Sandra Eickmeier : Citation Profile

Deutsche Bundesbank

24

H index

31

i10 index

1857

Citations

RESEARCH PRODUCTION:

21

Articles

53

Papers

1

Books

1

Chapters

RESEARCH ACTIVITY:

   20 years (2004 - 2024). See details.
   Cites by year: 92
   Journals where Sandra Eickmeier has often published
   Relations with other researchers
   Recent citing documents: 58.    Total self citations: 50 (2.62 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pei21
   Updated: 2025-03-22    RAS profile: 2023-03-10    
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Relations with other researchers

Works with:

Petersen, Luba (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 (36)

Feldkircher, Martin (26)

Schumacher, Christian (23)

Kose, Ayhan (22)

Hamilton, James (20)

Baumeister, Christiane (20)

Luciani, Matteo (20)

Conti, Antonio (19)

Ruiz, Esther (18)

Poncela, Pilar (17)

Pagliacci, Carolina (17)

Cites to:

Reichlin, Lucrezia (98)

Marcellino, Massimiliano (73)

Forni, Mario (70)

Watson, Mark (69)

Peersman, Gert (64)

Kose, Ayhan (57)

Stock, James (47)

Lippi, Marco (47)

Bai, Jushan (43)

Ng, Serena (41)

Bernanke, Ben (39)

Main data

Production by document typebookchapterarticlepaper200420052006200720082009201020112012201320142015201620172018201920202021202220232024051015Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published2004200520062007200820092010201120122013201420152016201720182019202020212022202320240255075100Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received2005200620072008200920102011201220132014201520162017201820192020202120222023202420250100200Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year2004200520062007200820092010201120122013201420152016201720182019202020212022202320240200400Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 24Most cited documents12345678910111213141516171819202122232425260100200300Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2013082013092013102013112013122014012014022014032014042014052014062014072014082014092014102014112014122015012015022015032015042015052015062015072015082015092015102015112015122016012016022016032016042016052016062016072016082016092016102016112016122017012017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025030102030h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Sandra Eickmeier has published?

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

Working Papers Series with more than one paper published# docs
Discussion Paper Series 1: Economic Studies / Deutsche Bundesbank18
Discussion Papers / Deutsche Bundesbank10
CEPR Discussion Papers / C.E.P.R. Discussion Papers4
CESifo Working Paper Series / CESifo2
Working Paper Series / European Central Bank2
NBER Working Papers / National Bureau of Economic Research, Inc2

Recent works citing Sandra Eickmeier (2025 and 2024)

Year  ↓Title of citing document  ↓
2025Distributional Dynamics. (2025). Kuhn, Moritz ; Calderon, Luis ; Bayer, Christian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:351.

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2024The international effects of central bank information shocks. (2019). Stelzer, Anna ; Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:1912.03158.

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2024Dynamic Factor Model for Functional Time Series: Identification, Estimation, and Prediction. (2022). Salish, Nazarii ; Otto, Sven. In: Papers. RePEc:arx:papers:2201.02532.

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2024Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2022). Massacci, Daniele ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2210.09828.

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2024Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2310.17278.

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2024The fatter the tail, the shorter the sail. (2024). Chaudhry, Sajid ; Alzugaiby, Basim ; Alsunbul, Saad ; Boujlil, Rhada. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:331-380.

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2025Distributional Dynamics. (2025). Bayer, Christian ; Calderon, Luis ; Kuhn, Moritz. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2025_625.

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2024Inflation Tales: The Heterogenous Price Effects from Current Account Dynamics. (2024). Afonso, Antonio ; Jalles, Joao ; Monteiro, Sofia ; Alves, Jos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11512.

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2024The nonlinear effects of banks’ vulnerability to capital depletion in euro area countries. (2024). Moccero, Diego Nicolas ; Davidson, Sharada Nia. In: Working Paper Series. RePEc:ecb:ecbwps:20242912.

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2024Non-linear dimension reduction in factor-augmented vector autoregressions. (2024). Klieber, Karin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002063.

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2024The determinants of systemic risk contagion. (2024). Erden, Lutfi ; Ozkan, Brahim ; Atasoy, Burak Sencer. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s026499932300408x.

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2024Business cycle synchronization and asymmetry in the European Union. (2024). Tica, Josip ; Panovska, Irina ; Arčabić, Vladimir ; Arabi, Vladimir. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001676.

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2024The likelihood ratio test for structural changes in factor models. (2024). Bai, Jushan ; Duan, Jiangtao ; Han, XU. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003470.

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2024Testing for sparse idiosyncratic components in factor-augmented regression models. (2024). Striaukas, Jonas ; Beyhum, Jad. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001908.

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2024Estimation of Large Dynamic Covariance Matrices: A Selective Review. (2024). Li, Degui. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:16-30.

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2025Navigating the housing channel of monetary policy across euro area regions. (2025). Hackmann, Angelina ; Battistini, Niccolò ; Roma, Moreno ; Falagiarda, Matteo. In: European Economic Review. RePEc:eee:eecrev:v:171:y:2025:i:c:s0014292124002265.

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2024Impact of higher federal funds rates on bank risk during higher inflation in the U.S.. (2024). Islam, Mohammad Saiful ; Koch, Jascha-Alexander. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012382.

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2024Thinking outside the container: A sparse partial least squares approach to forecasting trade flows. (2024). Stamer, Vincent. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1336-1358.

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2024Assessing the effects of borrower-based macroprudential policy on credit in the EU using intensity-based indices. (2024). de Schryder, Selien ; Coulier, Lara. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000093.

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2024Exchange rate predictability: Fact or fiction?. (2024). Magkonis, Georgios ; Jackson, Karen. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000135.

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2024Uncertainty spill-overs: When policy and financial realms overlap. (2024). Dragomirescu-Gaina, Catalin ; Bacchiocchi, Emanuele. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s026156062400055x.

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2024Macroprudential capital regulation and fiscal balances in the euro area. (2024). Kolb, Benedikt ; Hülsewig, Oliver ; Hulsewig, Oliver ; Hristov, Nikolay. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000615.

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2024Economic policy uncertainty and bank stability: Size, capital, and liquidity matter. (2024). TARAZI, Amine ; Danisman, Gamze Ozturk. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:102-118.

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2024Dynamic connectedness of inflation around the world: A time-varying approach from G7 and E7 countries. (2024). Xiao, Xiyue ; Hong, Yun ; Qu, BO ; Jiang, Yanhui. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:111-125.

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2024On the transmission mechanism between the inventory arbitrage activity, speculative activity and the commodity price under the US QE policy: Evidence from a TVP-VAR model. (2024). Alexiou, Constantinos ; Yao, Wei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1054-1072.

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2024Is the exchange rate a shock absorber? The shocks matter. (2024). Beckmann, Joscha ; Breitenlechner, Max ; Scharler, Johann. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:114-130.

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2024The impact of U.S. monetary policy on Chinese firms’ innovation. (2024). Zhou, Zhiguang ; Pei, Tingting ; Feng, Ling. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1097-1111.

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2024The interconnectedness of European Banking and Shadow Banking for sustainable development goals: Insights from a network GVAR model. (2024). Samitas, Aristeidis ; Christopoulos, Apostolos ; Dokas, Ioannis ; Xidonas, Panos ; Michaelides, Panayotis G ; Konstantakis, Konstantinos N. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000242.

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2024How Does Fiscal Policy affect the Transmission of Monetary Policy into Cross-border Bank Lending? Cross-country Evidence. (2024). Temesvary, Judit ; Takats, Elod ; Pradhan, Swapan-Kumar ; Takts, Eld. In: International Finance Discussion Papers. RePEc:fip:fedgif:1400.

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2025Geopolitics Meets Monetary Policy: Decoding Their Impact on Cross-Border Bank Lending. (2025). Temesvary, Judit ; Takats, Elod ; Stebunovs, Viktors ; Pradhan, Swapan-Kumar ; Takts, Eld. In: International Finance Discussion Papers. RePEc:fip:fedgif:1403.

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2025Is There a Common Financial Cycle in Systemic Economies?. (2025). Magubane, Khwazi. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:3:p:119-:d:1598489.

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2024Here Comes the Change: The Role of Global and Domestic Factors in Post-Pandemic Inflation in Europe. (2024). Gwon, Gyowon ; Centorrino, Samuele ; Cevik, Serhan ; Binici, Mahir. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2024:q:2:a:6.

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2025Synchronization vs. Transmission: The Effect of the German Slowdown on the Italian Business Cycle. (2025). Mistretta, Alessandro. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2025:q:1:a:7.

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2024Bank’s risk-taking channel of monetary policy and TLTRO: Evidence from the Eurozone. (2024). Ferreira, Jorge ; Afonso, Antonio. In: Working Papers REM. RePEc:ise:remwps:wp03202024.

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2024Tight Money, Tight Standards. (2024). Opoku, Philemon Kwame. In: Working Papers REM. RePEc:ise:remwps:wp03232024.

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2024Inflation Tales: the Heterogenous Price Effects from Current Account Dynamics. (2024). Afonso, Antonio ; Alves, Jos ; Monteiro, Sofia ; Jalles, Joao. In: Working Papers REM. RePEc:ise:remwps:wp03592024.

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2024Foreign Vulnerabilities, Domestic Risks: The Global Drivers of GDP-at-Risk. (2024). Manuel, Ed ; Lloyd, Simon ; Panchev, Konstantin. In: IMF Economic Review. RePEc:pal:imfecr:v:72:y:2024:i:1:d:10.1057_s41308-023-00199-7.

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2024Investor attention and consumer price index inflation rate: Evidence from the United States. (2024). Zhang, Yinpeng ; Zhou, Qingjie ; Zhu, Panpan. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03036-y.

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2024Financial cycles synchronisation in South Africa. A dynamic conditional correlation (DCC) Approach. (2024). Magubane, Khwazi. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:12:y:2024:i:1:p:2321069.

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Works by Sandra Eickmeier:

Year  ↓Title  ↓Type  ↓Cited  ↓
2013Understanding Global Liquidity In: BIS Working Papers.
[Full Text][Citation analysis]		paper81
2014Understanding global liquidity.(2014) In: European Economic Review.
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This paper has nother version. Agregated cites: 81		article
2013Understanding global liquidity.(2013) In: Discussion Papers.
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This paper has nother version. Agregated cites: 81		paper
2015Classical time varying factor-augmented vector auto-regressive models—estimation, forecasting and structural analysis In: Journal of the Royal Statistical Society Series A.
[Full Text][Citation analysis]		article34
2013The Global Dimension of Inflation – Evidence from Factor-Augmented Phillips Curves In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article50
2009The global dimension of inflation - evidence from factor-augmented Phillips curves.(2009) In: Working Paper Series.
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This paper has nother version. Agregated cites: 50		paper
2008The global dimension of inflation: evidence from factor-augmented Phillips curves.(2008) In: Discussion Paper Series 1: Economic Studies.
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This paper has nother version. Agregated cites: 50		paper
2010Macroeconomic Factors and Micro-Level Bank Risk In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper35
2010Macroeconomic factors and micro-level bank risk.(2010) In: Discussion Paper Series 1: Economic Studies.
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This paper has nother version. Agregated cites: 35		paper
2011In Search for Yield? New Survey-Based Evidence on Bank Risk Taking In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper11
2011Classical time-varying FAVAR models - Estimation, forecasting and structural analysis In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper15
2011Classical time-varying FAVAR models - estimation, forecasting and structural analysis.(2011) In: Discussion Paper Series 1: Economic Studies.
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This paper has nother version. Agregated cites: 15		paper
2011The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper82
2016The Changing International Transmission of Financial Shocks: Evidence from a Classical Time‐Varying FAVAR.(2016) In: Journal of Money, Credit and Banking.
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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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2011How Do Credit Supply Shocks Propagate Internationally? A GVAR approach In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper225
2015How do US credit supply shocks propagate internationally? A GVAR approach.(2015) In: European Economic Review.
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2011How do credit supply shocks propagate internationally? A GVAR approach.(2011) In: Discussion Paper Series 1: Economic Studies.
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2013Time Variation in Macro-Financial Linkages In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper49
2016Time Variation in Macro‐Financial Linkages.(2016) In: Journal of Applied Econometrics.
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2013Time variation in macro-financial linkages.(2013) In: Discussion Papers.
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2013MONETARY POLICY, HOUSING BOOMS, AND FINANCIAL (IM)BALANCES In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article46
2010Monetary policy, housing booms and financial (im)balances.(2010) In: Working Paper Series.
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2010Monetary policy, housing booms and financial (im)balances.(2010) In: Discussion Paper Series 1: Economic Studies.
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2018CHINAS ROLE IN GLOBAL INFLATION DYNAMICS In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article14
2013Chinas role in global inflation dynamics.(2013) In: Discussion Papers.
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This paper has nother version. Agregated cites: 14		paper
2014In search for yield? Survey-based evidence on bank risk taking In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article147
2011In search for yield? Survey-based evidence on bank risk taking.(2011) In: Discussion Paper Series 1: Economic Studies.
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This paper has nother version. Agregated cites: 147		paper
2015Analyzing business cycle asymmetries in a multi-level factor model In: Economics Letters.
[Full Text][Citation analysis]		article8
2011Testing for structural breaks in dynamic factor models In: Journal of Econometrics.
[Full Text][Citation analysis]		article143
2009Testing for structural breaks in dynamic factor models.(2009) In: Discussion Paper Series 1: Economic Studies.
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This paper has nother version. Agregated cites: 143		paper
2007Business cycle transmission from the US to Germany--A structural factor approach In: European Economic Review.
[Full Text][Citation analysis]		article102
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 In: International Journal of Forecasting.
[Full Text][Citation analysis]		article33
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: Reserve Bank of New Zealand Discussion Paper Series.
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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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2006How synchronized are new EU member states with the euro area? Evidence from a structural factor model In: Journal of Comparative Economics.
[Full Text][Citation analysis]		article56
2016The interest rate pass-through in the euro area during the sovereign debt crisis In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article75
2015The interest rate pass-through in the euro area during the sovereign debt crisis.(2015) In: CAMA Working Papers.
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2015The interest rate pass-through in the euro area during the sovereign debt crisis.(2015) In: Reserve Bank of New Zealand Discussion Paper Series.
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2015The interest rate pass-through in the euro area during the sovereign debt crisis.(2015) In: Discussion Papers.
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2015The interest rate pass-through in the euro area during the sovereign debt crisis.(2015) In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
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This paper has nother version. Agregated cites: 75		paper
2014Analyzing business and financial cycles using multi-level factor models In: CAMA Working Papers.
[Full Text][Citation analysis]		paper26
2014Analyzing business and financial cycles using multi-level factor models.(2014) In: Discussion Papers.
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2016Time-varying volatility, financial intermediation and monetary policy In: CAMA Working Papers.
[Full Text][Citation analysis]		paper27
2016Time-varying volatility, financial intermediation and monetary policy.(2016) In: Discussion Papers.
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2016Time-varying Volatility, Financial Intermediation and Monetary Policy.(2016) In: IWH Discussion Papers.
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This paper has nother version. Agregated cites: 27		paper
2016Financial shocks and inflation dynamics In: CAMA Working Papers.
[Full Text][Citation analysis]		paper36
2020Financial shocks and inflation dynamics.(2020) In: Working Papers.
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This paper has nother version. Agregated cites: 36		paper
2016Financial shocks and inflation dynamics.(2016) In: Discussion Papers.
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2018The macroeconomic effects of bank capital requirement tightenings: Evidence from a narrative approach In: CAMA Working Papers.
[Full Text][Citation analysis]		paper24
2018Macroeconomic effects of bank capital regulation.(2018) In: Discussion Papers.
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This paper has nother version. Agregated cites: 24		paper
2018Effects of bank capital requirement tightenings on inequality In: CAMA Working Papers.
[Full Text][Citation analysis]		paper3
2018Effects of bank capital requirement tightenings on inequality.(2018) In: Discussion Papers.
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This paper has nother version. Agregated cites: 3		paper
2016Analyzing International Business and Financial Cycles using Multi-Level Factor Models: A Comparison of Alternative Approaches In: Advances in Econometrics.
[Full Text][Citation analysis]		chapter6
2012The ESRB at 1 In: SUERF Studies.
[Full Text][Citation analysis]		book0
2009Comovements and heterogeneity in the euro area analyzed in a non-stationary dynamic factor model In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article46
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).
[Full Text][Citation analysis]		article2
2008How successful are dynamic factor models at forecasting output and inflation? A meta-analytic approach In: Journal of Forecasting.
[Full Text][Citation analysis]		article104
2024Toward a Holistic Approach to Central Bank Trust In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2024The ECB’s Climate Activities and Public Trust In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2006Business cycle transmission from the euro area to CEECs In: Computing in Economics and Finance 2006.
[Full Text][Citation analysis]		paper2
2006Dynamic factor models In: AStA Advances in Statistical Analysis.
[Full Text][Citation analysis]		article150
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.
[Full Text][Citation analysis]		paper17
2014Macroeconomic Factors and Microlevel Bank Behavior In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article108
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.
[Full Text][Citation analysis]		paper0
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.
[Full Text][Citation analysis]		paper14
2005How synchronized are central and east European economies with the euro area? Evidence from a structural factor model In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]		paper18
2006Comovements and heterogeneity in the Comovements and heterogeneity in the dynamic factor model In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]		paper10
2006Macroeconomic fluctuations and bank lending: evidence for Germany and the euro area In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]		paper29
2006How good are dynamic factor models at forecasting output and inflation? A meta-analytic approach In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]		paper25
2012Monetary policy and the oil futures market In: Discussion Papers.
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