Sandra Eickmeier : Citation Profile


Are you Sandra Eickmeier?

Deutsche Bundesbank

20

H index

26

i10 index

1218

Citations

RESEARCH PRODUCTION:

22

Articles

51

Papers

1

Books

1

Chapters

RESEARCH ACTIVITY:

   16 years (2004 - 2020). See details.
   Cites by year: 76
   Journals where Sandra Eickmeier has often published
   Relations with other researchers
   Recent citing documents: 214.    Total self citations: 50 (3.94 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pei21
   Updated: 2020-10-24    RAS profile: 2019-05-15    
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Relations with other researchers


Works with:

Prieto, Esteban (11)

Krippner, Leo (5)

Abbate, Angela (4)

Kolb, Benedikt (4)

Marcellino, Massimiliano (3)

Metiu, Norbert (3)

Lemke, Wolfgang (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Sandra Eickmeier.

Is cited by:

Marcellino, Massimiliano (37)

Schumacher, Christian (23)

Feldkircher, Martin (17)

Banerjee, Anindya (16)

Luciani, Matteo (16)

Conti, Antonio (15)

Ruiz, Esther (14)

Aastveit, Knut Are (14)

Kabundi, Alain (14)

Hofmann, Boris (13)

Poncela, Pilar (12)

Cites to:

Reichlin, Lucrezia (76)

Watson, Mark (63)

Peersman, Gert (57)

Forni, Mario (57)

Marcellino, Massimiliano (50)

Stock, James (44)

Bai, Jushan (42)

Ng, Serena (42)

Kose, Ayhan (40)

Lippi, Marco (39)

Giannone, Domenico (38)

Main data


Where Sandra Eickmeier has published?


Journals with more than one article published# docs
European Economic Review3
Macroeconomic Dynamics2
International Journal of Forecasting2
Journal of Money, Credit and Banking2

Working Papers Series with more than one paper published# docs
Discussion Paper Series 1: Economic Studies / Deutsche Bundesbank18
Discussion Papers / Deutsche Bundesbank10
CESifo Working Paper Series / CESifo2
Working Paper Series / European Central Bank2

Recent works citing Sandra Eickmeier (2020 and 2019)


YearTitle of citing document
2020Uncertainty and Monetary Policy in the US: A Journey into Non-Linear Territory. (2020). Pellegrino, Giovanni. In: Economics Working Papers. RePEc:aah:aarhec:2020-05.

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2020Banking sector and bank liquidity – key actors within financial crises?. (2020). Ciurel, Adriana Daniela ; DUN, Florin Alexandru ; Niescu, Dan Costin. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(623):y:2020:i:2(623):p:147-168.

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2019Dynamic Factor Models in gretl. The DFM package. (2019). Venetis, Ioannis ; Lucchetti, Riccardo (Jack). In: gretl working papers. RePEc:anc:wgretl:7.

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2019Structural Factor Analysis of Interest Rate Pass Through in Four Large Euro Area Economies. (2019). Bystrov, Victor ; Banerjee, Anindya ; Mizen, Paul. In: Lodz Economics Working Papers. RePEc:ann:wpaper:1/2019.

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2020Global Recessions. (2020). Terrones, Marco ; Kose, Ayhan ; Sugawara, Naotaka. In: Working Papers. RePEc:apc:wpaper:162.

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2020Sequential testing for structural stability in approximate factor models. (2018). Trapani, Lorenzo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1708.02786.

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2019Measuring international uncertainty using global vector autoregressions with drifting parameters. (2019). Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:1908.06325.

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2019Boosting High Dimensional Predictive Regressions with Time Varying Parameters. (2019). Ng, Serena ; Yousuf, Kashif. In: Papers. RePEc:arx:papers:1910.03109.

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2019Estimating a Large Covariance Matrix in Time-varying Factor Models. (2019). Jung, Jaeheon. In: Papers. RePEc:arx:papers:1910.11965.

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2019The international effects of central bank information shocks. (2019). Stelzer, Anna ; Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:1912.03158.

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2020Regularized Estimation of High-dimensional Factor-Augmented Autoregressive (FAVAR) Models. (2019). Michailidis, George ; Lin, Jiahe. In: Papers. RePEc:arx:papers:1912.04146.

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2020A multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis. (2020). Huber, Florian ; Piribauer, Philipp ; Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:2001.03935.

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2020Macroeconomic Forecasting with Fractional Factor Models. (2020). Hartl, Tobias. In: Papers. RePEc:arx:papers:2005.04897.

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2020Inflation Dynamics of Financial Shocks. (2020). Palmén, Olli. In: Papers. RePEc:arx:papers:2006.03301.

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2020Sovereign Default Risk and Credit Supply: Evidence from the Euro Area. (2020). Palmén, Olli. In: Papers. RePEc:arx:papers:2006.03592.

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2019Does the Cost of Private Debt Respond to Monetary Policy? Heteroskedasticity-Based Identification in a Model with Regimes. (2019). Guidolin, Massimo ; Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19118.

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2019The benefits and costs of adjusting bank capitalisation: evidence from euro area countries. (2019). Gonzalez, Clara ; Dewachter, Hans ; Budnik, Katarzyna ; Affinito, Massimiliano ; Mousarri, Elena ; Pereira, Ana Regina ; ben Hadj, Saiffedine ; Martinho, Ricardo ; Venditti, Fabrizio ; Jimborean, Ramona ; Manninen, Otso ; Nicoletti, Giulio ; Jantunen, Lauri ; Barbic, Gaia ; Ozsahin, Selcuk ; Rivera-Rozo, Jairo ; Velasco, Sofia ; Hu, Jenny ; Ogrady, Michael ; Mencia, Javier ; Naruevicius, Laurynas ; Trikoupis, Constantinos ; Chretien, Edouard. In: Working Papers. RePEc:bde:wpaper:1923.

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The global financial cycle and us monetary policy in an interconnected world. (2019). Galesi, Alessandro ; Dees, Stephane. In: Working Papers. RePEc:bde:wpaper:1942.

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2020Macro-financial interactions in a changing world. (2020). Leiva-Leon, Danilo ; Gerba, Eddie. In: Working Papers. RePEc:bde:wpaper:2018.

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2019Wages and prices in the euro area: exploring the nexus. (2019). Nobili, Andrea ; Conti, Antonio. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_518_19.

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2020The economic drivers of volatility and uncertainty. (2020). Marcellino, Massimiliano ; Corsello, Francesco ; Carriero, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1285_20.

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2019The Global Financial Cycle and US Monetary Policy in an Interconnected World. (2019). Galesi, Alessandro ; Dees, Stephane. In: Working papers. RePEc:bfr:banfra:744.

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2019Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2019). Rossi, Barbara. In: Working Papers. RePEc:bge:wpaper:1162.

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2019Nowcasting New Zealand GDP using machine learning algorithms. (2019). Vehbi, Tugrul ; van Florenstein, Thomas ; Richardson, Adam. In: IFC Bulletins chapters. RePEc:bis:bisifc:50-15.

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2019(Un)conventional policy and the effective lower bound. (2019). Tristani, Oreste ; de Fiore, Fiorella. In: BIS Working Papers. RePEc:bis:biswps:804.

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2019Examining macroprudential policy and its macroeconomic effects - some new evidence. (2019). Mehrotra, Aaron ; Kim, Soyoung. In: BIS Working Papers. RePEc:bis:biswps:825.

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2019The role of global relative price changes in international comovement of inflation. (2019). Zhivaykina, Aleksandra ; Kiselev, Aleksei. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps53.

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2019Spillovers from US monetary policy: evidence from a time varying parameter global vector auto‐regressive model. (2019). Huber, Florian ; Feldkircher, Martin ; Doppelhofer, Gernot ; Cuaresma, Jesus Crespo. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:182:y:2019:i:3:p:831-861.

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2019Global Determinants of the Gold Price: A Multivariate Cointegration Analysis. (2019). Murach, Michael. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:66:y:2019:i:1:p:198-214.

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2020The unconventional monetary policy of the European Central Bank: Effectiveness and transmission analysis. (2020). Prats, Maria ; Zabala, Jose A. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:3:p:794-809.

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2019Macroeconomic effects of political risk shocks. (2019). Hacioglu Hoke, Sinem. In: Bank of England working papers. RePEc:boe:boeewp:0841.

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2020The global effects of global risk and uncertainty. (2020). Bonciani, Dario ; Ricci, Martino. In: Bank of England working papers. RePEc:boe:boeewp:0863.

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2020Global financial cycles since 1880. (2020). Wolters, Maik ; Potjagailo, Galina. In: Bank of England working papers. RePEc:boe:boeewp:0867.

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2019The direction and intensity of China’s monetary policy conduct : A dynamic factor modelling approach. (2019). Tsang, Andrew ; Funke, Michael. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2019_008.

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2019What does peer-to-peer lending evidence say about the risk-taking channel of monetary policy?. (2019). Wang, Chu ; Li, Xiang ; Huang, Yiping. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2019_016.

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2020Are bank capital requirements optimally set? Evidence from researchers’ views. (2020). Ristolainen, Kim ; HASAN, IFTEKHAR ; Ambrocio, Gene ; Jokivuolle, Esa. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_010.

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2020A Suggestion for a Dynamic Multi Factor Model (DMFM). (2020). Tavlas, George ; Hall, Stephen G ; Gibson, Heather D. In: Working Papers. RePEc:bog:wpaper:282.

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2019Structural Breaks in Time Series. (2018). Perron, Pierre ; Casini, Alessandro. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2019-002.

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2020The Determinants of Indonesia’s Business Cycle. (2020). Bary, Pakasa ; Cinditya, Anggita ; Harahap, Berry A. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:9:y:2020:i:si:p:215-235.

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2020Uncertainty and Effectiveness of Monetary Policy: A Bayesian Markov Switching-VAR Analysis. (2020). Kamaiah, Bandi ; Nain, Zulquar. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:9:y:2020:i:si:p:237-265.

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2019Yield Curve and Financial Uncertainty: Evidence Based on US Data. (2019). Castelnuovo, Efrem. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7697.

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2019What Does Peer-To-Peer Lending Evidence Say about the Risk-Taking Channel of Monetary Policy?. (2019). Wang, Chu ; Li, Xiang ; Huang, Yiping. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7792.

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2019Domestic and Global Uncertainty: A Survey and Some New Results. (2019). Castelnuovo, Efrem. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7900.

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2019Forecasting Imports with Information from Abroad. (2019). Lehmann, Robert ; Grimme, Christian ; Noeller, Marvin. In: ifo Working Paper Series. RePEc:ces:ifowps:_294.

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2019Inflation Globally. (2019). Jorda, Oscar ; Nechio, Fernanda. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:850.

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2019Dos tradiciones en la medición del ciclo: historia general y desarrollos en Colombia. (2019). Enciso, Enrique Lopez. In: Tiempo y Economía. RePEc:col:000485:017226.

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2019(Un)conventional Policy and the Effective Lower Bound. (2019). De Fiore, Fiorella ; Tristani, Oreste. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13585.

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2019Global Inflation Synchronization. (2019). Kose, Ayhan ; Ohnsorge, Franziska. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13600.

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2019Understanding Inflation in Emerging and Developing Economies. (2019). Kose, Ayhan ; Ohnsorge, Franziska. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13608.

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2019Identifying and Estimating the Effects of Unconventional Monetary Policy: How to Do It And What Have We Learned?. (2019). Rossi, Barbara. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14064.

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2019Inflation Dynamics: Dead, Dormant, or Determined Abroad?. (2019). Forbes, Kristin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14195.

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2020Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions. (2020). Hamilton, James ; Baumeister, Christiane. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14271.

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2020Global Recessions. (2020). Sugawara, Naotaka ; Kose, Ayhan ; Terrones, Marco E. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14397.

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2020Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2020). Rossi, Barbara. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14472.

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2019The Role of Global and Domestic Shocks for Inflation Dynamics: Evidence from Asia. (2019). Tillmann, Peter ; PeterTillmann, ; Finck, David. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2019_022.

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2019Inflation in the euro area since the Global Financial Crisis. (2019). Samarina, Anna ; Galati, Gabriele ; Bonam, Dennis ; Stanga, Irina ; Hoeberichts, Marco ; Hindrayanto, Irma. In: DNB Occasional Studies. RePEc:dnb:dnbocs:1703.

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2020A Structural Investigation of Quantitative Easing. (2020). Strobel, Felix ; Goy, Gavin ; Boehl, Gregor. In: DNB Working Papers. RePEc:dnb:dnbwpp:691.

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2020“Normal†growth of the Chinese economy: new metrics based on consumer confidence data. (2020). Soria, Petar. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00168.

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2019On the robustness of the general dynamic factor model with infinite-dimensional space: identification, estimation, and forecasting. (2019). Hallin, Marc ; Valls, Pedro L ; Hotta, Luis K ; Trucios-Maza, Carlos Cesar. In: Working Papers ECARES. RePEc:eca:wpaper:2013/298201.

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2019The impact of global value chains on the euro area economy. (2019). Tagliabracci, Alex ; Schmitz, Martin ; Koester, Gerrit ; Frohm, Erik ; de Soyres, François ; Benkovskis, Konstantins ; Vaccarino, Elena ; Fidora, Michael ; di Lupidio, Benedetta ; Skudelny, Frauke ; Schroth, Joachim ; Chiacchio, Francesco ; Pavlova, Elena ; Al-Haschimi, Alexander ; Osbat, Chiara ; Gunnella, Vanessa ; Nickel, Christiane ; Lopez-Garcia, Paloma ; Gradeva, Katerina ; Dorrucci, Ettore ; Worz, Julia ; Franco-Bedoya, Sebastian. In: Occasional Paper Series. RePEc:ecb:ecbops:2019221.

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Money, credit, monetary policy and the business cycle in the euro area: what has changed since the crisis?. (2019). Reichlin, Lucrezia ; Lenza, Michele ; Giannone, Domenico. In: Working Paper Series. RePEc:ecb:ecbwps:20192226.

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2019Credit, financial conditions and the business cycle in China. (2019). Soudan, Michel ; Lodge, David. In: Working Paper Series. RePEc:ecb:ecbwps:20192244.

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2019Global growth on life support? The contributions of fiscal and monetary policy since the global financial crisis. (2019). Miescu, Mirela S ; Lodge, David ; Baumann, Ursel. In: Working Paper Series. RePEc:ecb:ecbwps:20192248.

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2019EME financial conditions: which global shocks matter?. (2019). Manu, Ana-Simona ; Lodge, David. In: Working Paper Series. RePEc:ecb:ecbwps:20192282.

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2019The global financial cycle and capital flow episodes: a wobbly link?. (2019). Tille, Cédric ; Stracca, Livio ; Scheubel, Beatrice. In: Working Paper Series. RePEc:ecb:ecbwps:20192337.

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2020Identifying SVARs from sparse narrative instruments: dynamic effects of U.S. macroprudential policies. (2020). Rünstler, Gerhard ; Budnik, Katarzyna ; Runstler, Gerhard. In: Working Paper Series. RePEc:ecb:ecbwps:20202353.

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2020Monetary policy transmission over the leverage cycle: evidence for the euro area. (2020). Bräuer, Leonie ; Brauer, Leonie ; Runstler, Gerhard. In: Working Paper Series. RePEc:ecb:ecbwps:20202421.

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2020How much does aggregate demand travel across the Atlantic?. (2020). Stracca, Livio ; van Robays, Ine. In: Working Paper Series. RePEc:ecb:ecbwps:20202430.

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2020The effect of macroprudential policies on credit developments in Europe 1995-2017. (2020). Budnik, Katarzyna. In: Working Paper Series. RePEc:ecb:ecbwps:20202462.

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2020Banking euro area stress test model. (2020). Volk, Matjaž ; Kleemann, Michael ; Budnik, Katarzyna ; Sienko, Nadeda ; Sarychev, Andrei ; Sanna, Francesco ; Reichenbachas, Tomas ; Gross, Johannes ; Dimitrov, Ivan ; Balatti, Mirco . In: Working Paper Series. RePEc:ecb:ecbwps:20202469.

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2019(Un)conventional policy and the effective lower bound. (2019). de Fiore, Fiorella ; Tristani, Oreste. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:106:y:2019:i:c:7.

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2020Mind the gap!—A monetarist view of the open-economy Phillips curve. (2020). Martínez García, Enrique ; Garcia, Enrique Martinez ; Dur, Aye. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:117:y:2020:i:c:s0165188920301275.

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2019Spillovers from Japans Unconventional Monetary Policy: A global VAR Approach. (2019). Ganelli, Giovanni ; Tawk, Nour . In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:147-163.

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2019(Un)Conventional monetary policy and bank risk-taking: A nonlinear relationship. (2019). Lapteacru, Ion ; Campmas, Alexandra ; Brana, Sophie . In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:576-593.

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2019The global effects of productivity gains in Asian emerging economies. (2019). Vahid, Farshid ; Anderson, Heather ; Dumrongrittikul, Taya . In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:127-140.

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2020How has empirical monetary policy analysis in the U.S. changed after the financial crisis?. (2020). Jackson Young, Laura ; Owyang, Michael T ; Francis, Neville R. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:309-321.

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2020Domestic and global output gaps as inflation drivers: What does the Phillips curve tell?. (2020). Takats, Elod ; Moessner, Richhild ; Jaova, Martina. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:238-253.

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2020Macro-uncertainty and financial stress spillovers in the Eurozone. (2020). Mikaliunaite, Ieva ; Cipollini, Andrea. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:546-558.

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2020Monetary policy and systemic risk-taking in the euro area banking sector. (2020). Kabundi, Alain ; de Simone, Francisco Nadal . In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:736-758.

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2019Will macroprudential policy counteract monetary policy’s effects on financial stability?. (2019). Demertzis, Maria ; Agur, Itai. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:65-75.

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2019Dynamic credit convergence in CARD: The spreading of common shocks. (2019). Pagliacci, Carolina. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818306752.

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2020Investor protection, regulation and bank risk-taking behavior. (2020). Teixeira, Joao ; Mario, . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818304546.

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2019Deciphering the causes for the post-1990 slow output recoveries. (2019). Zhang, Wen. In: Economics Letters. RePEc:eee:ecolet:v:176:y:2019:i:c:p:28-34.

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2020The relation between the corporate bond-yield spread and the real economy: Stable or time-varying?. (2020). Österholm, Pär ; Karlsson, Sune ; Osterholm, Par. In: Economics Letters. RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519304458.

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2020Testing for the null of block zero restrictions in common factor models. (2020). Kim, Dukpa ; Han, Chirok. In: Economics Letters. RePEc:eee:ecolet:v:188:y:2020:i:c:s0165176519304550.

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2020Fat tails in leading indicators. (2020). Österholm, Pär ; Kiss, Tamas ; Osterholm, Par. In: Economics Letters. RePEc:eee:ecolet:v:193:y:2020:i:c:s016517652030210x.

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2019Consistent estimation of time-varying loadings in high-dimensional factor models. (2019). Urga, Giovanni ; Hillebrand, Eric ; Mikkelsen, Jakob Guldbak . In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:2:p:535-562.

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2019Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode identification. (2019). Schumacher, Christian ; Kaufmann, Sylvia. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:1:p:116-134.

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2020Market Impact on financial market integration: Cross-quantilogram analysis of the global impact of the euro. (2020). Uddin, Gazi ; Troster, Victor ; Tuvhag, Tom ; Lindman, Sebastian ; Jayasekera, Ranadeva. In: Journal of Empirical Finance. RePEc:eee:empfin:v:56:y:2020:i:c:p:42-73.

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2019CO2 emissions and economic activity: A short-to-medium run perspective. (2019). Fosten, Jack. In: Energy Economics. RePEc:eee:eneeco:v:83:y:2019:i:c:p:415-429.

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2020Analyzing time-varying volatility spillovers between the crude oil markets using a new method. (2020). Gong, XU ; Liu, Tangyong. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300505.

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2020Inflation expectations and the recovery from the Great Depression in Germany. (2020). Steege, Lucas Ter ; Daniel, Volker. In: Explorations in Economic History. RePEc:eee:exehis:v:75:y:2020:i:c:s0014498318301554.

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2019Cross-asset contagion in the financial crisis: A Bayesian time-varying parameter approach. (2019). Guidolin, Massimo ; Hansen, Erwin ; Pedio, Manuela. In: Journal of Financial Markets. RePEc:eee:finmar:v:45:y:2019:i:c:p:83-114.

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2019The financial market effects of the ECBs asset purchase programs. (2019). Roth, Markus ; Lewis, Vivien. In: Journal of Financial Stability. RePEc:eee:finsta:v:43:y:2019:i:c:p:40-52.

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2020Global factors and trend inflation. (2020). Wong, Benjamin ; Kamber, Gunes. In: Journal of International Economics. RePEc:eee:inecon:v:122:y:2020:i:c:s002219961930087x.

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2020The cross-border credit channel and lending standards surveys. (2020). Siklos, Pierre L ; Filardo, Andrew J. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:67:y:2020:i:c:s1042443120300901.

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2019Nowcasting and forecasting GDP in emerging markets using global financial and macroeconomic diffusion indexes. (2019). Swanson, Norman R ; Guney, Ethem I ; Cepni, Oguzhan. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:555-572.

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2019Macroeconomic forecasting for Australia using a large number of predictors. (2019). Hyndman, Rob ; Jiang, Bin ; Athanasopoulos, George ; Panagiotelis, Anastasios ; Vahid, Farshid. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:616-633.

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2019International propagation of shocks: A dynamic factor model using survey forecasts. (2019). Lahiri, Kajal ; Zhao, Yongchen. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:929-947.

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More than 100 citations found, this list is not complete...

Works by Sandra Eickmeier:


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2013The Global Dimension of Inflation – Evidence from Factor-Augmented Phillips Curves In: Oxford Bulletin of Economics and Statistics.
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2009The global dimension of inflation - evidence from factor-augmented Phillips curves.(2009) In: Working Paper Series.
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2011Classical time-varying FAVAR models - estimation, forecasting and structural analysis.(2011) In: Discussion Paper Series 1: Economic Studies.
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2011The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR.(2011) In: Discussion Paper Series 1: Economic Studies.
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2016Time Variation in Macro‐Financial Linkages.(2016) In: Journal of Applied Econometrics.
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2013Chinas role in global inflation dynamics.(2013) In: Discussion Papers.
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2004Business Cycle Transmission from the US to Germany: a Structural Factor Approach.(2004) In: Discussion Paper Series 1: Economic Studies.
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2011Forecasting national activity using lots of international predictors: An application to New Zealand.(2011) In: International Journal of Forecasting.
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2009Forecasting national activity using lots of international predictors: an application to New Zealand.(2009) In: Discussion Paper Series 1: Economic Studies.
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2015The interest rate pass-through in the euro area during the sovereign debt crisis.(2015) In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
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2016Analyzing International Business and Financial Cycles using Multi-Level Factor Models: A Comparison of Alternative Approaches In: Advances in Econometrics.
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2012The ESRB at 1 In: SUERF Studies.
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2009Comovements and heterogeneity in the euro area analyzed in a non-stationary dynamic factor model In: Journal of Applied Econometrics.
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2010Analyse der Übertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR / A FAVAR-based Analysis of the Transmission of US Shocks to Germany In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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2008How successful are dynamic factor models at forecasting output and inflation? A meta-analytic approach In: Journal of Forecasting.
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2006Business cycle transmission from the euro area to CEECs In: Computing in Economics and Finance 2006.
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2006Dynamic factor models In: AStA Advances in Statistical Analysis.
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2005Dynamic factor models.(2005) In: Discussion Paper Series 1: Economic Studies.
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2005How Synchronized are Central and East European Economies with the Euro Area? Evidence from a Structural Factor model� In: TWI Research Paper Series.
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2014Macroeconomic Factors and Microlevel Bank Behavior In: Journal of Money, Credit and Banking.
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2010Macroeconomic factors and micro-level bank risk.(2010) In: Discussion Paper Series 1: Economic Studies.
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2009Analyse der Übertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR In: Discussion Paper Series 1: Economic Studies.
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2009Analyse der Übertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR.(2009) In: Working Papers.
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2005Common stationary and non-stationary factors in the euro area analyzed in a large-scale factor model In: Discussion Paper Series 1: Economic Studies.
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2006How good are dynamic factor models at forecasting output and inflation? A meta-analytic approach In: Discussion Paper Series 1: Economic Studies.
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