9
H index
9
i10 index
329
Citations
Sylvia Kaufmann : Citation Profile
Studienzentrum Gerzensee | RESEARCH PRODUCTION: 22 Articles 35 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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21 years (1996 - 2017). 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 |
| Empirical Economics | 2 |
| Journal of Applied Econometrics | 2 |
| Swiss Journal of Economics and Statistics (SJES) | 2 |
Recent works citing Sylvia Kaufmann (2018 and 2017)
| Year | Title of citing document |
|---|---|
| 2018 | Bayesian nonparametric sparse VAR models. (2018). Rossini, Luca ; Billio, Monica ; Casarin, Roberto. In: Papers. RePEc:arx:papers:1608.02740. Full description at Econpapers || Download paper |
| 2018 | 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 |
| 2018 | Stochastic model specification in Markov switching vector error correction models. (2018). Zoerner, Thomas ; Pfarrhofer, Michael ; Huber, Florian ; Zorner, Thomas O. In: Papers. RePEc:arx:papers:1807.00529. Full description at Econpapers || Download paper |
| 2018 | Bayesian shrinkage in mixture of experts models: Identifying robust determinants of class membership. (2018). Zens, Gregor. In: Papers. RePEc:arx:papers:1809.04853. Full description at Econpapers || Download paper |
| 2017 | Regional business cycles across europe. (2017). Gómez-Loscos, Ana ; Gadea, MarÃa ; Bandres, Eduardo ; Gomez-Loscos, Ana ; Gadea-Rivas, Maria Dolores . In: Occasional Papers. RePEc:bde:opaper:1702. Full description at Econpapers || Download paper |
| 2017 | Clustering regional business cycles. (2017). Gómez-Loscos, Ana ; Gadea, MarÃa ; Bandres, Eduardo ; Gomez-Loscos, Ana ; Gadea-Rivas, M D. In: Working Papers. RePEc:bde:wpaper:1744. Full description at Econpapers || Download paper |
| 2017 | Central 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 |
| 2017 | Financial 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 |
| 2017 | Clustering Space-Time Series: A Flexible STAR Approach. (2017). Otranto, E ; Mucciardi, M. In: Working Paper CRENoS. RePEc:cns:cnscwp:201707. Full description at Econpapers || Download paper |
| 2017 | Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model. (2017). Ravazzolo, Francesco ; Marcellino, Massimiliano ; Foroni, Claudia ; Casarin, Roberto. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12339. Full description at Econpapers || Download paper |
| 2017 | The 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 |
| 2017 | Model-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 |
| 2018 | Nonlinearities, smoothing and countercyclical monetary policy. (2018). Jackson, Laura E ; Soques, Daniel ; Owyang, Michael T. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:95:y:2018:i:c:p:136-154. Full description at Econpapers || Download paper |
| 2018 | Clustering regional business cycles. (2018). Gómez-Loscos, Ana ; Gadea, MarÃa ; 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 |
| 2017 | Bayesian 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 |
| 2017 | Demand-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 |
| 2018 | Determining 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 |
| 2017 | Clustered 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 |
| 2018 | Intertemporal Similarity of Economic Time Series. (2018). Franses, Philip Hans ; Wiemann, T ; Franses, Ph. H. B. F., . In: Econometric Institute Research Papers. RePEc:ems:eureir:109916. Full description at Econpapers || Download paper |
| 2017 | . Full description at Econpapers || Download paper |
| 2018 | Bayesian 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 |
| 2017 | An 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 |
| 2017 | Relationships 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 |
| 2017 | The 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 |
| 2018 | Assessing 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 |
| 2018 | Business cycle patterns in European regions. (2018). Gómez-Loscos, Ana ; Gadea, MarÃa ; Bandres, Eduardo ; Gomez-Loscos, Ana. In: MPRA Paper. RePEc:pra:mprapa:83964. Full description at Econpapers || Download paper |
| 2017 | Monetary 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 |
| 2018 | Bayesian Inference and Prediction of a Multiple-Change-Point Panel Model with Nonparametric Priors. (2018). Jensen, Mark ; Fisher, Mark . In: Working Paper series. RePEc:rim:rimwps:18-12. Full description at Econpapers || Download paper |
| 2018 | Stochastic model specification in Markov switching vector error correction models. (2018). Zoerner, Thomas ; Pfarrhofer, Michael ; Huber, Florian ; Zorner, Thomas O. In: Working Papers in Economics. RePEc:ris:sbgwpe:2018_003. Full description at Econpapers || Download paper |
| 2018 | Nonlinear Time Series Clustering Based on Kolmogorov-Smirnov 2D Statistic. (2018). Zhang, Beibei ; Chen, Rong. In: Journal of Classification. RePEc:spr:jclass:v:35:y:2018:i:3:d:10.1007_s00357-018-9271-0. Full description at Econpapers || Download paper |
| 2018 | Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies. (2018). Basturk, Nalan ; Van Dijk, Herman ; Hoogerheide, Lennart ; Grassi, Stefano ; Borowska, Agnieszka. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180076. Full description at Econpapers || Download paper |
| 2018 | Factor augmented VAR revisited - A sparse dynamic factor model approach. (2018). Beyeler, Simon ; Kaufmann, Sylvia. In: Annual Conference 2018 (Freiburg, Breisgau): Digital Economy. RePEc:zbw:vfsc18:181602. 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 | 54 |
| 2004 | Model-based Clustering of Multiple Time Series.(2004) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 54 | paper | |
| 2008 | DOES MONEY MATTER FOR INFLATION IN THE EURO AREA? In: Contemporary Economic Policy. [Full Text][Citation analysis] | article | 33 |
| 2005 | Does Money Matter for Inflation in the Euro Area?.(2005) In: Working papers. [Citation analysis] This paper has another version. Agregated cites: 33 | 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: 33 | 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 |
| 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 | |
| 2001 | Asymmetries in bank lending behaviour. Austria during the 1990s In: Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 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: 3 | paper | |
| 2000 | Bayesian Analysis of Switching ARCH Models In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 9 |
| 2000 | Measuring business cycles with a dynamic Markov switching factor model: an assessment using Bayesian simulation methods In: Econometrics Journal. [Citation analysis] | article | 18 |
| 2009 | Financial systems and the cost channel transmission of monetary policy shocks In: Economic Modelling. [Full Text][Citation analysis] | article | 19 |
| 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: 19 | 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: 19 | 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 | 8 |
| 2004 | Do customer information programs reduce household electricity demand?--the Irish program In: Energy Policy. [Full Text][Citation analysis] | article | 30 |
| 2003 | Modeling Credit Aggregates In: EcoMod2004. [Full Text][Citation analysis] | paper | 4 |
| 2004 | Modeling Credit Aggregates.(2004) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | 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 | 8 |
| 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 | 7 |
| 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 | 20 |
| 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: 20 | paper | |
| 2009 | Bank-Lending Standards, the Cost Channel and Inflation Dynamics In: Economics working papers. [Full Text][Citation analysis] | paper | 7 |
| 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: 7 | 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 | 24 |
| 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: 24 | 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 | 5 |
| 2016 | Changing dynamics at the zero lower bound In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Changing dynamics at the zero lower bound.(2016) 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 | 22 |
| 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: 22 | paper | |
| 2013 | Bayesian estimation of sparse dynamic factor models with order-independent identification In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2014 | The Cyclical Component of Labor Market Polarization and Jobless Recoveries in the US In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2016 | The 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 | |
| 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 | 0 |
| 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 | 2 |
| 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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