13
H index
18
i10 index
494
Citations
Studienzentrum Gerzensee | 13 H index 18 i10 index 494 Citations RESEARCH PRODUCTION: 31 Articles 42 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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: |
Journals with more than one article published | # docs |
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Journal of Applied Econometrics | 3 |
Monetary Policy & the Economy | 3 |
Empirical Economics | 2 |
Journal of Econometrics | 2 |
Journal of Applied Econometrics | 2 |
Swiss Journal of Economics and Statistics (SJES) | 2 |
Studies in Nonlinear Dynamics & Econometrics | 2 |
Year | Title of citing document |
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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 |
2021 | Implicit Copulas: An Overview. (2021). Smith, Michael Stanley. In: Papers. RePEc:arx:papers:2109.04718. Full description at Econpapers || Download paper |
2021 | Bayesian Approaches to Shrinkage and Sparse Estimation. (2021). Korobilis, Dimitris ; Shimizu, Kenichi. In: Papers. RePEc:arx:papers:2112.11751. 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 |
2021 | Are 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. 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 | Accurate 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. Full description at Econpapers || Download paper |
2021 | Stochastic 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. 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 |
2021 | Current 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. Full description at Econpapers || Download paper |
2021 | 60%, -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. Full description at Econpapers || Download paper |
2021 | Fiscal and Current Account Imbalances: The Cases of Germany and Portuga. (2021). Afonso, Antonio ; Coelho, Jose Carlos. In: EconPol Working Paper. RePEc:ces:econwp:_72. Full description at Econpapers || Download paper |
2021 | A 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. 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 |
2021 | Factor 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. 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 | The 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. Full description at Econpapers || Download paper |
2021 | The 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. Full description at Econpapers || Download paper |
2022 | Do 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. 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 | Forecasting with Shadow-Rate VARs. (2021). Mertens, Elmar ; Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Working Papers. RePEc:fip:fedcwq:91780. 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 |
2022 | Financial 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. Full description at Econpapers || Download paper |
2020 | . Full description at Econpapers || Download paper |
2021 | 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 |
2022 | Identifying 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. Full description at Econpapers || Download paper |
2021 | 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 |
2022 | Identifying and interpreting the factors in factor models via sparsity : Different approaches. (2022). Doz, Catherine ; Despois, Thomas. In: Working Papers. RePEc:hal:wpaper:halshs-03626503. 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 |
2021 | 60%, -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. Full description at Econpapers || Download paper |
2021 | Fiscal and current account imbalances: the cases of Germany and Portugal. (2021). Afonso, Antonio ; Coelho, Jose Carlos. In: Working Papers. RePEc:inf:wpaper:2021.12. Full description at Econpapers || Download paper |
2021 | Current 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. Full description at Econpapers || Download paper |
2021 | 60%, -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. Full description at Econpapers || Download paper |
2021 | Fiscal and current account imbalances: the cases of Germany and Portugal. (2021). Afonso, Antonio ; Coelho, Jose Carlos. In: Working Papers REM. RePEc:ise:remwps:wp02082021. 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 |
2021 | Fiscal 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. 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 |
2020 | A 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. Full description at Econpapers || Download paper |
2021 | Knowledge 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. Full description at Econpapers || Download paper |
2021 | Does 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. Full description at Econpapers || Download paper |
2021 | Bayesian Approaches to Shrinkage and Sparse Estimation. (2021). Korobilis, Dimitris ; Shimizu, Kenichi. In: MPRA Paper. RePEc:pra:mprapa:111631. 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 | Governance 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. Full description at Econpapers || Download paper |
2022 | Contagious 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. Full description at Econpapers || Download paper |
2021 | Precision-based sampling with missing observations: A factor model application. (2021). Hauber, Philipp ; Schumacher, Christian. In: Discussion Papers. RePEc:zbw:bubdps:112021. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2008 | Model-Based Clustering of Multiple Time Series In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 74 |
2004 | Model-based Clustering of Multiple Time Series.(2004) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 74 | paper | |
2008 | DOES MONEY MATTER FOR INFLATION IN THE EURO AREA? In: Contemporary Economic Policy. [Full Text][Citation analysis] | article | 35 |
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: 35 | 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 | 17 |
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: 17 | paper | |
2006 | A Switching ARCH Model for the German DAX Index In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 7 |
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 | |
2005 | Does Money Matter for Inflation in the Euro Area? In: Working papers. [Citation analysis] | paper | 16 |
2021 | Portfolio rebalancing in times of stress In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
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: 1 | article | |
2001 | Asymmetries in bank lending behaviour. Austria during the 1990s In: Working Paper Series. [Full Text][Citation analysis] | paper | 7 |
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: 7 | paper | |
2000 | Measuring business cycles with a dynamic Markov switching factor model: an assessment using Bayesian simulation methods In: Econometrics Journal. [Citation analysis] | article | 27 |
2009 | Financial systems and the cost channel transmission of monetary policy shocks In: Economic Modelling. [Full Text][Citation analysis] | article | 23 |
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: 23 | 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: 23 | 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 | 15 |
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 | 10 |
2004 | Do customer information programs reduce household electricity demand?--the Irish program In: Energy Policy. [Full Text][Citation analysis] | article | 31 |
2021 | Bank lending in Switzerland: Driven by business models and exposed to uncertainty In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 1 |
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 | 27 |
2004 | Modeling Credit Aggregates.(2004) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | 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 | 10 |
2013 | Bank-Lending Standards, Loan Growth and the Business Cycle in the Euro Area In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
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 | 11 |
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: 11 | 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 | 26 |
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: 26 | paper | |
2009 | Bank-Lending Standards, the Cost Channel and Inflation Dynamics In: Economics working papers. [Full Text][Citation analysis] | paper | 13 |
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: 13 | 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 | 4 |
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 | 29 |
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: 29 | article | |
2003 | The business cycle of European countries Bayesian clustering of country - individual IP growth series In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
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 | 5 |
2016 | Changing dynamics at the zero lower bound In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2016 | Changing dynamics at the zero lower bound.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | 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 | 40 |
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: 40 | 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 | 8 |
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 | 9 |
2021 | Reduced?form factor augmented VAR—Exploiting sparsity to include meaningful factors In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 2 |
2012 | Finding relevant variables in sparse Bayesian factor models: Economic applications and simulation results In: Discussion Papers. [Full Text][Citation analysis] | paper | 10 |
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