Sandra Eickmeier : Citation Profile

Are you Sandra Eickmeier?

Deutsche Bundesbank

23

H index

31

i10 index

1764

Citations

RESEARCH PRODUCTION:

21

Articles

51

Papers

1

Books

1

Chapters

RESEARCH ACTIVITY:

   16 years (2004 - 2020). See details.
   Cites by year: 110
   Journals where Sandra Eickmeier has often published
   Relations with other researchers
   Recent citing documents: 123.    Total self citations: 50 (2.76 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pei21
   Updated: 2023-11-04    RAS profile: 2019-05-15    
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Relations with other researchers

Works with:

Prieto, Esteban (5)

Kolb, Benedikt (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Sandra Eickmeier.

Is cited by:

Marcellino, Massimiliano (36)

Feldkircher, Martin (26)

Schumacher, Christian (23)

Kose, Ayhan (21)

Hamilton, James (20)

Baumeister, Christiane (20)

Luciani, Matteo (20)

Conti, Antonio (19)

Pagliacci, Carolina (17)

Kabundi, Alain (17)

Poncela, Pilar (17)

Cites to:

Reichlin, Lucrezia (98)

Marcellino, Massimiliano (73)

Forni, Mario (70)

Watson, Mark (69)

Peersman, Gert (64)

Kose, Ayhan (56)

Stock, James (47)

Lippi, Marco (47)

Bai, Jushan (43)

Ng, Serena (43)

Bernanke, Ben (39)

Main data

Where Sandra Eickmeier has published?

Journals with more than one article published# docs
European Economic Review3
Macroeconomic Dynamics2
Journal of Money, Credit and Banking2
International Journal of Forecasting2

Working Papers Series with more than one paper published# docs
Discussion Paper Series 1: Economic Studies / Deutsche Bundesbank18
Discussion Papers / Deutsche Bundesbank10
CEPR Discussion Papers / C.E.P.R. Discussion Papers4
CESifo Working Paper Series / CESifo2
Working Paper Series / European Central Bank2

Recent works citing Sandra Eickmeier (2023 and 2022)

YearTitle of citing document
2022Dynamic Factor Model for Functional Time Series: Identification, Estimation, and Prediction. (2022). Salish, Nazarii ; Otto, Sven. In: Papers. RePEc:arx:papers:2201.02532.

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2022Likelihood ratio test for structural changes in factor models. (2022). Han, XU ; Duan, Jiangtao ; Bai, Jushan. In: Papers. RePEc:arx:papers:2206.08052.

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2023Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2022). Massacci, Daniele ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2210.09828.

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2023High Dimensional Time Series Regression Models: Applications to Statistical Learning Methods. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.16192.

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2023Non-linear dimension reduction in factor-augmented vector autoregressions. (2023). Klieber, Karin. In: Papers. RePEc:arx:papers:2309.04821.

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2022Risk and State-Dependent Financial Frictions. (2022). Wouters, Rafael ; Harding, Martin. In: Staff Working Papers. RePEc:bca:bocawp:22-37.

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2023Multiple 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.

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2022What drives inflation? Disentangling demand and supply factors. (2022). Hofmann, Boris ; Eickmeier, Sandra. In: BIS Working Papers. RePEc:bis:biswps:1047.

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2022Crisis and the Chinese miracle: A network—GVAR model. (2022). Prelorentzos, Arseniosgeorgios N ; Chatzieleftheriou, Livia ; Michaelides, Panayotis G ; Konstantakis, Konstantinos N. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:3:p:900-921.

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2023Monetary 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.

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2022Monetary policy or macroprudential policies: What can tame the cycles?. (2022). Vollmer, Uwe. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:5:p:1510-1538.

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2022A semi?parametric integer?valued autoregressive model with covariates. (2022). McCabe, Brendan ; Harris, David ; Rao, Yao. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:71:y:2022:i:3:p:495-516.

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2023Directed 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.

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2023Forecasting 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.

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2022Time?Varying Dynamics of the German Business Cycle: A Comprehensive Investigation. (2022). Reif, Magnus. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:1:p:80-102.

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2022Loans to Different Groups and Economic Activity at Times of Crisis and Growth. (2022). Cafiso, Gianluca. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:3:p:594-623.

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2023Complete 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.

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2023One 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.

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2022Uncertainty spill-overs: when policy and financial realms overlap. (2022). Dragomirescu-Gaina, Catalin ; Bacchiocchi, Emanuele. In: Working Papers. RePEc:bol:bodewp:wp1174.

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2023Multiple 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.

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2023The 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.

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2023Drivers of Large Recessions and Monetary Policy Responses. (2023). Villa, Stefania ; Melina, Giovanni. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10590.

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2022Forecasting Inflation with a Zero Lower Bound or Negative Interest Rates: Evidence from Point and Density Forecasts. (2022). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9687.

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2022On Foreign Drivers of EMEs Fluctuations. (2022). Wlasiuk, Juan M ; Lorca, Jorge ; Bajraj, Gent. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:951.

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2022From Central Counter to Local Living: Pass-Through of Monetary Policy to Mortgage Lending Rates in Districts. (2022). Melecký, Martin ; Janku, Jan ; Gregor, Jiri. In: Working Papers. RePEc:cnb:wpaper:2022/9.

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2023The 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
2022Supply or Demand: What Drives Fluctuations in the Bank Loan Market?. (2022). Altavilla, Carlo ; Bouscasse, Paul ; Boucinha, Miguel. In: Working Paper Series. RePEc:ecb:ecbwps:20222646.

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2022The impact of credit supply shocks in the euro area: market-based financing versus loans. (2022). Cappiello, Lorenzo ; Rousova, Linda ; Barauskait, Kristina. In: Working Paper Series. RePEc:ecb:ecbwps:20222673.

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2022The effect of uncertainty on the sensitivity of the yield curve to monetary policy surprises. (2022). Shang, Fei. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:137:y:2022:i:c:s0165188922000604.

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2022Estimation of high-dimensional factor models with multiple structural changes. (2022). Wu, Jianhong ; Wang, LU. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s0264999321003321.

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2022Twenty years with the Euro: Eurozone banking market integration revisited. (2022). Sander, Harald ; Kleimeier, Stefanie. In: Economic Modelling. RePEc:eee:ecmode:v:114:y:2022:i:c:s0264999322001869.

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2022Emerging market responses to external shocks: A cross-country analysis. (2022). Hallam, Bahar Sungurtekin. In: Economic Modelling. RePEc:eee:ecmode:v:115:y:2022:i:c:s0264999322001948.

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2023The 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.

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2022Monetary policy and bank performance: The role of business models. (2022). Huynh, Japan ; Dang, Van Dan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002011.

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2023Low 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.

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2023Group 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.

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2023Quasi-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.

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2023Testing 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.

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2022Interest rates and foreign spillovers. (2022). Zimic, Sreko ; de Santis, Roberto A. In: European Economic Review. RePEc:eee:eecrev:v:144:y:2022:i:c:s001429212200006x.

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2022Financial intermediary leverage and monetary policy transmission. (2022). Li, Zehao. In: European Economic Review. RePEc:eee:eecrev:v:144:y:2022:i:c:s0014292122000332.

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2022Monetary policy and speculative asset markets. (2022). Boehl, Gregor. In: European Economic Review. RePEc:eee:eecrev:v:148:y:2022:i:c:s0014292122001477.

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2023Bank 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.

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2023Preventing 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.

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2023Optimal 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.

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2023Euro 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.

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2023Improving 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.

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2022The Relation between the High-Yield Bond Spread and the Unemployment Rate in the Euro Area. (2022). Osterholm, Par ; Nguyen, Hoang ; Kiss, Tamas. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003688.

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2022The impact of interest rate policy on credit union lending during a crisis period. (2022). Luu, Hiep Ngoc ; Mai, Lan Thi ; Phuong, Thao Thi. In: Finance Research Letters. RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322002471.

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2023Nowcasting 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.

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2022Banking deregulation, macroeconomic dynamics and monetary policy. (2022). Prieto, Esteban ; Eickmeier, Sandra ; Buch, Claudia M. In: Journal of Financial Stability. RePEc:eee:finsta:v:63:y:2022:i:c:s1572308922000791.

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2022Euro area banking and monetary policy shocks in the QE era. (2022). Kabundi, Alain ; de Simone, Francisco Nadal. In: Journal of Financial Stability. RePEc:eee:finsta:v:63:y:2022:i:c:s1572308922000845.

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2022Financial shocks, credit spreads, and the international credit channel. (2022). Sokol, Andrej ; Cesa-Bianchi, Ambrogio. In: Journal of International Economics. RePEc:eee:inecon:v:135:y:2022:i:c:s0022199621001239.

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2022Surges and instability: The maturity shortening channel. (2022). Su, Dan ; Li, Xiang. In: Journal of International Economics. RePEc:eee:inecon:v:139:y:2022:i:c:s0022199622001118.

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2023Monetary 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.

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2022Precautionary liquidity shocks, excess reserves and business cycles. (2022). Theodoridis, Konstantinos ; Bratsiotis, George J. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443122000129.

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2022Does the choice of monetary policy tool matter for systemic risk? The curious case of negative interest rates. (2022). Rogowicz, Karol ; Iwanicz-Drozdowska, Magorzata. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000865.

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2023Nowcasting 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.

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2022Risk taking and low longer-term interest rates: Evidence from the U.S. syndicated term loan market. (2022). Stebunovs, Viktors ; Lee, Seung Jung ; Aramonte, Sirio. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426619300354.

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2022Non-parametric identification of public guarantee schemes and commercial banks. (2022). Xu, Bing ; Garcia, Javier Sendra ; Gong, Qingbin ; Yang, Jingwen. In: Journal of Business Research. RePEc:eee:jbrese:v:144:y:2022:i:c:p:1196-1206.

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2022EME financial conditions: Which global shocks matter?. (2022). Manu, Ana-Simona ; Lodge, David. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:120:y:2022:i:c:s0261560621001303.

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2022The north-south divide, the euro and the world. (2022). Panagiotidis, Theodore ; Mouratidis, Kostas ; Chisiridis, Konstantinos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:121:y:2022:i:c:s0261560621001674.

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2022International determinants of asymmetric dependence in investment returns. (2022). Sinagl, Petra ; Alcock, Jamie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621002278.

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2022Examining macroprudential policy and its macroeconomic effects – Some new evidence. (2022). Mehrotra, Aaron ; Kim, So Young. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:128:y:2022:i:c:s0261560622001000.

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2023Macro-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.

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2023Effects 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.

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2023Drivers 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.

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2023Monetary 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.

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2023Interest 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.

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2022Do words affect expectations? The effect of central banks communication on consumer inflation expectations. (2022). Kliber, Agata ; Rutkowska, Aleksandra ; Szyszko, Magdalena. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:86:y:2022:i:c:p:221-229.

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2023Financial 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.

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2022What drives credit expansion worldwide?——An empirical investigation with long-term cross-country panel data. (2022). Wu, Zhouheng ; Liu, Sheng ; Yi, Xingjian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:80:y:2022:i:c:p:225-242.

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2023Understanding 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.

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2022Algorithmic Modelling of Financial Conditions for Macro Predictive Purposes: Pilot Application to USA Data. (2022). van Huellen, Sophie ; Qin, Duo ; Moraitis, Thanos ; Wang, Qing Chao. In: Econometrics. RePEc:gam:jecnmx:v:10:y:2022:i:2:p:22-:d:797393.

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2022Impact of Oil Financialization on Oil Price Fluctuation: A Perspective of Heterogeneity. (2022). Wang, Xiaolei ; Feng, Yanhong ; Liu, Yanqiong ; Chen, Shuanglian. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:12:p:4294-:d:836743.

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2022Fintech and Financial Risks of Systemically Important Commercial Banks in China: An Inverted U-Shaped Relationship. (2022). Ma, Zhenzhong ; Yang, Xinyun ; Chen, Baomin. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:10:p:5912-:d:814795.

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2023One size may not fit all: Financial fragmentation and European monetary policies. (2022). Gimet, Celine ; Gagnon, Mariehelene. In: Post-Print. RePEc:hal:journl:hal-03777950.

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2023Financial 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.

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2022Capital Requirement Reductions, Heterogeneity, and Real Economic Outcomes. (2022). Juelsrud, Ragnar E ; Arbatli-Saxegaard, Elif C. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2022:q:2:a:8.

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2023Global 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.

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2022A Bootstrap Method to Test Granger-Causality in the Frequency Domain. (2022). Montanari, Angela ; Farne, Matteo. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:3:d:10.1007_s10614-021-10112-x.

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2023Financial 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.

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2022Financial spillovers, spillbacks, and the scope for international macroprudential policy coordination. (2022). Pereira da Silva, Luiz Awazu ; Agénor, Pierre-Richard ; Agenor, Pierre-Richard. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:19:y:2022:i:1:d:10.1007_s10368-021-00522-5.

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2022Technological Leaders, Laggards and Spillovers: A Network GVAR Analysis. (2022). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Drivas, Kyriakos ; Economidou, Claire. In: Open Economies Review. RePEc:kap:openec:v:33:y:2022:i:2:d:10.1007_s11079-021-09635-5.

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2022Terrorist attacks and bank financial stability: evidence from MENA economies. (2022). Elgammal, Mohammed ; Elnahass, Marwa ; Marie, Mohamed. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:59:y:2022:i:1:d:10.1007_s11156-022-01043-1.

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2022Monetary policy, financial shocks and economic activity. (2022). Malliaris, Anastasios ; Evgenidis, Anastasios. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:59:y:2022:i:2:d:10.1007_s11156-022-01045-z.

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2023Time-varying ambiguity shocks and business cycles. (2023). Sakemoto, Ryuta ; Cai, Xiaojing ; Asano, Takao. In: KIER Working Papers. RePEc:kyo:wpaper:1094.

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2022Tracking the German Business Cycle. (2022). Ochsner, Christian ; Berger, Tino. In: MAGKS Papers on Economics. RePEc:mar:magkse:202212.

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2022The Nexus between Monetary Policy and Commercial Lending Rates: Comprehensive Evidence from Czechia during Different Policy Stances. (2022). Vágnerová Linnertová, Dagmar ; Linnertova, Dagmar Vagnerova ; Kajurova, Veronika. In: Eastern European Economics. RePEc:mes:eaeuec:v:60:y:2022:i:4:p:330-351.

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2022The Coming Rise in Residential Inflation. (2022). Summers, Lawrence ; Bolhuis, Marijn A. In: NBER Working Papers. RePEc:nbr:nberwo:29795.

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2022Hedging Long-Term Liabilities*. (2022). Schotman, Peter ; Quaedvlieg, Rogier. In: The Journal of Financial Econometrics. RePEc:oup:jfinec:v:20:y:2022:i:3:p:505-538..

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2022The impact of bank regulation on bank lending: a review of international literature. (2022). Odhiambo, Nicholas M ; Thamae, Retselisitsoe I. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:23:y:2022:i:4:d:10.1057_s41261-021-00179-9.

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2022Monetary Policy Uncertainty and its impact on the real economy: Empirical Evidence from the Euro area. (2022). Quelhas, Joo. In: MPRA Paper. RePEc:pra:mprapa:113621.

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2023Fiscal Policy and Asset Prices in a Dynamic Factor Model with Cointegrated Factors. (2023). Takumah, Wisdom. In: MPRA Paper. RePEc:pra:mprapa:117897.

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2022Big data forecasting of South African inflation. (2022). Steenkamp, Daan ; Rankin, Neil ; Kotze, Kevin ; Botha, Byron ; Burger, Rulof. In: Working Papers. RePEc:rbz:wpaper:11022.

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2022Assessing the Effects of Borrower-Based Macroprudential Policy on Credit in the EU Using Intensity-Based Indices. (2022). de Schryder, Selien ; Coulier, Lara. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:22/1044.

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2022Policy Impact Analysis of Housing Policies Using Housing Cycles. (2022). Kwon, Hyuck Shin ; Bang, Doo Won. In: SAGE Open. RePEc:sae:sagope:v:12:y:2022:i:3:p:21582440221113844.

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2022How does unconventional monetary policy affect the global financial markets?. (2022). Okimoto, Tatsuyoshi ; Inoue, Tomoo. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:3:d:10.1007_s00181-021-02067-7.

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2022The ever-evolving trade pattern: a global VAR approach. (2022). Zahedi, Razieh ; Taiebnia, Ali ; Shahmoradi, Asghar. In: Empirical Economics. RePEc:spr:empeco:v:63:y:2022:i:3:d:10.1007_s00181-021-02182-5.

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More than 100 citations found, this list is not complete...

Works by Sandra Eickmeier:

YearTitleTypeCited
2013Understanding Global Liquidity In: BIS Working Papers.
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2014Understanding global liquidity.(2014) In: European Economic Review.
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2013Understanding global liquidity.(2013) In: Discussion Papers.
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2015Classical 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]		article31
2013The Global Dimension of Inflation – Evidence from Factor-Augmented Phillips Curves In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article47
2009The global dimension of inflation - evidence from factor-augmented Phillips curves.(2009) In: Working Paper Series.
[Full Text][Citation analysis]
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2008The global dimension of inflation: evidence from factor-augmented Phillips curves.(2008) In: Discussion Paper Series 1: Economic Studies.
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This paper has another version. Agregated cites: 47		paper
2010Macroeconomic Factors and Micro-Level Bank Risk In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper33
2010Macroeconomic factors and micro-level bank risk.(2010) In: Discussion Paper Series 1: Economic Studies.
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This paper has another version. Agregated cites: 33		paper
2011In Search for Yield? New Survey-Based Evidence on Bank Risk Taking In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper11
2011Classical time-varying FAVAR models - Estimation, forecasting and structural analysis In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper15
2011Classical time-varying FAVAR models - estimation, forecasting and structural analysis.(2011) In: Discussion Paper Series 1: Economic Studies.
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This paper has another version. Agregated cites: 15		paper
2011The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper80
2016The 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 another version. Agregated cites: 80		article
2011The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR.(2011) In: Discussion Paper Series 1: Economic Studies.
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This paper has another version. Agregated cites: 80		paper
2011How Do Credit Supply Shocks Propagate Internationally? A GVAR approach In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper217
2015How do US credit supply shocks propagate internationally? A GVAR approach.(2015) In: European Economic Review.
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This paper has another version. Agregated cites: 217		article
2011How do credit supply shocks propagate internationally? A GVAR approach.(2011) In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]
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2013Time Variation in Macro-Financial Linkages In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper48
2016Time Variation in Macro?Financial Linkages.(2016) In: Journal of Applied Econometrics.
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2013Time variation in macro-financial linkages.(2013) In: Discussion Papers.
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2013MONETARY POLICY, HOUSING BOOMS, AND FINANCIAL (IM)BALANCES In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article42
2010Monetary policy, housing booms and financial (im)balances.(2010) In: Working Paper Series.
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2010Monetary policy, housing booms and financial (im)balances.(2010) In: Discussion Paper Series 1: Economic Studies.
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2018CHINAS ROLE IN GLOBAL INFLATION DYNAMICS In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article14
2013Chinas role in global inflation dynamics.(2013) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14		paper
2014In search for yield? Survey-based evidence on bank risk taking In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article133
2011In 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 another version. Agregated cites: 133		paper
2015Analyzing business cycle asymmetries in a multi-level factor model In: Economics Letters.
[Full Text][Citation analysis]		article7
2011Testing for structural breaks in dynamic factor models In: Journal of Econometrics.
[Full Text][Citation analysis]		article132
2009Testing for structural breaks in dynamic factor models.(2009) In: Discussion Paper Series 1: Economic Studies.
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This paper has another version. Agregated cites: 132		paper
2007Business cycle transmission from the US to Germany--A structural factor approach In: European Economic Review.
[Full Text][Citation analysis]		article99
2004Business Cycle Transmission from the US to Germany: a Structural Factor Approach.(2004) In: Discussion Paper Series 1: Economic Studies.
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2011Forecasting national activity using lots of international predictors: An application to New Zealand In: International Journal of Forecasting.
[Full Text][Citation analysis]		article31
2011Forecasting national activity using lots of international predictors: An application to New Zealand.(2011) In: International Journal of Forecasting.
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This paper has another version. Agregated cites: 31		article
2009Forecasting 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 another version. Agregated cites: 31		paper
2009Forecasting 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 another version. Agregated cites: 31		paper
2006How 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]		article53
2016The interest rate pass-through in the euro area during the sovereign debt crisis In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article70
2015The interest rate pass-through in the euro area during the sovereign debt crisis.(2015) In: CAMA Working Papers.
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This paper has another version. Agregated cites: 70		paper
2015The 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]
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2015The interest rate pass-through in the euro area during the sovereign debt crisis.(2015) In: Discussion Papers.
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2015The 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.
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2014Analyzing business and financial cycles using multi-level factor models In: CAMA Working Papers.
[Full Text][Citation analysis]		paper24
2014Analyzing business and financial cycles using multi-level factor models.(2014) In: Discussion Papers.
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2016Time-varying volatility, financial intermediation and monetary policy In: CAMA Working Papers.
[Full Text][Citation analysis]		paper27
2016Time-varying volatility, financial intermediation and monetary policy.(2016) In: Discussion Papers.
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2016Time-varying Volatility, Financial Intermediation and Monetary Policy.(2016) In: IWH Discussion Papers.
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2016Financial shocks and inflation dynamics In: CAMA Working Papers.
[Full Text][Citation analysis]		paper36
2020Financial shocks and inflation dynamics.(2020) In: Working Papers.
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2016Financial shocks and inflation dynamics.(2016) In: Discussion Papers.
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2018The macroeconomic effects of bank capital requirement tightenings: Evidence from a narrative approach In: CAMA Working Papers.
[Full Text][Citation analysis]		paper4
2018Effects of bank capital requirement tightenings on inequality In: CAMA Working Papers.
[Full Text][Citation analysis]		paper2
2018Effects of bank capital requirement tightenings on inequality.(2018) In: Discussion Papers.
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2016Analyzing International Business and Financial Cycles using Multi-Level Factor Models: A Comparison of Alternative Approaches In: Advances in Econometrics.
[Full Text][Citation analysis]		chapter6
2012The ESRB at 1 In: SUERF Studies.
[Full Text][Citation analysis]		book0
2009Comovements and heterogeneity in the euro area analyzed in a non-stationary dynamic factor model In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article46
2010Analyse 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]		article2
2008How successful are dynamic factor models at forecasting output and inflation? A meta-analytic approach In: Journal of Forecasting.
[Full Text][Citation analysis]		article99
2006Business cycle transmission from the euro area to CEECs In: Computing in Economics and Finance 2006.
[Full Text][Citation analysis]		paper2
2006Dynamic factor models In: AStA Advances in Statistical Analysis.
[Full Text][Citation analysis]		article147
2005Dynamic factor models.(2005) In: Discussion Paper Series 1: Economic Studies.
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This paper has another version. Agregated cites: 147		paper
2005How 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]		paper17
2014Macroeconomic Factors and Microlevel Bank Behavior In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article102
2010Macroeconomic factors and micro-level bank risk.(2010) In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]
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2009Analyse der Übertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]		paper0
2009Analyse der Übertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR.(2009) In: Working Papers.
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2005Common 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]		paper13
2005How 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]		paper18
2006Comovements and heterogeneity in the Comovements and heterogeneity in the dynamic factor model In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]		paper10
2006Macroeconomic fluctuations and bank lending: evidence for Germany and the euro area In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]		paper27
2006How 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]		paper25
2012Monetary policy and the oil futures market In: Discussion Papers.
[Full Text][Citation analysis]		paper3
2018Macroeconomic effects of bank capital regulation In: Discussion Papers.
[Full Text][Citation analysis]		paper16

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