10
H index
11
i10 index
382
Citations
Sylvia Kaufmann : Citation Profile
Studienzentrum Gerzensee | RESEARCH PRODUCTION: 29 Articles 42 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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25 years (1996 - 2021). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Sylvia Kaufmann. | Is cited by:
| Cites to:
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Main data
Where Sylvia Kaufmann has published?
| Journals with more than one article published | # docs |
|---|---|
| Monetary Policy & the Economy | 3 |
| Studies in Nonlinear Dynamics & Econometrics | 2 |
| Journal of Econometrics | 2 |
| Swiss Journal of Economics and Statistics (SJES) | 2 |
| Journal of Applied Econometrics | 2 |
| Journal of Applied Econometrics | 2 |
| Empirical Economics | 2 |
Recent works citing Sylvia Kaufmann (2021 and 2020)
| Year | Title of citing document |
|---|---|
| 2021 | Dealing with cross-country heterogeneity in panel VARs using finite mixture models. (2018). Huber, Florian. In: Papers. RePEc:arx:papers:1804.01554. Full description at Econpapers || Download paper |
| 2020 | The 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. Full description at Econpapers || Download paper |
| 2021 | COVID-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. Full description at Econpapers || Download paper |
| 2020 | Macro-financial interactions in a changing world. (2020). Leiva-Leon, Danilo ; Gerba, Eddie. In: Working Papers. RePEc:bde:wpaper:2018. Full description at Econpapers || Download paper |
| 2020 | Characterizing 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. Full description at Econpapers || Download paper |
| 2021 | Markov 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. Full description at Econpapers || Download paper |
| 2020 | A 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. Full description at Econpapers || Download paper |
| 2020 | Bayesian 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. Full description at Econpapers || Download paper |
| 2020 | International 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. Full description at Econpapers || Download paper |
| 2021 | Has 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. Full description at Econpapers || Download paper |
| 2021 | Heterogeneous 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. Full description at Econpapers || Download paper |
| 2021 | Spatially 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. Full description at Econpapers || Download paper |
| 2020 | Banking crisis and bank supervisory accountability. (2020). Lskavyan, Vahe . In: Journal of Economics and Business. RePEc:eee:jebusi:v:107:y:2020:i:c:s0148619519300177. Full description at Econpapers || Download paper |
| 2020 | Does 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. Full description at Econpapers || Download paper |
| 2020 | . Full description at Econpapers || Download paper |
| 2021 | Contagious Switching. (2019). Soques, Daniel ; Piger, Jeremy ; Owyang, Michael. In: Working Papers. RePEc:fip:fedlwp:2019-014. Full description at Econpapers || Download paper |
| 2020 | House Price Growth Interdependencies and Comovement. (2019). Soques, Daniel ; Cohen, Jeffrey ; Coughlin, Cletus. In: Working Papers. RePEc:fip:fedlwp:2019-028. Full description at Econpapers || Download paper |
| 2020 | Identification Through Sparsity in Factor Models. (2020). Freyaldenhoven, Simon. In: Working Papers. RePEc:fip:fedpwp:88229. Full description at Econpapers || Download paper |
| 2020 | Are 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. Full description at Econpapers || Download paper |
| 2020 | Another 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. Full description at Econpapers || Download paper |
| 2020 | Business 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. Full description at Econpapers || Download paper |
| 2020 | Another 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. Full description at Econpapers || Download paper |
| 2020 | Business 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. Full description at Econpapers || Download paper |
| 2020 | ASIAN 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. Full description at Econpapers || Download paper |
| 2020 | Intertemporal 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. Full description at Econpapers || Download paper |
| 2020 | Impacts 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. Full description at Econpapers || Download paper |
| 2021 | Clustering 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. Full description at Econpapers || Download paper |
| 2020 | Business 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. Full description at Econpapers || Download paper |
| 2020 | Effects 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. Full description at Econpapers || Download paper |
| 2021 | The 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. Full description at Econpapers || Download paper |
| 2021 | COVID-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. Full description at Econpapers || Download paper |
| 2021 | Precision-based sampling with missing observations: A factor model application. (2021). Schumacher, Christian ; Hauber, Philipp. In: Discussion Papers. RePEc:zbw:bubdps:112021. Full description at Econpapers || Download paper |
Works by Sylvia Kaufmann:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2008 | Model-Based Clustering of Multiple Time Series In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 68 |
| 2004 | Model-based Clustering of Multiple Time Series.(2004) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 68 | paper | |
| 2008 | DOES MONEY MATTER FOR INFLATION IN THE EURO AREA? In: Contemporary Economic Policy. [Full Text][Citation analysis] | article | 34 |
| 2005 | Does Money Matter for Inflation in the Euro Area?.(2005) In: Working papers. [Citation analysis] This paper has another version. Agregated cites: 34 | paper | |
| 2005 | Does Money Matter for Inflation in the Euro Area?.(2005) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | paper | |
| 2002 | Bayesian analysis of switching ARCH models In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 10 |
| 2000 | Bayesian Analysis of Switching ARCH Models.(2000) In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2010 | THE ROLE OF CREDIT AGGREGATES AND ASSET PRICES IN THE TRANSMISSION MECHANISM: A COMPARISON BETWEEN THE EURO AREA AND THE USA In: Manchester School. [Full Text][Citation analysis] | article | 16 |
| 2007 | The 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. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 2006 | A Switching ARCH Model for the German DAX Index In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 6 |
| 2020 | Constrained interest rates and changing dynamics at the zero lower bound In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2005 | Expected Money Growth, Markov Trends and the Instability of Money Demand in the Euro Area In: Working papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Expected Money Growth, Markov Trends and the Instability of Money Demand in the Euro Area.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2021 | Portfolio rebalancing in times of stress In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Portfolio rebalancing in times of stress.(2021) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2001 | Asymmetries in bank lending behaviour. Austria during the 1990s In: Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
| 2002 | Asymmetries in Bank Lending Behaviour. - Austria During the 1990s.(2002) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2000 | Measuring business cycles with a dynamic Markov switching factor model: an assessment using Bayesian simulation methods In: Econometrics Journal. [Citation analysis] | article | 20 |
| 2009 | Financial systems and the cost channel transmission of monetary policy shocks In: Economic Modelling. [Full Text][Citation analysis] | article | 20 |
| 2007 | Financial Systems and the Cost Channel Transmission of Monetary Policy Shocks.(2007) In: Money Macro and Finance (MMF) Research Group Conference 2006. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
| 2007 | Financial Systems and the Cost Channel Transmission of Monetary Policy Shocks.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
| 2015 | K-state switching models with time-varying transition distributions—Does loan growth signal stronger effects of variables on inflation? In: Journal of Econometrics. [Full Text][Citation analysis] | article | 14 |
| 2019 | Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode identification In: Journal of Econometrics. [Full Text][Citation analysis] | article | 4 |
| 2004 | Do customer information programs reduce household electricity demand?--the Irish program In: Energy Policy. [Full Text][Citation analysis] | article | 29 |
| 2020 | The cyclical component of labor market polarization and jobless recoveries in the US In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 2 |
| 2014 | The Cyclical Component of Labor Market Polarization and Jobless Recoveries in the US.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2016 | The Cyclical Component of Labor Market Polarization and Jobless Recoveries in the US.(2016) In: VfS Annual Conference 2016 (Augsburg): Demographic Change. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2010 | Modeling Credit Aggregates In: EcoMod2004. [Full Text][Citation analysis] | paper | 5 |
| 2004 | Modeling Credit Aggregates.(2004) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 1996 | Markov-Regime Switching in Economic Variables: Part I. Modelling, Estimating and Testing. - Part II. A Selective Survey In: Economics Series. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Bank lending in Germany and the UK: are there differences between a bank-based and a market-based country? In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 9 |
| 2013 | Bank-Lending Standards, Loan Growth and the Business Cycle in the Euro Area In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | How do changes in monetary policy affect bank lending? An analysis of Austrian bank data In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 8 |
| 2006 | How do changes in monetary policy affect bank lending? An analysis of Austrian bank data.(2006) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
| 2010 | Dating and forecasting turning points by Bayesian clustering with dynamic structure: a suggestion with an application to Austrian data In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 25 |
| 2008 | Dating and forecasting turning points by Bayesian clustering with dynamic structure: A suggestion with an application to Austrian data..(2008) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | paper | |
| 2009 | Bank-Lending Standards, the Cost Channel and Inflation Dynamics In: Economics working papers. [Full Text][Citation analysis] | paper | 8 |
| 2010 | Bank-Lending Standards, the Cost Channel and Inflation Dynamics.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2017 | Don Harding Adrian Papgan: The Econometric Analysis of Recurrent Events in Macroeconomics and Finance In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 0 |
| 2010 | A monetary real-time conditional forecast of euro area inflation In: Journal of Forecasting. [Full Text][Citation analysis] | article | 1 |
| 2008 | Structural breaks in Austrian foreign trade with Eastern Europe during the early 1970s In: Empirica. [Full Text][Citation analysis] | article | 3 |
| 2004 | The Role of Bank Lending in Market-Based and Bank-Based Financial Systems In: Monetary Policy & the Economy. [Full Text][Citation analysis] | article | 3 |
| 2004 | Growth and Stability in the EU In: Monetary Policy & the Economy. [Full Text][Citation analysis] | article | 4 |
| 2007 | Capturing the Link between M3 Growth and Inflation in the Euro Area – An Econometric Model to Produce Conditional Inflation Forecasts In: Monetary Policy & the Economy. [Full Text][Citation analysis] | article | 1 |
| 2001 | Is there an asymmetric effect on monetary policy over time? A bayesian analysis using Austrian data In: Working Papers. [Full Text][Citation analysis] | paper | 27 |
| 2002 | Is there an asymmetric effect of monetary policy over time? A Bayesian analysis using Austrian data..(2002) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | article | |
| 2003 | The business cycle of European countries Bayesian clustering of country - individual IP growth series In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2003 | Investigating asymmetries in the bank lending channel. An analysis using Austrian banks’ balance sheet data. In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 1996 | Permanent Components in Swiss Macroeconomic Variables In: Swiss Journal of Economics and Statistics (SJES). [Full Text][Citation analysis] | article | 0 |
| 2010 | Discussion: The Role of Monetary Aggregates in the Policy Analysis of the Swiss National Bank In: Swiss Journal of Economics and Statistics (SJES). [Full Text][Citation analysis] | article | 0 |
| 2011 | K-state switching models with endogenous transition distributions In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2016 | Changing dynamics at the zero lower bound In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2016 | Changing dynamics at the zero lower bound.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2020 | Bank lending in Switzerland: Capturing cross-sectional heterogeneity and asymmetry over time In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Bank lending in Switzerland: Capturing cross-sectional heterogeneity and asymmetry over time.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2002 | The Austrian current account deficit: Driven by twin deficits or by intertemporal expenditure allocation? In: Empirical Economics. [Full Text][Citation analysis] | article | 28 |
| 1999 | The Austrian current account deficit: Driven by twin deficits or by intertemporal expenditure allocation?.(1999) In: Vienna Economics Papers. [Citation analysis] This paper has another version. Agregated cites: 28 | paper | |
| 2020 | COVID-19 outbreak and beyond: the information content of registered short-time workers for GDP now- and forecasting In: Swiss Journal of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 2020 | Covid-19 outbreak and beyond: The information content of registered short-time workers for GDP now- and forecasting..(2020) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2013 | Bayesian estimation of sparse dynamic factor models with order-independent identification In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2014 | K-state switching models with time-varying transition distributions – Does credit growth signal stronger effects of variables on inflation? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Hidden Markov models in time series, with applications in economics In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Factor augmented VAR revisited - A sparse dynamic factor model approach In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2019 | Factor augmented VAR revisited - A sparse dynamic factor model approach.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2018 | Factor augmented VAR revisited - A sparse dynamic factor model approach.(2018) In: VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2018 | Bayesian Dynamic Tensor Regression In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2000 | On the Effectiveness of Demand Side Management Information Programs on Household Electricity Demand In: Vienna Economics Papers. [Full Text][Citation analysis] | paper | 0 |
| 1997 | Measuring Business Cycles with a Dynamic Markov Switching Factor Model In: Vienna Economics Papers. [Citation analysis] | paper | 1 |
| 1998 | Bayes inference in common Markov switching trends models In: Vienna Economics Papers. [Citation analysis] | paper | 0 |
| 2017 | Identifying relevant and irrelevant variables in sparse factor models In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 5 |
| 2012 | Finding relevant variables in sparse Bayesian factor models: Economic applications and simulation results In: Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
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