Sylvia Kaufmann : Citation Profile


Are you Sylvia Kaufmann?

Studienzentrum Gerzensee

9

H index

9

i10 index

317

Citations

RESEARCH PRODUCTION:

22

Articles

35

Papers

RESEARCH ACTIVITY:

   21 years (1996 - 2017). See details.
   Cites by year: 15
   Journals where Sylvia Kaufmann has often published
   Relations with other researchers
   Recent citing documents: 24.    Total self citations: 24 (7.04 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pka122
   Updated: 2018-08-11    RAS profile: 2017-12-18    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Baeurle, Gregor (2)

Schumacher, Christian (2)

Gaggl, Paul (2)

Strachan, Rodney (2)

Kaufmann, Daniel (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 (16)

Owyang, Michael (13)

Casarin, Roberto (11)

Ravazzolo, Francesco (11)

Winter-Ebmer, Rudolf (9)

van Dijk, Herman (9)

Hernandez-Murillo, Ruben (8)

Rubio, Margarita (8)

Weber, Andrea (8)

Gómez-Loscos, Ana (7)

Gadea, María (7)

Cites to:

Bernanke, Ben (21)

Hamilton, James (18)

Gertler, Mark (16)

Forni, Mario (13)

Geweke, John (11)

Zha, Tao (10)

Waggoner, Daniel (10)

Reichlin, Lucrezia (9)

Billio, Monica (9)

Casarin, Roberto (9)

Lippi, Marco (8)

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
Empirical Economics2
Journal of Applied 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 Gerzensee6
Working Paper Series / European Central Bank2
Working papers / Faculty of Business and Economics - University of Basel2
Working Papers / Swiss National Bank2

Recent works citing Sylvia Kaufmann (2018 and 2017)


YearTitle of citing document
2018Bayesian nonparametric sparse VAR models. (2018). Rossini, Luca ; Billio, Monica ; Casarin, Roberto. In: Papers. RePEc:arx:papers:1608.02740.

Full description at Econpapers || Download paper

2018Dealing 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

2018Stochastic model specification in Markov switching vector error correction models. (2018). Zoerner, Thomas ; Pfarrhofer, Michael ; Zorner, Thomas O ; Huber, Florian. In: Papers. RePEc:arx:papers:1807.00529.

Full description at Econpapers || Download paper

2017Regional business cycles across europe. (2017). Gómez-Loscos, Ana ; Gadea, María ; Bandres, Eduardo ; Gomez-Loscos, Ana ; Gadea-Rivas, Maria Dolores . In: Occasional Papers. RePEc:bde:opaper:1702.

Full description at Econpapers || Download paper

2017Clustering regional business cycles. (2017). Gómez-Loscos, Ana ; Gadea, María ; Bandres, Eduardo ; Gomez-Loscos, Ana ; Gadea-Rivas, M D. In: Working Papers. RePEc:bde:wpaper:1744.

Full description at Econpapers || Download paper

2017Central bank transparency under the cost channel. (2017). Dai, Meixing ; Zhang, Qiao. In: International Finance. RePEc:bla:intfin:v:20:y:2017:i:2:p:189-209.

Full description at Econpapers || Download paper

2017Financial Depth and the Asymmetric Impact of Monetary Policy. (2017). Caglayan, Mustafa ; Mouratidis, Kostas ; Kocaaslan, Ozge Kandemir . In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:6:p:1195-1218.

Full description at Econpapers || Download paper

2017Clustering Space-Time Series: A Flexible STAR Approach. (2017). Otranto, Edoardo ; Mucciardi, M. In: Working Paper CRENoS. RePEc:cns:cnscwp:201707.

Full description at Econpapers || Download paper

2017The Cost Channel Effect of Monetary Transmission: How Effective Is the ECB’s Low Interest Rate Policy for Increasing Inflation?. (2017). Stephan, Andreas ; Schäfer, Dorothea ; Hoang, Khanh Trung ; Schafer, Dorothea. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1654.

Full description at Econpapers || Download paper

2017Model-based time-varying clustering of multivariate longitudinal data with covariates and outliers. (2017). Punzo, Antonio ; Maruotti, Antonello. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:113:y:2017:i:c:p:475-496.

Full description at Econpapers || Download paper

2018Clustering regional business cycles. (2018). Gómez-Loscos, Ana ; Gadea, María ; Bandres, Eduardo ; Gomez-Loscos, Ana ; Gadea-Rivas, Dolores M. In: Economics Letters. RePEc:eee:ecolet:v:162:y:2018:i:c:p:171-176.

Full description at Econpapers || Download paper

2017Bayesian online variable selection and scalable multivariate volatility forecasting in simultaneous graphical dynamic linear models. (2017). Gruber, Lutz F ; West, Mike . In: Econometrics and Statistics. RePEc:eee:ecosta:v:3:y:2017:i:c:p:3-22.

Full description at Econpapers || Download paper

2017Demand-side management by electric utilities in Switzerland: Analyzing its impact on residential electricity demand. (2017). Filippini, Massimo ; Boogen, Nina ; Datta, Souvik . In: Energy Economics. RePEc:eee:eneeco:v:64:y:2017:i:c:p:402-414.

Full description at Econpapers || Download paper

2018Determining analogies based on the integration of multiple information sources. (2018). Lu, Emiao ; Xu, Dong-Ling ; Handl, Julia. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:3:p:507-528.

Full description at Econpapers || Download paper

2017Clustered housing cycles. (2017). Rubio, Margarita ; Owyang, Michael ; Hernandez-Murillo, Ruben. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:66:y:2017:i:c:p:185-197.

Full description at Econpapers || Download paper

2017.

Full description at Econpapers || Download paper

2018Bayesian Inference and Prediction of a Multiple-Change-Point Panel Model with Nonparametric Priors. (2018). Jensen, Mark ; Fisher, Mark. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2018-02.

Full description at Econpapers || Download paper

2017An endogenously clustered factor approach to international business cycles. (2017). Owyang, Michael ; Savascin, ozge ; Francis, Neville. In: Working Papers. RePEc:fip:fedlwp:2012-014.

Full description at Econpapers || Download paper

2017Relationships between Tourism and Hospitality Sector Electricity Consumption in Spanish Provinces (1999–2013). (2017). Pablo-Romero, Maria ; Sanchez-Rivas, Javier ; Pozo-Barajas, Rafael ; Del, Maria . In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:4:p:480-:d:93893.

Full description at Econpapers || Download paper

2017The Effect of oil shocks and cyclicality in hiding Indian twin deficits. (2017). Goyal, Ashima ; Kumar, Abhishek. In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. RePEc:ind:igiwpp:2017-005.

Full description at Econpapers || Download paper

2018Assessing the stochastic stability of public debt: the case of Austria. (2018). Goedl, Maximilian ; Zwick, Christoph. In: Empirica. RePEc:kap:empiri:v:45:y:2018:i:3:d:10.1007_s10663-017-9376-4.

Full description at Econpapers || Download paper

2018Business cycle patterns in European regions. (2018). Gómez-Loscos, Ana ; Gadea, María ; Bandres, Eduardo ; Gomez-Loscos, Ana . In: MPRA Paper. RePEc:pra:mprapa:83964.

Full description at Econpapers || Download paper

2017Monetary Policy and Financial Stability. (2017). Dell'Ariccia, Giovanni ; Mancini-Griffoli, Tommaso ; Haksar, Vikram ; Habermeier, Karl . In: RBA Annual Conference Volume. RePEc:rba:rbaacv:acv2017-10.

Full description at Econpapers || Download paper

2018Bayesian Inference and Prediction of a Multiple-Change-Point Panel Model with Nonparametric Priors. (2018). Fisher, Mark ; Jensen, Mark J. In: Working Paper series. RePEc:rim:rimwps:18-12.

Full description at Econpapers || Download paper

Works by Sylvia Kaufmann:


YearTitleTypeCited
2008Model-Based Clustering of Multiple Time Series In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article50
2004Model-based Clustering of Multiple Time Series.(2004) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 50
paper
2008DOES MONEY MATTER FOR INFLATION IN THE EURO AREA? In: Contemporary Economic Policy.
[Full Text][Citation analysis]
article33
2005Does Money Matter for Inflation in the Euro Area?.(2005) In: Working papers.
[Citation analysis]
This paper has another version. Agregated cites: 33
paper
2005Does Money Matter for Inflation in the Euro Area?.(2005) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 33
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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16
paper
2006A Switching ARCH Model for the German DAX Index In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
article6
2005Expected Money Growth, Markov Trends and the Instability of Money Demand in the Euro Area In: Working papers.
[Full Text][Citation analysis]
paper0
2006Expected 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
2001Asymmetries in bank lending behaviour. Austria during the 1990s In: Working Paper Series.
[Full Text][Citation analysis]
paper3
2002Asymmetries in Bank Lending Behaviour. - Austria During the 1990s.(2002) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2000Bayesian Analysis of Switching ARCH Models In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]
paper9
2000Measuring business cycles with a dynamic Markov switching factor model: an assessment using Bayesian simulation methods In: Econometrics Journal.
[Citation analysis]
article17
2009Financial systems and the cost channel transmission of monetary policy shocks In: Economic Modelling.
[Full Text][Citation analysis]
article19
2007Financial 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: 19
paper
2007Financial 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: 19
paper
2015K-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]
article6
2004Do customer information programs reduce household electricity demand?--the Irish program In: Energy Policy.
[Full Text][Citation analysis]
article29
2003Modeling Credit Aggregates In: EcoMod2004.
[Full Text][Citation analysis]
paper4
2004Modeling Credit Aggregates.(2004) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
1996Markov-Regime Switching in Economic Variables: Part I. Modelling, Estimating and Testing. - Part II. A Selective Survey In: Economics Series.
[Full Text][Citation analysis]
paper0
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.
[Full Text][Citation analysis]
article8
2013Bank-Lending Standards, Loan Growth and the Business Cycle in the Euro Area In: Working Papers.
[Full Text][Citation analysis]
paper0
2006How do changes in monetary policy affect bank lending? An analysis of Austrian bank data In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article7
2010Dating 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]
article19
2008Dating 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: 19
paper
2009Bank-Lending Standards, the Cost Channel and Inflation Dynamics In: Economics working papers.
[Full Text][Citation analysis]
paper7
2010Bank-Lending Standards, the Cost Channel and Inflation Dynamics.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
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).
[Full Text][Citation analysis]
article0
2010A monetary real-time conditional forecast of euro area inflation In: Journal of Forecasting.
[Full Text][Citation analysis]
article1
2008Structural breaks in Austrian foreign trade with Eastern Europe during the early 1970s In: Empirica.
[Full Text][Citation analysis]
article3
2004The Role of Bank Lending in Market-Based and Bank-Based Financial Systems In: Monetary Policy & the Economy.
[Full Text][Citation analysis]
article4
2004Growth and Stability in the EU In: Monetary Policy & the Economy.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
article1
2001Is there an asymmetric effect on monetary policy over time? A bayesian analysis using Austrian data In: Working Papers.
[Full Text][Citation analysis]
paper23
2002Is 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: 23
article
2003The business cycle of European countries Bayesian clustering of country - individual IP growth series In: Working Papers.
[Full Text][Citation analysis]
paper5
2003Investigating asymmetries in the bank lending channel. An analysis using Austrian banks’ balance sheet data. In: Working Papers.
[Full Text][Citation analysis]
paper1
1996Permanent Components in Swiss Macroeconomic Variables In: Swiss Journal of Economics and Statistics (SJES).
[Full Text][Citation analysis]
article0
2010Discussion: 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]
article0
2011K-state switching models with endogenous transition distributions In: Working Papers.
[Full Text][Citation analysis]
paper5
2016Changing dynamics at the zero lower bound In: Working Papers.
[Full Text][Citation analysis]
paper0
2016Changing dynamics at the zero lower bound.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2002The Austrian current account deficit: Driven by twin deficits or by intertemporal expenditure allocation? In: Empirical Economics.
[Full Text][Citation analysis]
article22
1999The 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: 22
paper
2013Bayesian estimation of sparse dynamic factor models with order-independent identification In: Working Papers.
[Full Text][Citation analysis]
paper5
2014The Cyclical Component of Labor Market Polarization and Jobless Recoveries in the US In: Working Papers.
[Full Text][Citation analysis]
paper2
2016The Cyclical Component of Labor Market Polarization and Jobless Recoveries in the US.(2016) In: Annual Conference 2016 (Augsburg): Demographic Change.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2014K-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]
paper0
2016Hidden Markov models in time series, with applications in economics In: Working Papers.
[Full Text][Citation analysis]
paper0
2016Factor augmented VAR revisited - A sparse dynamic factor model approach In: Working Papers.
[Full Text][Citation analysis]
paper0
2000On the Effectiveness of Demand Side Management Information Programs on Household Electricity Demand In: Vienna Economics Papers.
[Full Text][Citation analysis]
paper0
1997Measuring Business Cycles with a Dynamic Markov Switching Factor Model In: Vienna Economics Papers.
[Citation analysis]
paper1
1998Bayes inference in common Markov switching trends models In: Vienna Economics Papers.
[Citation analysis]
paper0
2017Identifying relevant and irrelevant variables in sparse factor models In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article0
2012Finding relevant variables in sparse Bayesian factor models: Economic applications and simulation results In: Discussion Papers.
[Full Text][Citation analysis]
paper7

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated August, 2th 2018. Contact: CitEc Team