Sandra Eickmeier : Citation Profile


Are you Sandra Eickmeier?

Deutsche Bundesbank

20

H index

25

i10 index

1341

Citations

RESEARCH PRODUCTION:

21

Articles

51

Papers

1

Books

1

Chapters

RESEARCH ACTIVITY:

   16 years (2004 - 2020). See details.
   Cites by year: 83
   Journals where Sandra Eickmeier has often published
   Relations with other researchers
   Recent citing documents: 193.    Total self citations: 49 (3.53 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pei21
   Updated: 2022-01-23    RAS profile: 2019-05-15    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Prieto, Esteban (11)

Abbate, Angela (4)

Kolb, Benedikt (4)

Metiu, Norbert (3)

Marcellino, Massimiliano (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)

Baumeister, Christiane (20)

Feldkircher, Martin (19)

Conti, Antonio (17)

Ruiz, Esther (17)

Luciani, Matteo (17)

Banerjee, Anindya (16)

Hamilton, James (15)

Ongena, Steven (14)

Aastveit, Knut Are (14)

Cites to:

Reichlin, Lucrezia (75)

Watson, Mark (63)

Forni, Mario (56)

Peersman, Gert (52)

Marcellino, Massimiliano (50)

Kose, Ayhan (47)

Stock, James (44)

Bai, Jushan (42)

Ng, Serena (42)

Lippi, Marco (39)

Giannone, Domenico (35)

Main data


Where Sandra Eickmeier has published?


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

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 (2021 and 2020)


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.

Full description at Econpapers || Download paper

2020Exchange Rates and Macroeconomic Fundamentals: Evidence of Instabilities from Time-Varying Factor Loadings. (2020). Mikkelsen, Jakob ; Hillebrand, Eric ; Urga, Giovanni ; Spreng, Lars. In: CREATES Research Papers. RePEc:aah:create:2020-19.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2021A nowcasting approach to generate timely estimates of Mexican economic activity: An application to the period of COVID-19. (2021). Corona, Francisco ; Gonz, Graciela ; L'Opez, Jes'Us. In: Papers. RePEc:arx:papers:2101.10383.

Full description at Econpapers || Download paper

2021Uncertainty spill-overs: when policy and financial realms overlap. (2021). Dragomirescu-Gaina, Catalin ; Bacchiocchi, Emanuele. In: Papers. RePEc:arx:papers:2102.06404.

Full description at Econpapers || Download paper

2021Quasi-maximum likelihood estimation of break point in high-dimensional factor models. (2021). Han, XU ; Bai, Jushan ; Duan, Jiangtao. In: Papers. RePEc:arx:papers:2102.12666.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2021Measuring the impact of a bank failure on the real economy. An EU-wide analytical framework. (2021). Vacca, Valerio ; Ricci, Giacomo ; Miani, Claudia ; Ballesteros, Elisa Llorente ; Hoeretzeder, Silvia ; Ebner, Andr ; di Primio, Luciano ; Bravo, Antonio J ; Boschi, Natalie ; Westman, Hanna ; Biraschi, Paolo ; Schellerer, Stefan ; Bichlmeier, Fabian ; Santioni, Raffaele. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_626_21.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020A Factor Model Analysis of the Australian Economy and the Effects of Inflation Targeting. (2020). Hartigan, Luke ; Morley, James. In: The Economic Record. RePEc:bla:ecorec:v:96:y:2020:i:314:p:271-293.

Full description at Econpapers || Download paper

2020Bank loan supply shocks and alternative financing of non‐financial corporations in the euro area. (2020). Mandler, Martin ; Scharnagl, Michael. In: Manchester School. RePEc:bla:manchs:v:88:y:2020:i:s1:p:126-150.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021The Role of Precautionary and Speculative Demand in the Global Market for Crude Oil. (2021). Cross, Jamie ; Tran, Trung Duc ; Nguyen, Bao H. In: Working Papers. RePEc:bny:wpaper:0102.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2021Foreign vulnerabilities, domestic risks: the global drivers of GDP-at-Risk. (2021). Lloyd, Simon ; Panchev, Konstantin ; Manuel, ED. In: Bank of England working papers. RePEc:boe:boeewp:0940.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2020Optimal Feasible Expectations in Economics and Finance. (2020). Lake, A. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:20105.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Time-Varying Dynamics of the German Business Cycle: A Comprehensive Investigation. (2021). Reif, Magnus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9271.

Full description at Econpapers || Download paper

2021Capital Flows and Emerging Markets Fluctuations. (2021). Lorca, Jorge. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:898.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Dampening Global Financial Shocks: Can Macroprudential Regulation Help (More than Capital Controls)?. (2020). Grigoli, Francesco ; Sandri, Damiano ; Hansen, Niels-Jakob ; Bergant, Katharina. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14948.

Full description at Econpapers || Download paper

2021Beyond the Interest Rate Pass-through: Monetary Policy and Banks Interest Rates during the Effective Lower Bound. (2021). Labondance, Fabien ; Blot, Christophe. In: Working Papers. RePEc:crb:wpaper:2021-03.

Full description at Econpapers || Download paper

2021Dynamic factor models: does the specification matter?. (2021). Miranda, Karen Alejandra ; Poncela, Pilar ; Ortega, Esther Ruiz. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:32210.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2021Effects of LTV announcements in EU economies. (2021). Giuliodori, Massimo ; Mokas, Dimitris. In: DNB Working Papers. RePEc:dnb:dnbwpp:704.

Full description at Econpapers || Download paper

2020Do oil-market shocks drive global liquidity?. (2020). Ehouman, Yao Axel. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-33.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021The implications of globalisation for the ECB monetary policy strategy. (2021). Schmitz, Martin ; Lastauskas, Povilas ; Kataryniuk, Iván ; JOCHEM, Axel ; Gunnella, Vanessa ; Georgiadis, Georgios ; Fontagné, Lionel ; Feldkircher, Martin ; Everett, Mary ; Carvalho, Daniel ; Labhard, Vincent ; Bricongne, Jean-Charles ; Felettigh, Alberto ; Cova, Pietro ; Dimitropoulou, Dimitra ; Hemmerle, Yannick ; Siena, Daniele ; Osbat, Chiara ; Venditti, Fabrizio ; Kuhnlenz, Markus ; Baumann, Ursel ; Zumer, Tina ; Parraga, Susana ; de Luigi, Clara ; Serafini, Roberta ; Mattias, Nilsson ; Carluccio, Juan ; Korhonen, Iikka ; Wacket, Helmut ; Banerjee, Biswajit ; Eichler, Eric ; Giron, Celestino ; Meinen, Philipp ; de Bandt, Olivier ; del Giudice, Davide ; van Schaik, Ilona ; Mozzanica, Mirco Balatti ; Dorrucci, Ettore ; Coim
2021The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area. (2021). Weigert, Benjamin ; Rodriguez-Moreno, Maria ; Prieto, Esteban ; Nikolov, Kalin ; Maddaloni, Angela ; Mazelis, Falk ; Lewis, Vivien ; Geiger, Felix ; Martin, Alberto ; Jovanovic, Mario ; Miettinen, Pavo ; Andreeva, Desislava ; Cuciniello, Vincenzo ; Albertazzi, Ugo ; Heider, Florian ; Redak, Vanessa ; Bonatti, Guido ; Licak, Marek ; Jan, Jansen David ; Garabedian, Garo ; Altavilla, Carlo ; Chalamandaris, Dimitrios ; Fourel, Valere ; Pogulis, Armands ; Carlo Altavilla , ; Balfoussia, Hiona ; Ioannidis, Michael ; Patriek, Matic ; Fernandez, Luis ; Kok, Christoffer ; Cassar, Alan ; Klein, Melanie ; Papageorghiou, Maria ; Fahr, Stephan ; Falagiarda, Matteo ; Adolf, Petra ;
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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2021Tracking global economic uncertainty: implications for the euro area. (2021). Quaglietti, Lucia ; Geis, Andre ; Ricci, Martino ; Bobasu, Alina. In: Working Paper Series. RePEc:ecb:ecbwps:20212541.

Full description at Econpapers || Download paper

2021Spillover across sovereign bond markets between the US and ASEAN4 economies. (2021). Nguyen, Huy Toan ; Yiu, Matthew S ; Tsang, Andrew. In: Journal of Asian Economics. RePEc:eee:asieco:v:76:y:2021:i:c:s1049007821000725.

Full description at Econpapers || Download paper

2021What does peer-to-peer lending evidence say about the Risk-Taking Channel of monetary policy?. (2021). Li, Xiang ; Huang, Yiping ; Wang, Chu. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302893.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Dynamic connectedness among monetary policy cycle, financial cycle and business cycle in China. (2021). Wei, Xiaohui ; Yan, Jing ; Li, Xiao-Lin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:640-652.

Full description at Econpapers || Download paper

2021Industry heterogeneity in the risk-taking channel. (2021). Mylonidis, Nikolaos ; Delis, Manthos ; Iosifidi, Maria. In: Economic Modelling. RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321002108.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Changing transmission of monetary policy on disaggregate inflation in India. (2020). Dash, Pradyumna ; Kumar, Ankit. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:109-125.

Full description at Econpapers || Download paper

2021Resurrecting the Phillips Curve in Low-Inflation Times. (2021). Conti, Antonio. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:172-195.

Full description at Econpapers || Download paper

2021Sharing is caring: Spillovers and synchronization of business cycles in the European Union. (2021). Škrinjarić, Tihana ; Arčabić, Vladimir ; Arabi, Vladimir. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:25-39.

Full description at Econpapers || Download paper

2021Is the assumption of constant factor loadings too strong in practice?. (2021). Hartigan, Luke ; Aslanidis, Nektarios. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:100-108.

Full description at Econpapers || Download paper

2021Forecasting imports with information from abroad. (2021). Lehmann, Robert ; Grimme, Christian ; Noeller, Marvin. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:109-117.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Identifying credit demand, financial intermediation, and supply of funds shocks: A structural VAR approach. (2021). Zhang, Ren ; Zeng, Zheng ; Balke, Nathan S. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000140.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020A hybrid time-varying parameter Bayesian VAR analysis of Okun’s law in the United States. (2020). Österholm, Pär ; Karlsson, Sune ; Osterholm, Par. In: Economics Letters. RePEc:eee:ecolet:v:197:y:2020:i:c:s0165176520303827.

Full description at Econpapers || Download paper

2020Estimation and inference of change points in high-dimensional factor models. (2020). Han, XU ; Bai, Jushan ; Shi, Yutang . In: Journal of Econometrics. RePEc:eee:econom:v:219:y:2020:i:1:p:66-100.

Full description at Econpapers || Download paper

2021Estimating and testing high dimensional factor models with multiple structural changes. (2021). Baltagi, Badi ; Wang, FA ; Kao, Chihwa. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:2:p:349-365.

Full description at Econpapers || Download paper

2021Large-dimensional Dynamic Factor Models: Estimation of Impulse–Response Functions with I(1) cointegrated factors. (2021). Lippi, Marco ; Barigozzi, Matteo ; Luciani, Matteo. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:2:p:455-482.

Full description at Econpapers || Download paper

2021Nonparametric estimation of large covariance matrices with conditional sparsity. (2021). Leng, Chenlei ; Li, Degui ; Peng, Bin ; Wang, Hanchao. In: Journal of Econometrics. RePEc:eee:econom:v:223:y:2021:i:1:p:53-72.

Full description at Econpapers || Download paper

2021Boosting high dimensional predictive regressions with time varying parameters. (2021). Ng, Serena ; Yousuf, Kashif. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:60-87.

Full description at Econpapers || Download paper

2021Flexible Mixture Priors for Large Time-varying Parameter Models. (2021). Hauzenberger, Niko. In: Econometrics and Statistics. RePEc:eee:ecosta:v:20:y:2021:i:c:p:87-108.

Full description at Econpapers || Download paper

2021Financial uncertainty and real activity: The good, the bad, and the ugly. (2021). Kima, Richard ; Delrio, Silvia ; Castelnuovo, Efrem ; Caggiano, Giovanni. In: European Economic Review. RePEc:eee:eecrev:v:136:y:2021:i:c:s0014292121001033.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Inflation synchronization among the G7and China: The important role of oil inflation. (2021). Sousa, Ricardo ; Elsayed, Ahmed H ; Hammoudeh, Shawkat. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002383.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Are bank capital requirements optimally set? Evidence from researchers’ views. (2020). Ristolainen, Kim ; HASAN, IFTEKHAR ; Ambrocio, Gene ; Jokivuolle, Esa. In: Journal of Financial Stability. RePEc:eee:finsta:v:50:y:2020:i:c:s1572308920300711.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Mortality forecasting using factor models: Time-varying or time-invariant factor loadings?. (2021). Huang, Fei ; He, Lingyu ; Yang, Yanrong ; Shi, Jianjie. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:98:y:2021:i:c:p:14-34.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Loan syndication under Basel II: How do firm credit ratings affect the cost of credit?. (2021). Wu, Eliza ; Politsidis, Panagiotis ; Kim, Suk-Joong ; HASAN, IFTEKHAR. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000500.

Full description at Econpapers || Download paper

2020Forecasting inflation with online prices. (2020). Bertolotto, Manuel I ; Aparicio, Diego. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:232-247.

Full description at Econpapers || Download paper

2020Macroeconomic forecasting using approximate factor models with outliers. (2020). Yen, Yu-Min ; Chou, Ray Yeutien. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:267-291.

Full description at Econpapers || Download paper

2021Measuring the Connectedness of the Global Economy. (2021). Shin, Yongcheol ; Nguyen, Viet Hoang ; Greenwood-Nimmo, Matthew. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:899-919.

Full description at Econpapers || Download paper

2021Nowcasting GDP using machine-learning algorithms: A real-time assessment. (2021). Vehbi, Tugrul ; Richardson, Adam ; van Florenstein, Thomas. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:941-948.

Full description at Econpapers || Download paper

2021Factor extraction using Kalman filter and smoothing: This is not just another survey. (2021). Ruiz, Esther ; Miranda, Karen ; Poncela, Pilar. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1399-1425.

Full description at Econpapers || Download paper

2020International effects of a compression of euro area yield curves. (2020). Huber, Florian ; Feldkircher, Martin ; Gruber, Thomas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:113:y:2020:i:c:s037842661930072x.

Full description at Econpapers || Download paper

2020Identifying the risk-Taking channel of monetary transmission and the connection to economic activity. (2020). Segev, Nimrod. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:116:y:2020:i:c:s0378426620301163.

Full description at Econpapers || Download paper

2020Do conventional monetary policy instruments matter in unconventional times?. (2020). Buchholz, Manuel ; Tonzer, Lena ; Schmidt, Kirsten. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:118:y:2020:i:c:s0378426620301242.

Full description at Econpapers || Download paper

2021What determines wholesale funding costs of the global systemically important banks?. (2021). Ma, Yihong ; Delpachitra, Sarath ; Yu, Xiao ; Cottrell, Simon. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:132:y:2021:i:c:s0378426621001564.

Full description at Econpapers || Download paper

2020Monetary policy and herd behavior: International evidence. (2020). Spyrou, Spyros ; Makrychoriti, Panagiota ; Krokida, Styliani-Iris. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:170:y:2020:i:c:p:386-417.

Full description at Econpapers || Download paper

2020Housing market shocks in italy: A GVAR approach. (2020). Parla, Fabio ; cipollini, andrea. In: Journal of Housing Economics. RePEc:eee:jhouse:v:50:y:2020:i:c:s1051137720300437.

Full description at Econpapers || Download paper

2020Financial cycles: Characterisation and real-time measurement. (2020). Peltonen, Tuomas A ; Hiebert, Paul P ; Schuler, Yves S. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:100:y:2020:i:c:s0261560619301597.

Full description at Econpapers || Download paper

2020The international effects of global financial uncertainty shocks. (2020). Ricci, Martino ; Bonciani, Dario. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:109:y:2020:i:c:s0261560620301923.

Full description at Econpapers || Download paper

2020Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions. (2020). Hamilton, James ; Baumeister, Christiane. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:109:y:2020:i:c:s0261560620302060.

Full description at Econpapers || Download paper

2020Sovereign default risk and credit supply: Evidence from the euro area. (2020). Palmén, Olli. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:109:y:2020:i:c:s0261560620302138.

Full description at Econpapers || Download paper

2021Stock market volatility and jumps in times of uncertainty. (2021). Triantafyllou, Athanasios ; Vlastakis, Nikolaos ; Megaritis, Anastasios. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:113:y:2021:i:c:s0261560621000048.

Full description at Econpapers || Download paper

2021Reprint: Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions. (2021). Baumeister, Christiane ; Hamilton, James D. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:114:y:2021:i:c:s0261560621000541.

Full description at Econpapers || Download paper

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

Works by Sandra Eickmeier:


YearTitleTypeCited
2013Understanding Global Liquidity In: BIS Working Papers.
[Full Text][Citation analysis]
paper53
2014Understanding global liquidity.(2014) In: European Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 53
article
2013Understanding global liquidity.(2013) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 53
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]
article22
2013The Global Dimension of Inflation – Evidence from Factor-Augmented Phillips Curves In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article31
2009The global dimension of inflation - evidence from factor-augmented Phillips curves.(2009) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 31
paper
2008The global dimension of inflation: evidence from factor-augmented Phillips curves.(2008) In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 31
paper
2010Macroeconomic Factors and Micro-Level Bank Risk In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper31
2010Macroeconomic factors and micro-level bank risk.(2010) In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 31
paper
2011In Search for Yield? New Survey-Based Evidence on Bank Risk Taking In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper7
2011Classical time-varying FAVAR models - Estimation, forecasting and structural analysis In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper8
2011Classical time-varying FAVAR models - estimation, forecasting and structural analysis.(2011) In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2011The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper59
2016The Changing International Transmission of Financial Shocks: Evidence from a Classical Time‐Varying FAVAR.(2016) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 59
article
2011The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR.(2011) In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 59
paper
2011How Do Credit Supply Shocks Propagate Internationally? A GVAR approach In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper139
2015How do US credit supply shocks propagate internationally? A GVAR approach.(2015) In: European Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 139
article
2011How do credit supply shocks propagate internationally? A GVAR approach.(2011) In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 139
paper
2013Time Variation in Macro-Financial Linkages In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper41
2016Time Variation in Macro‐Financial Linkages.(2016) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 41
article
2013Time variation in macro-financial linkages.(2013) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 41
paper
2013MONETARY POLICY, HOUSING BOOMS, AND FINANCIAL (IM)BALANCES In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
article41
2010Monetary policy, housing booms and financial (im)balances.(2010) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 41
paper
2010Monetary policy, housing booms and financial (im)balances.(2010) In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 41
paper
2018CHINAS ROLE IN GLOBAL INFLATION DYNAMICS In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
article13
2013Chinas role in global inflation dynamics.(2013) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
2014In search for yield? Survey-based evidence on bank risk taking In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article101
2011In search for yield? Survey-based evidence on bank risk taking.(2011) In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 101
paper
2015Analyzing business cycle asymmetries in a multi-level factor model In: Economics Letters.
[Full Text][Citation analysis]
article7
2011Testing for structural breaks in dynamic factor models In: Journal of Econometrics.
[Full Text][Citation analysis]
article107
2009Testing for structural breaks in dynamic factor models.(2009) In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 107
paper
2007Business cycle transmission from the US to Germany--A structural factor approach In: European Economic Review.
[Full Text][Citation analysis]
article85
2004Business Cycle Transmission from the US to Germany: a Structural Factor Approach.(2004) In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 85
paper
2011Forecasting national activity using lots of international predictors: An application to New Zealand In: International Journal of Forecasting.
[Full Text][Citation analysis]
article24
2011Forecasting national activity using lots of international predictors: An application to New Zealand.(2011) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24
article
2009Forecasting national activity using lots of international predictors: an application to New Zealand.(2009) In: Reserve Bank of New Zealand Discussion Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24
paper
2009Forecasting national activity using lots of international predictors: an application to New Zealand.(2009) In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24
paper
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]
article47
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]
article49
2015The interest rate pass-through in the euro area during the sovereign debt crisis.(2015) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 49
paper
2015The interest rate pass-through in the euro area during the sovereign debt crisis.(2015) In: Reserve Bank of New Zealand Discussion Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 49
paper
2015The interest rate pass-through in the euro area during the sovereign debt crisis.(2015) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 49
paper
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 49
paper
2014Analyzing business and financial cycles using multi-level factor models In: CAMA Working Papers.
[Full Text][Citation analysis]
paper14
2014Analyzing business and financial cycles using multi-level factor models.(2014) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
paper
2016Time-varying volatility, financial intermediation and monetary policy In: CAMA Working Papers.
[Full Text][Citation analysis]
paper18
2016Time-varying volatility, financial intermediation and monetary policy.(2016) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
paper
2016Time-varying Volatility, Financial Intermediation and Monetary Policy.(2016) In: IWH Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
paper
2016Financial shocks and inflation dynamics In: CAMA Working Papers.
[Full Text][Citation analysis]
paper30
2020Financial shocks and inflation dynamics.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30
paper
2016Financial shocks and inflation dynamics.(2016) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30
paper
2018The macroeconomic effects of bank capital requirement tightenings: Evidence from a narrative approach In: CAMA Working Papers.
[Full Text][Citation analysis]
paper1
2018Effects of bank capital requirement tightenings on inequality In: CAMA Working Papers.
[Full Text][Citation analysis]
paper1
2018Effects of bank capital requirement tightenings on inequality.(2018) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
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]
chapter2
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]
article41
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]
article0
2008How successful are dynamic factor models at forecasting output and inflation? A meta-analytic approach In: Journal of Forecasting.
[Full Text][Citation analysis]
article91
2006Business cycle transmission from the euro area to CEECs In: Computing in Economics and Finance 2006.
[Full Text][Citation analysis]
paper1
2006Dynamic factor models In: AStA Advances in Statistical Analysis.
[Full Text][Citation analysis]
article114
2005Dynamic factor models.(2005) In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 114
paper
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]
paper6
2014Macroeconomic Factors and Microlevel Bank Behavior In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
article86
2010Macroeconomic factors and micro-level bank risk.(2010) In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 86
paper
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
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]
paper6
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]
paper14
2006Comovements and heterogeneity in the Comovements and heterogeneity in the dynamic factor model In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]
paper0
2006Macroeconomic fluctuations and bank lending: evidence for Germany and the euro area In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]
paper16
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]
paper24
2012Monetary policy and the oil futures market In: Discussion Papers.
[Full Text][Citation analysis]
paper2
2018Macroeconomic effects of bank capital regulation In: Discussion Papers.
[Full Text][Citation analysis]
paper9

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2022. Contact: CitEc Team