23
H index
31
i10 index
1788
Citations
Deutsche Bundesbank | 23 H index 31 i10 index 1788 Citations RESEARCH PRODUCTION: 21 Articles 51 Papers 1 Books 1 Chapters RESEARCH ACTIVITY: 16 years (2004 - 2020). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pei21 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Sandra Eickmeier. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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European Economic Review | 3 |
Macroeconomic Dynamics | 2 |
International Journal of Forecasting | 2 |
Journal of Money, Credit and Banking | 2 |
Working Papers Series with more than one paper published | # docs |
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Discussion Paper Series 1: Economic Studies / Deutsche Bundesbank | 18 |
Discussion Papers / Deutsche Bundesbank | 10 |
CEPR Discussion Papers / C.E.P.R. Discussion Papers | 4 |
CESifo Working Paper Series / CESifo | 2 |
Working Paper Series / European Central Bank | 2 |
Year | Title of citing document |
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2023 | Likelihood ratio test for structural changes in factor models. (2022). Han, XU ; Duan, Jiangtao ; Bai, Jushan. In: Papers. RePEc:arx:papers:2206.08052. Full description at Econpapers || Download paper |
2023 | Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2022). Massacci, Daniele ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2210.09828. Full description at Econpapers || Download paper |
2023 | High Dimensional Time Series Regression Models: Applications to Statistical Learning Methods. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.16192. Full description at Econpapers || Download paper |
2023 | Non-linear dimension reduction in factor-augmented vector autoregressions. (2023). Klieber, Karin. In: Papers. RePEc:arx:papers:2309.04821. Full description at Econpapers || Download paper |
2024 | Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2310.17278. Full description at Econpapers || Download paper |
2023 | Drivers of large recessions and monetary policy responses. (2023). Villa, Stefania ; Melina, Giovanni. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1425_23. Full description at Econpapers || Download paper |
2023 | Multiple structural breaks in interactive effects panel data and the impace of quantitative easing on bank lending. (2023). Westerlund, Joakim ; Karavias, Yiannis. In: Discussion Papers. RePEc:bir:birmec:23-02. Full description at Econpapers || Download paper |
2023 | Monetary policy, ownership structure, and risk?taking at financial intermediaries. (2023). Figueira, Catarina ; Caselli, Giorgio. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:1:p:167-191. Full description at Econpapers || Download paper |
2023 | Directed graphs and variable selection in large vector autoregressive models. (2023). Kascha, Christian ; Bruggemann, Ralf ; Bertsche, Dominik. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:44:y:2023:i:2:p:223-246. Full description at Econpapers || Download paper |
2023 | Forecasting inflation with a zero lower bound or negative interest rates: Evidence from point and density forecasts. (2023). Caporale, Guglielmo Maria ; Anderl, Christina. In: Manchester School. RePEc:bla:manchs:v:91:y:2023:i:3:p:171-232. Full description at Econpapers || Download paper |
2023 | Complete Theory for CCE Under Heterogeneous Slopes and General Unknown Factors. (2023). Stauskas, Ovidijus. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:2:p:283-303. Full description at Econpapers || Download paper |
2023 | One size may not fit all: Financial fragmentation and European monetary policies. (2023). Gimet, Céline ; Gagnon, Mariehelene. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:1:p:305-340. Full description at Econpapers || Download paper |
2023 | Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending. (2023). Westerlund, Joakim ; Karavias, Yiannis. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps99. Full description at Econpapers || Download paper |
2023 | The Price of War: Macroeconomic and Cross-Sectional Effects of Sanctions on Russia. (2023). Pestova, Anna ; Mamonov, Mikhail. In: CERGE-EI Working Papers. RePEc:cer:papers:wp756. Full description at Econpapers || Download paper |
2023 | Drivers of Large Recessions and Monetary Policy Responses. (2023). Villa, Stefania ; Melina, Giovanni. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10590. Full description at Econpapers || Download paper |
2023 | The pass through of monetary policy to euro area bank interest rates. (2023). Michail, Nektarios ; Louka, Kyriaki G. In: Working Papers. RePEc:cyb:wpaper:2023-2. Full description at Econpapers || Download paper |
2023 | Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/364359. Full description at Econpapers || Download paper |
2023 | The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area. (2023). Signoretti, Federico ; Nikolov, Kalin ; Ambrocio, Gene ; Heider, Florian ; Jovanovic, Mario ; Lewis, Vivien ; Miettinen, Pavo ; Policy, Monetary ; Bonatti, Guido ; Prieto, Esteban ; Redak, Vanessa ; Altavilla, Carlo ; Geiger, Felix ; Chalamandaris, Dimitrios ; Fourel, Valere ; Jan, Jansen David ; Kok, Christoffer ; Mazelis, Falk ; Balfoussia, Hiona ; Licak, Marek ; Patriek, Matic ; Pogulis, Armands ; Adolf, Petra ; Garabedian, Garo ; Cassar, Alan ; Weigert, Benjamin ; Fahr, Stephan ; Ioannidis, Michael ; Vlassopoulos, Thomas ; Maddaloni, Angela ; Klein, Melanie ; Papageorghiou, Maria ; Galati, Gabriele ; Fernandez, Luis ; Busch, Ulrike ; Valderrama, Maria ; Bussiere, Mat |
2023 | BEAST: A model for the assessment of system-wide risks and macroprudential policies. (2023). Boucherie, Louis ; Janokova, Martina ; Velasco, Sofia ; Panos, Jiri ; Lampe, Max ; Dimitrov, Ivan ; Vagliano, Gianluca ; Gross, Johannes ; Budnik, Katarzyna. In: Working Paper Series. RePEc:ecb:ecbwps:20232855. Full description at Econpapers || Download paper |
2023 | The global component of headline and core inflation in emerging market economies and its ability to improve forecasting performance. (2023). Molina, Stefano G ; Orraca, Maria Jose ; Arango-Castillo, Lenin. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003583. Full description at Econpapers || Download paper |
2023 | Regime-dependent effects of macroeconomic uncertainty on realized volatility in the U.S. stock market. (2023). Garrett, Ian ; Liu, Wei. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s026499932300295x. Full description at Econpapers || Download paper |
2023 | Low interest rates, bank’s search-for-yield behavior and financial portfolio management. (2023). Proao, Christian R ; Makarewicz, Tomasz ; Lojak, Benjamin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001747. Full description at Econpapers || Download paper |
2023 | Group fused Lasso for large factor models with multiple structural breaks. (2023). Tu, Yundong ; Ma, Chenchen. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:132-154. Full description at Econpapers || Download paper |
2023 | Quasi-maximum likelihood estimation of break point in high-dimensional factor models. (2023). Bai, Jushan ; Han, XU ; Duan, Jiangtao. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:209-236. Full description at Econpapers || Download paper |
2023 | Testing for structural changes in large dimensional factor models via discrete Fourier transform. (2023). Wang, Xia ; Hong, Yongmiao ; Fu, Zhonghao. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:302-331. Full description at Econpapers || Download paper |
2023 | Shrinkage estimation of multiple threshold factor models. (2023). Tu, Yundong ; Ma, Chenchen. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1876-1892. Full description at Econpapers || Download paper |
2023 | Bank capital requirement shocks: A narrative perspective. (2023). Conti, Antonio ; Signoretti, Federico M ; Nobili, Andrea. In: European Economic Review. RePEc:eee:eecrev:v:151:y:2023:i:c:s0014292122001507. Full description at Econpapers || Download paper |
2023 | Preventing financial disasters: Macroprudential policy and financial crises. (2023). Fernandez-Gallardo, Alvaro. In: European Economic Review. RePEc:eee:eecrev:v:151:y:2023:i:c:s0014292122002306. Full description at Econpapers || Download paper |
2023 | Optimal monetary policy with the risk-taking channel. (2023). Thaler, Dominik ; Abbate, Angela. In: European Economic Review. RePEc:eee:eecrev:v:152:y:2023:i:c:s0014292122002136. Full description at Econpapers || Download paper |
2023 | Euro area sovereign bond risk premia before and during the Covid-19 pandemic. (2023). Schwaab, Bernd ; Corradin, Stefano. In: European Economic Review. RePEc:eee:eecrev:v:153:y:2023:i:c:s0014292123000314. Full description at Econpapers || Download paper |
2023 | Improving automotive garage operations by categorical forecasts using a large number of variables. (2023). Naim, Mohamed M ; di Cairano-Gilfedder, Carla ; Liu, Ying ; Syntetos, Aris A ; Wang, Shixuan. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:2:p:893-908. Full description at Econpapers || Download paper |
2023 | Nowcasting of the Short-run Euro-Dollar Exchange Rate with Economic Fundamentals and Time-varying Parameters. (2023). Yemba, Boniface ; Biswas, Nabaneeta ; Tang, Biyan ; Otunuga, Olusegun Michael. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007474. Full description at Econpapers || Download paper |
2023 | Monetary policy shocks and consumer expectations in the euro area. (2023). Scharler, Johann ; Grundler, Daniel ; Geiger, Martin. In: Journal of International Economics. RePEc:eee:inecon:v:140:y:2023:i:c:s0022199622001404. Full description at Econpapers || Download paper |
2023 | Unconventional monetary policies and credit co-movement in the Eurozone. (2023). Fazio, Giorgio ; Casalin, Fabrizio ; Sleibi, Yacoub. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000471. Full description at Econpapers || Download paper |
2023 | Nowcasting food inflation with a massive amount of online prices. (2023). Szafranek, Karol ; Stelmasiak, Damian ; Macias, Pawe. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:809-826. Full description at Econpapers || Download paper |
2023 | The relationship between climate risk, climate policy uncertainty, and CO2 emissions: Empirical evidence from the US. (2023). Makrychoriti, Panagiota ; Guesmi, Khaled ; Spyrou, Spyros. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:212:y:2023:i:c:p:610-628. Full description at Econpapers || Download paper |
2023 | Macro-financial spillovers. (2023). Yilmaz, Kamil ; Hallam, Mark ; Cotter, John. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:133:y:2023:i:c:s0261560623000256. Full description at Econpapers || Download paper |
2023 | Effects of LTV announcements in EU economies. (2023). Giuliodori, Massimo ; Mokas, Dimitris. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:133:y:2023:i:c:s0261560623000396. Full description at Econpapers || Download paper |
2023 | Drivers of large recessions and monetary policy responses. (2023). Villa, Stefania ; Melina, Giovanni. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623000955. Full description at Econpapers || Download paper |
2023 | One-stop source: A global database of inflation. (2023). Ohnsorge, Franziska ; Kose, Ayhan ; Ha, Jongrim. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623000979. Full description at Econpapers || Download paper |
2023 | Monetary policy transmission, productive activity, and inflation in Brazil: Does uncertainty matter?. (2023). Lopes, Luckas Sabioni ; Rotatori, Wilson Luiz. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494922000457. Full description at Econpapers || Download paper |
2023 | Interest rates and systemic risk:Evidence from the Vietnamese economy. (2023). Thuy, Linh Thi ; Xuan, Huong Thi ; Thanh, Hoai Thi. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494923000063. Full description at Econpapers || Download paper |
2023 | Financial stability and monetary policy reaction: Evidence from the GCC countries. (2023). Elsayed, Ahmed ; Nasreen, Samia ; Naifar, Nader. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:396-405. Full description at Econpapers || Download paper |
2023 | Central bank asset purchases, banks’ risky security holdings and profitability: Macro and micro evidence from Japan and the U.S.. (2023). Wang, Ling. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:347-364. Full description at Econpapers || Download paper |
2023 | Understanding the Global Drivers of Inflation: How Important are Oil Prices?. (2023). Yilmazkuday, Hakan ; Ohnsorge, Franziska ; Kose, Ayhan M ; Ha, Jongrim. In: Working Papers. RePEc:fiu:wpaper:2301. Full description at Econpapers || Download paper |
2023 | One size may not fit all: Financial fragmentation and European monetary policies. (2022). Gimet, Celine ; Gagnon, Mariehelene. In: Post-Print. RePEc:hal:journl:hal-03777950. Full description at Econpapers || Download paper |
2023 | Financial asymmetries between Euro area and the United States: An International Political Economy Perspective. (2023). Ibrahim, Dalia ; Sallenave, Audrey Allegret ; Allegret, Jean-Pierre. In: Post-Print. RePEc:hal:journl:hal-04036046. Full description at Econpapers || Download paper |
2023 | Global Confidence, Uncertainty, and Business Cycles. (2023). Ha, Jongrim ; So, Inhwan. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2023:q:1:a:10. Full description at Econpapers || Download paper |
2023 | Financial cycles in Europe: dynamics, synchronicity and implications for business cycles and macroeconomic imbalances. (2023). Adarov, Amat. In: Empirica. RePEc:kap:empiri:v:50:y:2023:i:2:d:10.1007_s10663-022-09566-5. Full description at Econpapers || Download paper |
2023 | Global Liquidity and Household Credit Growth. (2023). Valev, Neven ; Bahadir, Berrak. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:5:d:10.1007_s11079-022-09708-z. Full description at Econpapers || Download paper |
2023 | ECB unconventional monetary policy and SME access to finance. (2023). Kapoor, Supriya ; Finnegan, Marie. In: Small Business Economics. RePEc:kap:sbusec:v:61:y:2023:i:3:d:10.1007_s11187-023-00730-0. Full description at Econpapers || Download paper |
2023 | Time-varying ambiguity shocks and business cycles. (2023). Sakemoto, Ryuta ; Cai, Xiaojing ; Asano, Takao. In: KIER Working Papers. RePEc:kyo:wpaper:1094. Full description at Econpapers || Download paper |
2023 | Fiscal Policy and Asset Prices in a Dynamic Factor Model with Cointegrated Factors. (2023). Takumah, Wisdom. In: MPRA Paper. RePEc:pra:mprapa:117897. Full description at Econpapers || Download paper |
2023 | Observed and expected interest rate pass-through under remarkably high market rates. (2023). Divino, Jose Angelo ; Haraguchi, Carlos. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:1:d:10.1007_s00181-022-02335-0. Full description at Econpapers || Download paper |
2023 | Time varying dynamics of globalization effect in India. (2023). Kumar, Nand ; Gupta, Shikha. In: Portuguese Economic Journal. RePEc:spr:portec:v:22:y:2023:i:1:d:10.1007_s10258-020-00190-4. Full description at Econpapers || Download paper |
2023 | Small open economies and external shocks: an application of Bayesian global vector autoregression model. (2023). Abubakar, Jamaladeen ; Bashir, Nafiu A ; Onipede, Samuel F. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:2:d:10.1007_s11135-022-01423-8. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Nowcasting from cross?sectionally dependent panels. (2023). Nandi, Shaoni ; Fosten, Jack. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:6:p:898-919. Full description at Econpapers || Download paper |
2023 | Real?time forecasting of the Australian macroeconomy using flexible Bayesian VARs. (2023). Zhang, BO ; Nguyen, Bao ; Hou, Chenghan. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:2:p:418-451. Full description at Econpapers || Download paper |
2023 | Macro?financial effects of monetary policy easing. (2023). Apostolakis, George ; Papadopoulos, Athanasios P ; Giannellis, Nikolaos. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:3:p:715-738. Full description at Econpapers || Download paper |
2023 | Measuring Persistent Global Economic Factors with Output, Commodity Price, and Commodity Currency Data. (2023). Startz, Richard ; Basistha, Arabinda. In: Working Papers. RePEc:wvu:wpaper:23-05. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2013 | Understanding Global Liquidity In: BIS Working Papers. [Full Text][Citation analysis] | paper | 78 |
2014 | Understanding global liquidity.(2014) In: European Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 78 | article | |
2013 | Understanding global liquidity.(2013) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 78 | paper | |
2015 | Classical time varying factor-augmented vector auto-regressive models—estimation, forecasting and structural analysis In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] | article | 31 |
2013 | The Global Dimension of Inflation – Evidence from Factor-Augmented Phillips Curves In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 47 |
2009 | The global dimension of inflation - evidence from factor-augmented Phillips curves.(2009) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | paper | |
2008 | The global dimension of inflation: evidence from factor-augmented Phillips curves.(2008) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | paper | |
2010 | Macroeconomic Factors and Micro-Level Bank Risk In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 33 |
2010 | Macroeconomic factors and micro-level bank risk.(2010) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
2011 | In Search for Yield? New Survey-Based Evidence on Bank Risk Taking In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 11 |
2011 | Classical time-varying FAVAR models - Estimation, forecasting and structural analysis In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 15 |
2011 | Classical time-varying FAVAR models - estimation, forecasting and structural analysis.(2011) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2011 | The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 82 |
2016 | The Changing International Transmission of Financial Shocks: Evidence from a Classical Time?Varying FAVAR.(2016) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 82 | article | |
2011 | The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR.(2011) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 82 | paper | |
2011 | How Do Credit Supply Shocks Propagate Internationally? A GVAR approach In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 217 |
2015 | How do US credit supply shocks propagate internationally? A GVAR approach.(2015) In: European Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 217 | article | |
2011 | How do credit supply shocks propagate internationally? A GVAR approach.(2011) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 217 | paper | |
2013 | Time Variation in Macro-Financial Linkages In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 49 |
2016 | Time Variation in Macro?Financial Linkages.(2016) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | article | |
2013 | Time variation in macro-financial linkages.(2013) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | paper | |
2013 | MONETARY POLICY, HOUSING BOOMS, AND FINANCIAL (IM)BALANCES In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 43 |
2010 | Monetary policy, housing booms and financial (im)balances.(2010) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | paper | |
2010 | Monetary policy, housing booms and financial (im)balances.(2010) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | paper | |
2018 | CHINAS ROLE IN GLOBAL INFLATION DYNAMICS In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 14 |
2013 | Chinas role in global inflation dynamics.(2013) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
2014 | In search for yield? Survey-based evidence on bank risk taking In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 135 |
2011 | In search for yield? Survey-based evidence on bank risk taking.(2011) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 135 | paper | |
2015 | Analyzing business cycle asymmetries in a multi-level factor model In: Economics Letters. [Full Text][Citation analysis] | article | 7 |
2011 | Testing for structural breaks in dynamic factor models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 137 |
2009 | Testing for structural breaks in dynamic factor models.(2009) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 137 | paper | |
2007 | Business cycle transmission from the US to Germany--A structural factor approach In: European Economic Review. [Full Text][Citation analysis] | article | 100 |
2004 | Business Cycle Transmission from the US to Germany: a Structural Factor Approach.(2004) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 100 | paper | |
2011 | Forecasting national activity using lots of international predictors: An application to New Zealand In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 32 |
2011 | Forecasting national activity using lots of international predictors: An application to New Zealand.(2011) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | article | |
2009 | Forecasting national activity using lots of international predictors: an application to New Zealand.(2009) In: Reserve Bank of New Zealand Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | paper | |
2009 | Forecasting national activity using lots of international predictors: an application to New Zealand.(2009) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | paper | |
2006 | How synchronized are new EU member states with the euro area? Evidence from a structural factor model In: Journal of Comparative Economics. [Full Text][Citation analysis] | article | 53 |
2016 | The interest rate pass-through in the euro area during the sovereign debt crisis In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 72 |
2015 | The interest rate pass-through in the euro area during the sovereign debt crisis.(2015) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 72 | paper | |
2015 | The interest rate pass-through in the euro area during the sovereign debt crisis.(2015) In: Reserve Bank of New Zealand Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 72 | paper | |
2015 | The interest rate pass-through in the euro area during the sovereign debt crisis.(2015) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 72 | paper | |
2015 | The interest rate pass-through in the euro area during the sovereign debt crisis.(2015) In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 72 | paper | |
2014 | Analyzing business and financial cycles using multi-level factor models In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 24 |
2014 | Analyzing business and financial cycles using multi-level factor models.(2014) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
2016 | Time-varying volatility, financial intermediation and monetary policy In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 27 |
2016 | Time-varying volatility, financial intermediation and monetary policy.(2016) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
2016 | Time-varying Volatility, Financial Intermediation and Monetary Policy.(2016) In: IWH Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
2016 | Financial shocks and inflation dynamics In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 36 |
2020 | Financial shocks and inflation dynamics.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
2016 | Financial shocks and inflation dynamics.(2016) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
2018 | The macroeconomic effects of bank capital requirement tightenings: Evidence from a narrative approach In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 4 |
2018 | Effects of bank capital requirement tightenings on inequality In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 3 |
2018 | Effects of bank capital requirement tightenings on inequality.(2018) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2016 | Analyzing International Business and Financial Cycles using Multi-Level Factor Models: A Comparison of Alternative Approaches In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 6 |
2012 | The ESRB at 1 In: SUERF Studies. [Full Text][Citation analysis] | book | 0 |
2009 | Comovements and heterogeneity in the euro area analyzed in a non-stationary dynamic factor model In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 46 |
2010 | Analyse der Übertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR / A FAVAR-based Analysis of the Transmission of US Shocks to Germany In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 2 |
2008 | How successful are dynamic factor models at forecasting output and inflation? A meta-analytic approach In: Journal of Forecasting. [Full Text][Citation analysis] | article | 100 |
2006 | Business cycle transmission from the euro area to CEECs In: Computing in Economics and Finance 2006. [Full Text][Citation analysis] | paper | 2 |
2006 | Dynamic factor models In: AStA Advances in Statistical Analysis. [Full Text][Citation analysis] | article | 147 |
2005 | Dynamic factor models.(2005) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 147 | paper | |
2005 | How Synchronized are Central and East European Economies with the Euro Area? Evidence from a Structural Factor model� In: TWI Research Paper Series. [Full Text][Citation analysis] | paper | 17 |
2014 | Macroeconomic Factors and Microlevel Bank Behavior In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 102 |
2010 | Macroeconomic factors and micro-level bank risk.(2010) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 102 | paper | |
2009 | Analyse der Übertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] | paper | 0 |
2009 | Analyse der Übertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2005 | Common stationary and non-stationary factors in the euro area analyzed in a large-scale factor model In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] | paper | 14 |
2005 | How synchronized are central and east European economies with the euro area? Evidence from a structural factor model In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] | paper | 18 |
2006 | Comovements and heterogeneity in the Comovements and heterogeneity in the dynamic factor model In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] | paper | 10 |
2006 | Macroeconomic fluctuations and bank lending: evidence for Germany and the euro area In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] | paper | 28 |
2006 | How good are dynamic factor models at forecasting output and inflation? A meta-analytic approach In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] | paper | 25 |
2012 | Monetary policy and the oil futures market In: Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2018 | Macroeconomic effects of bank capital regulation In: Discussion Papers. [Full Text][Citation analysis] | paper | 18 |
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