Sylvia Kaufmann : Citation Profile


Are you Sylvia Kaufmann?

Studienzentrum Gerzensee

10

H index

11

i10 index

371

Citations

RESEARCH PRODUCTION:

25

Articles

40

Papers

RESEARCH ACTIVITY:

   24 years (1996 - 2020). See details.
   Cites by year: 15
   Journals where Sylvia Kaufmann has often published
   Relations with other researchers
   Recent citing documents: 32.    Total self citations: 28 (7.02 %)

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   Permalink: http://citec.repec.org/pka122
   Updated: 2020-09-22    RAS profile: 2020-07-14    
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Relations with other researchers


Works with:

Beyeler, Simon (3)

Strachan, Rodney (3)

Kaufmann, Daniel (3)

Schumacher, Christian (2)

Baeurle, Gregor (2)

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

Is cited by:

Casarin, Roberto (22)

Billio, Monica (20)

Owyang, Michael (15)

Ravazzolo, Francesco (13)

van Dijk, Herman (11)

Winter-Ebmer, Rudolf (9)

Rubio, Margarita (8)

Hernandez-Murillo, Ruben (8)

Weber, Andrea (8)

Gadea, María (7)

Lau, Evan (7)

Cites to:

Bernanke, Ben (30)

Gertler, Mark (22)

Forni, Mario (18)

Hamilton, James (17)

Lippi, Marco (12)

Geweke, John (12)

Reichlin, Lucrezia (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
Swiss Journal of Economics and Statistics (SJES)2
Journal of Applied Econometrics2
Journal of Econometrics2
Empirical Economics2
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 Gerzensee8
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 (2020 and 2019)


YearTitle of citing document
2019Dealing 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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2019Stochastic model specification in Markov switching vector error correction models. (2019). Zoerner, Thomas ; Huber, Florian ; Zorner, Thomas O. In: Papers. RePEc:arx:papers:1807.00529.

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2019Bayesian shrinkage in mixture of experts models: Identifying robust determinants of class membership. (2019). Zens, Gregor. In: Papers. RePEc:arx:papers:1809.04853.

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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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2019Uncertainty, Attention Allocation and Monetary Policy Asymmetry. (2019). Park, Kwangyong. In: Working Papers. RePEc:bok:wpaper:1905.

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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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2019Deciphering the causes for the post-1990 slow output recoveries. (2019). Zhang, Wen. In: Economics Letters. RePEc:eee:ecolet:v:176:y:2019:i:c:p:28-34.

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2019Forecast density combinations of dynamic models and data driven portfolio strategies. (2019). Hoogerheide, L ; Grassi, S ; Borowska, A ; Baturk, N ; van Dijk, H K. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:1:p:170-186.

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2019Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors. (2019). Jensen, Mark ; Fisher, Mark. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:1:p:187-202.

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2019Bayesian nonparametric sparse VAR models. (2019). Rossini, Luca ; Billio, Monica ; Casarin, Roberto. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:1:p:97-115.

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2019Threshold cointegration in international exchange rates:A Bayesian approach. (2019). Zoerner, Thomas ; Huber, Florian ; Zorner, Thomas O. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:458-473.

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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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2019Do African economies grow similarly?. (2019). Franses, Philip Hans. In: Econometric Institute Research Papers. RePEc:ems:eureir:118357.

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2019Contagious 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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2019Structural Panel Bayesian VAR Model to Deal with Model Misspecification and Unobserved Heterogeneity Problems. (2019). Pacifico, Antonio. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:1:p:8-:d:212762.

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2019High-Resolution Household Load Profiling and Evaluation of Rooftop PV Systems in Selected Houses in Qatar. (2019). Koc, Muammer ; Al-Ghamdi, Sami G ; Bayram, Safak I ; Alrawi, Omar. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:20:p:3876-:d:276080.

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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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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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2019Twin deficit hypothesis and reverse causality: a case study of China. (2019). Aneja, Ranjan ; Banday, Umer Jeelanie . In: Palgrave Communications. RePEc:pal:palcom:v:5:y:2019:i:1:d:10.1057_s41599-019-0304-z.

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2019Clustering space-time series: FSTAR as a flexible STAR approach. (2019). Otranto, Edoardo ; Mucciardi, Massimo. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:13:y:2019:i:1:d:10.1007_s11634-018-0314-5.

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2019Bayesian shrinkage in mixture-of-experts models: identifying robust determinants of class membership. (2019). Zens, Gregor. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:13:y:2019:i:4:d:10.1007_s11634-019-00353-y.

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2019Dynamic relationship between budget deficit and current account deficit in the light of Nigerian empirical application. (2019). Panshak, Yohanna ; Akalpler, Ergin. In: Evolutionary and Institutional Economics Review. RePEc:spr:eaiere:v:16:y:2019:i:1:d:10.1007_s40844-019-00122-8.

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2020Effects of declining bank health on borrowers’ earnings quality: evidence from the European sovereign debt crisis. (2020). Zick, Theresa ; Kiy, Florian. 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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2020Bank lending in Switzerland: Capturing cross-sectional heterogeneity and asymmetry over time. (2020). Gubler, Matthias ; Beutler, Toni ; Kaufmann, Sylvia ; Hauri, Simona. In: Working Papers. RePEc:szg:worpap:2004.

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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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article62
2004Model-based Clustering of Multiple Time Series.(2004) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 62
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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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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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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This paper has another version. Agregated cites: 0
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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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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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article12
2019Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode identification In: Journal of Econometrics.
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article2
2004Do customer information programs reduce household electricity demand?--the Irish program In: Energy Policy.
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article31
2003Modeling Credit Aggregates In: EcoMod2004.
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2004Modeling Credit Aggregates.(2004) In: Working Papers.
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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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article9
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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article23
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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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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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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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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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: Annual Conference 2018 (Freiburg, Breisgau): Digital Economy.
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2020Covid-19 outbreak and beyond: The information content of registered short-time workers for GDP now- and forecasting. In: Working Papers.
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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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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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