Sylvia Kaufmann : Citation Profile


Are you Sylvia Kaufmann?

Studienzentrum Gerzensee

9

H index

9

i10 index

320

Citations

RESEARCH PRODUCTION:

22

Articles

35

Papers

RESEARCH ACTIVITY:

   21 years (1996 - 2017). See details.
   Cites by year: 15
   Journals where Sylvia Kaufmann has often published
   Relations with other researchers
   Recent citing documents: 25.    Total self citations: 24 (6.98 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pka122
   Updated: 2018-10-13    RAS profile: 2017-12-18    
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Relations with other researchers


Works with:

Baeurle, Gregor (2)

Schumacher, Christian (2)

Kaufmann, Daniel (2)

Gaggl, Paul (2)

Strachan, Rodney (2)

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

Is cited by:

Billio, Monica (17)

Owyang, Michael (13)

Casarin, Roberto (11)

Ravazzolo, Francesco (11)

Winter-Ebmer, Rudolf (9)

van Dijk, Herman (9)

Rubio, Margarita (8)

Hernandez-Murillo, Ruben (8)

Weber, Andrea (8)

Lau, Evan (7)

Gómez-Loscos, Ana (7)

Cites to:

Bernanke, Ben (21)

Hamilton, James (18)

Gertler, Mark (16)

Forni, Mario (13)

Geweke, John (11)

Zha, Tao (10)

Waggoner, Daniel (10)

Reichlin, Lucrezia (9)

Billio, Monica (9)

Casarin, Roberto (9)

Pesaran, M (8)

Main data


Where Sylvia Kaufmann has published?


Journals with more than one article published# docs
Monetary Policy & the Economy3
Journal of Applied Econometrics2
Swiss Journal of Economics and Statistics (SJES)2
Empirical Economics2

Working Papers Series with more than one paper published# docs
Working Papers / Oesterreichische Nationalbank (Austrian Central Bank)10
Working Papers / Swiss National Bank, Study Center Gerzensee6
Working Papers / Swiss National Bank2
Working papers / Faculty of Business and Economics - University of Basel2
Working Paper Series / European Central Bank2

Recent works citing Sylvia Kaufmann (2018 and 2017)


YearTitle of citing document
2018Bayesian nonparametric sparse VAR models. (2018). Rossini, Luca ; Billio, Monica ; Casarin, Roberto. In: Papers. RePEc:arx:papers:1608.02740.

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2018Dealing with cross-country heterogeneity in panel VARs using finite mixture models. (2018). Huber, Florian. In: Papers. RePEc:arx:papers:1804.01554.

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2018Stochastic model specification in Markov switching vector error correction models. (2018). Zoerner, Thomas ; Pfarrhofer, Michael ; Huber, Florian ; Zorner, Thomas O. In: Papers. RePEc:arx:papers:1807.00529.

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2017Regional business cycles across europe. (2017). Gómez-Loscos, Ana ; Gadea, María ; Bandres, Eduardo ; Gomez-Loscos, Ana ; Gadea-Rivas, Maria Dolores . In: Occasional Papers. RePEc:bde:opaper:1702.

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2017Clustering regional business cycles. (2017). Gómez-Loscos, Ana ; Gadea, María ; Bandres, Eduardo ; Gomez-Loscos, Ana ; Gadea-Rivas, M D. In: Working Papers. RePEc:bde:wpaper:1744.

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2017Central bank transparency under the cost channel. (2017). Dai, Meixing ; Zhang, Qiao. In: International Finance. RePEc:bla:intfin:v:20:y:2017:i:2:p:189-209.

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2017Financial Depth and the Asymmetric Impact of Monetary Policy. (2017). Caglayan, Mustafa ; Mouratidis, Kostas ; Kocaaslan, Ozge Kandemir . In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:6:p:1195-1218.

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2017Clustering Space-Time Series: A Flexible STAR Approach. (2017). Otranto, E ; Mucciardi, M. In: Working Paper CRENoS. RePEc:cns:cnscwp:201707.

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2017The Cost Channel Effect of Monetary Transmission: How Effective Is the ECB’s Low Interest Rate Policy for Increasing Inflation?. (2017). Stephan, Andreas ; Schäfer, Dorothea ; Hoang, Khanh Trung ; Schafer, Dorothea. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1654.

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2017Model-based time-varying clustering of multivariate longitudinal data with covariates and outliers. (2017). Punzo, Antonio ; Maruotti, Antonello. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:113:y:2017:i:c:p:475-496.

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2018Clustering regional business cycles. (2018). Gómez-Loscos, Ana ; Gadea, María ; Bandres, Eduardo ; Gomez-Loscos, Ana ; Gadea-Rivas, Dolores M. In: Economics Letters. RePEc:eee:ecolet:v:162:y:2018:i:c:p:171-176.

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2017Bayesian online variable selection and scalable multivariate volatility forecasting in simultaneous graphical dynamic linear models. (2017). Gruber, Lutz F ; West, Mike . In: Econometrics and Statistics. RePEc:eee:ecosta:v:3:y:2017:i:c:p:3-22.

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2017Demand-side management by electric utilities in Switzerland: Analyzing its impact on residential electricity demand. (2017). Filippini, Massimo ; Boogen, Nina ; Datta, Souvik . In: Energy Economics. RePEc:eee:eneeco:v:64:y:2017:i:c:p:402-414.

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2018Determining analogies based on the integration of multiple information sources. (2018). Lu, Emiao ; Xu, Dong-Ling ; Handl, Julia. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:3:p:507-528.

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2017Clustered housing cycles. (2017). Rubio, Margarita ; Owyang, Michael ; Hernandez-Murillo, Ruben. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:66:y:2017:i:c:p:185-197.

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2018Intertemporal Similarity of Economic Time Series. (2018). Franses, Philip Hans ; Wiemann, T ; Franses, Ph. H. B. F., . In: Econometric Institute Research Papers. RePEc:ems:eureir:109916.

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2017.

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2018Bayesian Inference and Prediction of a Multiple-Change-Point Panel Model with Nonparametric Priors. (2018). Jensen, Mark ; Fisher, Mark. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2018-02.

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2017An endogenously clustered factor approach to international business cycles. (2017). Owyang, Michael ; Savascin, ozge ; Francis, Neville. In: Working Papers. RePEc:fip:fedlwp:2012-014.

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2017Relationships between Tourism and Hospitality Sector Electricity Consumption in Spanish Provinces (1999–2013). (2017). Pablo-Romero, Maria ; Sanchez-Rivas, Javier ; Pozo-Barajas, Rafael ; Del, Maria . In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:4:p:480-:d:93893.

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2017The Effect of oil shocks and cyclicality in hiding Indian twin deficits. (2017). Goyal, Ashima ; Kumar, Abhishek. In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. RePEc:ind:igiwpp:2017-005.

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2018Assessing the stochastic stability of public debt: the case of Austria. (2018). Goedl, Maximilian ; Zwick, Christoph. In: Empirica. RePEc:kap:empiri:v:45:y:2018:i:3:d:10.1007_s10663-017-9376-4.

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2018Business cycle patterns in European regions. (2018). Gómez-Loscos, Ana ; Gadea, María ; Bandres, Eduardo ; Gomez-Loscos, Ana . In: MPRA Paper. RePEc:pra:mprapa:83964.

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2017Monetary Policy and Financial Stability. (2017). Dell'Ariccia, Giovanni ; Mancini-Griffoli, Tommaso ; Haksar, Vikram ; Habermeier, Karl . In: RBA Annual Conference Volume. RePEc:rba:rbaacv:acv2017-10.

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2018Bayesian Inference and Prediction of a Multiple-Change-Point Panel Model with Nonparametric Priors. (2018). Jensen, Mark ; Fisher, Mark . In: Working Paper series. RePEc:rim:rimwps:18-12.

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Works by Sylvia Kaufmann:


YearTitleTypeCited
2008Model-Based Clustering of Multiple Time Series In: Journal of Business & Economic Statistics.
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article52
2004Model-based Clustering of Multiple Time Series.(2004) In: CEPR Discussion Papers.
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paper
2008DOES MONEY MATTER FOR INFLATION IN THE EURO AREA? In: Contemporary Economic Policy.
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article33
2005Does Money Matter for Inflation in the Euro Area?.(2005) In: Working papers.
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paper
2005Does Money Matter for Inflation in the Euro Area?.(2005) In: Working Papers.
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paper
2010THE ROLE OF CREDIT AGGREGATES AND ASSET PRICES IN THE TRANSMISSION MECHANISM: A COMPARISON BETWEEN THE EURO AREA AND THE USA In: Manchester School.
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article16
2007The role of credit aggregates and asset prices in the transmission mechanism: a comparison between the euro area and the US.(2007) In: Working Paper Series.
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paper
2006A Switching ARCH Model for the German DAX Index In: Studies in Nonlinear Dynamics & Econometrics.
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article6
2005Expected Money Growth, Markov Trends and the Instability of Money Demand in the Euro Area In: Working papers.
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paper0
2006Expected Money Growth, Markov Trends and the Instability of Money Demand in the Euro Area.(2006) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
2001Asymmetries in bank lending behaviour. Austria during the 1990s In: Working Paper Series.
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2002Asymmetries in Bank Lending Behaviour. - Austria During the 1990s.(2002) In: Working Papers.
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This paper has another version. Agregated cites: 3
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2000Bayesian Analysis of Switching ARCH Models In: Econometric Society World Congress 2000 Contributed Papers.
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paper9
2000Measuring business cycles with a dynamic Markov switching factor model: an assessment using Bayesian simulation methods In: Econometrics Journal.
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article17
2009Financial systems and the cost channel transmission of monetary policy shocks In: Economic Modelling.
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article19
2007Financial Systems and the Cost Channel Transmission of Monetary Policy Shocks.(2007) In: Money Macro and Finance (MMF) Research Group Conference 2006.
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This paper has another version. Agregated cites: 19
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2007Financial Systems and the Cost Channel Transmission of Monetary Policy Shocks.(2007) In: Working Papers.
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2015K-state switching models with time-varying transition distributions—Does loan growth signal stronger effects of variables on inflation? In: Journal of Econometrics.
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article6
2004Do customer information programs reduce household electricity demand?--the Irish program In: Energy Policy.
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article29
2003Modeling Credit Aggregates In: EcoMod2004.
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2004Modeling Credit Aggregates.(2004) In: Working Papers.
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This paper has another version. Agregated cites: 4
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1996Markov-Regime Switching in Economic Variables: Part I. Modelling, Estimating and Testing. - Part II. A Selective Survey In: Economics Series.
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2008Bank lending in Germany and the UK: are there differences between a bank-based and a market-based country? In: International Journal of Finance & Economics.
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2013Bank-Lending Standards, Loan Growth and the Business Cycle in the Euro Area In: Working Papers.
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2006How do changes in monetary policy affect bank lending? An analysis of Austrian bank data In: Journal of Applied Econometrics.
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2010Dating and forecasting turning points by Bayesian clustering with dynamic structure: a suggestion with an application to Austrian data In: Journal of Applied Econometrics.
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article19
2008Dating and forecasting turning points by Bayesian clustering with dynamic structure: A suggestion with an application to Austrian data..(2008) In: Working Papers.
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2009Bank-Lending Standards, the Cost Channel and Inflation Dynamics In: Economics working papers.
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2010Bank-Lending Standards, the Cost Channel and Inflation Dynamics.(2010) In: Working Papers.
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2017Don Harding Adrian Papgan: The Econometric Analysis of Recurrent Events in Macroeconomics and Finance In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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2010A monetary real-time conditional forecast of euro area inflation In: Journal of Forecasting.
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2008Structural breaks in Austrian foreign trade with Eastern Europe during the early 1970s In: Empirica.
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2004The Role of Bank Lending in Market-Based and Bank-Based Financial Systems In: Monetary Policy & the Economy.
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2004Growth and Stability in the EU In: Monetary Policy & the Economy.
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2007Capturing the Link between M3 Growth and Inflation in the Euro Area – An Econometric Model to Produce Conditional Inflation Forecasts In: Monetary Policy & the Economy.
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article1
2001Is there an asymmetric effect on monetary policy over time? A bayesian analysis using Austrian data In: Working Papers.
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2002Is there an asymmetric effect of monetary policy over time? A Bayesian analysis using Austrian data..(2002) In: Empirical Economics.
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2003The business cycle of European countries Bayesian clustering of country - individual IP growth series In: Working Papers.
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2003Investigating asymmetries in the bank lending channel. An analysis using Austrian banks’ balance sheet data. In: Working Papers.
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1996Permanent Components in Swiss Macroeconomic Variables In: Swiss Journal of Economics and Statistics (SJES).
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2010Discussion: The Role of Monetary Aggregates in the Policy Analysis of the Swiss National Bank In: Swiss Journal of Economics and Statistics (SJES).
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2011K-state switching models with endogenous transition distributions In: Working Papers.
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2016Changing dynamics at the zero lower bound In: Working Papers.
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2016Changing dynamics at the zero lower bound.(2016) In: Working Papers.
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2002The Austrian current account deficit: Driven by twin deficits or by intertemporal expenditure allocation? In: Empirical Economics.
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1999The Austrian current account deficit: Driven by twin deficits or by intertemporal expenditure allocation?.(1999) In: Vienna Economics Papers.
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2013Bayesian estimation of sparse dynamic factor models with order-independent identification In: Working Papers.
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2014The Cyclical Component of Labor Market Polarization and Jobless Recoveries in the US In: Working Papers.
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2016The Cyclical Component of Labor Market Polarization and Jobless Recoveries in the US.(2016) In: Annual Conference 2016 (Augsburg): Demographic Change.
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2014K-state switching models with time-varying transition distributions – Does credit growth signal stronger effects of variables on inflation? In: Working Papers.
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2016Hidden Markov models in time series, with applications in economics In: Working Papers.
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2016Factor augmented VAR revisited - A sparse dynamic factor model approach In: Working Papers.
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2000On the Effectiveness of Demand Side Management Information Programs on Household Electricity Demand In: Vienna Economics Papers.
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1997Measuring Business Cycles with a Dynamic Markov Switching Factor Model In: Vienna Economics Papers.
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1998Bayes inference in common Markov switching trends models In: Vienna Economics Papers.
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2017Identifying relevant and irrelevant variables in sparse factor models In: Journal of Applied Econometrics.
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2012Finding relevant variables in sparse Bayesian factor models: Economic applications and simulation results In: Discussion Papers.
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CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 2th 2018. Contact: CitEc Team