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