Tino Berger

Publications

• "Which Global Cycle? A Stochastic Factor Selection Approach for Global Macro-Financial Cycles", forthcoming,  Studies in Nonlinear Dynamics & Econometrics , with Sebastian Hienzsch

• "The role of macroeconomic uncertainty in the determination of the natural rate of interest", Economics Letters, 2023, vol. 229, with Bernd Kempa and Feina Zou

• "Nowcasting the Output Gap", Journal of Econometrics, 2023, vol. 231(1), p.18-34, with James Morley and Benjamin Wong, [Replication files], [outputgapnow.com]  

• "Cyclical Signals from the Labor Market", Oxford Open Economics, 2022, vol.1 (lead article), with Paul David Boll,  James Morley and Benjamin Wong, [pdf]

• "A Unified Approach for Jointly Estimating the Business and the Financial Cycle, and the Role of Financial Factors", Journal of Economic Dynamics and Control, 2022, 136(C), 104315,  with Julia Richter and Benjamin Wong, [Link, Online Appendix]

•  "Global vs. group-specific business cycles: The importance of defining the groups", 2022, 26 (1), 49-71, Macroeconomic Dynamics, with Marcus Wortmann

• "Testing for international business cycles: a dynamic factor model with stochastic factor selection", 2021, 128, Journal of Economic Dynamics and Control with Gerdie Everaert and Lorenzo Pozzi [pdf] 

• "Testing for time variation in the Natural Rate of Interest", Journal of Applied Econometrics, 2019, 34, 836-842 with Bernd Kempa 

• "International output and inflation uncertainty and their impact on countries' macroeconomic performance. Evidence from a dynamic factor GARCH-in-mean model", Macroeconomic Dynamics, 2018, 22(5), 1113-1133  with Sibylle Grabert

• "Global Macroeconomic Uncertainty", Journal of Macroeconomics, 2017, 53, 42-56 with Bernd Kempa and Sibylle Grabert

• "Estimating the Natural Rate of Hours", Macroeconomic Dynamics, 2017, 21(6),1426-1453, with Hauke Vierke

• "Global and country-specific output growth uncertainty and macroeconomic performance", Oxford Bulletin of Economics and Statistics, 2016, 78(5), 694-716,  with Bernd Kempa and Sibylle Herz

• "Testing for time variation in an unobserved components model for the U.S. economy", Journal of Economic Dynamics and Control, 2016, 69, 179-208, with Gerdie Everaert and Hauke Vierke

• "Time-varying equilibrium rates in small open economies: Evidence for Canada", Journal of Macroeconomics, 2014, 39, 203-214, with B. Kempa

• "Measuring time-varying financial market integration: an unobserved components approach",  Journal of Banking and Finance,  2013, 37(2), 463-473, with L. Pozzi 

• "Is the Impact of Labour Taxes on Unemployment Asymmetric?", Macroeconomic Dynamics, 2013, 17, 143-154, with G. Everaert 

• "Taylor rules and the Canadian-US equilibrium exchange rate", Journal of International Money and Finance,  2012, 31, 1060-1075, with B. Kempa  

•  "The dynamics of short and long-run capital mobility: Evidence from a time-varying parameter error-correction model", Applied Economics, 2012, 44(19), 2491-2498 

• "Bayesian Estimation of the output gap for a small open economy: The case of Canada",  Economics Letters, 2011, 112(1), 107-112, with B. Kempa 

• "Differences in hours worked in the OECD: institutions or fiscal policies?", Journal of Money, Credit and Banking, 2011, 43(7), 1333-1369, with F. Heylen 

• "Estimating Europe's natural rates", Empirical Economics, 2011, 40(2), 521-536 

• "Labour Taxes and Unemployment: Evidence from a Panel Unobserved Component Model", Journal of Economic Dynamics and Control, 2010, 34(3), 354-364, with G. Everaert 

• "A replication note on unemployment in the OECD since the 1960s: What do we know?", Empirical Economics, 2009, 36(2), 479-485, with G. Everaert  

• "Unemployment Persistence and the NAIRU: A Bayesian Approach", Scottish Journal of Political Economy, 2008, 55(3), 282-299, with G. Everaert