Sylvia Kaufmann : Citation Profile


Are you Sylvia Kaufmann?

Studienzentrum Gerzensee

13

H index

18

i10 index

494

Citations

RESEARCH PRODUCTION:

31

Articles

42

Papers

RESEARCH ACTIVITY:

   25 years (1996 - 2021). See details.
   Cites by year: 19
   Journals where Sylvia Kaufmann has often published
   Relations with other researchers
   Recent citing documents: 62.    Total self citations: 36 (6.79 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pka122
   Updated: 2022-06-25    RAS profile: 2022-02-13    
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Relations with other researchers


Works with:

Beyeler, Simon (4)

Kaufmann, Daniel (3)

Strachan, Rodney (3)

Gubler, Matthias (3)

Baeurle, Gregor (3)

Beutler, Toni (3)

Fischer, Andreas (2)

Schumacher, Christian (2)

Hauri, Simona (2)

Grisse, Christian (2)

Gaggl, Paul (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 (27)

Casarin, Roberto (27)

Owyang, Michael (17)

Ravazzolo, Francesco (15)

van Dijk, Herman (11)

Gómez-Loscos, Ana (10)

Woodford, Michael (10)

Winter-Ebmer, Rudolf (9)

Gadea, María (8)

Hernandez-Murillo, Ruben (8)

Weber, Andrea (8)

Cites to:

Bernanke, Ben (40)

Gertler, Mark (28)

Reichlin, Lucrezia (24)

Forni, Mario (24)

Hamilton, James (20)

Blinder, Alan (17)

Lippi, Marco (17)

de Bondt, Gabe (16)

Conti, Gabriella (15)

Piatek, Rémi (15)

Heckman, James (15)

Main data


Where Sylvia Kaufmann has published?


Journals with more than one article published# docs
Journal of Applied Econometrics3
Monetary Policy & the Economy3
Empirical Economics2
Journal of Econometrics2
Journal of Applied Econometrics2
Swiss Journal of Economics and Statistics (SJES)2
Studies in Nonlinear Dynamics & Econometrics2

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 Gerzensee9
Working Papers / Swiss National Bank3
Working papers / Faculty of Business and Economics - University of Basel2
CEPR Discussion Papers / C.E.P.R. Discussion Papers2
Working Paper Series / European Central Bank2

Recent works citing Sylvia Kaufmann (2021 and 2020)


YearTitle of citing document
2021Dealing 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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2020The impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach. (2020). Billio, Monica ; Mistry, Malcolm ; de Cian, Enrica ; DeCian, Enrica ; Casarin, Roberto ; Osuntuyi, Anthony. In: Papers. RePEc:arx:papers:2012.14693.

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2021COVID-19 spreading in financial networks: A semiparametric matrix regression model. (2021). Billio, Monica ; Matteo, Iacopini ; Michele, Costola ; Roberto, Casarin ; Monica, Billio. In: Papers. RePEc:arx:papers:2101.00422.

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2021Implicit Copulas: An Overview. (2021). Smith, Michael Stanley. In: Papers. RePEc:arx:papers:2109.04718.

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2021Bayesian Approaches to Shrinkage and Sparse Estimation. (2021). Korobilis, Dimitris ; Shimizu, Kenichi. In: Papers. RePEc:arx:papers:2112.11751.

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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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2021Are central banks to blame? Monetary policy and bank lending behavior. (2021). Savva, Christos ; Koursaros, Demetris ; Michail, Nektarios A. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:4:p:762-779.

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2020Characterizing Monetary and Fiscal Policy Rules and Interactions when Commodity Prices Matter. (2020). Middleditch, Paul ; Chuku, Chuku. In: Manchester School. RePEc:bla:manchs:v:88:y:2020:i:3:p:373-404.

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2021Accurate Confidence Regions for Principal Components Factors. (2021). Ruiz, Esther ; Maldonado, Javier. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:6:p:1432-1453.

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2021Stochastic model specification in Markov switching vector error correction models. (2021). Huber, Florian ; Niko, Hauzenberger ; Thomas, Zorner ; Michael, Pfarrhofer ; Florian, Huber. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:2:p:17:n:7.

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2021Markov Switching Panel with Endogenous Synchronization Effects. (2021). Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica ; Agudze, Komla M. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps82.

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2020A Revisit to Sovereign Risk Contagion in Eurozone with Mutual Exciting Regime-Switching Model. (2020). Ge, S. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:20114.

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2021Current Account Targeting Hypothesis versus Twin Deficit Hypothesis: The EMU Experience of Portugal. (2021). Coelho, José Carlos ; Afonso, Antonio. In: EconPol Working Paper. RePEc:ces:econwp:_68.

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202160%, -4% And 6%, a Tale of Thresholds for EU Fiscal and Current Account Developments. (2021). Coelho, José Carlos ; Afonso, Antonio. In: EconPol Working Paper. RePEc:ces:econwp:_69.

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2021Fiscal and Current Account Imbalances: The Cases of Germany and Portuga. (2021). Afonso, Antonio ; Coelho, Jose Carlos. In: EconPol Working Paper. RePEc:ces:econwp:_72.

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2021A computational technique to classify several fractional Brownian motion processes. (2021). Mahmoudi, Mohammad Reza. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:150:y:2021:i:c:s0960077921005063.

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2020Bayesian variable selection in non-homogeneous hidden Markov models through an evolutionary Monte Carlo method. (2020). Spezia, Luigi. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:143:y:2020:i:c:s0167947319301951.

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2020International Stock Comovements with Endogenous Clusters. (2020). Owyang, Michael ; Jackson Young, Laura ; Coroneo, Laura. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:116:y:2020:i:c:s0165188920300725.

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2021Has tourism influenced Indonesia’s current account?. (2021). Narayan, Paresh ; Tobing, Lutzardo. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:225-237.

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2021Heterogeneous structural breaks in panel data models. (2021). Okui, Ryo ; Wang, Wendun. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:2:p:447-473.

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2021Spatially varying sparsity in dynamic regression models. (2021). Hu, Guanyu. In: Econometrics and Statistics. RePEc:eee:ecosta:v:17:y:2021:i:c:p:23-34.

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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.

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2020Banking crisis and bank supervisory accountability. (2020). Lskavyan, Vahe . In: Journal of Economics and Business. RePEc:eee:jebusi:v:107:y:2020:i:c:s0148619519300177.

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2020The effect of emergency liquidity assistance (ELA) on bank lending during the euro area crisis. (2020). Tavlas, George ; Petroulas, Pavlos ; Hall, Stephen ; Spiliotopoulos, Vassilis ; Gibson, Heather D. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:108:y:2020:i:c:s0261560620300863.

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2021The impact of macroprudential policies on capital flows in CESEE. (2021). Huber, Florian ; Eller, Markus ; Vashold, Lukas ; Schuberth, Helene ; Hauzenberger, Niko. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:119:y:2021:i:c:s0261560621001467.

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2022Do central banks rebalance their currency shares?. (2022). McCauley, Robert ; Ito, Hiro ; Chinn, Menzie D. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621002084.

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2020Does the twin deficit hypothesis hold in the OECD countries under different real interest rate regimes?. (2020). Karaolan, Sadik ; Bilman, Mustafa Erhan. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:42:y:2020:i:1:p:205-215.

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2020.

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2021Forecasting with Shadow-Rate VARs. (2021). Mertens, Elmar ; Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Working Papers. RePEc:fip:fedcwq:91780.

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2021Contagious Switching. (2019). Soques, Daniel ; Piger, Jeremy ; Owyang, Michael. In: Working Papers. RePEc:fip:fedlwp:2019-014.

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2020House Price Growth Interdependencies and Comovement. (2019). Soques, Daniel ; Cohen, Jeffrey ; Coughlin, Cletus. In: Working Papers. RePEc:fip:fedlwp:2019-028.

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2020Identification Through Sparsity in Factor Models. (2020). Freyaldenhoven, Simon. In: Working Papers. RePEc:fip:fedpwp:88229.

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2020Are the Current Account Imbalances on a Sustainable Path?. (2020). Sriananthakumar, Sivagowry ; Narayan, Seema. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:9:p:201-:d:409186.

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2022Financial Institution Type and Firm-Related Attributes as Determinants of Loan Amounts. (2022). Mallinguh, Edmund ; Zoltan, Zeman. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:3:p:119-:d:763826.

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2020.

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2021Another look into the factor model black box: factors interpretation and structural (in)stability. (2019). Doz, Catherine ; Despois, Thomas. In: PSE Working Papers. RePEc:hal:psewpa:halshs-02235543.

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2020Business cycle dynamics after the Great Recession: An Extended Markov-Switching Dynamic Factor Model. (2020). Ferrara, Laurent ; Doz, Catherine ; Pionnier, Pierre-Alain. In: PSE Working Papers. RePEc:hal:psewpa:halshs-02443364.

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2022Identifying and interpreting the factors in factor models via sparsity : Different approaches. (2022). Doz, Catherine ; Despois, Thomas. In: PSE Working Papers. RePEc:hal:psewpa:halshs-03626503.

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2021Another look into the factor model black box: factor interpretation and structural (in)stability. (2020). Doz, Catherine ; Despois, Thomas. In: Working Papers. RePEc:hal:wpaper:halshs-02235543.

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2020Business cycle dynamics after the Great Recession: An Extended Markov-Switching Dynamic Factor Model. (2020). Pionnier, Pierre-Alain ; Ferrara, Laurent ; Doz, Catherine. In: Working Papers. RePEc:hal:wpaper:halshs-02443364.

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2022Identifying and interpreting the factors in factor models via sparsity : Different approaches. (2022). Doz, Catherine ; Despois, Thomas. In: Working Papers. RePEc:hal:wpaper:halshs-03626503.

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2020ASIAN CURRENT ACCOUNT BALANCES AND SPILLOVERS FROM A FOREIGN COUNTRY, A REGION AND THE UNITED STATES. (2020). Narayan, Seema. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:23:y:2020:i:1a:p:1-24.

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202160%, -4% and 6%, a tale of thresholds for EU fiscal and current account developments. (2021). Afonso, Antonio ; Coelho, Jos Carlos. In: Working Papers. RePEc:inf:wpaper:2010.09.

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2021Fiscal and current account imbalances: the cases of Germany and Portugal. (2021). Afonso, Antonio ; Coelho, Jose Carlos. In: Working Papers. RePEc:inf:wpaper:2021.12.

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2021Current Account Targeting Hypothesis versus Twin Deficit Hypothesis: the EMU experience of Portugal. (2021). Coelho, José Carlos ; Afonso, Antonio. In: Working Papers REM. RePEc:ise:remwps:wp01822021.

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202160%, -4% and 6%, a tale of thresholds for EU fiscal and current account developments. (2021). Coelho, José Carlos ; Afonso, Antonio. In: Working Papers REM. RePEc:ise:remwps:wp01962021.

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2021Fiscal and current account imbalances: the cases of Germany and Portugal. (2021). Afonso, Antonio ; Coelho, Jose Carlos. In: Working Papers REM. RePEc:ise:remwps:wp02082021.

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2020Intertemporal Similarity of Economic Time Series: An Application of Dynamic Time Warping. (2020). Franses, Philip Hans ; Wiemann, Thomas. In: Computational Economics. RePEc:kap:compec:v:56:y:2020:i:1:d:10.1007_s10614-020-09986-0.

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2021Fiscal Policy Approaches: An Inquiring Look From The Modern Monetary Theory. (2021). Hidalgo, Esteban Cruz ; Garcia, Bibiana Medialdea ; Espinosa, Eduardo Garzon. In: Journal of Economic Issues. RePEc:mes:jeciss:v:55:y:2021:i:4:p:999-1022.

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2020Impacts of Covid-19 Pandemic and Persistence of Volatility in the Returns of the Brazilian Stock Exchange: An Application of the Markov Regime Switching GARCH (MRS-GARCH) Model. (2020). Gonalves, Carlos Alberto. In: International Journal of Applied Economics, Finance and Accounting. RePEc:oap:ijaefa:2020:p:62-72.

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2020A Bayesian Covariance Graph And Latent Position Model For Multivariate Financial Time Series. (2020). Ahelegbey, Daniel Felix ; Carvalho, Luis ; Kolaczyk, Eric D. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0181.

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2021Knowledge Economy Classification in African Countries: A Model-Based Clustering Approach. (2021). Amavilah, Voxi Heinrich ; Andres, Antonio Rodriguez ; Otero, Abraham. In: MPRA Paper. RePEc:pra:mprapa:109188.

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2021Does the Twin-Deficits doctrine apply to the Gulf Cooperation Council? A dynamic panel VAR-X model approach. (2021). AL-JAHWARI, SALIM ; Said, Salim Ahmed. In: MPRA Paper. RePEc:pra:mprapa:111232.

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2021Bayesian Approaches to Shrinkage and Sparse Estimation. (2021). Korobilis, Dimitris ; Shimizu, Kenichi. In: MPRA Paper. RePEc:pra:mprapa:111631.

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2021Clustering discrete-valued time series. (2021). McNicholas, Paul D ; Karlis, Dimitris ; Roick, Tyler. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:15:y:2021:i:1:d:10.1007_s11634-020-00395-7.

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2020Business cycle patterns in European regions. (2020). Gómez-Loscos, Ana ; Bandres, Eduardo ; Gadea, Dolores M ; Gomez-Loscos, Ana. In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:6:d:10.1007_s00181-019-01743-z.

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2020Effects of declining bank health on borrowers’ earnings quality: evidence from the European sovereign debt crisis. (2020). Kiy, Florian ; Zick, Theresa. In: Journal of Business Economics. RePEc:spr:jbecon:v:90:y:2020:i:4:d:10.1007_s11573-020-00968-0.

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2021The Impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach. (2021). Billio, Monica ; Mistry, Malcolm ; de Cian, Enrica ; DeCian, Enrica ; Casarin, Roberto ; Osuntuyi, Anthony. In: Working Papers. RePEc:ven:wpaper:2021:03.

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2021COVID-19 spreading in financial networks: A semiparametric matrix regression model. (2021). Billio, Monica ; Iacopini, Matteo ; Costola, Michele ; Casarin, Roberto. In: Working Papers. RePEc:ven:wpaper:2021:05.

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2021Governance disclosure quality and market valuation of firms in UK and Germany. (2021). Frecknallhughes, Jane ; Kodwani, Devendra ; Akbar, Saeed ; Ahmad, Sardar ; Ullah, Subhan. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5031-5055.

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2022Contagious switching. (2022). Owyang, Michael ; Soques, Daniel ; Piger, Jeremy. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:2:p:415-432.

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2021Precision-based sampling with missing observations: A factor model application. (2021). Hauber, Philipp ; Schumacher, Christian. In: Discussion Papers. RePEc:zbw:bubdps:112021.

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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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article74
2004Model-based Clustering of Multiple Time Series.(2004) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 74
paper
2008DOES MONEY MATTER FOR INFLATION IN THE EURO AREA? In: Contemporary Economic Policy.
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article35
2005Does Money Matter for Inflation in the Euro Area?.(2005) In: Working Papers.
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This paper has another version. Agregated cites: 35
paper
2002Bayesian analysis of switching ARCH models In: Journal of Time Series Analysis.
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article10
2000Bayesian Analysis of Switching ARCH Models.(2000) In: Econometric Society World Congress 2000 Contributed Papers.
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This paper has another version. Agregated cites: 10
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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article17
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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This paper has another version. Agregated cites: 17
paper
2006A Switching ARCH Model for the German DAX Index In: Studies in Nonlinear Dynamics & Econometrics.
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article7
2020Constrained interest rates and changing dynamics at the zero lower bound In: Studies in Nonlinear Dynamics & Econometrics.
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article0
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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2005Does Money Matter for Inflation in the Euro Area? In: Working papers.
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paper16
2021Portfolio rebalancing in times of stress In: CEPR Discussion Papers.
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paper1
2021Portfolio rebalancing in times of stress.(2021) In: Journal of International Money and Finance.
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article
2001Asymmetries in bank lending behaviour. Austria during the 1990s In: Working Paper Series.
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paper7
2002Asymmetries in Bank Lending Behaviour. - Austria During the 1990s.(2002) In: Working Papers.
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2000Measuring business cycles with a dynamic Markov switching factor model: an assessment using Bayesian simulation methods In: Econometrics Journal.
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article27
2009Financial systems and the cost channel transmission of monetary policy shocks In: Economic Modelling.
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article23
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: 23
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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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article15
2019Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode identification In: Journal of Econometrics.
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article10
2004Do customer information programs reduce household electricity demand?--the Irish program In: Energy Policy.
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article31
2021Bank lending in Switzerland: Driven by business models and exposed to uncertainty In: International Review of Financial Analysis.
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2020The cyclical component of labor market polarization and jobless recoveries in the US In: Journal of Monetary Economics.
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article2
2014The Cyclical Component of Labor Market Polarization and Jobless Recoveries in the US.(2014) In: Working Papers.
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2016The Cyclical Component of Labor Market Polarization and Jobless Recoveries in the US.(2016) In: VfS Annual Conference 2016 (Augsburg): Demographic Change.
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2010Modeling 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: 27
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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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2006How do changes in monetary policy affect bank lending? An analysis of Austrian bank data.(2006) 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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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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article0
2010A monetary real-time conditional forecast of euro area inflation In: Journal of Forecasting.
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article1
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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article4
2004Growth and Stability in the EU In: Monetary Policy & the Economy.
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article4
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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paper29
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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2020Bank lending in Switzerland: Capturing cross-sectional heterogeneity and asymmetry over time In: Working Papers.
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2020Bank lending in Switzerland: Capturing cross-sectional heterogeneity and asymmetry over time.(2020) In: Working Papers.
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