• EC543 Econometrics 2: Topics in Time Series
• EC820 Time Series Econometrics
• EC887 Macro-Econometrics

Past students

• Dr Isaac Sserwanja
• Dr Iftikhar Ahmad, completed 2013
• Dr Reinhold Heinlein, completed 2013
• Dr Edgardo Jovero

Administrative roles

• REF Co-ordinator