23
H index
31
i10 index
1764
Citations
Deutsche Bundesbank | 23 H index 31 i10 index 1764 Citations RESEARCH PRODUCTION: 21 Articles 51 Papers 1 Books 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with 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 |
Journal of Money, Credit and Banking | 2 |
International Journal of Forecasting | 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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2022 | Dynamic Factor Model for Functional Time Series: Identification, Estimation, and Prediction. (2022). Salish, Nazarii ; Otto, Sven. In: Papers. RePEc:arx:papers:2201.02532. Full description at Econpapers || Download paper | |
2022 | 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 | |
2022 | Risk and State-Dependent Financial Frictions. (2022). Wouters, Rafael ; Harding, Martin. In: Staff Working Papers. RePEc:bca:bocawp:22-37. 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 | |
2022 | What drives inflation? Disentangling demand and supply factors. (2022). Hofmann, Boris ; Eickmeier, Sandra. In: BIS Working Papers. RePEc:bis:biswps:1047. Full description at Econpapers || Download paper | |
2022 | Crisis 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. 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 | |
2022 | Monetary 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. Full description at Econpapers || Download paper | |
2022 | A 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. 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 | |
2022 | Time?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. Full description at Econpapers || Download paper | |
2022 | Loans 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. 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 | |
2022 | Uncertainty spill-overs: when policy and financial realms overlap. (2022). Dragomirescu-Gaina, Catalin ; Bacchiocchi, Emanuele. In: Working Papers. RePEc:bol:bodewp:wp1174. 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 | |
2022 | Forecasting 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. Full description at Econpapers || Download paper | |
2022 | On Foreign Drivers of EMEs Fluctuations. (2022). Wlasiuk, Juan M ; Lorca, Jorge ; Bajraj, Gent. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:951. Full description at Econpapers || Download paper | |
2022 | From 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. 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 | |
2022 | Supply 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. Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
2022 | Estimation 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. Full description at Econpapers || Download paper | |
2022 | Twenty 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. Full description at Econpapers || Download paper | |
2022 | Emerging 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. 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 | |
2022 | Monetary 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. 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 | |
2022 | Interest 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. Full description at Econpapers || Download paper | |
2022 | Financial intermediary leverage and monetary policy transmission. (2022). Li, Zehao. In: European Economic Review. RePEc:eee:eecrev:v:144:y:2022:i:c:s0014292122000332. Full description at Econpapers || Download paper | |
2022 | Monetary policy and speculative asset markets. (2022). Boehl, Gregor. In: European Economic Review. RePEc:eee:eecrev:v:148:y:2022:i:c:s0014292122001477. 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 | |
2022 | The 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. Full description at Econpapers || Download paper | |
2022 | The 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. 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 | |
2022 | Banking 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. Full description at Econpapers || Download paper | |
2022 | Euro 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. Full description at Econpapers || Download paper | |
2022 | Financial 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. Full description at Econpapers || Download paper | |
2022 | Surges 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. 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 | |
2022 | Precautionary 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. Full description at Econpapers || Download paper | |
2022 | Does 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. 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 | |
2022 | Risk 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. Full description at Econpapers || Download paper | |
2022 | Non-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. Full description at Econpapers || Download paper | |
2022 | EME 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. Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
2022 | International 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. Full description at Econpapers || Download paper | |
2022 | Examining 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. 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 | 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 | |
2022 | Do 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. 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 | |
2022 | What 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. 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 | |
2022 | Algorithmic 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. Full description at Econpapers || Download paper | |
2022 | Impact 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. Full description at Econpapers || Download paper | |
2022 | Fintech 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. 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 | |
2022 | Capital 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. 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 | |
2022 | A 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. 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 | |
2022 | Financial 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. Full description at Econpapers || Download paper | |
2022 | Technological 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. Full description at Econpapers || Download paper | |
2022 | Terrorist 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. Full description at Econpapers || Download paper | |
2022 | Monetary 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. 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 | |
2022 | Tracking the German Business Cycle. (2022). Ochsner, Christian ; Berger, Tino. In: MAGKS Papers on Economics. RePEc:mar:magkse:202212. Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
2022 | The Coming Rise in Residential Inflation. (2022). Summers, Lawrence ; Bolhuis, Marijn A. In: NBER Working Papers. RePEc:nbr:nberwo:29795. Full description at Econpapers || Download paper | |
2022 | Hedging 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.. Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
2022 | Monetary 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. 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 | |
2022 | Big data forecasting of South African inflation. (2022). Steenkamp, Daan ; Rankin, Neil ; Kotze, Kevin ; Botha, Byron ; Burger, Rulof. In: Working Papers. RePEc:rbz:wpaper:11022. Full description at Econpapers || Download paper | |
2022 | Assessing 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. Full description at Econpapers || Download paper | |
2022 | Policy 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. Full description at Econpapers || Download paper | |
2022 | How 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. Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2013 | Understanding Global Liquidity In: BIS Working Papers. [Full Text][Citation analysis] | paper | 75 |
2014 | Understanding global liquidity.(2014) In: European Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 75 | article | |
2013 | Understanding global liquidity.(2013) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 75 | 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 another 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 another 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 another 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 another 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 | 80 |
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 another version. Agregated cites: 80 | 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 another version. Agregated cites: 80 | 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 another 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 another version. Agregated cites: 217 | paper | |
2013 | Time Variation in Macro-Financial Linkages In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 48 |
2016 | Time Variation in Macro?Financial Linkages.(2016) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 48 | article | |
2013 | Time variation in macro-financial linkages.(2013) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 48 | paper | |
2013 | MONETARY POLICY, HOUSING BOOMS, AND FINANCIAL (IM)BALANCES In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 42 |
2010 | Monetary policy, housing booms and financial (im)balances.(2010) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | 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 another version. Agregated cites: 42 | 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 another 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 | 133 |
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 another version. Agregated cites: 133 | 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 | 132 |
2009 | Testing for structural breaks in dynamic factor models.(2009) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 132 | paper | |
2007 | Business cycle transmission from the US to Germany--A structural factor approach In: European Economic Review. [Full Text][Citation analysis] | article | 99 |
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 another version. Agregated cites: 99 | 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 | 31 |
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 another version. Agregated cites: 31 | 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 another version. Agregated cites: 31 | 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 another version. Agregated cites: 31 | 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 | 70 |
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 another version. Agregated cites: 70 | 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 another version. Agregated cites: 70 | 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 another version. Agregated cites: 70 | 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 another version. Agregated cites: 70 | 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 another 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 another 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 another 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 another version. Agregated cites: 36 | paper | |
2016 | Financial shocks and inflation dynamics.(2016) In: Discussion Papers. [Full Text][Citation analysis] This paper has another 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 | 2 |
2018 | Effects of bank capital requirement tightenings on inequality.(2018) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | 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 | 99 |
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 another 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 another 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 another 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 | 13 |
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 | 27 |
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 | 16 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2023. Contact: CitEc Team