Sylvia Kaufmann : Citation Profile


Are you Sylvia Kaufmann?

Studienzentrum Gerzensee

10

H index

11

i10 index

382

Citations

RESEARCH PRODUCTION:

29

Articles

42

Papers

RESEARCH ACTIVITY:

   25 years (1996 - 2021). See details.
   Cites by year: 15
   Journals where Sylvia Kaufmann has often published
   Relations with other researchers
   Recent citing documents: 32.    Total self citations: 30 (7.28 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pka122
   Updated: 2021-06-07    RAS profile: 2021-05-06    
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Relations with other researchers


Works with:

Baeurle, Gregor (3)

Strachan, Rodney (3)

Beyeler, Simon (3)

Kaufmann, Daniel (3)

Fischer, Andreas (2)

Gubler, Matthias (2)

Grisse, Christian (2)

Beutler, Toni (2)

Schumacher, Christian (2)

Gaggl, Paul (2)

Hauri, Simona (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 (26)

Casarin, Roberto (22)

Owyang, Michael (16)

Ravazzolo, Francesco (15)

van Dijk, Herman (11)

Gómez-Loscos, Ana (9)

Winter-Ebmer, Rudolf (9)

Weber, Andrea (8)

Hernandez-Murillo, Ruben (8)

Rubio, Margarita (8)

Gadea, María (7)

Cites to:

Bernanke, Ben (30)

Gertler, Mark (22)

Forni, Mario (18)

Hamilton, James (17)

Reichlin, Lucrezia (12)

Geweke, John (12)

Lippi, Marco (12)

Blinder, Alan (11)

Zha, Tao (11)

Waggoner, Daniel (11)

de Bondt, Gabe (10)

Main data


Where Sylvia Kaufmann has published?


Journals with more than one article published# docs
Monetary Policy & the Economy3
Studies in Nonlinear Dynamics & Econometrics2
Journal of Econometrics2
Swiss Journal of Economics and Statistics (SJES)2
Journal of Applied Econometrics2
Journal of Applied Econometrics2
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 Gerzensee9
Working Papers / Swiss National Bank3
Working Paper Series / European Central Bank2
Working papers / Faculty of Business and Economics - University of Basel2

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

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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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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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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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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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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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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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2020Another 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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2020Another 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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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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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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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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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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2021Precision-based sampling with missing observations: A factor model application. (2021). Schumacher, Christian ; Hauber, Philipp. 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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article68
2004Model-based Clustering of Multiple Time Series.(2004) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 68
paper
2008DOES MONEY MATTER FOR INFLATION IN THE EURO AREA? In: Contemporary Economic Policy.
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article34
2005Does Money Matter for Inflation in the Euro Area?.(2005) In: Working papers.
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This paper has another version. Agregated cites: 34
paper
2005Does Money Matter for Inflation in the Euro Area?.(2005) In: Working Papers.
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This paper has another version. Agregated cites: 34
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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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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This paper has another version. Agregated cites: 16
paper
2006A Switching ARCH Model for the German DAX Index In: Studies in Nonlinear Dynamics & Econometrics.
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article6
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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2006Expected Money Growth, Markov Trends and the Instability of Money Demand in the Euro Area.(2006) In: Working Papers.
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2021Portfolio rebalancing in times of stress In: CEPR Discussion Papers.
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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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2002Asymmetries in Bank Lending Behaviour. - Austria During the 1990s.(2002) In: Working Papers.
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This paper has another version. Agregated cites: 5
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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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article20
2009Financial systems and the cost channel transmission of monetary policy shocks In: Economic Modelling.
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article20
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: 20
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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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article14
2019Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode identification In: Journal of Econometrics.
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article4
2004Do customer information programs reduce household electricity demand?--the Irish program In: Energy Policy.
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article29
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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This paper has another version. Agregated cites: 2
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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: 5
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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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article8
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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article25
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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article3
2004The Role of Bank Lending in Market-Based and Bank-Based Financial Systems In: Monetary Policy & the Economy.
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article3
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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paper27
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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article0
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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This paper has another version. Agregated cites: 1
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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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2002The Austrian current account deficit: Driven by twin deficits or by intertemporal expenditure allocation? In: Empirical Economics.
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article28
1999The Austrian current account deficit: Driven by twin deficits or by intertemporal expenditure allocation?.(1999) In: Vienna Economics Papers.
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2020COVID-19 outbreak and beyond: the information content of registered short-time workers for GDP now- and forecasting In: Swiss Journal of Economics and Statistics.
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2020Covid-19 outbreak and beyond: The information content of registered short-time workers for GDP now- and forecasting..(2020) In: Working Papers.
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This paper has another version. Agregated cites: 0
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2013Bayesian estimation of sparse dynamic factor models with order-independent identification In: Working Papers.
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paper5
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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paper0
2016Hidden Markov models in time series, with applications in economics In: Working Papers.
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paper0
2016Factor augmented VAR revisited - A sparse dynamic factor model approach In: Working Papers.
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paper1
2019Factor augmented VAR revisited - A sparse dynamic factor model approach.(2019) In: Working Papers.
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2018Factor augmented VAR revisited - A sparse dynamic factor model approach.(2018) In: VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy.
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2018Bayesian Dynamic Tensor Regression 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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paper0
2017Identifying relevant and irrelevant variables in sparse factor models In: Journal of Applied Econometrics.
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article5
2012Finding relevant variables in sparse Bayesian factor models: Economic applications and simulation results In: Discussion Papers.
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